International Nuclear Information System (INIS)
Wellens, Thomas; Shatokhin, Vyacheslav; Buchleitner, Andreas
2004-01-01
We are taught by conventional wisdom that the transmission and detection of signals is hindered by noise. However, during the last two decades, the paradigm of stochastic resonance (SR) proved this assertion wrong: indeed, addition of the appropriate amount of noise can boost a signal and hence facilitate its detection in a noisy environment. Due to its simplicity and robustness, SR has been implemented by mother nature on almost every scale, thus attracting interdisciplinary interest from physicists, geologists, engineers, biologists and medical doctors, who nowadays use it as an instrument for their specific purposes. At the present time, there exist a lot of diversified models of SR. Taking into account the progress achieved in both theoretical understanding and practical application of this phenomenon, we put the focus of the present review not on discussing in depth technical details of different models and approaches but rather on presenting a general and clear physical picture of SR on a pedagogical level. Particular emphasis will be given to the implementation of SR in generic quantum systems-an issue that has received limited attention in earlier review papers on the topic. The major part of our presentation relies on the two-state model of SR (or on simple variants thereof), which is general enough to exhibit the main features of SR and, in fact, covers many (if not most) of the examples of SR published so far. In order to highlight the diversity of the two-state model, we shall discuss several examples from such different fields as condensed matter, nonlinear and quantum optics and biophysics. Finally, we also discuss some situations that go beyond the generic SR scenario but are still characterized by a constructive role of noise
Behavioral Stochastic Resonance
Freund, Jan A.; Schimansky-Geier, Lutz; Beisner, Beatrix; Neiman, Alexander; Russell, David F.; Yakusheva, Tatyana; Moss, Frank
2001-03-01
Zooplankton emit weak electric fields into the surrounding water that originate from their own muscular activities associated with swimming and feeding. Juvenile paddlefish prey upon single zooplankton by detecting and tracking these weak electric signatures. The passive electric sense in the fish is provided by an elaborate array of electroreceptors, Ampullae Lorenzini, spread over the surface of an elongated rostrum. We have previously shown that the fish use stochastic resonance to enhance prey capture near the detection threshold of their sensory system. But stochastic resonance requires an external source of electrical noise in order to function. The required noise can be provided by a swarm of plankton, for example Daphnia. Thus juvenile paddlefish can detect and attack single Daphnia as outliers in the vicinity of the swarm by making use of noise from the swarm itself. From the power spectral density of the noise plus the weak signal from a single Daphnia we calculate the signal-to-noise ratio and the Fisher information at the surface of the paddlefish's rostrum. The results predict a specific attack pattern for the paddlefish that appears to be experimentally testable.
Stochastic resonance in models of neuronal ensembles
International Nuclear Information System (INIS)
Chialvo, D.R.; Longtin, A.; Mueller-Gerkin, J.
1997-01-01
Two recently suggested mechanisms for the neuronal encoding of sensory information involving the effect of stochastic resonance with aperiodic time-varying inputs are considered. It is shown, using theoretical arguments and numerical simulations, that the nonmonotonic behavior with increasing noise of the correlation measures used for the so-called aperiodic stochastic resonance (ASR) scenario does not rely on the cooperative effect typical of stochastic resonance in bistable and excitable systems. Rather, ASR with slowly varying signals is more properly interpreted as linearization by noise. Consequently, the broadening of the open-quotes resonance curveclose quotes in the multineuron stochastic resonance without tuning scenario can also be explained by this linearization. Computation of the input-output correlation as a function of both signal frequency and noise for the model system further reveals conditions where noise-induced firing with aperiodic inputs will benefit from stochastic resonance rather than linearization by noise. Thus, our study clarifies the tuning requirements for the optimal transduction of subthreshold aperiodic signals. It also shows that a single deterministic neuron can perform as well as a network when biased into a suprathreshold regime. Finally, we show that the inclusion of a refractory period in the spike-detection scheme produces a better correlation between instantaneous firing rate and input signal. copyright 1997 The American Physical Society
Memory effects on stochastic resonance
Neiman, Alexander; Sung, Wokyung
1996-02-01
We study the phenomenon of stochastic resonance (SR) in a bistable system with internal colored noise. In this situation the system possesses time-dependent memory friction connected with noise via the fluctuation-dissipation theorem, so that in the absence of periodic driving the system approaches the thermodynamic equilibrium state. For this non-Markovian case we find that memory usually suppresses stochastic resonance. However, for a large memory time SR can be enhanced by the memory.
Stochastic resonance for exploration geophysics
Omerbashich, Mensur
2008-01-01
Stochastic resonance (SR) is a phenomenon in which signal to noise (SN) ratio gets improved by noise addition rather than removal as envisaged classically. SR was first claimed in climatology a few decades ago and then in other disciplines as well. The same as it is observed in natural systems, SR is used also for allowable SN enhancements at will. Here I report a proof of principle that SR can be useful in exploration geophysics. For this I perform high frequency GaussVanicek variance spectr...
Single-Molecule Stochastic Resonance
Directory of Open Access Journals (Sweden)
K. Hayashi
2012-08-01
Full Text Available Stochastic resonance (SR is a well-known phenomenon in dynamical systems. It consists of the amplification and optimization of the response of a system assisted by stochastic (random or probabilistic noise. Here we carry out the first experimental study of SR in single DNA hairpins which exhibit cooperatively transitions from folded to unfolded configurations under the action of an oscillating mechanical force applied with optical tweezers. By varying the frequency of the force oscillation, we investigate the folding and unfolding kinetics of DNA hairpins in a periodically driven bistable free-energy potential. We measure several SR quantifiers under varied conditions of the experimental setup such as trap stiffness and length of the molecular handles used for single-molecule manipulation. We find that a good quantifier of the SR is the signal-to-noise ratio (SNR of the spectral density of measured fluctuations in molecular extension of the DNA hairpins. The frequency dependence of the SNR exhibits a peak at a frequency value given by the resonance-matching condition. Finally, we carry out experiments on short hairpins that show how SR might be useful for enhancing the detection of conformational molecular transitions of low SNR.
Causal interpretation of stochastic differential equations
DEFF Research Database (Denmark)
Sokol, Alexander; Hansen, Niels Richard
2014-01-01
We give a causal interpretation of stochastic differential equations (SDEs) by defining the postintervention SDE resulting from an intervention in an SDE. We show that under Lipschitz conditions, the solution to the postintervention SDE is equal to a uniform limit in probability of postintervention...... structural equation models based on the Euler scheme of the original SDE, thus relating our definition to mainstream causal concepts. We prove that when the driving noise in the SDE is a Lévy process, the postintervention distribution is identifiable from the generator of the SDE....
Stochastic resonance during a polymer translocation process
International Nuclear Information System (INIS)
Mondal, Debasish; Muthukumar, M.
2016-01-01
We have studied the occurrence of stochastic resonance when a flexible polymer chain undergoes a single-file translocation through a nano-pore separating two spherical cavities, under a time-periodic external driving force. The translocation of the chain is controlled by a free energy barrier determined by chain length, pore length, pore-polymer interaction, and confinement inside the donor and receiver cavities. The external driving force is characterized by a frequency and amplitude. By combining the Fokker-Planck formalism for polymer translocation and a two-state model for stochastic resonance, we have derived analytical formulas for criteria for emergence of stochastic resonance during polymer translocation. We show that no stochastic resonance is possible if the free energy barrier for polymer translocation is purely entropic in nature. The polymer chain exhibits stochastic resonance only in the presence of an energy threshold in terms of polymer-pore interactions. Once stochastic resonance is feasible, the chain entropy controls the optimal synchronization conditions significantly.
Stochastic resonance: noise-enhanced order
International Nuclear Information System (INIS)
Anishchenko, Vadim S; Neiman, Arkady B; Moss, F; Shimansky-Geier, L
1999-01-01
Stochastic resonance (SR) provides a glaring example of a noise-induced transition in a nonlinear system driven by an information signal and noise simultaneously. In the regime of SR some characteristics of the information signal (amplification factor, signal-to-noise ratio, the degrees of coherence and of order, etc.) at the output of the system are significantly improved at a certain optimal noise level. SR is realized only in nonlinear systems for which a noise-intensity-controlled characteristic time becomes available. In the present review the physical mechanism and methods of theoretical description of SR are briefly discussed. SR features determined by the structure of the information signal, noise statistics and properties of particular systems with SR are studied. A nontrivial phenomenon of stochastic synchronization defined as locking of the instantaneous phase and switching frequency of a bistable system by external periodic force is analyzed in detail. Stochastic synchronization is explored in single and coupled bistable oscillators, including ensembles. The effects of SR and stochastic synchronization of ensembles of stochastic resonators are studied both with and without coupling between the elements. SR is considered in dynamical and nondynamical (threshold) systems. The SR effect is analyzed from the viewpoint of information and entropy characteristics of the signal, which determine the degree of order or self-organization in the system. Applications of the SR concept to explaining the results of a series of biological experiments are discussed. (reviews of topical problems)
Stochastic resonance: noise-enhanced order
Energy Technology Data Exchange (ETDEWEB)
Anishchenko, Vadim S; Neiman, Arkady B [N.G. Chernyshevskii Saratov State University, Saratov (Russian Federation); Moss, F [Department of Physics and Astronomy, University of Missouri at St. Louis (United States); Shimansky-Geier, L [Humboldt University at Berlin (Germany)
1999-01-31
Stochastic resonance (SR) provides a glaring example of a noise-induced transition in a nonlinear system driven by an information signal and noise simultaneously. In the regime of SR some characteristics of the information signal (amplification factor, signal-to-noise ratio, the degrees of coherence and of order, etc.) at the output of the system are significantly improved at a certain optimal noise level. SR is realized only in nonlinear systems for which a noise-intensity-controlled characteristic time becomes available. In the present review the physical mechanism and methods of theoretical description of SR are briefly discussed. SR features determined by the structure of the information signal, noise statistics and properties of particular systems with SR are studied. A nontrivial phenomenon of stochastic synchronization defined as locking of the instantaneous phase and switching frequency of a bistable system by external periodic force is analyzed in detail. Stochastic synchronization is explored in single and coupled bistable oscillators, including ensembles. The effects of SR and stochastic synchronization of ensembles of stochastic resonators are studied both with and without coupling between the elements. SR is considered in dynamical and nondynamical (threshold) systems. The SR effect is analyzed from the viewpoint of information and entropy characteristics of the signal, which determine the degree of order or self-organization in the system. Applications of the SR concept to explaining the results of a series of biological experiments are discussed. (reviews of topical problems)
Probabilistic interpretation of resonant states
Indian Academy of Sciences (India)
The present paper reviews the basic definition of the resonant state in quantum ... We show that particles leak from the central region in the resonant state. The ..... The basic idea is as follows (figure 4): Consider a resonant eigenstate. Φn(x ...
The unsaturated bistable stochastic resonance system.
Zhao, Wenli; Wang, Juan; Wang, Linze
2013-09-01
We investigated the characteristics of the output saturation of the classical continuous bistable system (saturation bistable system) and its impact on stochastic resonance (SR). We further proposed a piecewise bistable SR system (unsaturated bistable system) and developed the expression of signal-to-noise ratio (SNR) using the adiabatic approximation theory. Compared with the saturation bistable system, the SNR is significantly improved in our unsaturated bistable SR system. The numerical simulation showed that the unsaturated bistable system performed better in extracting weak signals from strong background noise than the saturation bistable system.
Stochastic resonance in bistable systems driven by harmonic noise
International Nuclear Information System (INIS)
Neiman, A.; Schimansky-Geier, L.
1994-01-01
We study stochastic resonance in a bistable system which is excited simultaneously by white and harmonic noise which we understand as the signal. In our case the spectral line of the signal has a finite width as it occurs in many real situations. Using techniques of cumulant analysis as well as computer simulations we find that the effect of stochastic resonance is preserved in the case of harmonic noise excitation. Moreover we show that the width of the spectral line of the signal at the output can be decreased via stochastic resonance. The last could be of importance in the practical using of the stochastic resonance
Spatiotemporal Stochastic Resonance:Theory and Experiment
Peter, Jung
1996-03-01
The amplification of weak periodic signals in bistable or excitable systems via stochastic resonance has been studied intensively over the last years. We are going one step further and ask: Can noise enhance spatiotemporal patterns in excitable media and can this effect be observed in nature? To this end, we are looking at large, two dimensional arrays of coupled excitable elements. Due to the coupling, excitation can propagate through the array in form of nonlinear waves. We observe target waves, rotating spiral waves and other wave forms. If the coupling between the elements is below a critical threshold, any excitational pattern will die out in the absence of noise. Below this threshold, large scale rotating spiral waves - as they are observed above threshold - can be maintained by a proper level of the noise[1]. Furthermore, their geometric features, such as the curvature can be controlled by the homogeneous noise level[2]. If the noise level is too large, break up of spiral waves and collisions with spontaneously nucleated waves yields spiral turbulence. Driving our array with a spatiotemporal pattern, e.g. a rotating spiral wave, we show that for weak coupling the excitational response of the array shows stochastic resonance - an effect we have termed spatiotemporal stochastic resonance. In the last part of the talk I'll make contact with calcium waves, observed in astrocyte cultures and hippocampus slices[3]. A. Cornell-Bell and collaborators[3] have pointed out the role of calcium waves for long-range glial signaling. We demonstrate the similarity of calcium waves with nonlinear waves in noisy excitable media. The noise level in the tissue is characterized by spontaneous activity and can be controlled by applying neuro-transmitter substances[3]. Noise effects in our model are compared with the effect of neuro-transmitters on calcium waves. [1]P. Jung and G. Mayer-Kress, CHAOS 5, 458 (1995). [2]P. Jung and G. Mayer-Kress, Phys. Rev. Lett.62, 2682 (1995). [3
Selective adsorption resonances: Quantum and stochastic approaches
International Nuclear Information System (INIS)
Sanz, A.S.; Miret-Artes, S.
2007-01-01
In this review we cover recent advances in the theory of the selective adsorption phenomenon that appears in light atom/molecule scattering off solid surfaces. Due to the universal van der Waals attractive interaction incoming gas particles can get trapped by the surface, this giving rise to the formation of quasi-bound states or resonances. The knowledge of the position and width of these resonances provides relevant direct information about the nature of the gas-surface interaction as well as about the evaporation and desorption mechanisms. This information can be obtained by means of a plethora of theoretical methods developed in both the energy and time domains, which we analyze and discuss here in detail. In particular, special emphasis is given to close-coupling, wave-packet, and trajectory-based formalisms. Furthermore, a novel description of selective adsorption resonances from a stochastic quantum perspective within the density matrix and Langevin formalisms, when correlations and fluctuations of the surface (considered as a thermal bath) are taken into account, is also proposed and discussed
Decoding suprathreshold stochastic resonance with optimal weights
International Nuclear Information System (INIS)
Xu, Liyan; Vladusich, Tony; Duan, Fabing; Gunn, Lachlan J.; Abbott, Derek; McDonnell, Mark D.
2015-01-01
We investigate an array of stochastic quantizers for converting an analog input signal into a discrete output in the context of suprathreshold stochastic resonance. A new optimal weighted decoding is considered for different threshold level distributions. We show that for particular noise levels and choices of the threshold levels optimally weighting the quantizer responses provides a reduced mean square error in comparison with the original unweighted array. However, there are also many parameter regions where the original array provides near optimal performance, and when this occurs, it offers a much simpler approach than optimally weighting each quantizer's response. - Highlights: • A weighted summing array of independently noisy binary comparators is investigated. • We present an optimal linearly weighted decoding scheme for combining the comparator responses. • We solve for the optimal weights by applying least squares regression to simulated data. • We find that the MSE distortion of weighting before summation is superior to unweighted summation of comparator responses. • For some parameter regions, the decrease in MSE distortion due to weighting is negligible
The research status and development trend of stochastic resonance
Xu, Lei; Peng, Yueping; Liu, Man
2017-12-01
The synergistic reaction under specific conditions of the nonlinear system, weak driving signal and moderate noise can make noise to be advantageous in a certain extent, so as to achieve the purpose of signal enhancement, this seemingly anomalous phenomenon is defined as stochastic resonance. In this paper, the weak signal detection under strong noise background is the main line. The principle of white noise to counteract external noise is expounded, and the present research situation and development trend of stochastic resonance are reviewed in that paper, it also pointed out the direction of further research of stochastic resonance technology.
Exhibition of Stochastic Resonance in Vestibular Perception
Galvan-Garza, R. C.; Clark, T. K.; Merfeld, D. M.; Bloomberg, J. J.; Oman, C. M.; Mulavara, A. P.
2016-01-01
Astronauts experience sensorimotor changes during spaceflight, particularly during G-transitions. Post flight sensorimotor changes include spatial disorientation, along with postural and gait instability that may degrade operational capabilities of the astronauts and endanger the crew. A sensorimotor countermeasure that mitigates these effects would improve crewmember safety and decrease risk. The goal of this research is to investigate the potential use of stochastic vestibular stimulation (SVS) as a technology to improve sensorimotor function. We hypothesize that low levels of SVS will improve sensorimotor perception through the phenomenon of stochastic resonance (SR), when the response of a nonlinear system to a weak input signal is enhanced by the application of a particular nonzero level of noise. This study aims to advance the development of SVS as a potential countermeasure by 1) demonstrating the exhibition of stochastic resonance in vestibular perception, a vital component of sensorimotor function, 2) investigating the repeatability of SR exhibition, and 3) determining the relative contribution of the semicircular canals (SCC) and otolith (OTO) organs to vestibular perceptual SR. A constant current stimulator was used to deliver bilateral bipolar SVS via electrodes placed on each of the mastoid processes, as previously done. Vestibular perceptual motion recognition thresholds were measured using a 6-degree of freedom MOOG platform and a 150 trial 3-down/1-up staircase procedure. In the first test session, we measured vestibular perceptual thresholds in upright roll-tilt at 0.2 Hz (SCC+OTO) with SVS ranging from 0-700 µA. In a second test session a week later, we re-measured roll-tilt thresholds with 0, optimal (from test session 1), and 1500 µA SVS levels. A subset of these subjects, plus naive subjects, participated in two additional test sessions in which we measured thresholds in supine roll-rotation at 0.2 Hz (SCC) and upright y-translation at 1 Hz
Inverse Stochastic Resonance in Cerebellar Purkinje Cells.
Directory of Open Access Journals (Sweden)
Anatoly Buchin
2016-08-01
Full Text Available Purkinje neurons play an important role in cerebellar computation since their axons are the only projection from the cerebellar cortex to deeper cerebellar structures. They have complex internal dynamics, which allow them to fire spontaneously, display bistability, and also to be involved in network phenomena such as high frequency oscillations and travelling waves. Purkinje cells exhibit type II excitability, which can be revealed by a discontinuity in their f-I curves. We show that this excitability mechanism allows Purkinje cells to be efficiently inhibited by noise of a particular variance, a phenomenon known as inverse stochastic resonance (ISR. While ISR has been described in theoretical models of single neurons, here we provide the first experimental evidence for this effect. We find that an adaptive exponential integrate-and-fire model fitted to the basic Purkinje cell characteristics using a modified dynamic IV method displays ISR and bistability between the resting state and a repetitive activity limit cycle. ISR allows the Purkinje cell to operate in different functional regimes: the all-or-none toggle or the linear filter mode, depending on the variance of the synaptic input. We propose that synaptic noise allows Purkinje cells to quickly switch between these functional regimes. Using mutual information analysis, we demonstrate that ISR can lead to a locally optimal information transfer between the input and output spike train of the Purkinje cell. These results provide the first experimental evidence for ISR and suggest a functional role for ISR in cerebellar information processing.
Stochastic resonance a mathematical approach in the small noise limit
Herrmann, Samuel; Pavlyukevich, Ilya; Peithmann, Dierk
2013-01-01
Stochastic resonance is a phenomenon arising in a wide spectrum of areas in the sciences ranging from physics through neuroscience to chemistry and biology. This book presents a mathematical approach to stochastic resonance which is based on a large deviations principle (LDP) for randomly perturbed dynamical systems with a weak inhomogeneity given by an exogenous periodicity of small frequency. Resonance, the optimal tuning between period length and noise amplitude, is explained by optimizing the LDP's rate function. The authors show that not all physical measures of tuning quality are robust with respect to dimension reduction. They propose measures of tuning quality based on exponential transition rates explained by large deviations techniques and show that these measures are robust. The book sheds some light on the shortcomings and strengths of different concepts used in the theory and applications of stochastic resonance without attempting to give a comprehensive overview of the many facets of stochastic ...
Enhancement of Otolith Specific Ocular Responses Using Vestibular Stochastic Resonance
Fiedler, Matthew; De Dios, Yiri E.; Esteves, Julie; Galvan, Raquel; Wood, Scott; Bloomberg, Jacob; Mulavara, Ajitkumar
2011-01-01
Introduction: Astronauts experience disturbances in sensorimotor function after spaceflight during the initial introduction to a gravitational environment, especially after long-duration missions. Our goal is to develop a countermeasure based on vestibular stochastic resonance (SR) that could improve central interpretation of vestibular input and mitigate these risks. SR is a mechanism by which noise can assist and enhance the response of neural systems to relevant, imperceptible sensory signals. We have previously shown that imperceptible electrical stimulation of the vestibular system enhances balance performance while standing on an unstable surface. Methods: Eye movement data were collected from 10 subjects during variable radius centrifugation (VRC). Subjects performed 11 trials of VRC that provided equivalent tilt stimuli from otolith and other graviceptor input without the normal concordant canal cues. Bipolar stochastic electrical stimulation, in the range of 0-1500 microamperes, was applied to the vestibular system using a constant current stimulator through electrodes placed over the mastoid process behind the ears. In the VRC paradigm, subjects were accelerated to 216 deg./s. After the subjects no longer sensed rotation, the chair oscillated along a track at 0.1 Hz to provide tilt stimuli of 10 deg. Eye movements were recorded for 6 cycles while subjects fixated on a target in darkness. Ocular counter roll (OCR) movement was calculated from the eye movement data during periods of chair oscillations. Results: Preliminary analysis of the data revealed that 9 of 10 subjects showed an average increase of 28% in the magnitude of OCR responses to the equivalent tilt stimuli while experiencing vestibular SR. The signal amplitude at which performance was maximized was in the range of 100-900 microamperes. Discussion: These results indicate that stochastic electrical stimulation of the vestibular system can improve otolith specific responses. This will have a
Constructive role of Brownian motion: Brownian motors and Stochastic Resonance
Hänggi, Peter
2005-03-01
Noise is usually thought of as the enemy of order rather as a constructive influence. For the phenomena of Stochastic Resonance [1] and Brownian motors [2], however, stochastic noise can play a beneficial role in enhancing detection and/or facilitating directed transmission of information in absence of biasing forces. Brownian motion assisted Stochastic Resonance finds useful applications in physical, technological, biological and biomedical contexts [1,3]. The basic principles that underpin Stochastic Resonance are elucidated and novel applications for nonlinear classical and quantum systems will be addressed. The presence of non-equilibrium disturbances enables to rectify Brownian motion so that quantum and classical objects can be directed around on a priori designed routes in biological and physical systems (Brownian motors). In doing so, the energy from the haphazard motion of (quantum) Brownian particles is extracted to perform useful work against an external load. This very concept together with first experimental realizations are discussed [2,4,5]. [1] L. Gammaitoni, P. Hä'nggi, P. Jung and F. Marchesoni, Stochastic Resonance, Rev. Mod. Phys. 70, 223 (1998).[2] R. D. Astumian and P. Hä'nggi, Brownian motors, Physics Today 55 (11), 33 (2002).[3] P. Hä'nggi, Stochastic Resonace in Physics and Biology, ChemPhysChem 3, 285 (2002).[4] H. Linke, editor, Special Issue on Brownian Motors, Applied Physics A 75, No. 2 (2002).[5] P. Hä'nggi, F. Marchesoni, F. Nori, Brownian motors, Ann. Physik (Leipzig) 14, xxx (2004); cond-mat/0410033.
Stochastic heating in the cyclotron resonance of electrons
International Nuclear Information System (INIS)
Gutierrez T, C.; Hernandez A, O.
1999-01-01
The study of the different schemes of plasma heating by radiofrequency waves is a very actual problem related with the plasma heating in different machines and the particle acceleration mechanisms. In this work, it is obtained the expression for the temporal evolution of the energy absorbed in the cyclotron resonance of electrons where it is showed the stochastic character of the energy absorption. It is obtained the stochastic criteria in a magnetic configuration of an Ecr type plasma source. (Author)
Stochastic resonance in a stochastic bistable system with additive noises and square–wave signal
International Nuclear Information System (INIS)
Feng, Guo; Xiang-Dong, Luo; Shao-Fu, Li; Yu-Rong, Zhou
2010-01-01
This paper considers the stochastic resonance in a stochastic bistable system driven by a periodic square-wave signal and a static force as well as by additive white noise and dichotomous noise from the viewpoint of signal-to-noise ratio. It finds that the signal-to-noise ratio appears as stochastic resonance behaviour when it is plotted as a function of the noise strength of the white noise and dichotomous noise, as a function of the system parameters, or as a function of the static force. Moreover, the influence of the strength of the stochastic potential force and the correlation rate of the dichotomous noise on the signal-to-noise ratio is investigated. (general)
Stochastic resonance based on modulation instability in spatiotemporal chaos.
Han, Jing; Liu, Hongjun; Huang, Nan; Wang, Zhaolu
2017-04-03
A novel dynamic of stochastic resonance in spatiotemporal chaos is presented, which is based on modulation instability of perturbed partially coherent wave. The noise immunity of chaos can be reinforced through this effect and used to restore the coherent signal information buried in chaotic perturbation. A theoretical model with fluctuations term is derived from the complex Ginzburg-Landau equation via Wigner transform. It shows that through weakening the nonlinear threshold and triggering energy redistribution, the coherent component dominates the instability damped by incoherent component. The spatiotemporal output showing the properties of stochastic resonance may provide a potential application of signal encryption and restoration.
Stochastic resonance and coherence resonance in groundwater-dependent plant ecosystems.
Borgogno, Fabio; D'Odorico, Paolo; Laio, Francesco; Ridolfi, Luca
2012-01-21
Several studies have shown that non-linear deterministic dynamical systems forced by external random components can give rise to unexpectedly regular temporal behaviors. Stochastic resonance and coherence resonance, the two best known processes of this type, have been studied in a number of physical and chemical systems. Here, we explore their possible occurrence in the dynamics of groundwater-dependent plant ecosystems. To this end, we develop two eco-hydrological models, which allow us to demonstrate that stochastic and coherence resonance may emerge in the dynamics of phreatophyte vegetation, depending on their deterministic properties and the intensity of external stochastic drivers. Copyright © 2011 Elsevier Ltd. All rights reserved.
Aspects of stochastic resonance in Josephson junction, bimodal
Indian Academy of Sciences (India)
We present the results of extensive numerical studies on stochastic resonance and its characteristic features in three model systems, namely, a model for Josephson tunnel junctions, the bistable cubic map and a coupled map lattice formed by coupling the cubic maps. Some interesting features regarding the mechanism ...
Stochastic Resonance Induced by Dichotomous Resistor in an Electric Circuit
International Nuclear Information System (INIS)
Li Jinghui; Han Yinxia
2007-01-01
An electric circuit with dichotomous resistor is investigated. It is shown that the amplitude of the average electric current washing the resistor represents the phenomenon of stochastic resonance, which is the response as a function of the correlation time of the dichotomous resistor.
Aspects of stochastic resonance in Josephson junction, bimodal ...
Indian Academy of Sciences (India)
Abstract. We present the results of extensive numerical studies on stochastic resonance and its characteristic features in three model systems, namely, a model for Josephson tunnel junctions, the bistable cubic map and a coupled map lattice formed by coupling the cubic maps. Some interesting features regarding the ...
Stochastic resonance in the presence of slowly varying control parameters
International Nuclear Information System (INIS)
Nicolis, C; Nicolis, G
2005-01-01
The kinetics of transitions between states in a noisy system is studied in the simultaneous presence of a periodic forcing and a ramp. It is shown that the interaction between stochastic resonance and the action of the ramp may give rise to a new method for the control of the transition rates
Stochasticity of the energy absorption in the electron cyclotron resonance
International Nuclear Information System (INIS)
Gutierrez T, C.; Hernandez A, O.
1998-01-01
The energy absorption mechanism in cyclotron resonance of the electrons is a present problem, since it could be considered from the stochastic point of view or this related with a non-homogeneous but periodical of plasma spatial structure. In this work using the Bogoliubov average method for a multi periodical system in presence of resonances, the drift equations were obtained in presence of a RF field for the case of electron cyclotron resonance until first order terms with respect to inverse of its cyclotron frequency. The absorbed energy equation is obtained on part of electrons in a simple model and by drift method. It is showed the stochastic character of the energy absorption. (Author)
Stochastic resonance in feedforward acupuncture networks
Qin, Ying-Mei; Wang, Jiang; Men, Cong; Deng, Bin; Wei, Xi-Le; Yu, Hai-Tao; Chan, Wai-Lok
2014-10-01
Effects of noises and some other network properties on the weak signal propagation are studied systematically in feedforward acupuncture networks (FFN) based on FitzHugh-Nagumo neuron model. It is found that noises with medium intensity can enhance signal propagation and this effect can be further increased by the feedforward network structure. Resonant properties in the noisy network can also be altered by several network parameters, such as heterogeneity, synapse features, and feedback connections. These results may also provide a novel potential explanation for the propagation of acupuncture signal.
Stochastic Resonance in a System of Coupled Chaotic Oscillators
International Nuclear Information System (INIS)
Krawiecki, A.
1999-01-01
Noise-free stochastic resonance is investigated numerically in a system of two coupled chaotic Roessler oscillators. Periodic signal is applied either additively or multiplicatively to the coupling term. When the coupling constant is varied the oscillators lose synchronization via attractor bubbling or on-off intermittency. Properly chosen signals are analyzed which reflect the sequence of synchronized (laminar) phases and non-synchronized bursts in the time evolution of the oscillators. Maximum of the signal-to-noise ratio as a function of the coupling constant is observed. Dependence of the signal-to-noise ratio on the frequency of the periodic signal and parameter mismatch between the oscillators is investigated. Possible applications of stochastic resonance in the recovery of signals in secure communication systems based on chaotic synchronization are briefly discussed. (author)
Synthetic Computation: Chaos Computing, Logical Stochastic Resonance, and Adaptive Computing
Kia, Behnam; Murali, K.; Jahed Motlagh, Mohammad-Reza; Sinha, Sudeshna; Ditto, William L.
Nonlinearity and chaos can illustrate numerous behaviors and patterns, and one can select different patterns from this rich library of patterns. In this paper we focus on synthetic computing, a field that engineers and synthesizes nonlinear systems to obtain computation. We explain the importance of nonlinearity, and describe how nonlinear systems can be engineered to perform computation. More specifically, we provide an overview of chaos computing, a field that manually programs chaotic systems to build different types of digital functions. Also we briefly describe logical stochastic resonance (LSR), and then extend the approach of LSR to realize combinational digital logic systems via suitable concatenation of existing logical stochastic resonance blocks. Finally we demonstrate how a chaotic system can be engineered and mated with different machine learning techniques, such as artificial neural networks, random searching, and genetic algorithm, to design different autonomous systems that can adapt and respond to environmental conditions.
Stochastic Resonance algorithms to enhance damage detection in bearing faults
Castiglione Roberto; Garibaldi Luigi; Marchesiello Stefano
2015-01-01
Stochastic Resonance is a phenomenon, studied and mainly exploited in telecommunication, which permits the amplification and detection of weak signals by the assistance of noise. The first papers on this technique are dated early 80 s and were developed to explain the periodically recurrent ice ages. Other applications mainly concern neuroscience, biology, medicine and obviously signal analysis and processing. Recently, some researchers have applied the technique for detecting faults in mecha...
Frequency-difference-dependent stochastic resonance in neural systems
Guo, Daqing; Perc, Matjaž; Zhang, Yangsong; Xu, Peng; Yao, Dezhong
2017-08-01
Biological neurons receive multiple noisy oscillatory signals, and their dynamical response to the superposition of these signals is of fundamental importance for information processing in the brain. Here we study the response of neural systems to the weak envelope modulation signal, which is superimposed by two periodic signals with different frequencies. We show that stochastic resonance occurs at the beat frequency in neural systems at the single-neuron as well as the population level. The performance of this frequency-difference-dependent stochastic resonance is influenced by both the beat frequency and the two forcing frequencies. Compared to a single neuron, a population of neurons is more efficient in detecting the information carried by the weak envelope modulation signal at the beat frequency. Furthermore, an appropriate fine-tuning of the excitation-inhibition balance can further optimize the response of a neural ensemble to the superimposed signal. Our results thus introduce and provide insights into the generation and modulation mechanism of the frequency-difference-dependent stochastic resonance in neural systems.
Coherence resonance and stochastic resonance in directionally coupled rings
Werner, Johannes Peter; Benner, Hartmut; Florio, Brendan James; Stemler, Thomas
2011-11-01
In coupled systems, symmetry plays an important role for the collective dynamics. We investigate the dynamical response to noise with and without weak periodic modulation for two classes of ring systems. Each ring system consists of unidirectionally coupled bistable elements but in one class, the number of elements is even while in the other class the number is odd. Consequently, the rings without forcing show at a certain coupling strength, either ordering (similar to anti-ferromagnetic chains) or auto-oscillations. Analysing the bifurcations and fixed points of the two ring classes enables us to explain the dynamical response measured to noise and weak modulation. Moreover, by analysing a simplified model, we demonstrate that the response is universal for systems having a directional component in their stochastic dynamics in phase space around the origin.
Intrinsic periodic and aperiodic stochastic resonance in an electrochemical cell
Tiwari, Ishant; Phogat, Richa; Parmananda, P.; Ocampo-Espindola, J. L.; Rivera, M.
2016-08-01
In this paper we show the interaction of a composite of a periodic or aperiodic signal and intrinsic electrochemical noise with the nonlinear dynamics of an electrochemical cell configured to study the corrosion of iron in an acidic media. The anodic voltage setpoint (V0) in the cell is chosen such that the anodic current (I ) exhibits excitable fixed point behavior in the absence of noise. The subthreshold periodic (aperiodic) signal consists of a train of rectangular pulses with a fixed amplitude and width, separated by regular (irregular) time intervals. The irregular time intervals chosen are of deterministic and stochastic origins. The amplitude of the intrinsic internal noise, regulated by the concentration of chloride ions, is then monotonically increased, and the provoked dynamics are analyzed. The signal to noise ratio and the cross-correlation coefficient versus the chloride ions' concentration curves have a unimodal shape indicating the emergence of an intrinsic periodic or aperiodic stochastic resonance. The abscissa for the maxima of these unimodal curves correspond to the optimum value of intrinsic noise where maximum regularity of the invoked dynamics is observed. In the particular case of the intrinsic periodic stochastic resonance, the scanning electron microscope images for the electrode metal surfaces are shown for certain values of chloride ions' concentrations. These images, qualitatively, corroborate the emergence of order as a result of the interaction between the nonlinear dynamics and the composite signal.
Stochastic resonance in a generalized Von Foerster population growth model
Energy Technology Data Exchange (ETDEWEB)
Lumi, N.; Mankin, R. [Institute of Mathematics and Natural Sciences, Tallinn University, 25 Narva Road, 10120 Tallinn (Estonia)
2014-11-12
The stochastic dynamics of a population growth model, similar to the Von Foerster model for human population, is studied. The influence of fluctuating environment on the carrying capacity is modeled as a multiplicative dichotomous noise. It is established that an interplay between nonlinearity and environmental fluctuations can cause single unidirectional discontinuous transitions of the mean population size versus the noise amplitude, i.e., an increase of noise amplitude can induce a jump from a state with a moderate number of individuals to that with a very large number, while by decreasing the noise amplitude an opposite transition cannot be effected. An analytical expression of the mean escape time for such transitions is found. Particularly, it is shown that the mean transition time exhibits a strong minimum at intermediate values of noise correlation time, i.e., the phenomenon of stochastic resonance occurs. Applications of the results in ecology are also discussed.
Deterministic Versus Stochastic Interpretation of Continuously Monitored Sewer Systems
DEFF Research Database (Denmark)
Harremoës, Poul; Carstensen, Niels Jacob
1994-01-01
An analysis has been made of the uncertainty of input parameters to deterministic models for sewer systems. The analysis reveals a very significant uncertainty, which can be decreased, but not eliminated and has to be considered for engineering application. Stochastic models have a potential for ...
Mulavara, Ajitkumar; Fiedler, Matthew; DeDios,Yiri E.; Galvan, Raquel; Bloomberg, Jacob; Wood, Scott
2011-01-01
Astronauts experience disturbances in sensorimotor function after spaceflight during the initial introduction to a gravitational environment, especially after long-duration missions. Stochastic resonance (SR) is a mechanism by which noise can assist and enhance the response of neural systems to relevant, imperceptible sensory signals. We have previously shown that imperceptible electrical stimulation of the vestibular system enhances balance performance while standing on an unstable surface. The goal of our present study is to develop a countermeasure based on vestibular SR that could improve central interpretation of vestibular input and improve motor task responses to mitigate associated risks.
Research on Stochastic Resonance Signal’s Recovery
Directory of Open Access Journals (Sweden)
Hao Wang
2013-01-01
Full Text Available Using stochastic resonance to detect weak periodic signals has been widely used in various fields of science, which attracts much attention of researchers due to its advantages of revealing recessive periodic laws. This paper utilized this method to seek the underlying rule of setting weather index, so we can find that how to obtain the accurate expression of original periodic law by further investigation. This paper deals with the noise-contained signal restoring on the basis of the established system coupling the inversion system and bistable system. The simulation shows that this signal recovery method inversion effect is better and the application range is wider.
Stochastic and superharmonic stochastic resonances of a confined overdamped harmonic oscillator
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.
Suprathreshold stochastic resonance in neural processing tuned by correlation.
Durrant, Simon; Kang, Yanmei; Stocks, Nigel; Feng, Jianfeng
2011-07-01
Suprathreshold stochastic resonance (SSR) is examined in the context of integrate-and-fire neurons, with an emphasis on the role of correlation in the neuronal firing. We employed a model based on a network of spiking neurons which received synaptic inputs modeled by Poisson processes stimulated by a stepped input signal. The smoothed ensemble firing rate provided an output signal, and the mutual information between this signal and the input was calculated for networks with different noise levels and different numbers of neurons. It was found that an SSR effect was present in this context. We then examined a more biophysically plausible scenario where the noise was not controlled directly, but instead was tuned by the correlation between the inputs. The SSR effect remained present in this scenario with nonzero noise providing improved information transmission, and it was found that negative correlation between the inputs was optimal. Finally, an examination of SSR in the context of this model revealed its connection with more traditional stochastic resonance and showed a trade-off between supratheshold and subthreshold components. We discuss these results in the context of existing empirical evidence concerning correlations in neuronal firing.
Stochastic resonance in small-world neuronal networks with hybrid electrical–chemical synapses
International Nuclear Information System (INIS)
Wang, Jiang; Guo, Xinmeng; Yu, Haitao; Liu, Chen; Deng, Bin; Wei, Xile; Chen, Yingyuan
2014-01-01
Highlights: •We study stochastic resonance in small-world neural networks with hybrid synapses. •The resonance effect depends largely on the probability of chemical synapse. •An optimal chemical synapse probability exists to evoke network resonance. •Network topology affects the stochastic resonance in hybrid neuronal networks. - Abstract: The dependence of stochastic resonance in small-world neuronal networks with hybrid electrical–chemical synapses on the probability of chemical synapse and the rewiring probability is investigated. A subthreshold periodic signal is imposed on one single neuron within the neuronal network as a pacemaker. It is shown that, irrespective of the probability of chemical synapse, there exists a moderate intensity of external noise optimizing the response of neuronal networks to the pacemaker. Moreover, the effect of pacemaker driven stochastic resonance of the system depends largely on the probability of chemical synapse. A high probability of chemical synapse will need lower noise intensity to evoke the phenomenon of stochastic resonance in the networked neuronal systems. In addition, for fixed noise intensity, there is an optimal chemical synapse probability, which can promote the propagation of the localized subthreshold pacemaker across neural networks. And the optimal chemical synapses probability turns even larger as the coupling strength decreases. Furthermore, the small-world topology has a significant impact on the stochastic resonance in hybrid neuronal networks. It is found that increasing the rewiring probability can always enhance the stochastic resonance until it approaches the random network limit
Inverse stochastic resonance in networks of spiking neurons.
Uzuntarla, Muhammet; Barreto, Ernest; Torres, Joaquin J
2017-07-01
Inverse Stochastic Resonance (ISR) is a phenomenon in which the average spiking rate of a neuron exhibits a minimum with respect to noise. ISR has been studied in individual neurons, but here, we investigate ISR in scale-free networks, where the average spiking rate is calculated over the neuronal population. We use Hodgkin-Huxley model neurons with channel noise (i.e., stochastic gating variable dynamics), and the network connectivity is implemented via electrical or chemical connections (i.e., gap junctions or excitatory/inhibitory synapses). We find that the emergence of ISR depends on the interplay between each neuron's intrinsic dynamical structure, channel noise, and network inputs, where the latter in turn depend on network structure parameters. We observe that with weak gap junction or excitatory synaptic coupling, network heterogeneity and sparseness tend to favor the emergence of ISR. With inhibitory coupling, ISR is quite robust. We also identify dynamical mechanisms that underlie various features of this ISR behavior. Our results suggest possible ways of experimentally observing ISR in actual neuronal systems.
Effect of the Potential Shape on the Stochastic Resonance Processes
Kenmoé, G. Djuidjé; Ngouongo, Y. J. Wadop; Kofané, T. C.
2015-10-01
The stochastic resonance (SR) induced by periodic signal and white noises in a periodic nonsinusoidal potential is investigated. This phenomenon is studied as a function of the friction coefficient as well as the shape of the potential. It is done through an investigation of the hysteresis loop area which is equivalent to the input energy lost by the system to the environment per period of the external force. SR is evident in some range of the shape parameter of the potential, but cannot be observed in the other range. Specially, variation of the shape potential affects significantly and not trivially the heigh of the potential barrier in the Kramers rate as well as the occurrence of SR. The finding results show crucial dependence of the temperature of occurrence of SR on the shape of the potential. It is noted that the maximum of the input energy generally decreases when the friction coefficient is increased.
Gearbox damage identification and quantification using stochastic resonance
Mba, Clement U.; Marchesiello, Stefano; Fasana, Alessandro; Garibaldi, Luigi
2018-03-01
Amongst the many new tools used for vibration based mechanical fault diagnosis in rotating machineries, stochastic resonance (SR) has been shown to be able to identify as well as quantify gearbox damage via numerical simulations. To validate the numerical simulation results that were obtained in a previous work by the authors, SR is applied in the present study to data from an experimental gearbox that is representative of an industrial gearbox. Both spur and helical gears are used in the gearbox setup. While the results of the direct application of SR to experimental data do not exactly corroborate the numerical simulation results, applying SR to experimental data in pre-processed form is shown to be quite effective. In addition, it is demonstrated that traditional statistical techniques used for gearbox diagnosis can be used as a reference to check how well SR performs.
Effects of Colored Noise on Stochastic Resonance in Sensory Neurons
International Nuclear Information System (INIS)
Nozaki, D.; Mar, D.J.; Collins, J.J.; Grigg, P.
1999-01-01
Noise can assist neurons in the detection of weak signals via a mechanism known as stochastic resonance (SR). We demonstrate experimentally that SR-type effects can be obtained in rat sensory neurons with white noise, 1/f noise, or 1/f 2 noise. For low-frequency input noise, we show that the optimal noise intensity is the lowest and the output signal-to-noise ratio the highest for conventional white noise. We also show that under certain circumstances, 1/f noise can be better than white noise for enhancing the response of a neuron to a weak signal. We present a theory to account for these results and discuss the biological implications of 1/f noise. copyright 1999 The American Physical Society
Stochastic resonance and vibrational resonance in an excitable system: The golden mean barrier
International Nuclear Information System (INIS)
Stan, Cristina; Cristescu, C.P.; Alexandroaei, D.; Agop, M.
2009-01-01
We report on stochastic resonance and vibrational resonance in an electric charge double layer configuration as usually found in electrical discharges, biological cell membranes, chemical systems and nanostructures. The experiment and numerical computation show the existence of a barrier expressible in terms of the golden mean above which the two phenomena do not take place. We consider this as new evidence for the importance of the golden mean criticality in the oscillatory dynamics, in agreement with El Naschie's E-infinity theory. In our experiment, the dynamics of a charge double layer generated in the inter-anode space of a twin electrical discharge is investigated under noise-harmonic and harmonic-harmonic perturbations. In the first case, a Gaussian noise can enhance the response of the system to a weak injected periodic signal, a clear mark of stochastic resonance. In the second case, similar enhancement can appear if the noise is replaced by a harmonic perturbation with a frequency much higher than the frequency of the weak oscillation. The amplitude of the low frequency oscillation shows a maximum versus the amplitude of the high frequency perturbation demonstrating vibrational resonance. In order to model these dynamics, we derived an excitable system by modifying a biased van der Pol oscillator. The computational study considers the behaviour of this system under the same types of perturbation as in the experimental investigations and is found to give consistent results in both situations.
The Role of Stochastic Models in Interpreting the Origins of Biological Chirality
Directory of Open Access Journals (Sweden)
Gábor Lente
2010-04-01
Full Text Available This review summarizes recent stochastic modeling efforts in the theoretical research aimed at interpreting the origins of biological chirality. Stochastic kinetic models, especially those based on the continuous time discrete state approach, have great potential in modeling absolute asymmetric reactions, experimental examples of which have been reported in the past decade. An overview of the relevant mathematical background is given and several examples are presented to show how the significant numerical problems characteristic of the use of stochastic models can be overcome by non-trivial, but elementary algebra. In these stochastic models, a particulate view of matter is used rather than the concentration-based view of traditional chemical kinetics using continuous functions to describe the properties system. This has the advantage of giving adequate description of single-molecule events, which were probably important in the origin of biological chirality. The presented models can interpret and predict the random distribution of enantiomeric excess among repetitive experiments, which is the most striking feature of absolute asymmetric reactions. It is argued that the use of the stochastic kinetic approach should be much more widespread in the relevant literature.
Stochastic resonance in a single-mode laser driven by frequency modulated signal and coloured noises
Institute of Scientific and Technical Information of China (English)
Jin Guo-Xiang; Zhang Liang-Ying; Cao Li
2009-01-01
By adding frequency modulated signals to the intensity equation of gain-noise model of the single-mode laser driven by two coloured noises which are correlated, this paper uses the linear approximation method to calculate the power spectrum and signal-to-noise ratio (SNR) of the laser intensity. The results show that the SNR appears typical stochastic resonance with the variation of intensity of the pump noise and quantum noise. As the amplitude of a modulated signal has effects on the SNR, it shows suppression, monotone increasing, stochastic resonance, and multiple stochastic resonance with the variation of the frequency of a carrier signal and modulated signal.
On square-wave-driven stochastic resonance for energy harvesting in a bistable system
Energy Technology Data Exchange (ETDEWEB)
Su, Dongxu, E-mail: sudx@iis.u-tokyo.ac.jp [Graduate School of Engineering, The University of Tokyo, Tokyo 1538505 (Japan); Zheng, Rencheng; Nakano, Kimihiko [Institute of Industrial Science, The University of Tokyo, Tokyo 1538505 (Japan); Cartmell, Matthew P [Department of Mechanical Engineering, University of Sheffield, Sheffield S1 3JD (United Kingdom)
2014-11-15
Stochastic resonance is a physical phenomenon through which the throughput of energy within an oscillator excited by a stochastic source can be boosted by adding a small modulating excitation. This study investigates the feasibility of implementing square-wave-driven stochastic resonance to enhance energy harvesting. The motivating hypothesis was that such stochastic resonance can be efficiently realized in a bistable mechanism. However, the condition for the occurrence of stochastic resonance is conventionally defined by the Kramers rate. This definition is inadequate because of the necessity and difficulty in estimating white noise density. A bistable mechanism has been designed using an explicit analytical model which implies a new approach for achieving stochastic resonance in the paper. Experimental tests confirm that the addition of a small-scale force to the bistable system excited by a random signal apparently leads to a corresponding amplification of the response that we now term square-wave-driven stochastic resonance. The study therefore indicates that this approach may be a promising way to improve the performance of an energy harvester under certain forms of random excitation.
On square-wave-driven stochastic resonance for energy harvesting in a bistable system
International Nuclear Information System (INIS)
Su, Dongxu; Zheng, Rencheng; Nakano, Kimihiko; Cartmell, Matthew P
2014-01-01
Stochastic resonance is a physical phenomenon through which the throughput of energy within an oscillator excited by a stochastic source can be boosted by adding a small modulating excitation. This study investigates the feasibility of implementing square-wave-driven stochastic resonance to enhance energy harvesting. The motivating hypothesis was that such stochastic resonance can be efficiently realized in a bistable mechanism. However, the condition for the occurrence of stochastic resonance is conventionally defined by the Kramers rate. This definition is inadequate because of the necessity and difficulty in estimating white noise density. A bistable mechanism has been designed using an explicit analytical model which implies a new approach for achieving stochastic resonance in the paper. Experimental tests confirm that the addition of a small-scale force to the bistable system excited by a random signal apparently leads to a corresponding amplification of the response that we now term square-wave-driven stochastic resonance. The study therefore indicates that this approach may be a promising way to improve the performance of an energy harvester under certain forms of random excitation
Control of stochastic resonance in bistable systems by using periodic signals
International Nuclear Information System (INIS)
Min, Lin; Li-Min, Fang; Yong-Jun, Zheng
2009-01-01
According to the characteristic structure of double wells in bistable systems, this paper analyses stochastic fluctuations in the single potential well and probability transitions between the two potential wells and proposes a method of controlling stochastic resonance by using a periodic signal. Results of theoretical analysis and numerical simulation show that the phenomenon of stochastic resonance happens when the time scales of the periodic signal and the noise-induced probability transitions between the two potential wells achieve stochastic synchronization. By adding a bistable system with a controllable periodic signal, fluctuations in the single potential well can be effectively controlled, thus affecting the probability transitions between the two potential wells. In this way, an effective control can be achieved which allows one to either enhance or realize stochastic resonance
Entropic stochastic resonance without external force in oscillatory confined space
Energy Technology Data Exchange (ETDEWEB)
Ding, Huai; Jiang, Huijun; Hou, Zhonghuai, E-mail: hzhlj@ustc.edu.cn [Department of Chemical Physics and Hefei National Laboratory for Physical Sciences at Microscales, iChEM, University of Science and Technology of China, Hefei, Anhui 230026 (China)
2015-05-21
We have studied the dynamics of Brownian particles in a confined geometry of dumbbell-shape with periodically oscillating walls. Entropic stochastic resonance (ESR) behavior, characterizing by a maximum value of the coherent factor Q at some optimal level of noise, is observed even without external periodic force in the horizontal direction, which is necessary for conventional ESR where the wall is static and the particle is subjected to the force. Interestingly, the ESR can be remarkably enhanced by the particle gravity G, in contrast to the conventional case. In addition, Q decreases (increases) with G in the small (large) noise limit, respectively, while it non-monotonically changes with G for moderate noise levels. We have applied an effective 1D coarsening description to illustrate such a nontrivial dependence on G, by investigating the property of the 1D effective potential of entropic nature and paying special attention to the excess part resulting from the boundary oscillation. Dependences of the ESR strength with other related parameters are also discussed.
Comparison of stochastic resonance in static and dynamical nonlinearities
International Nuclear Information System (INIS)
Ma, Yumei; Duan, Fabing
2014-01-01
We compare the stochastic resonance (SR) effects in parallel arrays of static and dynamical nonlinearities via the measure of output signal-to-noise ratio (SNR). For a received noisy periodic signal, parallel arrays of both static and dynamical nonlinearities can enhance the output SNR by optimizing the internal noise level. The static nonlinearity is easily implementable, while the dynamical nonlinearity has more parameters to be tuned, at the risk of not exploiting the beneficial role of internal noise components. It is of interest to note that, for an input signal buried in the external Laplacian noise, we show that the dynamical nonlinearity is superior to the static nonlinearity in obtaining a better output SNR. This characteristic is assumed to be closely associated with the kurtosis of noise distribution. - Highlights: • Comparison of SR effects in arrays of both static and dynamical nonlinearities. • Static nonlinearity is easily implementable for the SNR enhancement. • Dynamical nonlinearity yields a better output SNR for external Laplacian noise
Topologically determined optimal stochastic resonance responses of spatially embedded networks
International Nuclear Information System (INIS)
Gosak, Marko; Marhl, Marko; Korosak, Dean
2011-01-01
We have analyzed the stochastic resonance phenomenon on spatial networks of bistable and excitable oscillators, which are connected according to their location and the amplitude of external forcing. By smoothly altering the network topology from a scale-free (SF) network with dominating long-range connections to a network where principally only adjacent oscillators are connected, we reveal that besides an optimal noise intensity, there is also a most favorable interaction topology at which the best correlation between the response of the network and the imposed weak external forcing is achieved. For various distributions of the amplitudes of external forcing, the optimal topology is always found in the intermediate regime between the highly heterogeneous SF network and the strong geometric regime. Our findings thus indicate that a suitable number of hubs and with that an optimal ratio between short- and long-range connections is necessary in order to obtain the best global response of a spatial network. Furthermore, we link the existence of the optimal interaction topology to a critical point indicating the transition from a long-range interactions-dominated network to a more lattice-like network structure.
Stochastic Resonance algorithms to enhance damage detection in bearing faults
Directory of Open Access Journals (Sweden)
Castiglione Roberto
2015-01-01
Full Text Available Stochastic Resonance is a phenomenon, studied and mainly exploited in telecommunication, which permits the amplification and detection of weak signals by the assistance of noise. The first papers on this technique are dated early 80 s and were developed to explain the periodically recurrent ice ages. Other applications mainly concern neuroscience, biology, medicine and obviously signal analysis and processing. Recently, some researchers have applied the technique for detecting faults in mechanical systems and bearings. In this paper, we try to better understand the conditions of applicability and which is the best algorithm to be adopted for these purposes. In fact, to get the methodology profitable and efficient to enhance the signal spikes due to fault in rings and balls/rollers of bearings, some parameters have to be properly selected. This is a problem since in system identification this procedure should be as blind as possible. Two algorithms are analysed: the first exploits classical SR with three parameters mutually dependent, while the other uses Woods-Saxon potential, with three parameters yet but holding a different meaning. The comparison of the performances of the two algorithms and the optimal choice of their parameters are the scopes of this paper. Algorithms are tested on simulated and experimental data showing an evident capacity of increasing the signal to noise ratio.
Stochastic resonance and the evolution of Daphnia foraging strategy
International Nuclear Information System (INIS)
Dees, Nathan D; Bahar, Sonya; Moss, Frank
2008-01-01
Search strategies are currently of great interest, with reports on foraging ranging from albatrosses and spider monkeys to microzooplankton. Here, we investigate the role of noise in optimizing search strategies. We focus on the zooplankton Daphnia, which move in successive sequences consisting of a hop, a pause and a turn through an angle. Recent experiments have shown that their turning angle distributions (TADs) and underlying noise intensities are similar across species and age groups, suggesting an evolutionary origin of this internal noise. We explore this hypothesis further with a digital simulation (EVO) based solely on the three central Darwinian themes: inheritability, variability and survivability. Separate simulations utilizing stochastic resonance (SR) indicate that foraging success, and hence fitness, is maximized at an optimum TAD noise intensity, which is represented by the distribution's characteristic width, σ. In both the EVO and SR simulations, foraging success is the criterion, and the results are the predicted characteristic widths of the TADs that maximize success. Our results are twofold: (1) the evolving characteristic widths achieve stasis after many generations; (2) as a hop length parameter is changed, variations in the evolved widths generated by EVO parallel those predicted by SR. These findings provide support for the hypotheses that (1) σ is an evolved quantity and that (2) SR plays a role in evolution. (communication)
Stochastic resonance in a time-delayed asymmetric bistable system with mixed periodic signal
International Nuclear Information System (INIS)
Yong-Feng, Guo; Wei, Xu; Liang, Wang
2010-01-01
This paper studies the phenomenon of stochastic resonance in an asymmetric bistable system with time-delayed feedback and mixed periodic signal by using the theory of signal-to-noise ratio in the adiabatic limit. A general approximate Fokker–Planck equation and the expression of the signal-to-noise ratio are derived through the small time delay approximation at both fundamental harmonics and mixed harmonics. The effects of the additive noise intensity Q, multiplicative noise intensity D, static asymmetry r and delay time τ on the signal-to-noise ratio are discussed. It is found that the higher mixed harmonics and the static asymmetry r can restrain stochastic resonance, and the delay time τ can enhance stochastic resonance. Moreover, the longer the delay time τ is, the larger the additive noise intensity Q and the multiplicative noise intensity D are, when the stochastic resonance appears. (general)
Directory of Open Access Journals (Sweden)
Xuefeng Li
2014-04-01
Full Text Available Based on solving numerically the generalized nonlinear Langevin equation describing the nonlinear dynamics of stochastic resonance by Fourth-order Runge-Kutta method, an aperiodic stochastic resonance based on an optical bistable system is numerically investigated. The numerical results show that a parameter-tuning stochastic resonance system can be realized by choosing the appropriate optical bistable parameters, which performs well in reconstructing aperiodic signals from a very high level of noise background. The influences of optical bistable parameters on the stochastic resonance effect are numerically analyzed via cross-correlation, and a maximum cross-correlation gain of 8 is obtained by optimizing optical bistable parameters. This provides a prospective method for reconstructing noise-hidden weak signals in all-optical signal processing systems.
On the interpretations of Langevin stochastic equation in different coordinate systems
International Nuclear Information System (INIS)
Martinez, E.; Lopez-Diaz, L.; Torres, L.; Alejos, O.
2004-01-01
The stochastic Langevin Landau-Lifshitz equation is usually utilized in micromagnetics formalism to account for thermal effects. Commonly, two different interpretations of the stochastic integrals can be made: Ito and Stratonovich. In this work, the Langevin-Landau-Lifshitz (LLL) equation is written in both Cartesian and Spherical coordinates. If Spherical coordinates are employed, the noise is additive, and therefore, Ito and Stratonovich solutions are equal. This is not the case when (LLL) equation is written in Cartesian coordinates. In this case, the Langevin equation must be interpreted in the Stratonovich sense in order to reproduce correct statistical results. Nevertheless, the statistics of the numerical results obtained from Euler-Ito and Euler-Stratonovich schemes are equivalent due to the additional numerical constraint imposed in Cartesian system after each time step, which itself assures that the magnitude of the magnetization is preserved
SDE decomposition and A-type stochastic interpretation in nonequilibrium processes
Yuan, Ruoshi; Tang, Ying; Ao, Ping
2017-12-01
An innovative theoretical framework for stochastic dynamics based on the decomposition of a stochastic differential equation (SDE) into a dissipative component, a detailed-balance-breaking component, and a dual-role potential landscape has been developed, which has fruitful applications in physics, engineering, chemistry, and biology. It introduces the A-type stochastic interpretation of the SDE beyond the traditional Ito or Stratonovich interpretation or even the α-type interpretation for multidimensional systems. The potential landscape serves as a Hamiltonian-like function in nonequilibrium processes without detailed balance, which extends this important concept from equilibrium statistical physics to the nonequilibrium region. A question on the uniqueness of the SDE decomposition was recently raised. Our review of both the mathematical and physical aspects shows that uniqueness is guaranteed. The demonstration leads to a better understanding of the robustness of the novel framework. In addition, we discuss related issues including the limitations of an approach to obtaining the potential function from a steady-state distribution.
Regarding light resonance interpretations of the B decay anomalies
Bishara, Fady; Haisch, Ulrich; Monni, Pier Francesco
2017-09-01
We sketch a novel method to search for light di-leptonic resonances by exploiting precision measurements of Drell-Yan production. Motivated by the recent hints of lepton flavor universality violation in B →K*ℓ+ℓ-, we illustrate our proposal by studying the case of spin-1 resonances that couple to muons and have masses in the range of a few GeV. We show that the existing LHC data on p p →Z/γ* →μ+μ- put nontrivial constraints on light di-muon resonance interpretations of B decay anomalies in a model-independent fashion. The impact of our proposal on the long-standing discrepancy in the anomalous magnetic moment of the muon is also briefly discussed.
International Nuclear Information System (INIS)
Li Jinghui
2008-01-01
In this paper, an electric system with two dichotomous resistors is investigated. It is shown that this system can display two stochastic resonances, which are the amplitude of the periodic response as the functions of the two dichotomous resistors strengthes respectively. In the limits of Gaussian white noise and shot white noise (i.e., the two noises are both Gaussian white noise or shot white noise), no phenomena of resonance appear. By further study, we find that when the system is with three or more multiplicative telegraphic noises, there are three or more stochastic resonances
International Nuclear Information System (INIS)
Dybiec, Bartłomiej; Gudowska-Nowak, Ewa
2009-01-01
A standard approach to analysis of noise-induced effects in stochastic dynamics assumes a Gaussian character of the noise term describing interaction of the analyzed system with its complex surroundings. An additional assumption about the existence of timescale separation between the dynamics of the measured observable and the typical timescale of the noise allows external fluctuations to be modeled as temporally uncorrelated and therefore white. However, in many natural phenomena the assumptions concerning the above mentioned properties of 'Gaussianity' and 'whiteness' of the noise can be violated. In this context, in contrast to the spatiotemporal coupling characterizing general forms of non-Markovian or semi-Markovian Lévy walks, so called Lévy flights correspond to the class of Markov processes which can still be interpreted as white, but distributed according to a more general, infinitely divisible, stable and non-Gaussian law. Lévy noise-driven non-equilibrium systems are known to manifest interesting physical properties and have been addressed in various scenarios of physical transport exhibiting a superdiffusive behavior. Here we present a brief overview of our recent investigations aimed at understanding features of stochastic dynamics under the influence of Lévy white noise perturbations. We find that the archetypal phenomena of noise-induced ordering are robust and can be detected also in systems driven by memoryless, non-Gaussian, heavy-tailed fluctuations with infinite variance
Stochastic resonance in a periodic potential system under a constant force
International Nuclear Information System (INIS)
Hu Gang.
1992-10-01
An overdamped particle moving in a periodic potential, and subject to a constant force and a stochastic force (i.e., χ = -sin(2πχ) + B + Γ(t),Γ(t) is a white noise) is considered. The mobility of the particle, d /dt, is investigated. The stochastic resonance type of behaviour is revealed. The study of the SR problem can thus be extended to systems with periodic force. (author). 13 refs
Schaffer, L.; Burns, J. A.
1995-01-01
Dust grains in planetary rings acquire stochastically fluctuating electric charges as they orbit through any corotating magnetospheric plasma. Here we investigate the nature of this stochastic charging and calculate its effect on the Lorentz resonance (LR). First we model grain charging as a Markov process, where the transition probabilities are identified as the ensemble-averaged charging fluxes due to plasma pickup and photoemission. We determine the distribution function P(t;N), giving the probability that a grain has N excess charges at time t. The autocorrelation function tau(sub q) for the strochastic charge process can be approximated by a Fokker-Planck treatment of the evolution equations for P(t; N). We calculate the mean square response to the stochastic fluctuations in the Lorentz force. We find that transport in phase space is very small compared to the resonant increase in amplitudes due to the mean charge, over the timescale that the oscillator is resonantly pumped up. Therefore the stochastic charge variations cannot break the resonant interaction; locally, the Lorentz resonance is a robust mechanism for the shaping of etheral dust ring systems. Slightly stronger bounds on plasma parameters are required when we consider the longer transit times between Lorentz resonances.
Autapse-induced multiple stochastic resonances in a modular neuronal network
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.
International Nuclear Information System (INIS)
Shishkin, Alexander A.
2001-02-01
A new method of particle motion control in toroidal magnetic traps with rotational transform using the estafette of drift resonances and stochasticity of particle trajectories is proposed. The use of the word estafette' here means that the particle passes through a set of resonances in consecutive order from one to another during its motion. The overlapping of adjacent resonances can be moved radially from the center to the edge of the plasma by switching on the corresponding perturbations in accordance with a particular rule in time. In this way particles (e.g. cold alpha-particle) can be removed from the center of the confinement volume to the plasma periphery. For the analytical treatment of the stochastic behaviour of particle motion the stochastic diffusion coefficients D r, r, D r,θ , D θ,θ are introduced. The new approach is demonstrated by numerical computations of the test helium particle trajectories in the toroidal trap Large Helical Device. (author)
Méndez-Balbuena, Ignacio; Huidobro, Nayeli; Silva, Mayte; Flores, Amira; Trenado, Carlos; Quintanar, Luis; Arias-Carrión, Oscar; Kristeva, Rumyana; Manjarrez, Elias
2015-10-01
The present investigation documents the electrophysiological occurrence of multisensory stochastic resonance in the human visual pathway elicited by tactile noise. We define multisensory stochastic resonance of brain evoked potentials as the phenomenon in which an intermediate level of input noise of one sensory modality enhances the brain evoked response of another sensory modality. Here we examined this phenomenon in visual evoked potentials (VEPs) modulated by the addition of tactile noise. Specifically, we examined whether a particular level of mechanical Gaussian noise applied to the index finger can improve the amplitude of the VEP. We compared the amplitude of the positive P100 VEP component between zero noise (ZN), optimal noise (ON), and high mechanical noise (HN). The data disclosed an inverted U-like graph for all the subjects, thus demonstrating the occurrence of a multisensory stochastic resonance in the P100 VEP. Copyright © 2015 the American Physiological Society.
Directory of Open Access Journals (Sweden)
Yu-Xuan Fu
2018-02-01
Full Text Available The FitzHugh–Nagumo model is improved to consider the effect of the electromagnetic induction on single neuron. On the basis of investigating the Hopf bifurcation behavior of the improved model, stochastic resonance in the stochastic version is captured near the bifurcation point. It is revealed that a weak harmonic oscillation in the electromagnetic disturbance can be amplified through stochastic resonance, and it is the cooperative effect of random transition between the resting state and the large amplitude oscillating state that results in the resonant phenomenon. Using the noise dependence of the mean of interburst intervals, we essentially suggest a biologically feasible clue for detecting weak signal by means of neuron model with subcritical Hopf bifurcation. These observations should be helpful in understanding the influence of the magnetic field to neural electrical activity.
Encoding efficiency of suprathreshold stochastic resonance on stimulus-specific information
Energy Technology Data Exchange (ETDEWEB)
Duan, Fabing, E-mail: fabing.duan@gmail.com [Institute of Complexity Science, Qingdao University, Qingdao 266071 (China); Chapeau-Blondeau, François, E-mail: chapeau@univ-angers.fr [Laboratoire Angevin de Recherche en Ingénierie des Systèmes (LARIS), Université d' Angers, 62 avenue Notre Dame du Lac, 49000 Angers (France); Abbott, Derek, E-mail: derek.abbott@adelaide.edu.au [Centre for Biomedical Engineering (CBME) and School of Electrical & Electronic Engineering, The University of Adelaide, Adelaide, SA 5005 (Australia)
2016-01-08
In this paper, we evaluate the encoding efficiency of suprathreshold stochastic resonance (SSR) based on a local information-theoretic measure of stimulus-specific information (SSI), which is the average specific information of responses associated with a particular stimulus. The theoretical and numerical analyses of SSIs reveal that noise can improve neuronal coding efficiency for a large population of neurons, which leads to produce increased information-rich responses. The SSI measure, in contrast to the global measure of average mutual information, can characterize the noise benefits in finer detail for describing the enhancement of neuronal encoding efficiency of a particular stimulus, which may be of general utility in the design and implementation of a SSR coding scheme. - Highlights: • Evaluating the noise-enhanced encoding efficiency via stimulus-specific information. • New form of stochastic resonance based on the measure of encoding efficiency. • Analyzing neural encoding schemes from suprathreshold stochastic resonance detailedly.
Adaptive logical stochastic resonance in time-delayed synthetic genetic networks
Zhang, Lei; Zheng, Wenbin; Song, Aiguo
2018-04-01
In the paper, the concept of logical stochastic resonance is applied to implement logic operation and latch operation in time-delayed synthetic genetic networks derived from a bacteriophage λ. Clear logic operation and latch operation can be obtained when the network is tuned by modulated periodic force and time-delay. In contrast with the previous synthetic genetic networks based on logical stochastic resonance, the proposed system has two advantages. On one hand, adding modulated periodic force to the background noise can increase the length of the optimal noise plateau of obtaining desired logic response and make the system adapt to varying noise intensity. On the other hand, tuning time-delay can extend the optimal noise plateau to larger range. The result provides possible help for designing new genetic regulatory networks paradigm based on logical stochastic resonance.
Goychuk, I
2001-08-01
Stochastic resonance in a simple model of information transfer is studied for sensory neurons and ensembles of ion channels. An exact expression for the information gain is obtained for the Poisson process with the signal-modulated spiking rate. This result allows one to generalize the conventional stochastic resonance (SR) problem (with periodic input signal) to the arbitrary signals of finite duration (nonstationary SR). Moreover, in the case of a periodic signal, the rate of information gain is compared with the conventional signal-to-noise ratio. The paper establishes the general nonequivalence between both measures notwithstanding their apparent similarity in the limit of weak signals.
A Study of Stochastic Resonance in the Periodically Forced Rikitake Dynamo
Directory of Open Access Journals (Sweden)
Chien-Chih Chen Chih-Yuan Tseng
2007-01-01
Full Text Available The geodynamo has widely been thought to be an intuitive and selfsustained model of the Earth¡¦s magnetic field. In this paper, we elucidate how a periodic signal could be embedded in the geomagnetic filed via the mechanism of stochastic resonance in a forced Rikitake dynamo. Based on the stochastic resonance observed in the periodically forced Rikitake dynamo, we thus suggest a common triggering for geomagnetic reversal and glacial events. Both kinds of catastrophes may result from the cyclic variation of the Earth¡¦s orbital eccentricity.
Markov Chain Models for Stochastic Behavior in Resonance Overlap Regions
McCarthy, Morgan; Quillen, Alice
2018-01-01
We aim to predict lifetimes of particles in chaotic zoneswhere resonances overlap. A continuous-time Markov chain model isconstructed using mean motion resonance libration timescales toestimate transition times between resonances. The model is applied todiffusion in the co-rotation region of a planet. For particles begunat low eccentricity, the model is effective for early diffusion, butnot at later time when particles experience close encounters to the planet.
Interpretation of non-Markovian stochastic Schroedinger equations as a hidden-variable theory
International Nuclear Information System (INIS)
Gambetta, Jay; Wiseman, H.M.
2003-01-01
Do diffusive non-Markovian stochastic Schroedinger equations (SSEs) for open quantum systems have a physical interpretation? In a recent paper [Phys. Rev. A 66, 012108 (2002)] we investigated this question using the orthodox interpretation of quantum mechanics. We found that the solution of a non-Markovian SSE represents the state the system would be in at that time if a measurement was performed on the environment at that time, and yielded a particular result. However, the linking of solutions at different times to make a trajectory is, we concluded, a fiction. In this paper we investigate this question using the modal (hidden variable) interpretation of quantum mechanics. We find that the noise function z(t) appearing in the non-Markovian SSE can be interpreted as a hidden variable for the environment. That is, some chosen property (beable) of the environment has a definite value z(t) even in the absence of measurement on the environment. The non-Markovian SSE gives the evolution of the state of the system 'conditioned' on this environment hidden variable. We present the theory for diffusive non-Markovian SSEs that have as their Markovian limit SSEs corresponding to homodyne and heterodyne detection, as well as one which has no Markovian limit
Energy Technology Data Exchange (ETDEWEB)
Li Dongxi, E-mail: lidongxi@mail.nwpu.edu.c [Department of Applied Mathematics, Northwestern Polytechnical University, Xi' an 710072 (China); Xu Wei; Guo, Yongfeng; Xu Yong [Department of Applied Mathematics, Northwestern Polytechnical University, Xi' an 710072 (China)
2011-01-31
We investigate a stochastic model of tumor growth derived from the catalytic Michaelis-Menten reaction with positional and environmental fluctuations under subthreshold periodic treatment. Firstly, the influences of environmental fluctuations on the treatable stage are analyzed numerically. Applying the standard theory of stochastic resonance derived from the two-state approach, we derive the signal-to-noise ratio (SNR) analytically, which is used to measure the stochastic resonance phenomenon. It is found that the weak environmental fluctuations could induce the extinction of tumor cells in the subthreshold periodic treatment. The positional stability is better in favor of the treatment of the tumor cells. Besides, the appropriate and feasible treatment intensity and the treatment cycle should be highlighted considered in the treatment of tumor cells.
International Nuclear Information System (INIS)
Li Dongxi; Xu Wei; Guo, Yongfeng; Xu Yong
2011-01-01
We investigate a stochastic model of tumor growth derived from the catalytic Michaelis-Menten reaction with positional and environmental fluctuations under subthreshold periodic treatment. Firstly, the influences of environmental fluctuations on the treatable stage are analyzed numerically. Applying the standard theory of stochastic resonance derived from the two-state approach, we derive the signal-to-noise ratio (SNR) analytically, which is used to measure the stochastic resonance phenomenon. It is found that the weak environmental fluctuations could induce the extinction of tumor cells in the subthreshold periodic treatment. The positional stability is better in favor of the treatment of the tumor cells. Besides, the appropriate and feasible treatment intensity and the treatment cycle should be highlighted considered in the treatment of tumor cells.
Endogenous fields enhanced stochastic resonance in a randomly coupled neuronal network
International Nuclear Information System (INIS)
Deng, Bin; Wang, Lin; Wang, Jiang; Wei, Xi-le; Yu, Hai-tao
2014-01-01
Highlights: • We study effects of endogenous fields on stochastic resonance in a neural network. • Stochastic resonance can be notably enhanced by endogenous field feedback. • Endogenous field feedback delay plays a vital role in stochastic resonance. • The parameters of low-passed filter play a subtle role in SR. - Abstract: Endogenous field, evoked by structured neuronal network activity in vivo, is correlated with many vital neuronal processes. In this paper, the effects of endogenous fields on stochastic resonance (SR) in a randomly connected neuronal network are investigated. The network consists of excitatory and inhibitory neurons and the axonal conduction delays between neurons are also considered. Numerical results elucidate that endogenous field feedback results in more rhythmic macroscope activation of the network for proper time delay and feedback coefficient. The response of the network to the weak periodic stimulation can be notably enhanced by endogenous field feedback. Moreover, the endogenous field feedback delay plays a vital role in SR. We reveal that appropriately tuned delays of the feedback can either induce the enhancement of SR, appearing at every integer multiple of the weak input signal’s oscillation period, or the depression of SR, appearing at every integer multiple of half the weak input signal’s oscillation period for the same feedback coefficient. Interestingly, the parameters of low-passed filter which is used in obtaining the endogenous field feedback signal play a subtle role in SR
Directory of Open Access Journals (Sweden)
Yunshun Zhang
2016-10-01
Full Text Available The collection of clean power from ambient vibrations is considered a promising method for energy harvesting. For the case of wheel rotation, the present study investigates the effectiveness of a piezoelectric energy harvester, with the application of stochastic resonance to optimize the efficiency of energy harvesting. It is hypothesized that when the wheel rotates at variable speeds, the energy harvester is subjected to on-road noise as ambient excitations and a tangentially acting gravity force as a periodic modulation force, which can stimulate stochastic resonance. The energy harvester was miniaturized with a bistable cantilever structure, and the on-road noise was measured for the implementation of a vibrator in an experimental setting. A validation experiment revealed that the harvesting system was optimized to capture power that was approximately 12 times that captured under only on-road noise excitation and 50 times that captured under only the periodic gravity force. Moreover, the investigation of up-sweep excitations with increasing rotational frequency confirmed that stochastic resonance is effective in optimizing the performance of the energy harvester, with a certain bandwidth of vehicle speeds. An actual-vehicle experiment validates that the prototype harvester using stochastic resonance is capable of improving power generation performance for practical tire application.
Effects of time delay on stochastic resonance of the stock prices in financial system
International Nuclear Information System (INIS)
Li, Jiang-Cheng; Li, Chun; Mei, Dong-Cheng
2014-01-01
The effect of time delay on stochastic resonance of the stock prices in finance system was investigated. The time delay is introduced into the Heston model driven by the extrinsic and intrinsic periodic information for stock price. The signal power amplification (SPA) was calculated by numerical simulation. The results indicate that an optimal critical value of delay time maximally enhances the reverse-resonance in the behaviors of SPA as a function of long-run variance of volatility or cross correlation coefficient between noises for both cases of intrinsic and extrinsic periodic information. Moreover, in both cases, being a critical value in the delay time, when the delay time takes value below the critical value, reverse-resonance increases with the delay time increasing, however, when the delay time takes value above the critical value, the reverse-resonance decrease with the delay time increasing. - Highlights: • The effects of delay time on stochastic resonance of the stock prices was investigated. • There is an optimal critical value of delay time maximally enhances the reverse-resonance • The reverse-resonance increases with the delay time increasing as the delay time takes value below the critical value • The reverse-resonance decrease with the delay time increasing as the delay time takes value above the critical value
Effects of time delay on stochastic resonance of the stock prices in financial system
Energy Technology Data Exchange (ETDEWEB)
Li, Jiang-Cheng [Department of Physics, Yunnan University, Kunming, 650091 (China); Li, Chun [Department of Computer Science, Puer Teachers' College, Puer 665000 (China); Mei, Dong-Cheng, E-mail: meidch@ynu.edu.cn [Department of Physics, Yunnan University, Kunming, 650091 (China)
2014-06-13
The effect of time delay on stochastic resonance of the stock prices in finance system was investigated. The time delay is introduced into the Heston model driven by the extrinsic and intrinsic periodic information for stock price. The signal power amplification (SPA) was calculated by numerical simulation. The results indicate that an optimal critical value of delay time maximally enhances the reverse-resonance in the behaviors of SPA as a function of long-run variance of volatility or cross correlation coefficient between noises for both cases of intrinsic and extrinsic periodic information. Moreover, in both cases, being a critical value in the delay time, when the delay time takes value below the critical value, reverse-resonance increases with the delay time increasing, however, when the delay time takes value above the critical value, the reverse-resonance decrease with the delay time increasing. - Highlights: • The effects of delay time on stochastic resonance of the stock prices was investigated. • There is an optimal critical value of delay time maximally enhances the reverse-resonance • The reverse-resonance increases with the delay time increasing as the delay time takes value below the critical value • The reverse-resonance decrease with the delay time increasing as the delay time takes value above the critical value.
Directory of Open Access Journals (Sweden)
Paulo Picchetti
2002-03-01
Full Text Available This paper employs a state-space formulation to model a common stochastic component in four different series that constitute the aggregate index of industrial production in Brazil. This estimated common component is then interpreted as a measurement of behavior of fundamentals in the brazilian economy and compared to the actual aggregate index.A partir de uma formulação em espaço de estado, modelamos um componente estocástico comum para quatro séries distintas que compõem o índice agregado de produção industrial calculado pelo IBGE para o Brasil. Esse componente estocástico comum estimado é então interpretado como uma medida do comportamento de fundamentos da economia brasileira, e comparado com o índice agregado efetivo.
The stochastic resonance for the incidence function model of metapopulation
Li, Jiang-Cheng; Dong, Zhi-Wei; Zhou, Ruo-Wei; Li, Yun-Xian; Qian, Zhen-Wei
2017-06-01
A stochastic model with endogenous and exogenous periodicities is proposed in this paper on the basis of metapopulation dynamics to model the crop yield losses due to pests and diseases. The rationale is that crop yield losses occur because the physiology of the growing crop is negatively affected by pests and diseases in a dynamic way over time as crop both grows and develops. Metapopulation dynamics can thus be used to model the resultant crop yield losses. The stochastic metapopulation process is described by using the Simplified Incidence Function model (IFM). Compared to the original IFMs, endogenous and exogenous periodicities are considered in the proposed model to handle the cyclical patterns observed in pest infestations, diseases epidemics, and exogenous affecting factors such as temperature and rainfalls. Agricultural loss data in China are used to fit the proposed model. Experimental results demonstrate that: (1) Model with endogenous and exogenous periodicities is a better fit; (2) When the internal system fluctuations and external environmental fluctuations are negatively correlated, EIL or the cost of loss is monotonically increasing; when the internal system fluctuations and external environmental fluctuations are positively correlated, an outbreak of pests and diseases might occur; (3) If the internal system fluctuations and external environmental fluctuations are positively correlated, an optimal patch size can be identified which will greatly weaken the effects of external environmental influence and hence inhibit pest infestations and disease epidemics.
Stochastic Resonance of Accretion Disk and the Persistent Low ...
Indian Academy of Sciences (India)
luminosity and power spectral density (PSD) for an oscillating disk. Then ... interpretation of the persistent low-frequency quasi-periodic oscillations ... response of the system is enhanced by the noise due to the cooperative effect of noise.
International Nuclear Information System (INIS)
Shu Chang-Zheng; Nie Lin-Ru; Zhou Zhong-Rao
2012-01-01
Stochastic resonance (SR)-like and resonance suppression (RS)-like phenomena in a time-delayed bistable system driven by additive white noise are investigated by means of stochastic simulations of the power spectrum, the quality factor of the power spectrum, and the mean first-passage time (MFPT) of the system. The calculative results indicate that: (i) as the system is driven by a small periodic signal, the quality factor as a function delay time exhibits a maximal value at smaller noise intensities, i.e., an SR-like phenomenon. With the increment in additive noise intensity, the extremum gradually disappears and the quality factor decreases monotonously with delay time. (ii) As the additive noise intensity is smaller, the curve of the MFPT with respect to delay time displays a peak, i.e., an RS-like phenomenon. At higher levels of noise, however, the non-monotonic behavior is lost. (general)
Stochastic Resonance in Electron Transfer Oscillations of Extended Viologen
Czech Academy of Sciences Publication Activity Database
Hromadová, Magdaléna; Valášek, Michal; Fanelli, N.; Randriamahazaka, N.; Pospíšil, Lubomír
2014-01-01
Roč. 118, č. 17 (2014), s. 9066-9072 ISSN 1932-7447 R&D Projects: GA ČR GA13-19213S; GA ČR(CZ) GA14-05180S Grant - others:Rada Programu interní porpory projektů mezinárodní spolupráce AV ČR M200401202 Program:M Institutional support: RVO:61388955 ; RVO:61388963 Keywords : Circuit resonance * Harmonic analysis * Magnetic resonance Subject RIV: CG - Electrochemistry Impact factor: 4.772, year: 2014
Noise Enhances Action Potential Generation in Mouse Sensory Neurons via Stochastic Resonance.
Onorato, Irene; D'Alessandro, Giuseppina; Di Castro, Maria Amalia; Renzi, Massimiliano; Dobrowolny, Gabriella; Musarò, Antonio; Salvetti, Marco; Limatola, Cristina; Crisanti, Andrea; Grassi, Francesca
2016-01-01
Noise can enhance perception of tactile and proprioceptive stimuli by stochastic resonance processes. However, the mechanisms underlying this general phenomenon remain to be characterized. Here we studied how externally applied noise influences action potential firing in mouse primary sensory neurons of dorsal root ganglia, modelling a basic process in sensory perception. Since noisy mechanical stimuli may cause stochastic fluctuations in receptor potential, we examined the effects of sub-threshold depolarizing current steps with superimposed random fluctuations. We performed whole cell patch clamp recordings in cultured neurons of mouse dorsal root ganglia. Noise was added either before and during the step, or during the depolarizing step only, to focus onto the specific effects of external noise on action potential generation. In both cases, step + noise stimuli triggered significantly more action potentials than steps alone. The normalized power norm had a clear peak at intermediate noise levels, demonstrating that the phenomenon is driven by stochastic resonance. Spikes evoked in step + noise trials occur earlier and show faster rise time as compared to the occasional ones elicited by steps alone. These data suggest that external noise enhances, via stochastic resonance, the recruitment of transient voltage-gated Na channels, responsible for action potential firing in response to rapid step-wise depolarizing currents.
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.
International Nuclear Information System (INIS)
Xie Shaofei; Xiang Bingren; Deng Haishan; Xiang Suyun; Lu Jun
2007-01-01
Based on the theory of stochastic resonance, an improved stochastic resonance algorithm with a new criterion for optimizing system parameters to enhance signal-to-noise ratio (SNR) of HPLC/UV chromatographic signal for trace analysis was presented in this study. Compared with the conventional criterion in stochastic resonance, the proposed one can ensure satisfactory SNR as well as good peak shape of chromatographic peak in output signal. Application of the criterion to experimental weak signals of HPLC/UV was investigated and the results showed an excellent quantitative relationship between different concentrations and responses
Ancey, C.; Bohorquez, P.; Heyman, J.
2015-12-01
The advection-diffusion equation is one of the most widespread equations in physics. It arises quite often in the context of sediment transport, e.g., for describing time and space variations in the particle activity (the solid volume of particles in motion per unit streambed area). Phenomenological laws are usually sufficient to derive this equation and interpret its terms. Stochastic models can also be used to derive it, with the significant advantage that they provide information on the statistical properties of particle activity. These models are quite useful when sediment transport exhibits large fluctuations (typically at low transport rates), making the measurement of mean values difficult. Among these stochastic models, the most common approach consists of random walk models. For instance, they have been used to model the random displacement of tracers in rivers. Here we explore an alternative approach, which involves monitoring the evolution of the number of particles moving within an array of cells of finite length. Birth-death Markov processes are well suited to this objective. While the topic has been explored in detail for diffusion-reaction systems, the treatment of advection has received no attention. We therefore look into the possibility of deriving the advection-diffusion equation (with a source term) within the framework of birth-death Markov processes. We show that in the continuum limit (when the cell size becomes vanishingly small), we can derive an advection-diffusion equation for particle activity. Yet while this derivation is formally valid in the continuum limit, it runs into difficulty in practical applications involving cells or meshes of finite length. Indeed, within our stochastic framework, particle advection produces nonlocal effects, which are more or less significant depending on the cell size and particle velocity. Albeit nonlocal, these effects look like (local) diffusion and add to the intrinsic particle diffusion (dispersal due
Enhancing optical response of graphene through stochastic resonance
Ying, Lei; Huang, Liang; Lai, Ying-Cheng
2018-04-01
Enhancing the optical response of graphene is a topic of interest with applications in optoelectronics. Subject to light irradiation, graphene can exhibit nontrivial topologically insulating states, effectively turning itself into a Floquet topological insulator due to the time periodicity of the external driving. We find that, when random disorder is present, its interplay with the topologically insulating states can have a dramatic effect on electronic transport through graphene. In particular, we consider the prototypical setting where a graphene nanoribbon is irradiated by circularly polarized light, where the length of the nanoribbon is sufficiently long so that evanescent states have little effect on transport. We uncover a resonance phenomenon in which the conductance is enhanced as the disorder strength is increased from zero, reaches a maximum value for an optimal level of disorder, and decreases as the disorder is strengthened further. With respect to its value at the zero-disorder strength, the maximum conductance value can be as much as 50 % higher. Qualitatively, this can be understood as a result of the dynamical interplay between disorder and Floquet states (channels) generated by light irradiation. Quantitatively, the resonance phenomenon can be explained in the framework of Born theory, where the disorder reorganizes the Floquet Hamiltonian and enhances the effective coupling between the adjacent Floquet conducting channels. That is, disorder is capable of promoting both photon absorption and emission, leading to significant enhancement of nonequilibrium electronic transport. We demonstrate the robustness of the resonance phenomenon by investigating the effects of spatial symmetry breaking on transport and provide an understanding based on analyzing the behavior of the density of states of the Floquet channels.
Stochastic resonance in a delayed triple-well potential driven by correlated noises.
Xu, Pengfei; Jin, Yanfei; Xiao, Shaomin
2017-11-01
In this paper, we investigate stochastic resonance (SR) in a delayed triple-well potential subject to correlated noises and a harmonic signal. The stationary probability density, together with the response amplitude of the system, is obtained by using the small time delay approximation. It is found that the time delay, noise intensities, and the cross-correlation between noises can induce the occurrence of the transition. Moreover, the appropriate choice of noise intensities and time delay can improve the output of the system, enhance the SR effect, and lead to the phenomenon of noise enhanced stability. Especially, the stochastic multi-resonance phenomenon is observed when the multiplicative and additive noises are correlated. Finally, the theoretical results are well verified through numerical simulations.
Internal additive noise effects in stochastic resonance using organic field effect transistor
Energy Technology Data Exchange (ETDEWEB)
Suzuki, Yoshiharu; Asakawa, Naoki [Division of Molecular Science, Graduate School of Science and Technology, Gunma University, 1-5-1 Tenjin-cho, Kiryu, Gunma 376-8515 (Japan); Matsubara, Kiyohiko [KOOROGI LLC, 6-1585-1-B Sakaino-cho, Kiryu, Gunma 376-0002 (Japan)
2016-08-29
Stochastic resonance phenomenon was observed in organic field effect transistor using poly(3-hexylthiophene), which enhances performance of signal transmission with application of noise. The enhancement of correlation coefficient between the input and output signals was low, and the variation of correlation coefficient was not remarkable with respect to the intensity of external noise, which was due to the existence of internal additive noise following the nonlinear threshold response. In other words, internal additive noise plays a positive role on the capability of approximately constant signal transmission regardless of noise intensity, which can be said “homeostatic” behavior or “noise robustness” against external noise. Furthermore, internal additive noise causes emergence of the stochastic resonance effect even on the threshold unit without internal additive noise on which the correlation coefficient usually decreases monotonically.
International Nuclear Information System (INIS)
Aihara, Takatsugu; Kitajo, Keiichi; Nozaki, Daichi; Yamamoto, Yoshiharu
2010-01-01
We review how research on stochastic resonance (SR) in neuroscience has evolved and point out that the previous studies have overlooked the interaction between internal and external noise. We propose a new psychometric function incorporating SR effects, and show that a Bayesian adaptive method applied to the function efficiently estimates the parameters of the function. Using this procedure in visual detection experiments, we provide significant insight into the relationship between internal and external noise in SR within the human brain.
Effects of error feedback on a nonlinear bistable system with stochastic resonance
International Nuclear Information System (INIS)
Li Jian-Long; Zhou Hui
2012-01-01
In this paper, we discuss the effects of error feedback on the output of a nonlinear bistable system with stochastic resonance. The bit error rate is employed to quantify the performance of the system. The theoretical analysis and the numerical simulation are presented. By investigating the performances of the nonlinear systems with different strengths of error feedback, we argue that the presented system may provide guidance for practical nonlinear signal processing
International Nuclear Information System (INIS)
De-Yi, Chen; Li, Zhang
2009-01-01
This paper investigates the phenomenon of stochastic resonance in a single-mode laser driven by time-modulated correlated coloured noise sources. The power spectrum and signal-to-noise ratio R of the laser intensity are calculated by the linear approximation. The effects caused by noise self-correlation time τ 1 , τ 2 and cross-correlated time τ 3 for stochastic resonance are analysed in two ways: τ 1 , τ 2 and τ 3 are taken to be the independent variables and the parameters respectively. The effects of the gain coefficient Γ and loss coefficient K on the stochastic resonance are also discussed. It is found that besides the presence of the standard form and the broad sense of stochastic resonance, the number of extrema in the curve of R versus K is reduced with the increase of the gain coefficient Γ
Manipulating potential wells in Logical Stochastic Resonance to obtain XOR logic
International Nuclear Information System (INIS)
Storni, Remo; Ando, Hiroyasu; Aihara, Kazuyuki; Murali, K.; Sinha, Sudeshna
2012-01-01
Logical Stochastic Resonance (LSR) is the application of Stochastic Resonance to logic computation, namely the phenomenon where a nonlinear system driven by weak signals representing logic inputs, under optimal noise, can yield logic outputs. We extend the existing results, obtained in the context of bistable systems, to multi-stable dynamical systems, allowing us to obtain XOR logic, in addition to the AND (NAND) and OR (NOR) logic observed in earlier studies. This strategy widens the scope of LSR from the application point of view, as XOR forms the basis of ubiquitous bit-by-bit addition, and conceptually, showing the ability to yield non-monotonic input–output logic associations. -- Highlights: ► We generalize Logical Stochastic Resonance from bistable to multi-stable systems. ► We propose a tristable dynamical system formed of piecewise linear functions. ► The system can correctly reproduce XOR logic behavior using the LSR principle. ► The system yields different logic behavior without the need to change the dynamics.
Far from Equilibrium Percolation, Stochastic and Shape Resonances in the Physics of Life
Directory of Open Access Journals (Sweden)
Antonio Bianconi
2011-10-01
Full Text Available Key physical concepts, relevant for the cross-fertilization between condensed matter physics and the physics of life seen as a collective phenomenon in a system out-of-equilibrium, are discussed. The onset of life can be driven by: (a the critical fluctuations at the protonic percolation threshold in membrane transport; (b the stochastic resonance in biological systems, a mechanism that can exploit external and self-generated noise in order to gain efficiency in signal processing; and (c the shape resonance (or Fano resonance or Feshbach resonance in the association and dissociation processes of bio-molecules (a quantum mechanism that could play a key role to establish a macroscopic quantum coherence in the cell.
Moreno, Jackeline; Vogeley, Michael S.; Richards, Gordon; O'Brien, John T.; Kasliwal, Vishal
2018-01-01
We present rigorous testing of survey cadences (K2, SDSS, CRTS, & Pan-STARRS) for quasar variability science using a magnetohydrodynamics synthetic lightcurve and the canonical lightcurve from Kepler, Zw 229.15. We explain where the state of the art is in regards to physical interpretations of stochastic models (CARMA) applied to AGN variability. Quasar variability offers a time domain approach of probing accretion physics at the SMBH scale. Evidence shows that the strongest amplitude changes in the brightness of AGN occur on long timescales ranging from months to hundreds of days. These global behaviors can be constrained by survey data despite low sampling resolution. CARMA processes provide a flexible family of models used to interpolate between data points, predict future observations and describe behaviors in a lightcurve. This is accomplished by decomposing a signal into rise and decay timescales, frequencies for cyclic behavior and shock amplitudes. Characteristic timescales may point to length-scales over which a physical process operates such as turbulent eddies, warping or hotspots due to local thermal instabilities. We present the distribution of SDSS Stripe 82 quasars in CARMA parameters space that pass our cadence tests and also explain how the Damped Harmonic Oscillator model, CARMA(2,1), reduces to the Damped Random Walk, CARMA(1,0), given the data in a specific region of the parameter space.
Stochastic resonance induced by novel random transitions of motion of FitzHugh-Nagumo neuron model
International Nuclear Information System (INIS)
Zhang Guangjun; Xu Jianxue
2005-01-01
In contrast to the previous studies which have dealt with stochastic resonance induced by random transitions of system motion between two coexisting limit cycle attractors in the FitzHugh-Nagumo (FHN) neuron model after Hopf bifurcation and which have dealt with the phenomenon of stochastic resonance induced by external noise when the model with periodic input has only one attractor before Hopf bifurcation, in this paper we have focused our attention on stochastic resonance (SR) induced by a novel transition behavior, the transitions of motion of the model among one attractor on the left side of bifurcation point and two attractors on the right side of bifurcation point under the perturbation of noise. The results of research show: since one bifurcation of transition from one to two limit cycle attractors and the other bifurcation of transition from two to one limit cycle attractors occur in turn besides Hopf bifurcation, the novel transitions of motion of the model occur when bifurcation parameter is perturbed by weak internal noise; the bifurcation point of the model may stochastically slightly shift to the left or right when FHN neuron model is perturbed by external Gaussian distributed white noise, and then the novel transitions of system motion also occur under the perturbation of external noise; the novel transitions could induce SR alone, and when the novel transitions of motion of the model and the traditional transitions between two coexisting limit cycle attractors after bifurcation occur in the same process the SR also may occur with complicated behaviors types; the mechanism of SR induced by external noise when FHN neuron model with periodic input has only one attractor before Hopf bifurcation is related to this kind of novel transition mentioned above
International Nuclear Information System (INIS)
Mechitoua, Boukhmes
2001-01-01
This paper shows what can be the stochastic neutronic contribution for the interpretation of criticality accidents. Stochastic neutronic comprehensive texts may be found in refs.1 through 4. We limit our study to the use of initiation probability, which is an important stochastic neutronic tally. Initiation probability P may be defined as the probability for one neutron to initiate an infinite neutron fission chain. The complement probability of P is the extinction probability Q. The probability that the neutron fission chain produced by one neutron will quench is equal to the multiplication of the probability of production of i neutrons g i by the probability of extinction of these i neutrons. We can estimate P by a Newton or by a dichotomic method. We suppose that P S (t) is the probability that an infinite neutron fission chain has been initiated before time t by a neutron produced by the source S(t). P S (t + dt) is the sum of two probabilities: 1. the probability that an infinite neutron fission chain has been initiated before time t by a neutron produced by the source S(t): P S (t); 2. The second probability is a multiplication of two probabilities: the probability that there was no initiation before t that is 1-P S (t), and the probability that a neutron emitted by the source with the probability S dt initiates an infinite neutron fission chain with the probability P(t). This last relation gives the link between P and the source density. The aim of this paper is to show how one can apply the foregoing derivations. We have simplified the Tokaimura criticality accident for this application. We have mono-energetic neutrons with infinite and homogeneous media; we have two reactions: capture and fission. In this section, we show how one can estimate the initiation probability with a source density as a function of time. This estimation makes use of three steps: 1. Reactivity insertion: Estimation of the multiplication coefficient as a function of time K(t). This
Liberti, M; Paffi, A; Maggio, F; De Angelis, A; Apollonio, F; d'Inzeo, G
2009-01-01
A number of experimental investigations have evidenced the extraordinary sensitivity of neuronal cells to weak input stimulations, including electromagnetic (EM) fields. Moreover, it has been shown that biological noise, due to random channels gating, acts as a tuning factor in neuronal processing, according to the stochastic resonant (SR) paradigm. In this work the attention is focused on noise arising from the stochastic gating of ionic channels in a model of Ranvier node of acoustic fibers. The small number of channels gives rise to a high noise level, which is able to cause a spike train generation even in the absence of stimulations. A SR behavior has been observed in the model for the detection of sinusoidal signals at frequencies typical of the speech.
A Langevin Canonical Approach to the Study of Quantum Stochastic Resonance in Chiral Molecules
Directory of Open Access Journals (Sweden)
Germán Rojas-Lorenzo
2016-09-01
Full Text Available A Langevin canonical framework for a chiral two-level system coupled to a bath of harmonic oscillators is used within a coupling scheme different from the well-known spin-boson model to study the quantum stochastic resonance for chiral molecules. This process refers to the amplification of the response to an external periodic signal at a certain value of the noise strength, being a cooperative effect of friction, noise, and periodic driving occurring in a bistable system. Furthermore, from this stochastic dynamics within the Markovian regime and Ohmic friction, the competing process between tunneling and the parity violating energy difference present in this type of chiral systems plays a fundamental role. This mechanism is finally proposed to observe the so-far elusive parity-violating energy difference in chiral molecules.
Stochastic resonance and noise delayed extinction in a model of two competing species
Valenti, D.; Fiasconaro, A.; Spagnolo, B.
2004-01-01
We study the role of the noise in the dynamics of two competing species. We consider generalized Lotka-Volterra equations in the presence of a multiplicative noise, which models the interaction between the species and the environment. The interaction parameter between the species is a random process which obeys a stochastic differential equation with a generalized bistable potential in the presence of a periodic driving term, which accounts for the environment temperature variation. We find noise-induced periodic oscillations of the species concentrations and stochastic resonance phenomenon. We find also a nonmonotonic behavior of the mean extinction time of one of the two competing species as a function of the additive noise intensity.
International Nuclear Information System (INIS)
Yu, Haitao; Guo, Xinmeng; Wang, Jiang; Deng, Bin; Wei, Xile
2014-01-01
The phenomenon of stochastic resonance in Newman-Watts small-world neuronal networks is investigated when the strength of synaptic connections between neurons is adaptively adjusted by spike-time-dependent plasticity (STDP). It is shown that irrespective of the synaptic connectivity is fixed or adaptive, the phenomenon of stochastic resonance occurs. The efficiency of network stochastic resonance can be largely enhanced by STDP in the coupling process. Particularly, the resonance for adaptive coupling can reach a much larger value than that for fixed one when the noise intensity is small or intermediate. STDP with dominant depression and small temporal window ratio is more efficient for the transmission of weak external signal in small-world neuronal networks. In addition, we demonstrate that the effect of stochastic resonance can be further improved via fine-tuning of the average coupling strength of the adaptive network. Furthermore, the small-world topology can significantly affect stochastic resonance of excitable neuronal networks. It is found that there exists an optimal probability of adding links by which the noise-induced transmission of weak periodic signal peaks
Energy Technology Data Exchange (ETDEWEB)
Yu, Haitao; Guo, Xinmeng; Wang, Jiang, E-mail: jiangwang@tju.edu.cn; Deng, Bin; Wei, Xile [School of Electrical Engineering and Automation, Tianjin University, Tianjin 300072 (China)
2014-09-01
The phenomenon of stochastic resonance in Newman-Watts small-world neuronal networks is investigated when the strength of synaptic connections between neurons is adaptively adjusted by spike-time-dependent plasticity (STDP). It is shown that irrespective of the synaptic connectivity is fixed or adaptive, the phenomenon of stochastic resonance occurs. The efficiency of network stochastic resonance can be largely enhanced by STDP in the coupling process. Particularly, the resonance for adaptive coupling can reach a much larger value than that for fixed one when the noise intensity is small or intermediate. STDP with dominant depression and small temporal window ratio is more efficient for the transmission of weak external signal in small-world neuronal networks. In addition, we demonstrate that the effect of stochastic resonance can be further improved via fine-tuning of the average coupling strength of the adaptive network. Furthermore, the small-world topology can significantly affect stochastic resonance of excitable neuronal networks. It is found that there exists an optimal probability of adding links by which the noise-induced transmission of weak periodic signal peaks.
International Nuclear Information System (INIS)
Frederick, B.deB.
1994-12-01
Nuclear magnetic resonance (NMR) spectroscopic imaging of 23 Na holds promise as a non-invasive method of mapping Na + distributions, and for differentiating pools of Na + ions in biological tissues. However, due to NMR relaxation properties of 23 Na in vivo, a large fraction of Na + is not visible with conventional NMR imaging methods. An alternate imaging method, based on stochastic excitation and oscillating gradients, has been developed which is well adapted to measuring nuclei with short T 2 . Contemporary NMR imaging techniques have dead times of up to several hundred microseconds between excitation and sampling, comparable to the shortest in vivo 23 Na T 2 values, causing significant signal loss. An imaging strategy based on stochastic excitation has been developed which greatly reduces experiment dead time by reducing peak radiofrequency (RF) excitation power and using a novel RF circuit to speed probe recovery. Continuously oscillating gradients are used to eliminate transient eddy currents. Stochastic 1 H and 23 Na spectroscopic imaging experiments have been performed on a small animal system with dead times as low as 25μs, permitting spectroscopic imaging with 100% visibility in vivo. As an additional benefit, the encoding time for a 32x32x32 spectroscopic image is under 30 seconds. The development and analysis of stochastic NMR imaging has been hampered by limitations of the existing phase demodulation reconstruction technique. Three dimensional imaging was impractical due to reconstruction time, and design and analysis of proposed experiments was limited by the mathematical intractability of the reconstruction method. A new reconstruction method for stochastic NMR based on Fourier interpolation has been formulated combining the advantage of a several hundredfold reduction in reconstruction time with a straightforward mathematical form
Stochastic resonance in multi-stable coupled systems driven by two driving signals
Xu, Pengfei; Jin, Yanfei
2018-02-01
The stochastic resonance (SR) in multi-stable coupled systems subjected to Gaussian white noises and two different driving signals is investigated in this paper. Using the adiabatic approximation and the perturbation method, the coupled systems with four-well potential are transformed into the master equations and the amplitude of the response is obtained. The signal-to-noise ratio (SNR) is calculated numerically to demonstrate the occurrence of SR. For the case of two driving signals with different amplitudes, the interwell resonance between two wells S1 and S3 emerges for strong coupling. The SR can appear in the subsystem with weaker signal amplitude or even without driving signal with the help of coupling. For the case of two driving signals with different frequencies, the effects of SR in two subsystems driven by high and low frequency signals are both weakened with an increase in coupling strength. The stochastic multi-resonance phenomenon is observed in the subsystem subjected to the low frequency signal. Moreover, an effective scheme for phase suppressing SR is proposed by using a relative phase between two driving signals.
International Nuclear Information System (INIS)
Kang-Kang, Wang; Xian-Bin, Liu; Yu, Zhou
2015-01-01
In this paper, the stability and stochastic resonance (SR) phenomenon induced by the multiplicative periodic signal for a metapopulation system driven by the additive Gaussian noise, multiplicative non-Gaussian noise and noise correlation time is investigated. By using the fast descent method, unified colored noise approximation and McNamara and Wiesenfeld’s SR theory, the analytical expressions of the stationary probability distribution function and signal-to-noise ratio (SNR) are derived in the adiabatic limit. Via numerical calculations, each effect of the addictive noise intensity, the multiplicative noise intensity and the correlation time upon the steady state probability distribution function and the SNR is discussed, respectively. It is shown that multiplicative, additive noises and the departure parameter from the Gaussian noise can all destroy the stability of the population system. However, the noise correlation time can consolidate the stability of the system. On the other hand, the correlation time always plays an important role in motivating the SR and enhancing the SNR. Under different parameter conditions of the system, the multiplicative, additive noises and the departure parameter can not only excite SR phenomenon, but also restrain the SR phenomenon, which demonstrates the complexity of different noises upon the nonlinear system. (paper)
Equilibrium and stochastic resonance in finite chains of noisy bistable elements
International Nuclear Information System (INIS)
Morillo, Manuel; Gomez-Ordonez, Jose; Casado, Jose Manuel
2010-01-01
Graphical abstract: We analyze the dependence of the equilibrium distribution of a collective variable of a chain on relevant parameters including the chain size and its connectivity. We also analyze the stochastic resonance effect of the same variable. - Abstract: Using numerical simulations, we analyze equilibrium properties of finite chains of coupled noisy bistable units and their response to weak time periodic forces. Finite chains with global as well as local (nearest neighbors) coupling are considered. We focus on the study of a collective variable defined as the arithmetic mean of the variables characterizing each element of the chain. By contrast with the case of infinite size chains, where the coexistence of several equilibrium distributions for the same values of parameters is possible, for finite chains just a single equilibrium distribution exists for given values of the parameters. We demonstrate that, regardless of the chain connectivity, there exist transition lines separating regions in parameter space where the equilibrium distribution function is either monomodal or multimodal. The location of the transition line depends on the chain connectivity and the size of the system. For driven chains, the response of the system shows stochastic resonant effects. For the two types of chains considered, both the power spectral amplification and the signal-to-noise ratio of the collective variable are analyzed as the noise strength, the coupling parameter and the number of bistable units in the system are varied. Compared with the effects observed in single unit systems, the collective variable shows a strong enhancement of the stochastic resonance effects.
International Nuclear Information System (INIS)
Zhang Wei; Xiang Bingren; Wu Yanwei; Shang Erxin
2005-01-01
Based on the theory of stochastic resonance, a new method carried on the quantitive analysis to weak chromatographic signal of glyburide in plasma, which was embedded in the noise background and the signal-to-noise ratio (SNR) of HPLC-UV is enhanced remarkably. This method enhances the quantification limit to 1 ng ml -1 , which is the same as HPLC-MS, and makes it possible to detect the weak signal accurately by HPLC-UV, which was not suitable before. The results showed good recovery and linear range from 1 to 50 ng ml -1 of glyburide in plasma and the method can be used for quantitative analysis of glyburide
Dissipative Double-Well Potential for Cold Atoms: Kramers Rate and Stochastic Resonance.
Stroescu, Ion; Hume, David B; Oberthaler, Markus K
2016-12-09
We experimentally study particle exchange in a dissipative double-well potential using laser-cooled atoms in a hybrid trap. We measure the particle hopping rate as a function of barrier height, temperature, and atom number. Single-particle resolution allows us to measure rates over more than 4 orders of magnitude and distinguish the effects of loss and hopping. Deviations from the Arrhenius-law scaling at high barrier heights occur due to cold collisions between atoms within a well. By driving the system periodically, we characterize the phenomenon of stochastic resonance in the system response.
Conductance with stochastic resonance in Mn{sub 12} redox network without tuning
Energy Technology Data Exchange (ETDEWEB)
Hirano, Yoshiaki [Department of Chemistry, Graduate School of Science, Osaka University, 1-1 Machikaneyama-cho, Toyonaka, Osaka 560-0043 (Japan); Graduate School of Engineering, University of Fukui, 3-9-1 Bunkyo, Fukui 910-8507 (Japan); Segawa, Yuji; Kawai, Tomoji [Institute of Scientific and Industrial Research (ISIR), Osaka University, 8-1 Mihogaoka, Ibaraki, Osaka 567-0047 (Japan); Kuroda-Sowa, Takayoshi [Department of Chemistry, Faculty of Science and Engineering, Kinki University, 3-4-1 Kowakae, Higashi-Osaka, Osaka 577-8502 (Japan); Matsumoto, Takuya, E-mail: matsumoto-t@chem.sci.osaka-u.ac.jp [Department of Chemistry, Graduate School of Science, Osaka University, 1-1 Machikaneyama-cho, Toyonaka, Osaka 560-0043 (Japan)
2014-06-09
Artificial neuron-based information processing is one of the attractive approaches of molecular-scale electronics, which can exploit the ability of molecular system for self-assembling or self-organization. The self-organized Mn{sub 12}/DNA redox network shows nonlinear current-voltage characteristics that can be described by the Coulomb blockade network model. As a demonstration of the nonlinear network system, we have observed stochastic resonance without tuning for weak periodic input signals and thermal noise, which suggests a route to neural network composed of molecular materials.
Inverse stochastic resonance induced by synaptic background activity with unreliable synapses
Energy Technology Data Exchange (ETDEWEB)
Uzuntarla, Muhammet, E-mail: muzuntarla@yahoo.com
2013-11-15
Inverse stochastic resonance (ISR) is a recently pronounced phenomenon that is the minimum occurrence in mean firing rate of a rhythmically firing neuron as noise level varies. Here, by using a realistic modeling approach for the noise, we investigate the ISR with concrete biophysical mechanisms. It is shown that mean firing rate of a single neuron subjected to synaptic bombardment exhibits a minimum as the spike transmission probability varies. We also demonstrate that the occurrence of ISR strongly depends on the synaptic input regime, where it is most prominent in the balanced state of excitatory and inhibitory inputs.
International Nuclear Information System (INIS)
Chirikov, B.V.; Shepelyansky, D.L.
1983-02-01
Motion in the stochastic layer around the separatrix of a nonlinear resonance was investigated. The integral distribution function F(tau) of trajectory recurrence times tau to the center of the layer was numerically determined. It was found that the distribution F(tau) = A tau - /sup p/ is a power function, the exponent assuming two different values: for tau less than or equal to tau 0 , p = 1/2 and for tau >> tau 0 , p = 3/2 (time tau 0 is determined by the characteristics of the layer)
A Stochastic Proof of the Resonant Scattering Kernel and its Applications for Gen IV Reactors Type
International Nuclear Information System (INIS)
Becker, B.; Dagan, R.; Broeders, C.H.M.; Lohnert, G.
2008-01-01
Monte Carlo codes such as MCNP are widely accepted as almost-reference for reactor analysis. The Monte Carlo Code should therefore use as few as possible approximations in order to produce 'experimental-level' calculations. In this study we deal with one of the most problematic approximations done in MCNP in which the resonances are ignored for the secondary neutron energy distribution, namely the change of the energy and angular direction of the neutron after interaction with a heavy isotope with pronounced resonances. The endeavour of exploiting the influence of the resonances on the scattering kernel goes back to 1944 where E. Wigner and J. Wilkins developed the first temperature dependent scattering kernel. However only in 1998, the full analytical solution for the double differential resonant dependent scattering kernel was suggested by W. Rothenstein and R. Dagan. An independent stochastic approach is presented for the first time to confirm the above analytical kernel with a complete different methodology. Moreover, by manipulating in a subtle manner the scattering subroutine COLIDN of MCNP, it is proven that this very subroutine is, to some extent, inappropriate as well as the relevant explanation in the MCNP manual. The impact of this improved resonance dependent scattering kernel on diverse types of reactors, in particular for the Generation IV innovative core design HTR, is shown to be significant. (authors)
Energy Technology Data Exchange (ETDEWEB)
Gutierrez T, C.; Hernandez A, O. [Instituto Nacional de Investigaciones Nucleares, A.P. 18-1027, 11801 Mexico D.F. (Mexico)
1999-07-01
The study of the different schemes of plasma heating by radiofrequency waves is a very actual problem related with the plasma heating in different machines and the particle acceleration mechanisms. In this work, it is obtained the expression for the temporal evolution of the energy absorbed in the cyclotron resonance of electrons where it is showed the stochastic character of the energy absorption. It is obtained the stochastic criteria in a magnetic configuration of an Ecr type plasma source. (Author)
Tuckwell, H C; Toubiana, L; Vibert, J F
2000-05-01
We extend a previous dynamical viral network model to include stochastic effects. The dynamical equations for the viral and immune effector densities within a host population of size n are bilinear, and the noise is white, additive, and Gaussian. The individuals are connected with an n x n transmission matrix, with terms which decay exponentially with distance. In a single individual, for the range of noise parameters considered, it is found that increasing the amplitude of the noise tends to decrease the maximum mean virion level, and slightly accelerate its attainment. Two different spatial dynamical models are employed to ascertain the effects of environmental stochasticity on viral spread. In the first model transmission is unrestricted and there is no threshold within individuals. This model has the advantage that it can be analyzed using a Fokker-Planck approach. The noise is found both to synchronize and uniformize the trajectories of the viral levels across the population of infected individuals, and thus to promote the epidemic spread of the virus. Quantitative measures of the speed of spread and overall amplitude of the epidemic are obtained as functions of the noise and virulence parameters. The mean amplitude increases steadily without threshold effects for a fixed value of the virulence as the noise amplitude sigma is increased, and there is no evidence of a stochastic resonance. However, the speed of transmission, both with respect to its mean and variance, undergoes rapid increases as sigma changes by relatively small amounts. In the second, more realistic, model, there is a threshold for infection and an upper limit to the transmission rate. There may be no spread of infection at all in the absence of noise. With increasing noise level and a low threshold, the mean maximum virion level grows quickly and shows a broad-based stochastic resonance effect. When the threshold within individuals is increased, the mean population virion level increases only
A Framework to Analyze the Stochastic Harmonics and Resonance of Wind Energy Grid Interconnection
Directory of Open Access Journals (Sweden)
Youngho Cho
2016-08-01
Full Text Available This paper addresses a modeling and analysis methodology for investigating the stochastic harmonics and resonance concerns of wind power plants (WPPs. Wideband harmonics from modern wind turbines (WTs are observed to be stochastic, associated with real power production, and they may adversely interact with the grid impedance and cause unexpected harmonic resonance, if not comprehensively addressed in the planning and commissioning of the WPPs. These issues should become more critical as wind penetration levels increase. We thus propose a planning study framework comprising the following functional steps: First, the best fitted probability density functions (PDFs of the harmonic components of interest in the frequency domain are determined. In operations planning, maximum likelihood estimations (MLEs followed by a chi-square test are used once field measurements or manufacturers’ data are available. Second, harmonic currents from the WPP are represented by randomly-generating harmonic components based on their PDFs (frequency spectrum and then synthesized for time domain simulations via inverse Fourier transform. Finally, we conduct a comprehensive assessment by including the impacts of feeder configurations, harmonic filters and the variability of parameters. We demonstrate the efficacy of the proposed study approach for a 100-MW offshore WPP consisting of 20 units of 5-MW full converter turbines, a realistic benchmark system adapted from a WPP under development in Korea and discuss lessons learned through this research.
Stochastic resonance on Newman-Watts networks of Hodgkin-Huxley neurons with local periodic driving
Energy Technology Data Exchange (ETDEWEB)
Ozer, Mahmut [Zonguldak Karaelmas University, Engineering Faculty, Department of Electrical and Electronics Engineering, 67100 Zonguldak (Turkey)], E-mail: mahmutozer2002@yahoo.com; Perc, Matjaz [University of Maribor, Faculty of Natural Sciences and Mathematics, Department of Physics, Koroska cesta 160, SI-2000 Maribor (Slovenia); Uzuntarla, Muhammet [Zonguldak Karaelmas University, Engineering Faculty, Department of Electrical and Electronics Engineering, 67100 Zonguldak (Turkey)
2009-03-02
We study the phenomenon of stochastic resonance on Newman-Watts small-world networks consisting of biophysically realistic Hodgkin-Huxley neurons with a tunable intensity of intrinsic noise via voltage-gated ion channels embedded in neuronal membranes. Importantly thereby, the subthreshold periodic driving is introduced to a single neuron of the network, thus acting as a pacemaker trying to impose its rhythm on the whole ensemble. We show that there exists an optimal intensity of intrinsic ion channel noise by which the outreach of the pacemaker extends optimally across the whole network. This stochastic resonance phenomenon can be further amplified via fine-tuning of the small-world network structure, and depends significantly also on the coupling strength among neurons and the driving frequency of the pacemaker. In particular, we demonstrate that the noise-induced transmission of weak localized rhythmic activity peaks when the pacemaker frequency matches the intrinsic frequency of subthreshold oscillations. The implications of our findings for weak signal detection and information propagation across neural networks are discussed.
Do basal Ganglia amplify willed action by stochastic resonance? A model.
Directory of Open Access Journals (Sweden)
V Srinivasa Chakravarthy
Full Text Available Basal ganglia are usually attributed a role in facilitating willed action, which is found to be impaired in Parkinson's disease, a pathology of basal ganglia. We hypothesize that basal ganglia possess the machinery to amplify will signals, presumably weak, by stochastic resonance. Recently we proposed a computational model of Parkinsonian reaching, in which the contributions from basal ganglia aid the motor cortex in learning to reach. The model was cast in reinforcement learning framework. We now show that the above basal ganglia computational model has all the ingredients of stochastic resonance process. In the proposed computational model, we consider the problem of moving an arm from a rest position to a target position: the two positions correspond to two extrema of the value function. A single kick (a half-wave of sinusoid, of sufficiently low amplitude given to the system in resting position, succeeds in taking the system to the target position, with high probability, only at a critical noise level. But for suboptimal noise levels, the model arm's movements resemble Parkinsonian movement symptoms like akinetic rigidity (low noise and dyskinesias (high noise.
Weak-periodic stochastic resonance in a parallel array of static nonlinearities.
Directory of Open Access Journals (Sweden)
Yumei Ma
Full Text Available This paper studies the output-input signal-to-noise ratio (SNR gain of an uncoupled parallel array of static, yet arbitrary, nonlinear elements for transmitting a weak periodic signal in additive white noise. In the small-signal limit, an explicit expression for the SNR gain is derived. It serves to prove that the SNR gain is always a monotonically increasing function of the array size for any given nonlinearity and noisy environment. It also determines the SNR gain maximized by the locally optimal nonlinearity as the upper bound of the SNR gain achieved by an array of static nonlinear elements. With locally optimal nonlinearity, it is demonstrated that stochastic resonance cannot occur, i.e. adding internal noise into the array never improves the SNR gain. However, in an array of suboptimal but easily implemented threshold nonlinearities, we show the feasibility of situations where stochastic resonance occurs, and also the possibility of the SNR gain exceeding unity for a wide range of input noise distributions.
Elfering, Achim; Schade, Volker; Stoecklin, Lukas; Baur, Simone; Burger, Christian; Radlinger, Lorenz
2014-05-01
Slip, trip, and fall injuries are frequent among health care workers. Stochastic resonance whole-body vibration training was tested to improve postural control. Participants included 124 employees of a Swiss university hospital. The randomized controlled trial included an experimental group given 8 weeks of training and a control group with no intervention. In both groups, postural control was assessed as mediolateral sway on a force plate before and after the 8-week trial. Mediolateral sway was significantly decreased by stochastic resonance whole-body vibration training in the experimental group but not in the control group that received no training (p < .05). Stochastic resonance whole-body vibration training is an option in the primary prevention of balance-related injury at work. Copyright 2014, SLACK Incorporated.
Equal-potential interpretation of electrically induced resonances in metamaterials
DEFF Research Database (Denmark)
Peng, Liang; Mortensen, N. Asger
2011-01-01
We propose a general description of electrically induced resonances (EIR) in metamaterials (MMs) comprising subwavelength unit cells. Based on classical electrodynamics, we found that EIR is governed by an equal-potential effect. Our theory accounts for the EIR phenomena and can give a renewed...... definition of the effective electric field and hence effective permittivity for MMs made of either dielectrics or metals as well as combinations thereof. The EIR, inherent to the periodic structures, may be the unifying origin of recently observed anomalous electromagnetic phenomena, e.g. the enhanced...
Pacemaker-driven stochastic resonance on diffusive and complex networks of bistable oscillators
Energy Technology Data Exchange (ETDEWEB)
Perc, Matjaz; Gosak, Marko [Department of Physics, Faculty of Natural Sciences and Mathematics, University of Maribor, Koroska cesta 160, SI-2000 Maribor (Slovenia)], E-mail: matjaz.perc@uni-mb.si
2008-05-15
We study the phenomenon of stochastic resonance on diffusive, small-world and scale-free networks consisting of bistable overdamped oscillators. Important thereby is the fact that the external subthreshold periodic forcing is introduced only to a single oscillator of the network. Hence, the forcing acts as a pacemaker trying to impose its rhythm on the whole network through the unit to which it is introduced. Without the addition of additive spatiotemporal noise, however, the whole network, including the unit that is directly exposed to the pacemaker, remains trapped forever in one of the two stable steady states of the local dynamics. We show that the correlation between the frequency of subthreshold pacemaker activity and the response of the network is resonantly dependent on the intensity of additive noise. The reported pacemaker-driven stochastic resonance depends most significantly on the coupling strength and the underlying network structure. Namely, the outreach of the pacemaker obeys the classic diffusion law in the case of nearest-neighbor interactions, thus being proportional to the square root of the coupling strength, whereas it becomes superdiffusive by an appropriate small-world or scale-free topology of the interaction network. In particular, the scale-free topology is identified as being optimal for the dissemination of localized rhythmic activity across the whole network. Also, we show that the ratio between the clustering coefficient and the characteristic path length is the crucial quantity defining the ability of a small-world network to facilitate the outreach of the pacemaker-emitted subthreshold rhythm. We additionally confirm these findings by using the FitzHugh-Nagumo excitable system as an alternative to the bistable overdamped oscillator.
Pacemaker-driven stochastic resonance on diffusive and complex networks of bistable oscillators
International Nuclear Information System (INIS)
Perc, Matjaz; Gosak, Marko
2008-01-01
We study the phenomenon of stochastic resonance on diffusive, small-world and scale-free networks consisting of bistable overdamped oscillators. Important thereby is the fact that the external subthreshold periodic forcing is introduced only to a single oscillator of the network. Hence, the forcing acts as a pacemaker trying to impose its rhythm on the whole network through the unit to which it is introduced. Without the addition of additive spatiotemporal noise, however, the whole network, including the unit that is directly exposed to the pacemaker, remains trapped forever in one of the two stable steady states of the local dynamics. We show that the correlation between the frequency of subthreshold pacemaker activity and the response of the network is resonantly dependent on the intensity of additive noise. The reported pacemaker-driven stochastic resonance depends most significantly on the coupling strength and the underlying network structure. Namely, the outreach of the pacemaker obeys the classic diffusion law in the case of nearest-neighbor interactions, thus being proportional to the square root of the coupling strength, whereas it becomes superdiffusive by an appropriate small-world or scale-free topology of the interaction network. In particular, the scale-free topology is identified as being optimal for the dissemination of localized rhythmic activity across the whole network. Also, we show that the ratio between the clustering coefficient and the characteristic path length is the crucial quantity defining the ability of a small-world network to facilitate the outreach of the pacemaker-emitted subthreshold rhythm. We additionally confirm these findings by using the FitzHugh-Nagumo excitable system as an alternative to the bistable overdamped oscillator
An illustration of new methods in machine condition monitoring, Part I: stochastic resonance
International Nuclear Information System (INIS)
Worden, K.; Antoniadou, I.; Marchesiello, S.; Mba, C.; Garibaldi, L.
2017-01-01
There have been many recent developments in the application of data-based methods to machine condition monitoring. A powerful methodology based on machine learning has emerged, where diagnostics are based on a two-step procedure: extraction of damage-sensitive features, followed by unsupervised learning (novelty detection) or supervised learning (classification). The objective of the current pair of papers is simply to illustrate one state-of-the-art procedure for each step, using synthetic data representative of reality in terms of size and complexity. The first paper in the pair will deal with feature extraction. Although some papers have appeared in the recent past considering stochastic resonance as a means of amplifying damage information in signals, they have largely relied on ad hoc specifications of the resonator used. In contrast, the current paper will adopt a principled optimisation-based approach to the resonator design. The paper will also show that a discrete dynamical system can provide all the benefits of a continuous system, but also provide a considerable speed-up in terms of simulation time in order to facilitate the optimisation approach. (paper)
Yang, Tao; Cao, Qingjie
2018-03-01
This work presents analytical studies of the stiffness nonlinearities SD (smooth and discontinuous) oscillator under displacement and velocity feedback control with a time delay. The SD oscillator can capture the qualitative characteristics of quasi-zero-stiffness and negative-stiffness. We focus mainly on the primary resonance of the quasi-zero-stiffness SD oscillator and the stochastic resonance (SR) of the negative-stiffness SD oscillator. Using the averaging method, we have been analyzed the amplitude response of the quasi-zero-stiffness SD oscillator. In this regard, the optimum time delay for changing the control intensity according to the optimization standard proposed can be obtained. For the optimum time delay, increasing the displacement feedback intensity is advantageous to suppress the vibrations in resonant regime where vibration isolation is needed, however, increasing the velocity feedback intensity is advantageous to strengthen the vibrations. Moreover, the effects of time-delayed feedback on the SR of the negative-stiffness SD oscillator are investigated under harmonic forcing and Gaussian white noise, based on the Langevin and Fokker-Planck approaches. The time-delayed feedback can enhance the SR phenomenon where vibrational energy harvesting is needed. This paper established the relationship between the parameters and vibration properties of a stiffness nonlinearities SD which provides the guidance for optimizing time-delayed control for vibration isolation and vibrational energy harvesting of the nonlinear systems.
International Nuclear Information System (INIS)
Rax, J.M.
1992-04-01
The dynamics of electrons in two-dimensional, linearly or circularly polarized, ultra-high intensity (above 10 18 W/cm 2 ) laser waves, is investigated. The Compton harmonic resonances are identified as the source of various stochastic instabilities. Both Arnold diffusion and resonance overlap are considered. The quasilinear kinetic equation, describing the evolution of the electron distribution function, is derived, and the associated collisionless damping coefficient is calculated. The implications of these new processes are considered and discussed
International Nuclear Information System (INIS)
Yan-Mei, Kang; Yao-Lin, Jiang
2008-01-01
To explore the influence of anomalous diffusion on stochastic resonance (SR) more deeply and effectively, the method of moments is extended to subdiffusive overdamped bistable fractional Fokker-Planck systems for calculating the long-time linear dynamic response. It is found that the method of moments attains high accuracy with the truncation order N = 10, and in normal diffusion such obtained spectral amplification factor (SAF) of the first-order harmonic is also confirmed by stochastic simulation. Observing the SAF of the odd-order harmonics we find some interesting results, i.e. for smaller driving frequency the decrease of sub diffusion exponent inhibits the stochastic resonance (SR), while for larger driving frequency the decrease of sub diffusion exponent enhances the second SR peak, but the first one vanishes and a double SR is induced in the third-order harmonic at the same time. These observations suggest that the anomalous diffusion has important influence on the bistable dynamics
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...
Delay-enhanced stability and stochastic resonance in perception bistability under non-Gaussian noise
International Nuclear Information System (INIS)
Yang, Tao; Zeng, Chunhua; Liu, Ruifen; Wang, Hua; Mei, Dongcheng
2015-01-01
In this paper we investigate the effect of time delay in an attractor network model of perception bistability driven by non-Gaussian noise. Using delay Langevin and Fokker–Planck approaches, the theoretical analysis of the model is presented. It is found that the mean first-passage time (MFPT) as a function of the time delay exhibits a maximum, which is identified as the characteristic of the delay-enhanced stability of the system. This is different to the case of noise-enhanced stability. The non-Gaussian noise-enhanced stability of the system is also analyzed. The signal-to-noise ratio (SNR) as a function of the noise intensity exhibits a maximum. This maximum implies the identifying characteristic of stochastic resonance (SR), and the time delay and non-Gaussian noise can enhance the SR phenomenon. (paper)
International Nuclear Information System (INIS)
Li Jianlong; Zeng Lingzao
2010-01-01
We discuss in detail the effects of the multi-time-delayed feedback driven by an aperiodic signal on the output of a stochastic resonance (SR) system. The effective potential function and dynamical probability density function (PDF) are derived. To measure the performance of the SR system in the presence of a binary random signal, the bit error rate (BER) defined by the dynamical PDF is employed, as is commonly used in digital communications. We find that the delay time, strength of the feedback, and number of time-delayed terms can change the effective potential function and the effective amplitude of the signal, and then affect the BER of the SR system. The numerical simulations strongly support the theoretical results. The goal of this investigation is to explore the effects of the multi-time-delayed feedback on SR and give a guidance to nonlinear systems in the application of information processing.
Stochastic resonances in a distributed genetic broadcasting system: the NFκB/IκB paradigm.
Wang, Zhipeng; Potoyan, Davit A; Wolynes, Peter G
2018-01-01
Gene regulatory networks must relay information from extracellular signals to downstream genes in an efficient, timely and coherent manner. Many complex functional tasks such as the immune response require system-wide broadcasting of information not to one but to many genes carrying out distinct functions whose dynamical binding and unbinding characteristics are widely distributed. In such broadcasting networks, the intended target sites are also often dwarfed in number by the even more numerous non-functional binding sites. Taking the genetic regulatory network of NF κ B as an exemplary system we explore the impact of having numerous distributed sites on the stochastic dynamics of oscillatory broadcasting genetic networks pointing out how resonances in binding cycles control the network's specificity and performance. We also show that active kinetic regulation of binding and unbinding through molecular stripping of DNA bound transcription factors can lead to a higher coherence of gene-co-expression and synchronous clearance. © 2018 The Author(s).
Stochastic resonance for signal-modulated pump noise in a single-mode laser
Institute of Scientific and Technical Information of China (English)
Liangying Zhang; Li Cao; Fahui Zhu
2006-01-01
By adopting the gain-noise model of the single-mode laser in which with bias and periodical signals serve as inputs, combining with the effect of coloured pump noise, we use the linear approximation method to calculate the power spectrum and signal-to-noise ratio (SNR) of the laser intensity under the condition of pump noise and quantum noise cross-related in the form of δ function. It is found that with the change of pump noise correlation time, both SNR and the output power will occur stochastic resonance (SR). If the bias signal α is very small, changing the intensities of pump noise and quantum noise respectively does not lead to the appearance of SR in the SNR; while α increases to a certain number, SR appears.
International Nuclear Information System (INIS)
Liu Jian; Zhai Qi-Qing; Wang You-Guo; Liu Jin
2016-01-01
In this paper, we propose a parameter allocation scheme in a parallel array bistable stochastic resonance-based communication system (P-BSR-CS) to improve the performance of weak binary pulse amplitude modulated (BPAM) signal transmissions. The optimal parameter allocation policy of the P-BSR-CS is provided to minimize the bit error rate (BER) and maximize the channel capacity (CC) under the adiabatic approximation condition. On this basis, we further derive the best parameter selection theorem in realistic communication scenarios via variable transformation. Specifically, the P-BSR structure design not only brings the robustness of parameter selection optimization, where the optimal parameter pair is not fixed but variable in quite a wide range, but also produces outstanding system performance. Theoretical analysis and simulation results indicate that in the P-BSR-CS the proposed parameter allocation scheme yields considerable performance improvement, particularly in very low signal-to-noise ratio (SNR) environments. (paper)
Effect of Asymmetric Potential and Gaussian Colored Noise on Stochastic Resonance
International Nuclear Information System (INIS)
Han Yinxia; Li Jinghui; Chen Shigang
2005-01-01
The phenomenon of stochastic resonance (SR) in a bistable nonlinear system is studied when the system is driven by the asymmetric potential and additive Gaussian colored noise. Using the unified colored noise approximation method, the additive Gaussian colored noise can be simplified to additive Gaussian white noise. The signal-to-noise ratio (SNR) is calculated according to the generalized two-state theory (shown in [H.S. Wio and S. Bouzat, Brazilian J. Phys. 29 (1999) 136]). We find that the SNR increases with the proximity of a to zero. In addition, the correlation time τ between the additive Gaussian colored noise is also an ingredient to improve SR. The shorter the correlation time τ between the Gaussian additive colored noise is, the higher of the peak value of SNR.
A Modified Adaptive Stochastic Resonance for Detecting Faint Signal in Sensors
Directory of Open Access Journals (Sweden)
Hengwei Li
2007-02-01
Full Text Available In this paper, an approach is presented to detect faint signals with strong noises in sensors by stochastic resonance (SR. We adopt the power spectrum as the evaluation tool of SR, which can be obtained by the fast Fourier transform (FFT. Furthermore, we introduce the adaptive filtering scheme to realize signal processing automatically. The key of the scheme is how to adjust the barrier height to satisfy the optimal condition of SR in the presence of any input. For the given input signal, we present an operable procedure to execute the adjustment scheme. An example utilizing one audio sensor to detect the fault information from the power supply is given. Simulation results show that th
Phenomenon of entropic stochastic resonance with asymmetric dichotomous noise and white noise
International Nuclear Information System (INIS)
Guo, Feng; Li, Shao-Fu; Cheng, Xiao-Feng
2012-01-01
The entropic stochastic resonance (ESR) in a confined system subject to asymmetric dichotomous noise, white noise, and a periodic square-wave signal is investigated. Under the adiabatic approximation condition, by use of the properties of the dichotomous noise, we obtain the expression of the output signal-to-noise ratio (SNR) based on two-state theory. The SNR is shown to be a nonmonotonic function of the strength and asymmetry of the dichotomous noise, the intensity of the white noise, and the amplitude of the square-wave signal. The SNR varies non-monotonically with increases in the parameters of the confined structure. The influence of the correlation rate of the dichotomous noise and the frequency of the external constant force on the SNR is also discussed.
International Nuclear Information System (INIS)
Zhou Bingchang; Xu Wei
2008-01-01
The phenomenon of stochastic resonance (SR) in a bistable system driven by multiplicative colored and additive white noises and a periodic rectangular signal with a constant component is studied by using the unified colored noise approximation and the theory of signal-to-noise (SNR) in the adiabatic limit. The analytic expression of the SNR is obtained for arbitrary signal amplitude without being restricted to small amplitudes. The SNR is a non-monotonic function of intensities of multiplicative colored and additive white noises and correlation time of multiplicative colored noise, so SR exhibits in the bistable system. The effects of potential asymmetry r and correlation time τ of multiplicative colored noise on SNR are opposite. Moreover, It is more sensitive to control SR through adjusting the additive white noise intensity D than adjusting the multiplicative colored noise intensity Q
Geometric and potential dynamics interpretation of the optic ring resonator bistability
Chiangga, S.; Chittha, T.; Frank, T. D.
2015-07-01
The optical bistability is a fundamental nonlinear feature of the ring resonator. A geometric and potential dynamics interpretation of the bistability is given. Accordingly, the bistability of the nonlinear system is shown to be a consequence of geometric laws of vector calculus describing the resonator ring. In contrast, the so-called transcendental relations that have been obtained in the literature in order to describe the optical wave are interpreted in terms of potential dynamical systems. The proposed novel interpretation provides new insights into the nature of the ring resonator optical bistability. The fundamental work by Rukhlenko, Premaratne and Agrawal (2010) as well as a more recent study by Chiangga, Pitakwongsaporn, Frank and Yupapin (2013) are considered.
International Nuclear Information System (INIS)
Wang Kang-Kang; Liu Xian-Bin
2014-01-01
We investigate the stochastic resonance (SR) phenomenon induced by the periodic signal in a metapopulation system with colored noises. The analytical expression of signal-to-noise is derived in the adiabatic limit. By numerical calculation, the effects of the addictive noise intensity, the multiplicative noise intensity and two noise self-correlation times on SNR are respectively discussed. It shows that: (i) in the case that the addictive noise intensity M takes a small value, a SR phenomenon for the curve of SNR appears; however, when M takes a large value, SNR turns into a monotonic function on the multiplicative noise intensity Q. (ii) The resonance peaks in the plots of the multiplicative noise intensity Q versus its self-correlation time τ 1 and the addictive noise intensity M versus its self-correlation time τ 2 translate in parallel. Meanwhile, a parallel translation also appears in the plots of τ 1 versus Q and τ 2 versus M. (iii) The interactive effects between self-correlation times τ 1 and τ 2 are opposite. (general)
Agreement in the Interpretation of Magnetic Resonance Images of the Lumbar Spine
DEFF Research Database (Denmark)
Kovacs, F M; Royuela, A; Jensen, Tue Secher
2009-01-01
Background: Correlation between clinical features and magnetic resonance imaging (MRI) findings is essential in low-back-pain patients. Most previous studies have analyzed concordance in the interpretation of lumbar MRI among a few radiologists who worked together. This may have overestimated...
Logical stochastic resonance in triple-well potential systems driven by colored noise.
Zhang, Huiqing; Xu, Yong; Xu, Wei; Li, Xiuchun
2012-12-01
In this work, the logic stochastic resonance (LSR) phenomenon in a class of stochastic triple-well potential systems is investigated. Approximate Fokker-Planck equation is first obtained by using decoupling approximation. Then, we show that LSR can be successfully induced by additive or multiplicative Gaussian colored noise in some cases. In the absence of internal noise, LSR implementation seems impossible for a = 0 (The parameter a characterizes the depth of the potential well) since the two side wells are so deep that the particle cannot hop over the barrier into the middle well when the input signal is 0. With the increasing of a, the optimal noise band to yield flexible logic gates appears and moves to higher level of noise as the correlation time of noise increases. Compared with the Gaussian white noise, the reliable region in the parameter plane of potential depth parameter a and additive noise strength D first expands and then shrinks with increasing noise color. Furthermore, the effects of multiplicative Gaussian colored noise on LSR are investigated. It was found that the flexible and reliable logic behavior can be yielded for a = 0 due to the fact that the multiplicative Gaussian colored noise strongly affects the shape of the potential function. With the increasing of a, i.e., a = 0.25, multiplicative Gaussian white noise cannot yield desired logic behavior. Fortunately, LSR can also be expected by adjusting the correlation time of Gaussian colored noise. It can also be observed that the reliable region in the parameter plane of potential depth parameter a and multiplicative noise strength Q is small for the case of Gaussian white noise and it becomes larger with the increasing of noise color.
International Nuclear Information System (INIS)
Pandey, Anil Kumar; Sharma, Sanjay Kumar; Sharma, Punit; Singh, Harmandeep; Patel, Chetan; Sarkar, Kaushik; Kumar, Rakesh; Bal, Chandra Sekhar
2014-01-01
Acquisition of higher counts improves visual perception of positron emission tomography-computed tomography (PET-CT) image. Larger radiopharmaceutical doses (implies more radiation dose) are administered to acquire this count in a short time period. However, diagnostic information does not increase after a certain threshold of counts. This study was conducted to develop a post processing method based on principle of “stochastic resonance” to improve visual perception of the PET-CT image having a required threshold counts. PET-CT images (JPEG file format) with low, medium, and high counts in the image were included in this study. The image was corrupted with the addition of Poisson noise. The amplitude of the Poisson noise was adjusted by dividing each pixel by a constant 1, 2, 4, 8, 16, and 32. The best amplitude of the noise that gave best images quality was selected based on high value of entropy of the output image, high value of structural similarity index and feature similarity index. Visual perception of the image was evaluated by two nuclear medicine physicians. The variation in structural and feature similarity of the image was not appreciable visually, but statistically images deteriorated as the noise amplitude increases although maintaining structural (above 70%) and feature (above 80%) similarity of input images in all cases. We obtained the best image quality at noise amplitude “4” in which 88% structural and 95% feature similarity of the input images was retained. This method of stochastic resonance can be used to improve the visual perception of the PET-CT image. This can indirectly lead to reduction of radiation dose
Mussenbrock, T; Brinkmann, R P; Lieberman, M A; Lichtenberg, A J; Kawamura, E
2008-08-22
In low-pressure capacitive radio frequency discharges, two mechanisms of electron heating are dominant: (i) Ohmic heating due to collisions of electrons with neutrals of the background gas and (ii) stochastic heating due to momentum transfer from the oscillating boundary sheath. In this work we show by means of a nonlinear global model that the self-excitation of the plasma series resonance which arises in asymmetric capacitive discharges due to nonlinear interaction of plasma bulk and sheath significantly affects both Ohmic heating and stochastic heating. We observe that the series resonance effect increases the dissipation by factors of 2-5. We conclude that the nonlinear plasma dynamics should be taken into account in order to describe quantitatively correct electron heating in asymmetric capacitive radio frequency discharges.
Kember, G C; Fenton, G A; Armour, J A; Kalyaniwalla, N
2001-04-01
Regional cardiac control depends upon feedback of the status of the heart from afferent neurons responding to chemical and mechanical stimuli as transduced by an array of sensory neurites. Emerging experimental evidence shows that neural control in the heart may be partially exerted using subthreshold inputs that are amplified by noisy mechanical fluctuations. This amplification is known as aperiodic stochastic resonance (ASR). Neural control in the noisy, subthreshold regime is difficult to see since there is a near absence of any correlation between input and the output, the latter being the average firing (spiking) rate of the neuron. This lack of correlation is unresolved by traditional energy models of ASR since these models are unsuitable for identifying "cause and effect" between such inputs and outputs. In this paper, the "competition between averages" model is used to determine what portion of a noisy, subthreshold input is responsible, on average, for the output of sensory neurons as represented by the Fitzhugh-Nagumo equations. A physiologically relevant conclusion of this analysis is that a nearly constant amount of input is responsible for a spike, on average, and this amount is approximately independent of the firing rate. Hence, correlation measures are generally reduced as the firing rate is lowered even though neural control under this model is actually unaffected.
Iliopoulos, Fivos; Nierhaus, Till; Villringer, Arno
2014-03-01
Although noise is usually considered to be harmful for signal detection and information transmission, stochastic resonance (SR) describes the counterintuitive phenomenon of noise enhancing the detection and transmission of weak input signals. In mammalian sensory systems, SR-related phenomena may arise both in the peripheral and the central nervous system. Here, we investigate behavioral SR effects of subliminal electrical noise stimulation on the perception of somatosensory stimuli in humans. We compare the likelihood to detect near-threshold pulses of different intensities applied on the left index finger during presence vs. absence of subliminal noise on the same or an adjacent finger. We show that (low-pass) noise can enhance signal detection when applied on the same finger. This enhancement is strong for near-threshold pulses below the 50% detection threshold and becomes stronger when near-threshold pulses are applied as brief trains. The effect reverses at pulse intensities above threshold, especially when noise is replaced by subliminal sinusoidal stimulation, arguing for a peripheral direct current addition. Unfiltered noise applied on longer pulses enhances detection of all pulse intensities. Noise applied to an adjacent finger has two opposing effects: an inhibiting effect (presumably due to lateral inhibition) and an enhancing effect (most likely due to SR in the central nervous system). In summary, we demonstrate that subliminal noise can significantly modulate detection performance of near-threshold stimuli. Our results indicate SR effects in the peripheral and central nervous system.
Stochastic resonance of ensemble neurons for transient spike trains: Wavelet analysis
International Nuclear Information System (INIS)
Hasegawa, Hideo
2002-01-01
By using the wavelet transformation (WT), I have analyzed the response of an ensemble of N (=1, 10, 100, and 500) Hodgkin-Huxley neurons to transient M-pulse spike trains (M=1 to 3) with independent Gaussian noises. The cross correlation between the input and output signals is expressed in terms of the WT expansion coefficients. The signal-to-noise ratio (SNR) is evaluated by using the denoising method within the WT, by which the noise contribution is extracted from the output signals. Although the response of a single (N=1) neuron to subthreshold transient signals with noises is quite unreliable, the transmission fidelity assessed by the cross correlation and SNR is shown to be much improved by increasing the value of N: a population of neurons plays an indispensable role in the stochastic resonance (SR) for transient spike inputs. It is also shown that in a large-scale ensemble, the transmission fidelity for suprathreshold transient spikes is not significantly degraded by a weak noise which is responsible to SR for subthreshold inputs
Stochastic Resonance in an Underdamped System with Pinning Potential for Weak Signal Detection
Directory of Open Access Journals (Sweden)
Haibin Zhang
2015-08-01
Full Text Available Stochastic resonance (SR has been proved to be an effective approach for weak sensor signal detection. This study presents a new weak signal detection method based on a SR in an underdamped system, which consists of a pinning potential model. The model was firstly discovered from magnetic domain wall (DW in ferromagnetic strips. We analyze the principle of the proposed underdamped pinning SR (UPSR system, the detailed numerical simulation and system performance. We also propose the strategy of selecting the proper damping factor and other system parameters to match a weak signal, input noise and to generate the highest output signal-to-noise ratio (SNR. Finally, we have verified its effectiveness with both simulated and experimental input signals. Results indicate that the UPSR performs better in weak signal detection than the conventional SR (CSR with merits of higher output SNR, better anti-noise and frequency response capability. Besides, the system can be designed accurately and efficiently owing to the sensibility of parameters and potential diversity. The features also weaken the limitation of small parameters on SR system.
Stochastic Resonance in an Underdamped System with Pinning Potential for Weak Signal Detection.
Zhang, Haibin; He, Qingbo; Kong, Fanrang
2015-08-28
Stochastic resonance (SR) has been proved to be an effective approach for weak sensor signal detection. This study presents a new weak signal detection method based on a SR in an underdamped system, which consists of a pinning potential model. The model was firstly discovered from magnetic domain wall (DW) in ferromagnetic strips. We analyze the principle of the proposed underdamped pinning SR (UPSR) system, the detailed numerical simulation and system performance. We also propose the strategy of selecting the proper damping factor and other system parameters to match a weak signal, input noise and to generate the highest output signal-to-noise ratio (SNR). Finally, we have verified its effectiveness with both simulated and experimental input signals. Results indicate that the UPSR performs better in weak signal detection than the conventional SR (CSR) with merits of higher output SNR, better anti-noise and frequency response capability. Besides, the system can be designed accurately and efficiently owing to the sensibility of parameters and potential diversity. The features also weaken the limitation of small parameters on SR system.
Directory of Open Access Journals (Sweden)
Slavko Rogan
2013-07-01
Full Text Available This study assessed the feasibility of stochastic resonance whole-body vibration (SR-WBV training and its impact on isometric maximal voluntary contraction (IMVC, isometric rate of force development (IRFD and a drop jump test (DJ in healthy female students. Twelve participants were randomised to static squats during SR-WBV 6 Hz, noise level 4, over 4 weeks or to a control group (no training. Feasibility outcomes included the number of students agreeing to participate, the number of drop-outs, the adherence to the SR-WBV and the evaluation of the protocol. Secondary outcomes were IMVC, IRFD and DJ. Results: Among 35 eligible students, 12 agreed to participate and two dropped out. The adherence was 41 of 60 possible sessions. There were moderate to large, but statistically non-significant, gains in the secondary outcomes. Conclusion: These results suggest that such a study would be feasible although with some modifications such as a better familiarisation to the DJ.
A Dynamical System Exhibits High Signal-to-noise Ratio Gain by Stochastic Resonance
Makra, Peter; Gingl, Zoltan
2003-05-01
On the basis of mixed-signal simulations, we demonstrate that signal-to-noise ratio (SNR) gains much greater than unity can be obtained in the double-well potential through stochastic resonance (SR) with a symmetric periodic pulse train as deterministic and Gaussian white noise as random excitation. We also show that significant SNR improvement is possible in this system even for a sub-threshold sinusoid input if, instead of the commonly used narrow-band SNR, we apply an equally simple but much more realistic wide-band SNR definition. Using the latter result as an argument, we draw attention to the fact that the choice of the measure to reflect signal quality is critical with regard to the extent of signal improvement observed, and urge reconsideration of the practice prevalent in SR studies that most often the narrow-band SNR is used to characterise SR. Finally, we pose some questions concerning the possibilities of applying SNR improvement in practical set-ups.
International Nuclear Information System (INIS)
Park, G.; Chang, C. S.; Joseph, I.; Moyer, R. A.
2010-01-01
A kinetic transport simulation for the first 4 ms of the vacuum resonant magnetic perturbations (RMPs) application has been performed for the first time in realistic diverted DIII-D tokamak geometry [J. Luxon, Nucl. Fusion 42, 614 (2002)], with the self-consistent evaluation of the radial electric field and the plasma rotation. It is found that, due to the kinetic effects, the stochastic parallel thermal transport is significantly reduced when compared to the standard analytic model [A. B. Rechester and M. N. Rosenbluth, Phys. Rev. Lett. 40, 38 (1978)] and the nonaxisymmetric perpendicular radial particle transport is significantly enhanced from the axisymmetric level. These trends agree with recent experimental result trends [T. E. Evans, R. A. Moyer, K. H. Burrell et al., Nat. Phys. 2, 419 (2006)]. It is also found, as a side product, that an artificial local reduction of the vacuum RMP fields in the vicinity of the magnetic separatrix can bring the kinetic simulation results to a more detailed agreement with experimental plasma profiles.
Stochastic Resonance with a Joint Woods-Saxon and Gaussian Potential for Bearing Fault Diagnosis
Directory of Open Access Journals (Sweden)
Haibin Zhang
2014-01-01
Full Text Available This work aims for a new stochastic resonance (SR model which performs well in bearing fault diagnosis. Different from the traditional bistable SR system, we realize the SR based on the joint of Woods-Saxon potential (WSP and Gaussian potential (GP instead of a reflection-symmetric quartic potential. With this potential model, all the parameters in the Woods-Saxon and Gaussian SR (WSGSR system are not coupled when compared to the traditional one, so the output signal-to-noise ratio (SNR can be optimized much more easily by tuning the system parameters. Besides, a smoother potential bottom and steeper potential wall lead to a stable particle motion within each potential well and avoid the unexpected noise. Different from the SR with only WSP which is a monostable system, we improve it into a bistable one as a general form offering a higher SNR and a wider bandwidth. Finally, the proposed model is verified to be outstanding in weak signal detection for bearing fault diagnosis and the strategy offers us a more effective and feasible diagnosis conclusion.
Directory of Open Access Journals (Sweden)
Jian Dang
2016-01-01
Full Text Available Due to the fact that the slight fault signals in early failure of mechanical system are usually submerged in heavy background noise, it is unfeasible to extract the weak fault feature via the traditional vibration analysis. Stochastic resonance (SR, as a method of utilizing noise to amplify weak signals in nonlinear dynamical systems, can detect weak signals overwhelmed in the noise. However, based on the analysis of the impact of noise intensity on SR effect, it is concluded that the detection results are dramatically limited by the noise intensity of measured signals, especially for incipient fault feature of mechanical system with poor working environment. Therefore, this paper proposes a partly Duffing oscillator SR method to extract the fault feature of mechanical system. In this method, to locate the appearance of weak fault feature and decrease noise intensity, the permutation entropy index is constructed to select the measured signals for the input of Duffing oscillator system. Then, according to the regulation of system parameters, a reasonable match between the selected signals and Duffing oscillator model is achieved to produce a SR phenomenon and realize the fault diagnosis of mechanical system. Experiment results demonstrate that the proposed method achieves a better effect on the fault diagnosis of mechanical system.
International Nuclear Information System (INIS)
Zhou Yu-Rong
2011-01-01
This paper considers the stochastic resonance for a time-delayed mono-stable system, driven by correlated multiplicative and additive white noise. It finds that the output signal-to-noise ratio (SNR) varies non-monotonically with the delayed times. The SNR varies non-monotonically with the increase of the intensities of the multiplicative and additive noise, with the increase of the correlation strength between the two noises, as well as with the system parameter. (general)
International Nuclear Information System (INIS)
Zhang Guangjun; Xu Jianxue; Wang Jue; Yue Zhifeng; Zou Hailin
2009-01-01
In this paper stochastic resonance induced by the novel random transitions of two-dimensional weak damping bistable Duffing oscillator is analyzed by moment method. This kind of novel transition refers to the one among three potential well on two sides of bifurcation point of original system at the presence of internal noise. Several conclusions are drawn. First, the semi-analytical result of stochastic resonance induced by the novel random transitions of two-dimensional weak damping bistable Duffing oscillator can be obtained, and the semi-analytical result is qualitatively compatible with the one of Monte Carlo simulation. Second, a bifurcation of double-branch fixed point curves occurs in the moment equations with noise intensity as their bifurcation parameter. Third, the bifurcation of moment equations corresponds to stochastic resonance of original system. Finally, the mechanism of stochastic resonance is presented from another viewpoint through analyzing the energy transfer induced by the bifurcation of moment equation.
Enders, Leah R; Hur, Pilwon; Johnson, Michelle J; Seo, Na Jin
2013-10-11
Stroke rehabilitation does not often integrate both sensory and motor recovery. While subthreshold noise was shown to enhance sensory signal detection at the site of noise application, having a noise-generating device at the fingertip to enhance fingertip sensation and potentially enhance dexterity for stroke survivors is impractical, since the device would interfere with object manipulation. This study determined if remote application of subthreshold vibrotactile noise (away from the fingertips) improves fingertip tactile sensation with potential to enhance dexterity for stroke survivors. Index finger and thumb pad sensation was measured for ten stroke survivors with fingertip sensory deficit using the Semmes-Weinstein Monofilament and Two-Point Discrimination Tests. Sensation scores were measured with noise applied at one of three intensities (40%, 60%, 80% of the sensory threshold) to one of four locations of the paretic upper extremity (dorsal hand proximal to the index finger knuckle, dorsal hand proximal to the thumb knuckle, dorsal wrist, volar wrist) in a random order, as well as without noise at beginning (Pre) and end (Post) of the testing session. Vibrotactile noise of all intensities and locations instantaneously and significantly improved Monofilament scores of the index fingertip and thumb tip (p sensation, independent of noise location and intensity. Vibrotactile noise at the wrist and dorsal hand may have enhanced the fingertips' light touch sensation via stochastic resonance and interneuronal connections. While long-term benefits of noise in stroke patients warrants further investigation, this result demonstrates potential that a wearable device applying vibrotactile noise at the wrist could enhance sensation and grip ability without interfering with object manipulation in everyday tasks.
Kasai, Seiya; Ichiki, Akihisa; Tadokoro, Yukihiro
2018-03-01
A bistable system efficiently detects a weak signal by adding noise, which is referred to as stochastic resonance. A previous theory deals with friction in state transition; however, this hypothesis is inadequate when friction force is negligible such as in nano- and molecular-scale systems. We show that, when the transition occurs without friction, the sensitivity of the bistable system to a Gaussian-noise-imposed weak signal becomes significantly high. The sensitivity is determined by the relative difference in noise distribution function. We find that the relative difference in Gaussian distribution function diverges in its tail edge, resulting in a high sensitivity in the present system.
International Nuclear Information System (INIS)
Kist, Tarso B.L.; Orszag, M.; Davidovich, L.
1997-01-01
The dynamics of open system is frequently modeled in terms of a small system S coupled to a reservoir R, the last having an infinitely larger number of degree of freedom than S. Usually the dynamics of the S variables may be of interest, which can be studied using either Langevin equations, or master equations, or yet the path integral formulation. Useful alternatives for the master equation method are the Monte Carlo Wave-function method (MCWF), and Stochastic Schroedinger Equations (SSE's). The methods MCWF and SSE's recently experienced a fast development both in their theoretical background and applications to the study of the dissipative quantum systems dynamics in quantum optics. Even though these alternatives can be shown to be formally equivalent to the master equation approach, they are often regarded as mathematical tricks, with no relation to a concrete physical evolution of the system. The advantage of using them is that one has to deal with state vectors, instead of density matrices, thus reducing the total amount of matrix elements to be calculated. In this work, we consider the possibility of giving a physical interpretation to these methods, in terms of continuous measurements made on the evolving system. We show that physical realizations of the two methods are indeed possible, for a mode of the electromagnetic field in a cavity interacting with a continuum of modes corresponding to the field outside the cavity. Two schemes are proposed, consisting of a mode of the electromagnetic field interacting with a beam of Rydberg two-level atoms. In these schemes, the field mode plays the role of a small system and the atomic beam plays the role of a reservoir (infinitely larger number of degrees of freedom at finite temperature, the interaction between them being given by the Jaynes-Cummings model
International Nuclear Information System (INIS)
Follin, S.
1992-12-01
Flow in fractured crystalline (hard) rocks is of interest in Sweden for assessing the postclosure radiological safety of a deep repository for high-level nuclear waste. For simulation of flow and mass transport in the far field different porous media concepts are often used, whereas discrete fracture/channel network concepts are often used for near-field simulations. Due to lack of data, it is generally necessary to have resort to single-hole double-packer test data for the far-field simulations, i.e., test data on a small scale are regularized in order to fit a comparatively coarser numerical discretization, which is governed by various computational constraints. In the present study the Monte Carlo method is used to investigate the relationship between the transmissivity value interpreted and the corresponding radius of influence in conjunction with single-hole double-packer tests in heterogeneous formations. The numerical flow domain is treated as a two-dimensional heterogeneous porous medium with a spatially varying diffusivity on 3 m scale. The Monte Carlo simulations demonstrate the sensitivity to the correlation range of a spatially varying diffusivity field. In contradiction to what is tacitly assumed in stochastic subsurface hydrology, the results show that the lateral support scale (e.g., the radius of influence) of transmissivity measurements in heterogeneous porous media is a random variable, which is affected by both the hydraulic and statistical characteristics. If these results are general, the traditional methods for scaling-up, assuming a constant lateral scale of support and a multi normal distribution, may lead to an underestimation of the persistence and connectivity of transmissive zones, particularly in highly heterogeneous porous media
Guo, Yongfeng; Shen, Yajun; Tan, Jianguo
2016-09-01
The phenomenon of stochastic resonance (SR) in a piecewise nonlinear model driven by a periodic signal and correlated noises for the cases of a multiplicative non-Gaussian noise and an additive Gaussian white noise is investigated. Applying the path integral approach, the unified colored noise approximation and the two-state model theory, the analytical expression of the signal-to-noise ratio (SNR) is derived. It is found that conventional stochastic resonance exists in this system. From numerical computations we obtain that: (i) As a function of the non-Gaussian noise intensity, the SNR is increased when the non-Gaussian noise deviation parameter q is increased. (ii) As a function of the Gaussian noise intensity, the SNR is decreased when q is increased. This demonstrates that the effect of the non-Gaussian noise on SNR is different from that of the Gaussian noise in this system. Moreover, we further discuss the effect of the correlation time of the non-Gaussian noise, cross-correlation strength, the amplitude and frequency of the periodic signal on SR.
International Nuclear Information System (INIS)
Oya, Takahide; Asai, Tetsuya; Amemiya, Yoshihito
2007-01-01
Neuromorphic computing based on single-electron circuit technology is gaining prominence because of its massively increased computational efficiency and the increasing relevance of computer technology and nanotechnology [Likharev K, Mayr A, Muckra I, Tuerel O. CrossNets: High-performance neuromorphic architectures for CMOL circuits. Molec Electron III: Ann NY Acad Sci 1006;2003:146-63; Oya T, Schmid A, Asai T, Leblebici Y, Amemiya Y. On the fault tolerance of a clustered single-electron neural network for differential enhancement. IEICE Electron Expr 2;2005:76-80]. The maximum impact of these technologies will be strongly felt when single-electron circuits based on fault- and noise-tolerant neural structures can operate at room temperature. In this paper, inspired by stochastic resonance (SR) in an ensemble of spiking neurons [Collins JJ, Chow CC, Imhoff TT. Stochastic resonance without tuning. Nature 1995;376:236-8], we propose our design of a basic single-electron neural component and report how we examined its statistical results on a network
Kawaguchi, Minato; Mino, Hiroyuki; Durand, Dominique M
2007-01-01
Stochastic resonance (SR) has been shown to enhance the signal to noise ratio or detection of signals in neurons. It is not yet clear how this effect of SR on the signal to noise ratio affects signal processing in neural networks. In this paper, we investigate the effects of the location of background noise input on information transmission in a hippocampal CA1 neuron model. In the computer simulation, random sub-threshold spike trains (signal) generated by a filtered homogeneous Poisson process were presented repeatedly to the middle point of the main apical branch, while the homogeneous Poisson shot noise (background noise) was applied to a location of the dendrite in the hippocampal CA1 model consisting of the soma with a sodium, a calcium, and five potassium channels. The location of the background noise input was varied along the dendrites to investigate the effects of background noise input location on information transmission. The computer simulation results show that the information rate reached a maximum value for an optimal amplitude of the background noise amplitude. It is also shown that this optimal amplitude of the background noise is independent of the distance between the soma and the noise input location. The results also show that the location of the background noise input does not significantly affect the maximum values of the information rates generated by stochastic resonance.
International Nuclear Information System (INIS)
Denner, P.; Liu, Yueqiang; Kirk, A.; Nardon, E.
2012-01-01
In MAST experiments with applied resonant magnetic perturbations (RMPs), clear reduction in line-averaged density has been observed in a wide range of L-mode plasmas when there is an alignment between the perturbation and the equilibrium magnetic field that maximizes the size of the resonant components of the applied magnetic field, as well as in a few H-mode plasmas but with a much stronger sensitivity to this alignment. This density pump-out is the result of increased particle transport, which is thought to be caused by the formation of a stochastic magnetic field in the plasma edge. This paper presents an analysis of the magnetic field structures formed by the application of n = 3 RMPs on MAST, including various parameters characterizing the degree of stochasticity in the plasma edge. Values for these parameters are calculated and compared with the amount of density pump-out observed in MAST experiments. It is found that density pump-out is fairly well correlated with some of the parameters calculated using vacuum modelling, but none of them provides a single threshold value for pump-out that applies to both L- and H-mode plasmas. Plasma response modelling provides a robust criterion for density pump-out that applies both to L- and H-mode plasmas. (paper)
Agreement in the Interpretation of Magnetic Resonance Images of the Lumbar Spine
Energy Technology Data Exchange (ETDEWEB)
Kovacs, F.M. (Dept. Cientfico, Fundacin Kovacs, Palma de Majorca (Spain)); Royuela, A. (Spanish Back Pain Research Network, Fundacin Kovacs, Palma de Majorca (Spain)); Jensen, T.S. (Back Research Center, Backcenter Funen, Ringe (Denmark)) (and others)
2009-06-15
Background: Correlation between clinical features and magnetic resonance imaging (MRI) findings is essential in low-back-pain patients. Most previous studies have analyzed concordance in the interpretation of lumbar MRI among a few radiologists who worked together. This may have overestimated concordance. Purpose: To evaluate intra- and interobserver agreement in the interpretation of lumbar MRI performed in an open 0.2T system. Material and Methods: Seven radiologists from two different geographic settings in Spain interpreted the lumbar MRIs of 50 subjects representative of the general Danish population aged 40 years. The radiologists interpreted the images in routine clinical practice, having no knowledge of the clinical and demographic characteristics of the subjects and blinded to their colleagues' assessments. Six of the radiologists evaluated the same MRIs 14 days later, having no knowledge of the previous results. Data on the existence of disc degeneration, high-intensity zones, disc contour, Schmorl nodes, Modic changes, osteophytes, spondylolisthesis, and spinal stenosis were collected in the Nordic Modic Consensus Group Classification form. Intra- and interobserver agreement was analyzed for variables with a prevalence =10% and =90% by means of the kappa statistic. Results: Intra- and interobserver agreement was excellent for variables related to Modic changes, and fair to good for disc contour, high-intensity zones, and Schmorl nodes. The evaluations for disc degeneration and osteophytes were found to have fair to good intraobserver agreement and poor interobserver agreement. The agreement for the evaluations of spondylolisthesis and spinal stenosis was not analyzed because they were observed in <10% of reports. Conclusion: Images from 0.2T MRIs appear to lead to good agreement in the reporting of disc contour, high-intensity zones, Schmorl nodes, and, in particular, Modic changes, suggesting that they can possibly be reliably used for clinical
Agreement in the Interpretation of Magnetic Resonance Images of the Lumbar Spine
International Nuclear Information System (INIS)
Kovacs, F.M.; Royuela, A.; Jensen, T.S.
2009-01-01
Background: Correlation between clinical features and magnetic resonance imaging (MRI) findings is essential in low-back-pain patients. Most previous studies have analyzed concordance in the interpretation of lumbar MRI among a few radiologists who worked together. This may have overestimated concordance. Purpose: To evaluate intra- and interobserver agreement in the interpretation of lumbar MRI performed in an open 0.2T system. Material and Methods: Seven radiologists from two different geographic settings in Spain interpreted the lumbar MRIs of 50 subjects representative of the general Danish population aged 40 years. The radiologists interpreted the images in routine clinical practice, having no knowledge of the clinical and demographic characteristics of the subjects and blinded to their colleagues' assessments. Six of the radiologists evaluated the same MRIs 14 days later, having no knowledge of the previous results. Data on the existence of disc degeneration, high-intensity zones, disc contour, Schmorl nodes, Modic changes, osteophytes, spondylolisthesis, and spinal stenosis were collected in the Nordic Modic Consensus Group Classification form. Intra- and interobserver agreement was analyzed for variables with a prevalence =10% and =90% by means of the kappa statistic. Results: Intra- and interobserver agreement was excellent for variables related to Modic changes, and fair to good for disc contour, high-intensity zones, and Schmorl nodes. The evaluations for disc degeneration and osteophytes were found to have fair to good intraobserver agreement and poor interobserver agreement. The agreement for the evaluations of spondylolisthesis and spinal stenosis was not analyzed because they were observed in <10% of reports. Conclusion: Images from 0.2T MRIs appear to lead to good agreement in the reporting of disc contour, high-intensity zones, Schmorl nodes, and, in particular, Modic changes, suggesting that they can possibly be reliably used for clinical research
Wang, Kang-Kang; Zong, De-Cai; Wang, Ya-Jun; Li, Sheng-Hong
2016-05-01
In this paper, the transition between the stable state of a big density and the extinction state and stochastic resonance (SR) for a time-delayed metapopulation system disturbed by colored cross-correlated noises are investigated. By applying the fast descent method, the small time-delay approximation and McNamara and Wiesenfeld's SR theory, we investigate the impacts of time-delay, the multiplicative, additive noises and colored cross-correlated noise on the SNR and the shift between the two states of the system. Numerical results show that the multiplicative, additive noises and time-delay can all speed up the transition from the stable state to the extinction state, while the correlation noise and its correlation time can slow down the extinction process of the population system. With respect to SNR, the multiplicative noise always weakens the SR effect, while noise correlation time plays a dual role in motivating the SR phenomenon. Meanwhile, time-delay mainly plays a negative role in stimulating the SR phenomenon. Conversely, it could motivate the SR effect to increase the strength of the cross-correlation noise in the SNR-β plot, while the increase of additive noise intensity will firstly excite SR, and then suppress the SR effect.
Energy Technology Data Exchange (ETDEWEB)
Maruyama, Sho [Fermilab
2015-12-15
The invariant mass of tau lepton pairs turns out to be smaller than the resonant mass of their mother particle and the invariant mass distribution is stretched wider than the width of the resonant mass as significant fraction of tau lepton momenta are carried away by neutrinos escaping undetected at collider experiments. This paper describes a new approach to reconstruct resonant masses of heavy particles decaying to tau leptons at such experiments. A typical example is a Z or Higgs boson decaying to a tau pair. Although the new technique can be used for each tau lepton separately, I combine two tau leptons to improve mass resolution by requiring the two tau leptons are lined up in a transverse plane. The method is simple to implement and complementary to the collinear approximation technique that works well when tau leptons are not lined up in a transverse plane. The reconstructed mass can be used as another variable in analyses that already use a visible tau pair mass and missing transverse momentum as these variables are not explicitly used in the stochastic mass-reconstruction to select signal-like events.
Moix, Jeremy M; Ma, Jian; Cao, Jianshu
2015-03-07
A numerically exact path integral treatment of the absorption and emission spectra of open quantum systems is presented that requires only the straightforward solution of a stochastic differential equation. The approach converges rapidly enabling the calculation of spectra of large excitonic systems across the complete range of system parameters and for arbitrary bath spectral densities. With the numerically exact absorption and emission operators, one can also immediately compute energy transfer rates using the multi-chromophoric Förster resonant energy transfer formalism. Benchmark calculations on the emission spectra of two level systems are presented demonstrating the efficacy of the stochastic approach. This is followed by calculations of the energy transfer rates between two weakly coupled dimer systems as a function of temperature and system-bath coupling strength. It is shown that the recently developed hybrid cumulant expansion (see Paper II) is the only perturbative method capable of generating uniformly reliable energy transfer rates and emission spectra across a broad range of system parameters.
Shi, Pei-Ming; Li, Qun; Han, Dong-Ying
2017-06-01
This paper investigates a new asymmetric bistable model driven by correlated multiplicative colored noise and additive white noise. The mean first-passage time (MFPT) and the signal-to-noise ratio (SNR) as the indexes of evaluating the model are researched. Based on the two-state theory and the adiabatic approximation theory, the expressions of MFPT and SNR have been obtained for the asymmetric bistable system driven by a periodic signal, correlated multiplicative colored noise and additive noise. Simulation results show that it is easier to generate stochastic resonance (SR) to adjust the intensity of correlation strength λ. Meanwhile, the decrease of asymmetric coefficient r2 and the increase of noise intensity are beneficial to realize the transition between the two steady states in the system. At the same time, the twice SR phenomena can be observed by adjusting additive white noise and correlation strength. The influence of asymmetry of potential function on the MFPTs in two different directions is different.
Energy Technology Data Exchange (ETDEWEB)
Zhang Guangjun [State Key Laboratory of Mechanical Structural Strength and Vibration, School of Architectural Engineering and Mechanics, Xi' an Jiaotong University, Xi' an, Shaanxi (China); Xu Jianxue [State Key Laboratory of Mechanical Structural Strength and Vibration, School of Architectural Engineering and Mechanics, Xi' an Jiaotong University, Xi' an, Shaanxi (China)] e-mail: jxxu@mail.xjtu.edu.cn
2006-02-01
This paper analyzes the stochastic resonance induced by a novel transition of one-dimensional bistable system in the neighborhood of bifurcation point with the method of moment, which refer to the transition of system motion among a potential well of stable fixed point before bifurcation of original system and double-well potential of two coexisting stable fixed points after original system bifurcation at the presence of internal noise. The results show: the semi-analytical result of stochastic resonance of one-dimensional bistable system in the neighborhood of bifurcation point may be obtained, and the semi-analytical result is in accord with the one of Monte Carlo simulation qualitatively, the occurrence of stochastic resonance is related to the bifurcation of noisy nonlinear dynamical system moment equations, which induce the transfer of energy of ensemble average (Ex) of system response in each frequency component and make the energy of ensemble average of system response concentrate on the frequency of input signal, stochastic resonance occurs.
International Nuclear Information System (INIS)
Zhang Guangjun; Xu Jianxue
2006-01-01
This paper analyzes the stochastic resonance induced by a novel transition of one-dimensional bistable system in the neighborhood of bifurcation point with the method of moment, which refer to the transition of system motion among a potential well of stable fixed point before bifurcation of original system and double-well potential of two coexisting stable fixed points after original system bifurcation at the presence of internal noise. The results show: the semi-analytical result of stochastic resonance of one-dimensional bistable system in the neighborhood of bifurcation point may be obtained, and the semi-analytical result is in accord with the one of Monte Carlo simulation qualitatively, the occurrence of stochastic resonance is related to the bifurcation of noisy nonlinear dynamical system moment equations, which induce the transfer of energy of ensemble average (Ex) of system response in each frequency component and make the energy of ensemble average of system response concentrate on the frequency of input signal, stochastic resonance occurs
Walkden, N. R.; Wynn, A.; Militello, F.; Lipschultz, B.; Matthews, G.; Guillemaut, C.; Harrison, J.; Moulton, D.; Contributors, JET
2017-08-01
This paper presents the use of a novel modelling technique based around intermittent transport due to filament motion, to interpret experimental profile and fluctuation data in the scrape-off layer (SOL) of JET during the onset and evolution of a density profile shoulder. A baseline case is established, prior to shoulder formation, and the stochastic model is shown to be capable of simultaneously matching the time averaged profile measurement as well as the PDF shape and autocorrelation function from the ion-saturation current time series at the outer wall. Aspects of the stochastic model are then varied with the aim of producing a profile shoulder with statistical measurements consistent with experiment. This is achieved through a strong localised reduction in the density sink acting on the filaments within the model. The required reduction of the density sink occurs over a highly localised region with the timescale of the density sink increased by a factor of 25. This alone is found to be insufficient to model the expansion and flattening of the shoulder region as the density increases, which requires additional changes within the stochastic model. An example is found which includes both a reduction in the density sink and filament acceleration and provides a consistent match to the experimental data as the shoulder expands, though the uniqueness of this solution can not be guaranteed. Within the context of the stochastic model, this implies that the localised reduction in the density sink can trigger shoulder formation, but additional physics is required to explain the subsequent evolution of the profile.
Energy Technology Data Exchange (ETDEWEB)
Gutierrez T, C. [Departamento de Fisica, ININ, A.P. 18-1027, 11801 Mexico D.F. (Mexico); Hernandez A, O
1998-07-01
The energy absorption mechanism in cyclotron resonance of the electrons is a present problem, since it could be considered from the stochastic point of view or this related with a non-homogeneous but periodical of plasma spatial structure. In this work using the Bogoliubov average method for a multi periodical system in presence of resonances, the drift equations were obtained in presence of a RF field for the case of electron cyclotron resonance until first order terms with respect to inverse of its cyclotron frequency. The absorbed energy equation is obtained on part of electrons in a simple model and by drift method. It is showed the stochastic character of the energy absorption. (Author)
New observations concerning the interpretation of magnetic resonance spectroscopy of meningioma
Energy Technology Data Exchange (ETDEWEB)
Yue, Qiang [University of Tsukuba, Department of Neurosurgery, Institute of Clinical Medicine, Tsukuba Science City, Ibaraki (Japan); West China Hospital of Sichuan University, Huaxi MR Research Center, Department of Radiology, Chengdu (China); Isobe, Tomonori [Kitasato University, Department of Medical Technology, School of Allied Health Sciences, Minato (Japan); Shibata, Yasushi; Kawamura, Hiraku; Yamamoto, Youhei; Takano, Shingo; Matsumura, Akira [University of Tsukuba, Department of Neurosurgery, Institute of Clinical Medicine, Tsukuba Science City, Ibaraki (Japan); Anno, Izumi [University of Tsukuba, Department of Radiology, Institute of Clinical Medicine, Tsukuba (Japan)
2008-12-15
This study was aimed to clarify some ambiguities in the interpretation of proton magnetic resonance spectroscopy (1H-MRS) of meningiomas. The cases of 31 meningioma patients (27 benign and 4 nonbenign meningiomas) that underwent single-voxel 1H-MRS (PRESS sequence, TR/TE = 2,000 ms/68, 136, 272 ms) were retrospectively analyzed. To verify the findings of in-vivo study, phantoms were measured, and pathological sections of 11 patients were reviewed. All meningiomas demonstrated increased choline and decreased creatine, except for a lipomatous meningioma that only displayed a prominent lipid (Lip) peak. Alanine (Ala) and lactate (Lac) coexisted in eight cases, indicating an alternative pathway of energy metabolism in meningiomas. They partially overlapped with each other and demonstrated a triplet-like spectral pattern, which was consistent with phantom study. Glutamine/glutamate (Glx) was helpful for the recognition of meningioma when Ala was absent. N-acetyl compounds(NACs) were observed in nine cases whose voxels were completely limited within the tumors, indicating that meningiomas might have endogenous NACs. Lac was indicative of an aggressive meningioma, although not always a nonbenign one. Lip not only represented micronecrosis in nonbenign meningiomas, but also reflected microcystic changes or fatty degeneration in benign meningiomas. 1H-MRS reflects some distinctive biochemical and pathological changes of meningiomas that might be misinterpreted. (orig.)
Stochastic resonance in underdamped periodic potential systems with alpha stable Lévy noise
Liu, Ruo-Nan; Kang, Yan-Mei
2018-06-01
In this paper, we investigate the effect of alpha stable Lévy noise with alpha stability index α (0 noise (0 noise has a more notable impact on the resonant effect of the asymmetric ratchet potential than that of the symmetric sinusoidal potential because of symmetry breaking.
Interpretation of the Electron Paramagnetic Resonance Spectra of Copper(II)-Tyrosine Complex
Xu, Xiao-Hui; Kuang, Min-Quan
2017-12-01
The electron paramagnetic resonance (EPR) spectra of [Cu(l-tyrosine)2]n (CuA) were interpreted based on the fourth-order perturbation treatments where the contributions due to the local distortion, ligand orbit and spin-orbit coupling were included. The calculated band transitions d_{x^2} - y^2 to dxy (≈16412 cm-1) and d_{z^2} (≈14845 cm-1) agree well with the band analysis results (d_{x^2} - y^2 \\to d_{xy} ≈16410 and d_{x^2} - y^2 \\to d_{z^2} ≈14850 cm-1). The unresolved separations d_{x^2} - y^2 \\to d_{xz} and d_{x^2} - y^2 \\to d_{yz} in the absorption spectra were evaluated as 26283 and 26262 cm-1, respectively. For CuA, copper chromophores in 1,3-diaminorpropane isophtalate copper(II) complex (CuB) and N-methyl-1,2-diaminoetaane-bis copper(II) polymer (CuC), the transition d_{x^2} - y^2 \\to d_{xy} (=E1≈10Dq) suffered an increase with a decrease in R̅L which was evaluated as the mean value of the copper-ligand bond lengths. The correlations between the tetragonal elongation ratio ρ (=(Rz-R̅L)/R̅L) (or the ratio G=(gz-ge)/((gx+gy)/2-ge)) and the g isotropy gav (=(gx+gy+gz)/3) (or the covalency factor N) for CuA, CuB and CuC were acquired and all the results were discussed.
Li, Jimeng; Li, Ming; Zhang, Jinfeng
2017-08-01
Rolling bearings are the key components in the modern machinery, and tough operation environments often make them prone to failure. However, due to the influence of the transmission path and background noise, the useful feature information relevant to the bearing fault contained in the vibration signals is weak, which makes it difficult to identify the fault symptom of rolling bearings in time. Therefore, the paper proposes a novel weak signal detection method based on time-delayed feedback monostable stochastic resonance (TFMSR) system and adaptive minimum entropy deconvolution (MED) to realize the fault diagnosis of rolling bearings. The MED method is employed to preprocess the vibration signals, which can deconvolve the effect of transmission path and clarify the defect-induced impulses. And a modified power spectrum kurtosis (MPSK) index is constructed to realize the adaptive selection of filter length in the MED algorithm. By introducing the time-delayed feedback item in to an over-damped monostable system, the TFMSR method can effectively utilize the historical information of input signal to enhance the periodicity of SR output, which is beneficial to the detection of periodic signal. Furthermore, the influence of time delay and feedback intensity on the SR phenomenon is analyzed, and by selecting appropriate time delay, feedback intensity and re-scaling ratio with genetic algorithm, the SR can be produced to realize the resonance detection of weak signal. The combination of the adaptive MED (AMED) method and TFMSR method is conducive to extracting the feature information from strong background noise and realizing the fault diagnosis of rolling bearings. Finally, some experiments and engineering application are performed to evaluate the effectiveness of the proposed AMED-TFMSR method in comparison with a traditional bistable SR method.
International Nuclear Information System (INIS)
Arathi, S; Rajasekar, S
2011-01-01
We analyze the stochastic resonance in a symmetric triple-well system with the depths of the wells being different. The system is subjected to a weak periodic force and Gaussian white noise with strength D. We show that the optimum value of noise intensity (D MAX ) is minimum, while the signal-to-noise ratio is maximum when the ratio (R) of the depths of the middle and side wells is 1. At D MAX , the particle enters the middle well twice during every period of the external periodic force. When the depths of the three wells are equal (R=1), the mean residence time (T MR ) in each well is T/4, where T is the period of the driving force. T MR varies with parameter R; however, periodicity in switching is observed at D MAX for any value of R. The generalized dimensions D q decrease with an increase in noise intensity D, reach a minimum at D=D MAX and then increase for all values of R. The α-f(α) spectrum is always of incomplete concave shape with f(α min )=0, while f(α max )≠0 at any value of D and, moreover, the maximum value of α is minimum at D=D MAX .
Directory of Open Access Journals (Sweden)
Jimeng Li
2016-01-01
Full Text Available The structure of mechanical equipment becomes increasingly complex, and tough environments under which it works often make bearings and gears subject to failure. However, effective extraction of useful feature information submerged in strong noise that is indicative of structural defects has remained a major challenge. Therefore, an adaptive multiscale noise control enhanced stochastic resonance (SR method based on modified ensemble empirical mode decomposition (EEMD for mechanical fault diagnosis is proposed in the paper. According to the oscillation characteristics of signal itself, the algorithm of modified EEMD can adaptively decompose the fault signals into different scales and it reduces the decomposition levels to improve calculation efficiency of the proposed method. Through filter processing with the constructed filters, the orthogonality of adjacent intrinsic mode functions (IMFs can be improved, which is conducive to enhancing the extraction of weak features from strong noise. The constructed signal obtained by using IMFs is inputted into the SR system, and the noise control parameter of different scales is optimized and selected with the help of the genetic algorithm, thus achieving the enhancement extraction of weak features. Finally, simulation experiments and engineering application of bearing fault diagnosis demonstrate the effectiveness and feasibility of the proposed method.
Liu, Jian; Wang, Youguo
2018-03-01
The simultaneous influence of potential asymmetries and time-delayed feedback on stochastic resonance (SR) subject to both periodic force and additive Gaussian white noise is investigated by using two-state theory and small-delay approximation, where three types of asymmetries include well-depth, well-width, and both well-depth and well-width asymmetries, respectively. The asymmetric types and time-delayed feedback determine the behaviors of SR, especially output signal-to-noise ratio (SNR) peaks, optimal additive noise intensity and feedback intensity. Moreover, the largest SNR in asymmetric SR is found to be relatively larger than symmetric one in some cases, whereas in other cases the symmetric SR is superior to asymmetric one, which is of dependence on time delay and feedback intensity. In addition, the SR with well-width asymmetry can suppress stronger noise than that with well-depth asymmetry under the action of same time delay, which is beneficial to weak signal detection.
Xiang, Suyun; Wang, Wei; Xiang, Bingren; Deng, Haishan; Xie, Shaofei
2007-05-01
The periodic modulation-based stochastic resonance algorithm (PSRA) was used to amplify and detect the weak liquid chromatography-mass spectrometry (LC-MS) signal of granisetron in plasma. In the algorithm, the stochastic resonance (SR) was achieved by introducing an external periodic force to the nonlinear system. The optimization of parameters was carried out in two steps to give attention to both the signal-to-noise ratio (S/N) and the peak shape of output signal. By applying PSRA with the optimized parameters, the signal-to-noise ratio of LC-MS peak was enhanced significantly and distorted peak shape that often appeared in the traditional stochastic resonance algorithm was corrected by the added periodic force. Using the signals enhanced by PSRA, this method extended the limit of detection (LOD) and limit of quantification (LOQ) of granisetron in plasma from 0.05 and 0.2 ng/mL, respectively, to 0.01 and 0.02 ng/mL, and exhibited good linearity, accuracy and precision, which ensure accurate determination of the target analyte.
Tutu, Hiroki
2011-06-01
Stochastic resonance (SR) enhanced by time-delayed feedback control is studied. The system in the absence of control is described by a Langevin equation for a bistable system, and possesses a usual SR response. The control with the feedback loop, the delay time of which equals to one-half of the period (2π/Ω) of the input signal, gives rise to a noise-induced oscillatory switching cycle between two states in the output time series, while its average frequency is just smaller than Ω in a small noise regime. As the noise intensity D approaches an appropriate level, the noise constructively works to adapt the frequency of the switching cycle to Ω, and this changes the dynamics into a state wherein the phase of the output signal is entrained to that of the input signal from its phase slipped state. The behavior is characterized by power loss of the external signal or response function. This paper deals with the response function based on a dichotomic model. A method of delay-coordinate series expansion, which reduces a non-Markovian transition probability flux to a series of memory fluxes on a discrete delay-coordinate system, is proposed. Its primitive implementation suggests that the method can be a potential tool for a systematic analysis of SR phenomenon with delayed feedback loop. We show that a D-dependent behavior of poles of a finite Laplace transform of the response function qualitatively characterizes the structure of the power loss, and we also show analytical results for the correlation function and the power spectral density.
Valbuena-López, Silvia; Hinojar, Rocío; Puntmann, Valentina O
2016-02-01
Cardiovascular magnetic resonance plays an increasingly important role in routine cardiology clinical practice. It is a versatile imaging modality that allows highly accurate, broad and in-depth assessment of cardiac function and structure and provides information on pertinent clinical questions in diseases such as ischemic heart disease, nonischemic cardiomyopathies, and heart failure, as well as allowing unique indications, such as the assessment and quantification of myocardial iron overload or infiltration. Increasing evidence for the role of cardiovascular magnetic resonance, together with the spread of knowledge and skill outside expert centers, has afforded greater access for patients and wider clinical experience. This review provides a snapshot of cardiovascular magnetic resonance in modern clinical practice by linking image acquisition and postprocessing with effective delivery of the clinical meaning. Copyright © 2015 Sociedad Española de Cardiología. Published by Elsevier España, S.L.U. All rights reserved.
Indian Academy of Sciences (India)
andoh
Mechanism by which a nonlinear system embedded in a noisy environment ... we are increasingly encountering fundamental noise characteristics that cannot be .... Circuit is simple, robust, and capable of operating in very high frequency ...
Directory of Open Access Journals (Sweden)
Brown Cathleen N
2007-12-01
Full Text Available Abstract Background Ankle sprains are common injuries that often lead to functional ankle instability (FAI, which is a pathology defined by sensations of instability at the ankle and recurrent ankle sprain injury. Poor postural stability has been associated with FAI, and sports medicine clinicians rehabilitate balance deficits to prevent ankle sprains. Subsensory electrical noise known as stochastic resonance (SR stimulation has been used in conjunction with coordination training to improve dynamic postural instabilities associated with FAI. However, unlike static postural deficits, dynamic impairments have not been indicative of ankle sprain injury. Therefore, the purpose of this study was to examine the effects of coordination training with or without SR stimulation on static postural stability. Improving postural instabilities associated with FAI has implications for increasing ankle joint stability and decreasing recurrent ankle sprains. Methods This study was conducted in a research laboratory. Thirty subjects with FAI were randomly assigned to either a: 1 conventional coordination training group (CCT; 2 SR stimulation coordination training group (SCT; or 3 control group. Training groups performed coordination exercises for six weeks. The SCT group received SR stimulation during training, while the CCT group only performed coordination training. Single leg postural stability was measured after the completion of balance training. Static postural stability was quantified on a force plate using anterior/posterior (A/P and medial/lateral (M/L center-of-pressure velocity (COPvel, M/L COP standard deviation (COPsd, M/L COP maximum excursion (COPmax, and COP area (COParea. Results Treatment effects comparing posttest to pretest COP measures were highest for the SCT group. At posttest, the SCT group had reduced A/P COPvel (2.3 ± 0.4 cm/s vs. 2.7 ± 0.6 cm/s, M/L COPvel (2.6 ± 0.5 cm/s vs. 2.9 ± 0.5 cm/s, M/L COPsd (0.63 ± 0.12 cm vs. 0.73 ± 0
International Nuclear Information System (INIS)
Pandey, Anil Kumar; Saroha, Kartik; Patel, C.D.; Bal, C.S.; Kumar, Rakesh
2016-01-01
Administration of diuretics increases the urine output to clear radioactive urine from kidneys and bladder. Hence post-diuretic pelvic PET/CT scan enhances the probability of detection of abdomino-pelvic tumor. However, it causes discomfort in patients and has some side effects also. Application of supra threshold stochastic resonance (SSR) image processing algorithm on Pre-diuretic PET/CT scan may also increase the probability of detection of these tumors. Amount of noise and threshold are two variable parameters that effect the final image quality. This study was conducted to investigate the effect of these two variable parameters on the detection of abdomen-pelvic tumor
Theoretical interpretation of a case study: Acoustic resonance in an archaeological site
Carrera, Jorge; Beristain, Sergio
2002-11-01
It is well-known that the stairways of some Mexican archaeological sites, like Chichen-Itza or Teotihuacan, present an interesting sound reflection and resonance phenomenon which causes a special audible effect. In this paper, mathematical modeling of this situation is presented, and the practical phenomenon is discussed from a theoretical standpoint. More than an end in itself, the idea is, once this validated model is obtained, to use the results for the analysis of a more extensive architectural environment in order to establish whether this kind of phenomenon would have been purposely introduced in the design of the site. This will be presented in future publications.
International Nuclear Information System (INIS)
Du Luchun; Mei Dongcheng
2011-01-01
The non-adiabatic regime of stochastic resonance (SR) in a bistable system with time delay, an additive white noise and a periodic signal was investigated. The signal power amplification η was employed to characterize the SR of the system. The simulation results indicate that (i) in the case of intermediate frequency Ω of the periodic signal, the typical behavior of SR is lowered monotonically by increasing the delay time τ; in the case of large Ω, τ weakens the SR behavior and then enhances it, with a non-monotonic behavior as a function of time delay; (ii) time delay induces SR when A is above the threshold, whereas no such resonance exists in the absence of time delay; (iii) time delay induces a transition from bimodal to unimodal configuration of η; (iv) varying the particular form of time delay results in different phenomena.
Doberkat, Ernst-Erich
2009-01-01
Combining coalgebraic reasoning, stochastic systems and logic, this volume presents the principles of coalgebraic logic from a categorical perspective. Modal logics are also discussed, including probabilistic interpretations and an analysis of Kripke models.
International Nuclear Information System (INIS)
Colombino, A.; Mosiello, R.; Norelli, F.; Jorio, V.M.; Pacilio, N.
1975-01-01
A nuclear system kinetics is formulated according to a stochastic approach. The detailed probability balance equations are written for the probability of finding the mixed population of neutrons and detected neutrons, i.e. detectrons, at a given level for a given instant of time. Equations are integrated in search of a probability profile: a series of cases is analyzed through a progressive criterium. It tends to take into account an increasing number of physical processes within the chosen model. The most important contribution is that solutions interpret analytically experimental conditions of equilibrium (moise analysis) and non equilibrium (pulsed neutron measurements, source drop technique, start up procedures)
International Nuclear Information System (INIS)
Chomaz, P.
1984-01-01
Kinetic energy spectra of heavy fragments from the 36Ar+208Pb reaction at 11 MeV/n and 20 Ne+ 208 Pb at 30 MeV/n have been measured with a time of flight spectrometer. Numerous structures ranging up to 100 MeV excitation energy are observed in the inelastic and few nucleon transfer channels. These structures are shown to be due to an excitation of the 208 Pb target nucleus and not to decay products of excited ejectiles. Positions of low lying structures (E* 208 Pb. The linear response of the target nucleus to the external field created by the projectile is calculated microscopically in the Random Phase Approximation resolved using the Green's function method in coordinate space with a Skyrme interaction. In the independant quasi-boson approximation multiple phonon excitations reproduce the main features of the experimental data and appear as a plausible interpretation of the observed structures. The theoretical calculations and experimental observations suggest that multiphonon excitations play an important role in heavy ion reactions and contribute strongly to the kinetic energy dissipation [fr
Automated method for the systematic interpretation of resonance peaks in spectrum data
Damiano, B.; Wood, R.T.
1997-04-22
A method is described for spectral signature interpretation. The method includes the creation of a mathematical model of a system or process. A neural network training set is then developed based upon the mathematical model. The neural network training set is developed by using the mathematical model to generate measurable phenomena of the system or process based upon model input parameter that correspond to the physical condition of the system or process. The neural network training set is then used to adjust internal parameters of a neural network. The physical condition of an actual system or process represented by the mathematical model is then monitored by extracting spectral features from measured spectra of the actual process or system. The spectral features are then input into said neural network to determine the physical condition of the system or process represented by the mathematical model. More specifically, the neural network correlates the spectral features (i.e. measurable phenomena) of the actual process or system with the corresponding model input parameters. The model input parameters relate to specific components of the system or process, and, consequently, correspond to the physical condition of the process or system. 1 fig.
Verbeeck, Nico; Spraggins, Jeffrey M; Murphy, Monika J M; Wang, Hui-Dong; Deutch, Ariel Y; Caprioli, Richard M; Van de Plas, Raf
2017-07-01
Imaging mass spectrometry (IMS) is a molecular imaging technology that can measure thousands of biomolecules concurrently without prior tagging, making it particularly suitable for exploratory research. However, the data size and dimensionality often makes thorough extraction of relevant information impractical. To help guide and accelerate IMS data analysis, we recently developed a framework that integrates IMS measurements with anatomical atlases, opening up opportunities for anatomy-driven exploration of IMS data. One example is the automated anatomical interpretation of ion images, where empirically measured ion distributions are automatically decomposed into their underlying anatomical structures. While offering significant potential, IMS-atlas integration has thus far been restricted to the Allen Mouse Brain Atlas (AMBA) and mouse brain samples. Here, we expand the applicability of this framework by extending towards new animal species and a new set of anatomical atlases retrieved from the Scalable Brain Atlas (SBA). Furthermore, as many SBA atlases are based on magnetic resonance imaging (MRI) data, a new registration pipeline was developed that enables direct non-rigid IMS-to-MRI registration. These developments are demonstrated on protein-focused FTICR IMS measurements from coronal brain sections of a Parkinson's disease (PD) rat model. The measurements are integrated with an MRI-based rat brain atlas from the SBA. The new rat-focused IMS-atlas integration is used to perform automated anatomical interpretation and to find differential ions between healthy and diseased tissue. IMS-atlas integration can serve as an important accelerator in IMS data exploration, and with these new developments it can now be applied to a wider variety of animal species and modalities. This article is part of a Special Issue entitled: MALDI Imaging, edited by Dr. Corinna Henkel and Prof. Peter Hoffmann. Copyright © 2017. Published by Elsevier B.V.
DEFF Research Database (Denmark)
Simonsen, Maria
This thesis treats stochastic systems with switching dynamics. Models with these characteristics are studied from several perspectives. Initially in a simple framework given in the form of stochastic differential equations and, later, in an extended form which fits into the framework of sliding...... mode control. It is investigated how to understand and interpret solutions to models of switched systems, which are exposed to discontinuous dynamics and uncertainties (primarily) in the form of white noise. The goal is to gain knowledge about the performance of the system by interpreting the solution...
International Nuclear Information System (INIS)
Bransden, B.H.; Hewitt, R.N.
1997-01-01
Above-threshold resonances can occur in coupled-channel models of the e + + H system when Ps formation is taken into account (although it should be pointed out that, in this specific system, resonances do not occur in an exact theory). In general, to understand the mechanism of resonance formation it is useful to obtain the exact optical potential in a given channel in a localized form. The methods of achieving this localization are discussed with reference to a specific application to the resonance found in the two-state approximation for the l = 0 partial wave. (author)
Directory of Open Access Journals (Sweden)
Yongbin Liu
2017-01-01
Full Text Available Envelope spectrum analysis is a simple, effective, and classic method for bearing fault identification. However, in the wayside acoustic health monitoring system, owing to the high relative moving speed between the railway vehicle and the wayside mounted microphone, the recorded signal is embedded with Doppler effect, which brings in shift and expansion of the bearing fault characteristic frequency (FCF. What is more, the background noise is relatively heavy, which makes it difficult to identify the FCF. To solve the two problems, this study introduces solutions for the wayside acoustic fault diagnosis of train bearing based on Doppler effect reduction using the improved time-domain interpolation resampling (TIR method and diagnosis-relevant information enhancement using Weighted-Correlation-Coefficient-Guided Stochastic Resonance (WCCSR method. First, the traditional TIR method is improved by incorporating the original method with kinematic parameter estimation based on time-frequency analysis and curve fitting. Based on the estimated parameters, the Doppler effect is removed using the TIR easily. Second, WCCSR is employed to enhance the diagnosis-relevant period signal component in the obtained Doppler-free signal. Finally, paved with the above two procedures, the local fault is identified using envelope spectrum analysis. Simulated and experimental cases have verified the effectiveness of the proposed method.
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Grzegorz Srokowski
2015-12-01
• Dzięki zastosowanej terapii polepszył się wynik końcowy w teście równowagi Tinetti, co oznacza zmniejszenie ryzyka upadku u dzieci z MPD. Słowa klucze: fizjoterapia MPD, rezonans stochastyczny, chód, równowaga. Abstract Introduction: Cerebral Palsy (CP is an disease with different nonprogressive disorders of Central Nervous System (CNS. They manifest themselves through impairment of motor function and posture. As a result a child by the inability to control in this activities and lack of creation of appropriate postural responses turns them into defensive reactions. It was assumed, that therapy by providing the body with destabilizing stimuli by SRT - Zeptoring have positive impact on equivalent reactions and coordination during walking. The aim of the study was to examine and evaluate the effectiveness of the therapy on the SRT - Zeptoring device called Stochastic Resonance in a group of school children with diagnosed CP. Methods: The study was conducted at the Rehabilitation Center "Neuron" in Małe Gacno during the stationary rehabilitation. The study has covered 15 people, were children and young people with different types of MPD could move alone or with an additional orthopedic. The study included different functional tests, equivalent and an assessment of body postural control. 10 therapies were carried on Stochastic Resonance in accordance with the rules of conduct training on the machine. Results of the study: The detailed results of the study are presented in tables and illustrated on the graphs Conclusions: • Therapy using the stochastic resonance positively affects body posture control. The result is improvement of balance function and gait control in children with CP. • Thanks to the therapy patients has improved the end result of Tinetti balance test, which means a reduction in the risk of falling in children with CP. Key words: physiotherapy CP, stochastic resonance, gait, balance.
DEFF Research Database (Denmark)
Petersen, Nils Holger
2014-01-01
A chapter in a book about terminology within the field of medievalism: the chapter discusses the resonance of medieval music and ritual in modern (classical) music culture and liturgical practice.......A chapter in a book about terminology within the field of medievalism: the chapter discusses the resonance of medieval music and ritual in modern (classical) music culture and liturgical practice....
Schrager, D.F.
2006-01-01
We propose a new model for stochastic mortality. The model is based on the literature on affine term structure models. It satisfies three important requirements for application in practice: analytical tractibility, clear interpretation of the factors and compatibility with financial option pricing
International Nuclear Information System (INIS)
Mannella, N.; Yang, S.-H.; Mun, B.S.; Garcia de Abajo, F.J.; Kay, A.W.; Sell, B.C.; Watanabe, M.; Ohldag, H.; Arenholz, E.; Young, A.T.; Hussain, Z.; Van Hove, M.A.; Fadley, C.S.
2006-01-01
We present experimental and theoretical results for the variation of the O 1s intensity from a NiO(001) surface as the excitation energy is varied through the Ni 2p1/2,3/2 absorption resonances, and as the incidence angle of the radiation is varied from grazing to larger values. For grazing incidence, a strong multi-atom resonant photoemission(MARPE) effect is seen on the O 1s intensity as the Ni 2p resonances are crossed, but its magnitude decreases rapidly as the incidence angle is increased. Resonant x-ray optical (RXRO) calculations are found to predict these effects very well, although the experimental effects are found to decrease at higher incidence angles faster than those in theory. The potential influence of photoelectron diffraction effects on such measurements are also considered, including experimental data with azimuthal-angle variation and corresponding multiple-scattering-diffraction calculations, but we conclude that they do not vary beyond what is expected on the basis of the change in photoelectron kinetic energy. Varying from linear polarization to circular polarization is found to enhance these effects in NiO considerably, although the reasons are not clear. We also discuss the relationship of these measurements to other related interatomic resonance experiments and theoretical developments, and make some suggestions for future studies in this area
Extended Smoluchowski models for interpreting relaxation phenomena in liquids
International Nuclear Information System (INIS)
Polimeno, A.; Frezzato, D.; Saielli, G.; Moro, G.J.; Nordio, P.L.
1998-01-01
Interpretation of the dynamical behaviour of single molecules or collective modes in liquids has been increasingly centered, in the last decade, on complex liquid systems, including ionic solutions, polymeric liquids, supercooled fluids and liquid crystals. This has been made necessary by the need of interpreting dynamical data obtained by advanced experiments, like optical Kerr effect, time dependent fluorescence shift experiments, two-dimensional Fourier-transform and high field electron spin resonance and scattering experiments like quasi-elastic neutron scattering. This communication is centered on the definition, treatment and application of several extended stochastic models, which have proved to be very effective tools for interpreting and rationalizing complex relaxation phenomena in liquids structures. First, applications of standard Fokker-Planck equations for the orientational relaxation of molecules in isotropic and ordered liquid phase are reviewed. In particular attention will be focused on the interpretation of neutron scattering in nematics. Next, an extended stochastic model is used to interpret time-domain resolved fluorescence emission experiments. A two-body stochastic model allows the theoretical interpretation of dynamical Stokes shift effects in fluorescence emission spectra, performed on probes in isotropic and ordered polar phases. Finally, for the case of isotropic fluids made of small rigid molecules, a very detailed model is considered, which includes as basic ingredients a Fokker-Planck description of the molecular vibrational motion and the slow diffusive motion of a persistent cage structure together with the decay processes related to the changing structure of the cage. (author)
Bailey, Claude Albert
This dissertation outlines the developmental procedure for a real-time food-borne pathogen detector that uses a thickness shear mode (TSM) quartz resonator. A theory is discussed which provides some understanding of the measured signals obtained from the TSM resonator-based Salmonella detector. The theory explains surface viscosity and mass effects, but has yet to be fully implemented for anomalous bacterial interactions. An equivalent circuit model for an immunochemical coating and its effect on the TSM resonator frequency is presented. The latter part of this dissertation describes immunological experiments with precoated piezoelectric quartz crystals. A highly purified immunological system was used to optimize the immobilization procedure. The use of biosensors is becoming a viable alternative to conventional analysis and promises to experience dramatic growth, especially after their true potential is realized and more cost-effective assays are developed. Concern about the safety of our food and water supplies will undoubtedly stimulate further research, and miniaturized biosensors will be developed for use by safety inspectors, and concerned personnel. A Salmonella detector has been demonstrated consisting of a TSM resonator with antibodies immobilized in a Langmuir Blodgett (LB) film on the surface [3]. Scanning Electron Microscopy (SEM) images of bound Salmonella bacteria to both polished and unpolished TSM resonators were taken to correlate the mass of the bound organism to the Sauerbrey equation. Antigen-antibody interactions change the acoustic resonant properties that are reflected in the sensor frequency response. The Salmonella detector operates in a liquid environment (Salmonella suspended in a phosphate buffered saline solution). The viscous properties of this liquid overlayer could influence the TSM resonator's response. Various liquid media (buffer solutions, chicken exudate, and varying fat contents of milk) were studied as a function of
Directory of Open Access Journals (Sweden)
Deniz ORAY
2015-06-01
Full Text Available SUMMARY: Objectives: Diffusion-weighted magnetic resonance imaging (DW-MRI is a highly sensitive tool for the detection of early ischemic stroke and is excellent at detecting small and early infarcts. Nevertheless, conflict may arise and judgments may differ among different interpreters. Inter-observer variability shows the systematic difference among different observers and is expressed as the kappa (Κ coefficient. In this study, we aimed to determinate the inter-observer variability among emergency physicians in the use of DW-MRI for the diagnosis of acute ischemic stroke. Methods: Cranial DW-MRI images of 50 patients were interpreted in this retrospective observational cross-sectional study. Patients who were submitted to DW-MRI imaging for a suspected acute ischemic stroke were included in the study, unless the scans were ordered by any of the reviewers or they were absent in the system. The scans were blindly and randomly interpreted by four emergency physicians. Inter-observer agreement between reviewers was evaluated using Fleiss’ Κ statistics. Results: The mean kappa value for high signal on diffusion-weighted images (DWI and for reduction on apparent diffusion coefficient (ADC were substantial (k=0.67 and moderate (k=0.60 respectively. The correlation for detection of the presence of ischemia and location was substantial (k: 0.67. There were 18 false-positive and 4 false-negative evaluations of DWI, 15 false positive and 8 false-negative evaluations of ADC. Conclusions: Our data suggest that DW-MRI is reliable in screening for ischemic stroke when interpreted by emergency physicians in the emergency department. The levels of stroke identification and variability show that emergency physicians may have an acceptable level of agreement. Key words: Emergency department, diffusion weighted magnetic resonance imaging, inter-observer agreement, ischemic stroke
DEFF Research Database (Denmark)
an impetus or drive to that account: change, innovation, rupture, or discontinuity. Resonances: Historical Essays on Continuity and Change explores the historiographical question of the modes of interrelation between these motifs in historical narratives. The essays in the collection attempt to realize...
Srokowski, Grzegorz; Radzimińska, Agnieszka; Weber-Rajek, Magdalena; Piekorz, Zuzanna; Siedlaczek, Marcin; Jasionek, Agnieszka; Srokowska, Anna; Zukow, Walery
2015-01-01
Srokowski Grzegorz, Radzimińska Agnieszka, Weber-Rajek Magdalena, Piekorz Zuzanna, Siedlaczek Marcin, Jasionek Agnieszka, Srokowska Anna, Zukow Walery. Wpływ rezonansu stochastycznego na równowagę dziecka z Mózgowym Porażeniem Dziecięcym = Influence of stochastic resonance on body balance of children with Cerebral Palsy. Journal of Education, Health and Sport. 2015;5(12):521-534. eISSN 2391-8306. DOI http://dx.doi.org/10.5281/zenodo.42266 http://ojs.ukw.edu.pl/index.php/johs/article/view/...
Energy Technology Data Exchange (ETDEWEB)
De Ninno, G
1999-07-01
The two parts of the thesis are a mission-oriented task devoted to solve some practical problems of the Antiproton Decelerator (AD) project at CERN, and a theoretical study leading to a new method for representing and compensating betatron resonances. The AD is a new machine (at the moment under commissioning at CERN) that will allow the collection and the deceleration of an antiproton beam from 3.5 GeV/c down to 100 MeV/c (the momentum favoured for the foreseen physics experiments). The need to employ the AD magnets over a wide range required a careful study of their characteristics. The presence of a solenoid inside the AD electron cooling device generates linear coupling between the transverse degrees of freedom of the single-particle motion. Coupling can lead to operational problems and therefore a compensation scheme had tobe designed. The long-standing problem has been solved of how to establish a relationship between the two standard methods for dealing with linear coupling: the matrix approach and the Hamiltonian approach. The bridge was built by including in the Hamiltonian approach in the high frequency part of the perturbative Hamiltonian due to coupling. The procedure was generalised to the nonlinear case and, a new method was proposed for dealing both with linear and nonlinear resonances. (author)
International Nuclear Information System (INIS)
De Ninno, G.
1999-01-01
The two parts of the thesis are a mission-oriented task devoted to solve some practical problems of the Antiproton Decelerator (AD) project at CERN, and a theoretical study leading to a new method for representing and compensating betatron resonances. The AD is a new machine (at the moment under commissioning at CERN) that will allow the collection and the deceleration of an antiproton beam from 3.5 GeV/c down to 100 MeV/c (the momentum favoured for the foreseen physics experiments). The need to employ the AD magnets over a wide range required a careful study of their characteristics. The presence of a solenoid inside the AD electron cooling device generates linear coupling between the transverse degrees of freedom of the single-particle motion. Coupling can lead to operational problems and therefore a compensation scheme had to be designed. The long-standing problem has been solved of how to establish a relationship between the two standard methods for dealing with linear coupling: the matrix approach and the Hamiltonian approach. The bridge was built by including in the Hamiltonian approach in the high frequency part of the perturbative Hamiltonian due to coupling. The procedure was generalised to the nonlinear case and, a new method was proposed for dealing both with linear and nonlinear resonances. (author)
Connor, Henry D.; Sturgeon, Bradley E.; Mottley, Carolyn; Sipe, Herbert J.; Mason, Ronald P.
2009-01-01
Fast-flow electron spin resonance (ESR) spectroscopy has been used to detect a free radical formed from the reaction of l-tryptophan with Ce4+ in an acidic aqueous environment. Computer simulations of the ESR spectra from l-tryptophan and several isotopically modified forms strongly support the conclusion that the l-tryptophan radical cation has been detected by ESR for the first time. The hyperfine coupling constants (HFCs) determined from the well-resolved isotropic ESR spectra support experimental and computational efforts to understand l-tryptophan's role in protein catalysis of oxidation-reduction processes. l-tryptophan HFCs facilitated the simulation of fast-flow ESR spectra of free radicals from two related compounds, tryptamine and 3-methylindole. Analysis of these three compounds' β-methylene hydrogen HFC data along with equivalent l-tyrosine data has led to a new computational method that can distinguish between these two amino acid free radicals in proteins without dependence on isotope labeling, electron nuclear double resonance or high-field ESR. This approach also produces geometric parameters (dihedral angles for the β-methylene hydrogens) which should facilitate protein site assignment of observed l-tryptophan radicals as has been done for l-tyrosine radicals. PMID:18433127
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
Aita, Takuyo; Husimi, Yuzuru
2003-11-21
We have theoretically studied the statistical properties of adaptive walks (or hill-climbing) on a Mt. Fuji-type fitness landscape in the multi-dimensional sequence space through mathematical analysis and computer simulation. The adaptive walk is characterized by the "mutation distance" d as the step-width of the walker and the "population size" N as the number of randomly generated d-fold point mutants to be screened. In addition to the fitness W, we introduced the following quantities analogous to thermodynamical concepts: "free fitness" G(W) is identical with W+T x S(W), where T is the "evolutionary temperature" T infinity square root of d/lnN and S(W) is the entropy as a function of W, and the "evolutionary force" X is identical with d(G(W)/T)/dW, that is caused by the mutation and selection pressure. It is known that a single adaptive walker rapidly climbs on the fitness landscape up to the stationary state where a "mutation-selection-random drift balance" is kept. In our interpretation, the walker tends to the maximal free fitness state, driven by the evolutionary force X. Our major findings are as follows: First, near the stationary point W*, the "climbing rate" J as the expected fitness change per generation is described by J approximately L x X with L approximately V/2, where V is the variance of fitness distribution on a local landscape. This simple relationship is analogous to the well-known Einstein relation in Brownian motion. Second, the "biological information gain" (DeltaG/T) through adaptive walk can be described by combining the Shannon's information gain (DeltaS) and the "fitness information gain" (DeltaW/T).
International Nuclear Information System (INIS)
Klauder, J.R.
1983-01-01
The author provides an introductory survey to stochastic quantization in which he outlines this new approach for scalar fields, gauge fields, fermion fields, and condensed matter problems such as electrons in solids and the statistical mechanics of quantum spins. (Auth.)
STOCHASTIC ASSESSMENT OF NIGERIAN STOCHASTIC ...
African Journals Online (AJOL)
eobe
STOCHASTIC ASSESSMENT OF NIGERIAN WOOD FOR BRIDGE DECKS ... abandoned bridges with defects only in their decks in both rural and urban locations can be effectively .... which can be seen as the detection of rare physical.
Exact solutions to chaotic and stochastic systems
González, J. A.; Reyes, L. I.; Guerrero, L. E.
2001-03-01
We investigate functions that are exact solutions to chaotic dynamical systems. A generalization of these functions can produce truly random numbers. For the first time, we present solutions to random maps. This allows us to check, analytically, some recent results about the complexity of random dynamical systems. We confirm the result that a negative Lyapunov exponent does not imply predictability in random systems. We test the effectiveness of forecasting methods in distinguishing between chaotic and random time series. Using the explicit random functions, we can give explicit analytical formulas for the output signal in some systems with stochastic resonance. We study the influence of chaos on the stochastic resonance. We show, theoretically, the existence of a new type of solitonic stochastic resonance, where the shape of the kink is crucial. Using our models we can predict specific patterns in the output signal of stochastic resonance systems.
Directory of Open Access Journals (Sweden)
Mark-Oliver Casper
2018-06-01
Full Text Available To evoke the impression of movement in the “immobile” image is one of the central motivations of the visual art, and the activating effect of images has been discussed in art psychology already some 100 years ago. However, this topic has up to now been largely neglected by the researchers in cognitive psychology and neuroscience. This study investigates – from an interdisciplinary perspective – the formation of lateralized instances of motion when an observer perceives movement in an image. A first step was to identify images that evoke a perception of movement in a certain direction and to give this a rating. Reaction times leading to the engagement of a joystick following the presentation of images are used to evidence the postulated movement occasioned by the perception of movement in an image. Where the required direction of joystick moves matched the expected perception of movement direction in the image, significantly shorter reaction times were recorded. The experiment was able to prove a “movement-image compatibility effect” in observers of images. Based on this, the paper revisits and brings up to date the theses on motor sensory response to images which were developed in art psychology at the beginning of the 20th century. It furthermore contributes an embodiment theory interpretation to the prevalent representational explanation of compatibility effects.
Stochastic deformation of a thermodynamic symplectic structure
Kazinski, P. O.
2008-01-01
A stochastic deformation of a thermodynamic symplectic structure is studied. The stochastic deformation procedure is analogous to the deformation of an algebra of observables like deformation quantization, but for an imaginary deformation parameter (the Planck constant). Gauge symmetries of thermodynamics and corresponding stochastic mechanics, which describes fluctuations of a thermodynamic system, are revealed and gauge fields are introduced. A physical interpretation to the gauge transform...
Stochastic temperature and the Nicolai map
International Nuclear Information System (INIS)
Hueffel, H.
1989-01-01
Just as standard temperature can be related to the time coordinate of Euclidean space, a new concept of 'stochastic temperature' may be introduced by associating it to the Parisi-Wu time of stochastic quantization. The perturbative equilibrium limit for a self-interacting scalar field is studied, and a 'thermal' mass shift to one loop is shown. In addition one may interpret the underlying stochastic process as a Nicolai map at nonzero 'temperature'. 22 refs. (Author)
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Mercadal Guillem
2010-11-01
Full Text Available Abstract Background Proton Magnetic Resonance (MR Spectroscopy (MRS is a widely available technique for those clinical centres equipped with MR scanners. Unlike the rest of MR-based techniques, MRS yields not images but spectra of metabolites in the tissues. In pathological situations, the MRS profile changes and this has been particularly described for brain tumours. However, radiologists are frequently not familiar to the interpretation of MRS data and for this reason, the usefulness of decision-support systems (DSS in MRS data analysis has been explored. Results This work presents the INTERPRET DSS version 3.0, analysing the improvements made from its first release in 2002. Version 3.0 is aimed to be a program that 1st, can be easily used with any new case from any MR scanner manufacturer and 2nd, improves the initial analysis capabilities of the first version. The main improvements are an embedded database, user accounts, more diagnostic discrimination capabilities and the possibility to analyse data acquired under additional data acquisition conditions. Other improvements include a customisable graphical user interface (GUI. Most diagnostic problems included have been addressed through a pattern-recognition based approach, in which classifiers based on linear discriminant analysis (LDA were trained and tested. Conclusions The INTERPRET DSS 3.0 allows radiologists, medical physicists, biochemists or, generally speaking, any person with a minimum knowledge of what an MR spectrum is, to enter their own SV raw data, acquired at 1.5 T, and to analyse them. The system is expected to help in the categorisation of MR Spectra from abnormal brain masses.
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...
Stochastic theories of quantum mechanics
International Nuclear Information System (INIS)
De la Pena, L.; Cetto, A.M.
1991-01-01
The material of this article is organized into five sections. In Sect. I the basic characteristics of quantum systems are briefly discussed, with emphasis on their stochastic properties. In Sect. II a version of stochastic quantum mechanics is presented, to conclude that the quantum formalism admits an interpretation in terms of stochastic processes. In Sect. III the elements of stochastic electrodynamics are described, and its possibilities and limitations as a fundamental theory of quantum systems are discussed. Section IV contains a recent reformulation that overcomes the limitations of the theory discussed in the foregoing section. Finally, in Sect. V the theorems of EPR, Von Neumann and Bell are discussed briefly. The material is pedagogically presented and includes an ample list of references, but the details of the derivations are generally omitted. (Author)
Stochastic ice stream dynamics.
Mantelli, Elisa; Bertagni, Matteo Bernard; Ridolfi, Luca
2016-08-09
Ice streams are narrow corridors of fast-flowing ice that constitute the arterial drainage network of ice sheets. Therefore, changes in ice stream flow are key to understanding paleoclimate, sea level changes, and rapid disintegration of ice sheets during deglaciation. The dynamics of ice flow are tightly coupled to the climate system through atmospheric temperature and snow recharge, which are known exhibit stochastic variability. Here we focus on the interplay between stochastic climate forcing and ice stream temporal dynamics. Our work demonstrates that realistic climate fluctuations are able to (i) induce the coexistence of dynamic behaviors that would be incompatible in a purely deterministic system and (ii) drive ice stream flow away from the regime expected in a steady climate. We conclude that environmental noise appears to be crucial to interpreting the past behavior of ice sheets, as well as to predicting their future evolution.
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
Institute of Scientific and Technical Information of China (English)
Chen Li-Mei; Cao Li; Wu Da-Jin
2007-01-01
Stochastic resonance (SR) is studied in a gain-noise model of a single-mode laser driven by a coloured pump noise and a quantum noise with cross-correlation between real and imaginary parts under a direct signal modulation. By using a linear approximation method, we find that the SR appears during the variation of signal-to-noise ratio (SNR)separately with the pump noise self-correlation time τ, the noise correlation coefficient between the real part and the imaginary part of the quantum noise λq, the attenuation coefficient γ and the deterministic steady-state intensity I0.In addition, it is found that the SR can be characterized not only by the dependence of SNR on the noise variables of τand λq, but also by the dependence of SNR on the laser system variables of γ and I0. Thus our investigation extends the characteristic quantity of SR proposed before.
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
QB1 - Stochastic Gene Regulation
Energy Technology Data Exchange (ETDEWEB)
Munsky, Brian [Los Alamos National Laboratory
2012-07-23
Summaries of this presentation are: (1) Stochastic fluctuations or 'noise' is present in the cell - Random motion and competition between reactants, Low copy, quantization of reactants, Upstream processes; (2) Fluctuations may be very important - Cell-to-cell variability, Cell fate decisions (switches), Signal amplification or damping, stochastic resonances; and (3) Some tools are available to mode these - Kinetic Monte Carlo simulations (SSA and variants), Moment approximation methods, Finite State Projection. We will see how modeling these reactions can tell us more about the underlying processes of gene regulation.
Laas, Katrin
2009-01-01
Töö eesmärgiks on leida, kuidas sõltub harmoonilise jõu poolt võnkuma pandud ostsillaatoris ilmnev stohhastiline resonants keskkonna mittetasakaaluliste fluktuatsioonide parameetritest ning analüüsida stohhastilise ostsillaatori stabiilsust
Crisan, Dan
2011-01-01
"Stochastic Analysis" aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume "Stochastic Analysis 2010" provides a sa
Borodin, Andrei N
2017-01-01
This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes. In turn, it also presents proofs of well-known results, sometimes together with new approaches. Moreover, the book explores topics not previously covered elsewhere, such as distributions of functionals of diffusions stopped at different random times, the Brownian local time, diffusions with jumps, and an invariance principle for random walks and local times. Supported by carefully selected material, the book showcases a wealth of examples that demonstrate how to solve concrete problems by applying theoretical results. It addresses a broad range of applications, focusing on concrete computational techniques rather than on abstract theory. The content presented here is largely self-contained, making it suitable for researchers and graduate students alike.
International Nuclear Information System (INIS)
Kajdalov, A.B.
1986-01-01
Experimental data on np interactions indicating to existence of narrow resonances in pp-system are discussed. Possible theoretical interpretations of these resonances are given. Experimental characteristics of the dibaryon resonances with isospin I=2 are considered
Stochastic mechanics and quantum theory
International Nuclear Information System (INIS)
Goldstein, S.
1987-01-01
Stochastic mechanics may be regarded as both generalizing classical mechanics to processes with intrinsic randomness, as well as providing the sort of detailed description of microscopic events declared impossible under the traditional interpretation of quantum mechanics. It avoids the many conceptual difficulties which arise from the assumption that quantum mechanics, i.e., the wave function, provides a complete description of (microscopic) physical reality. Stochastic mechanics presents a unified treatment of the microscopic and macroscopic domains, in which the process of measurement plays no special physical role and which reduces to Newtonian mechanics in the macroscopic limit
Directory of Open Access Journals (Sweden)
Romanu Ekaterini
2006-01-01
Full Text Available This article shows the similarities between Claude Debussy’s and Iannis Xenakis’ philosophy of music and work, in particular the formers Jeux and the latter’s Metastasis and the stochastic works succeeding it, which seem to proceed parallel (with no personal contact to what is perceived as the evolution of 20th century Western music. Those two composers observed the dominant (German tradition as outsiders, and negated some of its elements considered as constant or natural by "traditional" innovators (i.e. serialists: the linearity of musical texture, its form and rhythm.
Stochastic Reformulations of Linear Systems: Algorithms and Convergence Theory
Richtarik, Peter; Taká č, Martin
2017-01-01
We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete or continuous distribution over random matrices. Our reformulation has several equivalent interpretations, allowing for researchers from various communities to leverage their domain specific insights. In particular, our reformulation can be equivalently seen as a stochastic optimization problem, stochastic linear system, stochastic fixed point problem and a probabilistic intersection problem. We prove sufficient, and necessary and sufficient conditions for the reformulation to be exact. Further, we propose and analyze three stochastic algorithms for solving the reformulated problem---basic, parallel and accelerated methods---with global linear convergence rates. The rates can be interpreted as condition numbers of a matrix which depends on the system matrix and on the reformulation parameters. This gives rise to a new phenomenon which we call stochastic preconditioning, and which refers to the problem of finding parameters (matrix and distribution) leading to a sufficiently small condition number. Our basic method can be equivalently interpreted as stochastic gradient descent, stochastic Newton method, stochastic proximal point method, stochastic fixed point method, and stochastic projection method, with fixed stepsize (relaxation parameter), applied to the reformulations.
Stochastic Reformulations of Linear Systems: Algorithms and Convergence Theory
Richtarik, Peter
2017-06-04
We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete or continuous distribution over random matrices. Our reformulation has several equivalent interpretations, allowing for researchers from various communities to leverage their domain specific insights. In particular, our reformulation can be equivalently seen as a stochastic optimization problem, stochastic linear system, stochastic fixed point problem and a probabilistic intersection problem. We prove sufficient, and necessary and sufficient conditions for the reformulation to be exact. Further, we propose and analyze three stochastic algorithms for solving the reformulated problem---basic, parallel and accelerated methods---with global linear convergence rates. The rates can be interpreted as condition numbers of a matrix which depends on the system matrix and on the reformulation parameters. This gives rise to a new phenomenon which we call stochastic preconditioning, and which refers to the problem of finding parameters (matrix and distribution) leading to a sufficiently small condition number. Our basic method can be equivalently interpreted as stochastic gradient descent, stochastic Newton method, stochastic proximal point method, stochastic fixed point method, and stochastic projection method, with fixed stepsize (relaxation parameter), applied to the reformulations.
Stochastic quantization and topological theories
International Nuclear Information System (INIS)
Fainberg, V.Y.; Subbotin, A.V.; Kuznetsov, A.N.
1992-01-01
In the last two years topological quantum field theories (TQFT) have attached much attention. This paper reports that from the very beginning it was realized that due to a peculiar BRST-like symmetry these models admitted so-called Nicolai mapping: the Nicolai variables, in terms of which actions of the theories become gaussian, are nothing but (anti-) selfduality conditions or their generalizations. This fact became a starting point in the quest of possible stochastic interpretation to topological field theories. The reasons behind were quite simple and included, in particular, the well-known relations between stochastic processes and supersymmetry. The main goal would have been achieved, if it were possible to construct stochastic processes governed by Langevin or Fokker-Planck equations in a real Euclidean time leading to TQFT's path integrals (equivalently: to reformulate TQFTs as non-equilibrium phase dynamics of stochastic processes). Further on, if it would appear that these processes correspond to the stochastic quantization of theories of some definite kind, one could expect (d + 1)-dimensional TQFTs to share some common properties with d-dimensional ones
International Nuclear Information System (INIS)
Friedman-Hill, E.J.; Rahn, L.A.; Farrow, R.L.
1994-01-01
We present here a set of equations specifically adapted to simulation of fully resonant, high-resolution, phase-conjugate degenerate four-wave mixing (DFWM) in molecular gases. Signal-intensity dependence on molecular wave functions, lifetimes, and laser beam polarizations is explicitly included in these equations. The emphasis of the presentation is on both physically intuitive interpretation and a practical, ''cookbook'' approach to spectral simulation. We present experimental verification of our calculations drawn from the spectrum of dilute NO in N 2 at low pressures. Both degenerate two-level and three-level (crossover) resonances were observed. The experimental spectral intensities are accurately reproduced by the expressions presented here. We point out some of the subtleties of DFWM spectra that could be used as aids to interpretation, especially the use of laser polarization as a probe for spectral line assignments
Lanchier, Nicolas
2017-01-01
Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which focus on real-world problems. Exercises range from the classics of probability theory to more exotic research-oriented problems based on numerical simulations. Intended for graduate students in mathematics and applied sciences, the text provides the tools and training needed to write and use programs for research purposes. The first part of the text begins with a brief review of measure theory and revisits the main concepts of probability theory, from random variables to the standard limit theorems. The second part covers traditional material on stochastic processes, including martingales, discrete-time Markov chains, Poisson processes, and continuous-time Markov chains. The theory developed is illustrated by a variety of examples surrounding applications such as the ...
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
In this paper, the stochastic flow of mappings generated by a Feller convolution semigroup on a compact metric space is studied. This kind of flow is the generalization of superprocesses of stochastic flows and stochastic diffeomorphism induced by the strong solutions of stochastic differential equations.
Stochastic Averaging and Stochastic Extremum Seeking
Liu, Shu-Jun
2012-01-01
Stochastic Averaging and Stochastic Extremum Seeking develops methods of mathematical analysis inspired by the interest in reverse engineering and analysis of bacterial convergence by chemotaxis and to apply similar stochastic optimization techniques in other environments. The first half of the text presents significant advances in stochastic averaging theory, necessitated by the fact that existing theorems are restricted to systems with linear growth, globally exponentially stable average models, vanishing stochastic perturbations, and prevent analysis over infinite time horizon. The second half of the text introduces stochastic extremum seeking algorithms for model-free optimization of systems in real time using stochastic perturbations for estimation of their gradients. Both gradient- and Newton-based algorithms are presented, offering the user the choice between the simplicity of implementation (gradient) and the ability to achieve a known, arbitrary convergence rate (Newton). The design of algorithms...
Stochastic population theories
Ludwig, Donald
1974-01-01
These notes serve as an introduction to stochastic theories which are useful in population biology; they are based on a course given at the Courant Institute, New York, in the Spring of 1974. In order to make the material. accessible to a wide audience, it is assumed that the reader has only a slight acquaintance with probability theory and differential equations. The more sophisticated topics, such as the qualitative behavior of nonlinear models, are approached through a succession of simpler problems. Emphasis is placed upon intuitive interpretations, rather than upon formal proofs. In most cases, the reader is referred elsewhere for a rigorous development. On the other hand, an attempt has been made to treat simple, useful models in some detail. Thus these notes complement the existing mathematical literature, and there appears to be little duplication of existing works. The authors are indebted to Miss Jeanette Figueroa for her beautiful and speedy typing of this work. The research was supported by the Na...
International Nuclear Information System (INIS)
Heinze, J.; Kowalczyk, P.; Engelke, F.
1988-01-01
Quasibound levels and shape resonances in the (B 1 Pi/sub u/ -X 1 Σ + /sub g/) band system of 39 K 2 have been recorded by crossed laser-molecular beam techniques. Using optical--optical double resonance, individual rovibrational levels (v'' = 15--18, J'' = 3--25) of the K 2 state are prepared by Franck--Condon pumping (FCP) in a supersonic nozzle beam. Excitation into quasibound levels below and above the (B 1 Pi/sub u/) state barrier is detected as molecular and atomic (K4 2 P 3 /sub // 2 →4 2 S 1 /sub // 2 only) fluorescence. The resonance transition frequencies and shapes are measured and the results are used (a) to determine the scattering resonance energies, widths, and lifetimes; (b) to compare them with values obtained by a ''maximum internal amplitude'' approach [R. J. LeRoy and R. B. Bernstein, J. Chem. Phys. 54, 5114 (1971)]; and (c) to check the agreement with exact calculations of the B state potential using the ''inverted perturbation approach (IPA).'' The bound and quasibound part of the B 1 Pi/sub u/ state including the locus (R = 8.08 +- 0.05 A) of the barrier maximum (298 +- 8 cm -1 above the adiabatic dissociation limit) is found in excellent agreement with previous results. The shape resonances are not highly sensitive to the long-range interatomic forces, here the repulsive dipole--dipole resonance interaction
On the theory of stochastic dynamics of magnetically confined plasma
Energy Technology Data Exchange (ETDEWEB)
El-Sharif, R.N.; El-Atoy, N.S. [Plasma and Nuclear Fusion Dept., N.R.C, Atomic Energy Authority, Cairo (Egypt)]|[Physics Dept., Girls Colleges, KSA (Saudi Arabia)
2004-07-01
This work is devoted to a study of the motion of plasma electrons in a system of two fields, a magnetic field along z-axis and wave-packet field, which propagates in the x-z plane. The strongest interaction between plasma electrons and both fields is due to their resonance with these fields. The motion of plasma electrons become stochastic when a set of resonance overlapping. Conditions for stochasticity are obtained. (orig.)
On the theory of stochastic dynamics of magnetically confined plasma
International Nuclear Information System (INIS)
El-Sharif, R.N.; El-Atoy, N.S.
2004-01-01
This work is devoted to a study of the motion of plasma electrons in a system of two fields, a magnetic field along z-axis and wave-packet field, which propagates in the x-z plane. The strongest interaction between plasma electrons and both fields is due to their resonance with these fields. The motion of plasma electrons become stochastic when a set of resonance overlapping. Conditions for stochasticity are obtained. (orig.)
Single spin stochastic optical reconstruction microscopy
Pfender, Matthias; Aslam, Nabeel; Waldherr, Gerald; Wrachtrup, Jörg
2014-01-01
We experimentally demonstrate precision addressing of single quantum emitters by combined optical microscopy and spin resonance techniques. To this end we utilize nitrogen-vacancy (NV) color centers in diamond confined within a few ten nanometers as individually resolvable quantum systems. By developing a stochastic optical reconstruction microscopy (STORM) technique for NV centers we are able to simultaneously perform sub diffraction-limit imaging and optically detected spin resonance (ODMR)...
Stochasticity of phase trajectory of a charged particle in a plasma wave
International Nuclear Information System (INIS)
Murakami, Akihiko; Nomura, Yasuyuki; Momota, Hiromu.
1980-06-01
Stochastic behavior of charged particles in finite amplitude plasma waves is examined by means of particle simulations under the condition that Chirikov's criterion is broken down. The process of growint the stochastic region is clarified and accordingly the width of the stochastic region is discussed. Discussions on the effects of higher order resonances are also presented. (author)
Infinite stochastic acceleration of charged particles from non-relativistic initial energies
International Nuclear Information System (INIS)
Buts, V.A.; Manujlenko, O.V.; Turkin, Yu.A.
1997-01-01
Stochastic charged particle acceleration by electro-magnetic field due to overlapping of non-linear cyclotron resonances is considered. It was shown that non-relativistic charged particles are involved in infinitive stochastic acceleration regime. This effect can be used for stochastic acceleration or for plasma heating by regular electro-magnetic fields
BRS invariant stochastic quantization of Einstein gravity
International Nuclear Information System (INIS)
Nakazawa, Naohito.
1989-11-01
We study stochastic quantization of gravity in terms of a BRS invariant canonical operator formalism. By introducing artificially canonical momentum variables for the original field variables, a canonical formulation of stochastic quantization is proposed in the sense that the Fokker-Planck hamiltonian is the generator of the fictitious time translation. Then we show that there exists a nilpotent BRS symmetry in an enlarged phase space of the first-class constrained systems. The phase space is spanned by the dynamical variables, their canonical conjugate momentum variables, Faddeev-Popov ghost and anti-ghost. We apply the general BRS invariant formulation to stochastic quantization of gravity which is described as a second-class constrained system in terms of a pair of Langevin equations coupled with white noises. It is shown that the stochastic action of gravity includes explicitly the De Witt's type superspace metric which leads to a geometrical interpretation of quantum gravity analogous to nonlinear σ-models. (author)
Stochastic tools in turbulence
Lumey, John L
2012-01-01
Stochastic Tools in Turbulence discusses the available mathematical tools to describe stochastic vector fields to solve problems related to these fields. The book deals with the needs of turbulence in relation to stochastic vector fields, particularly, on three-dimensional aspects, linear problems, and stochastic model building. The text describes probability distributions and densities, including Lebesgue integration, conditional probabilities, conditional expectations, statistical independence, lack of correlation. The book also explains the significance of the moments, the properties of the
Stochastic Erosion of Fractal Structure in Nonlinear Dynamical Systems
Agarwal, S.; Wettlaufer, J. S.
2014-12-01
We analyze the effects of stochastic noise on the Lorenz-63 model in the chaotic regime to demonstrate a set of general issues arising in the interpretation of data from nonlinear dynamical systems typical in geophysics. The model is forced using both additive and multiplicative, white and colored noise and it is shown that, through a suitable choice of the noise intensity, both additive and multiplicative noise can produce similar dynamics. We use a recently developed measure, histogram distance, to show the similarity between the dynamics produced by additive and multiplicative forcing. This phenomenon, in a nonlinear fractal structure with chaotic dynamics can be explained by understanding how noise affects the Unstable Periodic Orbits (UPOs) of the system. For delta-correlated noise, the UPOs erode the fractal structure. In the presence of memory in the noise forcing, the time scale of the noise starts to interact with the period of some UPO and, depending on the noise intensity, stochastic resonance may be observed. This also explains the mixing in dissipative dynamical systems in presence of white noise; as the fractal structure is smoothed, the decay of correlations is enhanced, and hence the rate of mixing increases with noise intensity.
Excited states in stochastic electrodynamics
International Nuclear Information System (INIS)
Franca, H.M.; Marshall, T.W.
1987-12-01
It is shown that the set of Wigner functions associated with the excited states of the harmonic oscillator constitute a complete set of functions over the phase space. An arbitraty distribution can be expanded in terms of these Wigner functions. By studying the time evolution, according to Stochastic Electrodynamics, of the expansion coefficients, becomes feasible to separate explicity the contributionsof the radiative reaction and the vaccuum field to the Einsten. A coefficients for this system. A simple semiclassical explanation of the Weisskopf-Heitler phenomenon in resonance fluorescence is also supplied. (author) [pt
Stochastic time scale for the Universe
International Nuclear Information System (INIS)
Szydlowski, M.; Golda, Z.
1986-01-01
An intrinsic time scale is naturally defined within stochastic gradient dynamical systems. It should be interpreted as a ''relaxation time'' to a local potential minimum after the system has been randomly perturbed. It is shown that for a flat Friedman-like cosmological model this time scale is of order of the age of the Universe. 7 refs. (author)
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 ...
Energy Technology Data Exchange (ETDEWEB)
Nguyen Trong, Khoi [Commissariat a l' Energie Atomique, Saclay (France).Centre d' Etudes Nucleaires
1960-07-01
Theoretical discussions and experimental verifications of one radioelectric resonance method for measuring plasma electronic density and collision frequency. (author) [French] Discussions theoriques et verifications experimentales sur une methode de resonance radioelectrique pour la mesure de la densite electronique et de la frequence de collision d'un plasma d'une decharge dans le gaz. (auteur)
Stochastic sawtooth reconnection in ASDEX Upgrade
International Nuclear Information System (INIS)
Igochine, V.; Dumbrajs, O.; Zohm, H.; Flaws, A.
2007-01-01
In this paper we investigate non-complete sawtooth reconnection in the ASDEX Upgrade tokamak. Such reconnection phenomena are associated with internal m/n = 1/1 kink mode which does not vanish after the crash phase (as would be the case for complete reconnection). It is shown that this sawtooth cannot be fully described by pure m/n = 1/1 mode and that higher harmonics play an important role during the sawtooth crash phase. We employ the Hamiltonian formalism and reconstructed perturbations to model incomplete sawtooth reconnection. It is demonstrated that stochastization appears due to the excitation of low-order resonances which are present in the corresponding q-profiles inside the q = 1 surface which reflects the key role of the q 0 value. Depending on this value two completely different situations are possible for one and the same mode perturbations: (i) the resonant surfaces are present in the q-profile leading to stochasticity and sawtooth crash (q 0 ∼ 0.7 ± 0.1); (ii) the resonant surfaces are not present, which means no stochasticity in the system and no crash event (q 0 ∼ 0.9 ± 0.05). Accordingly the central safety factor value is always less than unity in the case of a non-complete sawtooth reconnection. Our investigations show that the stochastic model agrees well with the experimental observations and can be proposed as a promising candidate for an explanation of the sawtooth reconnection
Stochastic mechanics of mixed states
International Nuclear Information System (INIS)
Jaekel, M.T.; Pignon, D.
1984-01-01
Nelson's stochastic interpretation of quantum mechanics is extended from the case of pure states to that of mixed states. It is shown that a pure probabilistic formalism, which applies the Newton-Nelson Law to the initial position and velocity distributions, does not reproduce the time evolution predicted by quantum mechanics. In order to recover the latter, a new notion must be introduced, that of pure quantum states, over which the mixture has to be decomposed, and which then satisfy the Newton-Nelson Law independently. (author)
Time-ordered product expansions for computational stochastic system biology
International Nuclear Information System (INIS)
Mjolsness, Eric
2013-01-01
The time-ordered product framework of quantum field theory can also be used to understand salient phenomena in stochastic biochemical networks. It is used here to derive Gillespie’s stochastic simulation algorithm (SSA) for chemical reaction networks; consequently, the SSA can be interpreted in terms of Feynman diagrams. It is also used here to derive other, more general simulation and parameter-learning algorithms including simulation algorithms for networks of stochastic reaction-like processes operating on parameterized objects, and also hybrid stochastic reaction/differential equation models in which systems of ordinary differential equations evolve the parameters of objects that can also undergo stochastic reactions. Thus, the time-ordered product expansion can be used systematically to derive simulation and parameter-fitting algorithms for stochastic systems. (paper)
Perturbation analysis of spontaneous action potential initiation by stochastic ion channels
Keener, James P.; Newby, Jay M.
2011-01-01
A stochastic interpretation of spontaneous action potential initiation is developed for the Morris-Lecar equations. Initiation of a spontaneous action potential can be interpreted as the escape from one of the wells of a double well potential
Memristors Empower Spiking Neurons With Stochasticity
Al-Shedivat, Maruan
2015-06-01
Recent theoretical studies have shown that probabilistic spiking can be interpreted as learning and inference in cortical microcircuits. This interpretation creates new opportunities for building neuromorphic systems driven by probabilistic learning algorithms. However, such systems must have two crucial features: 1) the neurons should follow a specific behavioral model, and 2) stochastic spiking should be implemented efficiently for it to be scalable. This paper proposes a memristor-based stochastically spiking neuron that fulfills these requirements. First, the analytical model of the memristor is enhanced so it can capture the behavioral stochasticity consistent with experimentally observed phenomena. The switching behavior of the memristor model is demonstrated to be akin to the firing of the stochastic spike response neuron model, the primary building block for probabilistic algorithms in spiking neural networks. Furthermore, the paper proposes a neural soma circuit that utilizes the intrinsic nondeterminism of memristive switching for efficient spike generation. The simulations and analysis of the behavior of a single stochastic neuron and a winner-take-all network built of such neurons and trained on handwritten digits confirm that the circuit can be used for building probabilistic sampling and pattern adaptation machinery in spiking networks. The findings constitute an important step towards scalable and efficient probabilistic neuromorphic platforms. © 2011 IEEE.
Adaptively optimizing stochastic resonance in visual system
Yang, Tao
1998-08-01
Recent psychophysics experiment has showed that the noise strength could affect the perceived image quality. This work gives an adaptive process for achieving the optimal perceived image quality in a simple image perception array, which is a simple model of an image sensor. A reference image from memory is used for constructing a cost function and defining the optimal noise strength where the cost function gets its minimum point. The reference image is a binary image, which is used to define the background and the object. Finally, an adaptive algorithm is proposed for searching the optimal noise strength. Computer experimental results show that if the reference image is a thresholded version of the sub-threshold input image then the output of the sensor array gives an optimal output, in which the background and the object have the biggest contrast. If the reference image is different from a thresholded version of the sub-threshold input image then the output usually gives a sub-optimal contrast between the object and the background.
Enhancement of Stochastic Resonance Using Optimization Theory
National Research Council Canada - National Science Library
Wu, Xingxing; Jiang, Zhong-Ping; Repperger, Daniel W; Guo, Yi
2006-01-01
.... The further improvement of the maximal normalized power norm of the bistable double-well dynamic system with white Gaussian noise input can be converted to an optimization problem with constraints...
International Nuclear Information System (INIS)
Troyan, Yu.A.; Plekhanov, E.B.; Pechenov, V.N.; Troyan, A.Yu.; Belyaev, A.V.; Ierusalimov, A.P.; Arakelyan, S.G.
2002-01-01
Ten resonances were found in the mass spectrum of a π + π - system based on 66075 events from np→npπ + π - reaction in np-interactions at P n =(5.20±0.16)GeV/c in the one-meter hydrogen bubble chamber of the LHE (JINR) by using the criterion cos Θ* p>0. These masses are the following: (347±12), (418±6), (511±12), (610±5), (678±17), (757±5), (880±12), (987±12), (1133±15), and (1285±22) MeV/c 2 ; their excesses above the background are 2.9, 5.2, 3.5, 1.4, 2.0, 8.5, 4.8, 3.8, 5.2, and 6.0 standard deviations, respectively. The experimental widths of the resonances vary within the region from 16 to 94 MeV/c 2 . Such effects were not found in π - π 0 combinations from np→ppπ - π 0 reaction. Therefore, it is necessary to attribute the value of isotopic spin I=0 to the resonances found in the mass spectrum of the π + π - system. The spin was estimated for the most statistically provided resonances at masses of 418, 511 and 757 MeV/c 2 . We determine with a high degree of confidence that J=0 for the resonances at M R =757 MeV/c 2 and M R =418 MeV/c 2 and the most probable value of J=0 for the resonance at M R =511 MeV/c 2 . Therefore, it can be affirmed that at least 3 states with quantum numbers of σ 0 -meson 0 + (0 ++ ) have been found at masses of 418, 511 and 757 MeV/c 2 . The fact that low-mass σ 0 -mesons are glueballs is one of the possible interpretations. Comparison with the data of other papers has also been made
Vasikaran, Samuel
2008-08-01
* Clinical laboratories should be able to offer interpretation of the results they produce. * At a minimum, contact details for interpretative advice should be available on laboratory reports.Interpretative comments may be verbal or written and printed. * Printed comments on reports should be offered judiciously, only where they would add value; no comment preferred to inappropriate or dangerous comment. * Interpretation should be based on locally agreed or nationally recognised clinical guidelines where available. * Standard tied comments ("canned" comments) can have some limited use.Individualised narrative comments may be particularly useful in the case of tests that are new, complex or unfamiliar to the requesting clinicians and where clinical details are available. * Interpretative commenting should only be provided by appropriately trained and credentialed personnel. * Audit of comments and continued professional development of personnel providing them are important for quality assurance.
Elitism and Stochastic Dominance
Bazen, Stephen; Moyes, Patrick
2011-01-01
Stochastic dominance has typically been used with a special emphasis on risk and inequality reduction something captured by the concavity of the utility function in the expected utility model. We claim that the applicability of the stochastic dominance approach goes far beyond risk and inequality measurement provided suitable adpations be made. We apply in the paper the stochastic dominance approach to the measurment of elitism which may be considered the opposite of egalitarianism. While the...
Singular stochastic differential equations
Cherny, Alexander S
2005-01-01
The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and uniqueness of a solution typically fail for such equations. The book concentrates on the study of the existence, the uniqueness, and, what is most important, on the qualitative behaviour of solutions of singular stochastic differential equations. This is done by providing a qualitative classification of isolated singular points, into 48 possible types.
Pediatric magnetic resonance imaging
International Nuclear Information System (INIS)
Cohen, M.D.
1986-01-01
This book defines the current clinical potential of magnetic resonance imaging and focuses on direct clinical work with pediatric patients. A section dealing with the physics of magnetic resonance imaging provides an introduction to enable clinicians to utilize the machine and interpret the images. Magnetic resonance imaging is presented as an appropriate imaging modality for pediatric patients utilizing no radiation
Objective interpretation as conforming interpretation
Directory of Open Access Journals (Sweden)
Lidka Rodak
2011-12-01
Full Text Available The practical discourse willingly uses the formula of “objective interpretation”, with no regards to its controversial nature that has been discussed in literature.The main aim of the article is to investigate what “objective interpretation” could mean and how it could be understood in the practical discourse, focusing on the understanding offered by judicature.The thesis of the article is that objective interpretation, as identified with textualists’ position, is not possible to uphold, and should be rather linked with conforming interpretation. And what this actually implies is that it is not the virtue of certainty and predictability – which are usually associated with objectivity- but coherence that makes the foundation of applicability of objectivity in law.What could be observed from the analyses, is that both the phenomenon of conforming interpretation and objective interpretation play the role of arguments in the interpretive discourse, arguments that provide justification that interpretation is not arbitrary or subjective. With regards to the important part of the ideology of legal application which is the conviction that decisions should be taken on the basis of law in order to exclude arbitrariness, objective interpretation could be read as a question “what kind of authority “supports” certain interpretation”? that is almost never free of judicial creativity and judicial activism.One can say that, objective and conforming interpretation are just another arguments used in legal discourse.
Cho, Yunju; Qi, Yulin; O'Connor, Peter B; Barrow, Mark P; Kim, Sunghwan
2014-01-01
In this study, a phase-correction technique was applied to the study of crude oil spectra obtained using a 7 T Fourier transform ion cyclotron resonance mass spectrometry (FT-ICR MS). 7 T FT-ICR MS had not been widely used for oil analysis due to the lower resolving power compared with high field FT-ICR MS. For low field instruments, usage of data that has not been phase-corrected results in an inability to resolve critical mass splits of C3 and SH4 (3.4 mDa), and (13)C and CH (4.5 mDa). This results in incorrect assignments of molecular formulae, and discontinuous double bond equivalents (DBE) and carbon number distributions of S1, S2, and hydrocarbon classes are obtained. Application of phase correction to the same data, however, improves the reliability of assignments and produces continuous DBE and carbon number distributions. Therefore, this study clearly demonstrates that phase correction improves data analysis and the reliability of assignments of molecular formulae in crude oil anlayses.
Bonnier, Guillaume; Maréchal, Benedicte; Fartaria, Mário João; Falkowskiy, Pavel; Marques, José P; Simioni, Samanta; Schluep, Myriam; Du Pasquier, Renaud; Thiran, Jean-Philippe; Krueger, Gunnar; Granziera, Cristina
2017-01-01
Quantitative and semi-quantitative MRI (qMRI) metrics provide complementary specificity and differential sensitivity to pathological brain changes compatible with brain inflammation, degeneration, and repair. Moreover, advanced magnetic resonance imaging (MRI) metrics with overlapping elements amplify the true tissue-related information and limit measurement noise. In this work, we combined multiple advanced MRI parameters to assess focal and diffuse brain changes over 2 years in a group of early-stage relapsing-remitting MS patients. Thirty relapsing-remitting MS patients with less than 5 years disease duration and nine healthy subjects underwent 3T MRI at baseline and after 2 years including T1, T2, T2* relaxometry, and magnetization transfer imaging. To assess longitudinal changes in normal-appearing (NA) tissue and lesions, we used analyses of variance and Bonferroni correction for multiple comparisons. Multivariate linear regression was used to assess the correlation between clinical outcome and multiparametric MRI changes in lesions and NA tissue. In patients, we measured a significant longitudinal decrease of mean T2 relaxation times in NA white matter ( p = 0.005) and a decrease of T1 relaxation times in the pallidum ( p decrease in T1 relaxation time ( p -value 0.4, p < 0.05). In summary, the combination of multiple advanced MRI provided evidence of changes compatible with focal and diffuse brain repair at early MS stages as suggested by histopathological studies.
Wood, R. M.; Saha, D.; McCarthy, L. A.; Tokarski, J. T.; Sanders, G. D.; Kuhns, P. L.; McGill, S. A.; Reyes, A. P.; Reno, J. L.; Stanton, C. J.; Bowers, C. R.
2014-10-01
A combined experimental-theoretical study of optically pumped nuclear magnetic resonance (OPNMR) has been performed in a GaAs /A l0.1G a0.9As quantum well film epoxy bonded to a Si substrate with thermally induced biaxial strain. The photon energy dependence of the Ga OPNMR signal was recorded at magnetic fields of 4.9 and 9.4 T at a temperature of 4.8-5.4 K. The data were compared to the nuclear spin polarization calculated from the electronic structure and differential absorption to spin-up and spin-down states of the electron conduction band using a modified k .p model based on the Pidgeon-Brown model. Comparison of theory with experiment facilitated the assignment of features in the OPNMR energy dependence to specific interband Landau level transitions. The results provide insight into how effects of strain and quantum confinement are manifested in optical nuclear polarization in semiconductors.
Carotti, Marina; Galeazzi, Vittoria; Catucci, Francesca; Zappia, Marcello; Arrigoni, Francesco; Barile, Antonio; Giovagnoni, Andrea
2018-01-19
With the introduction of new biologics such as anti-TNF-alpha antibodies and other therapies in the treatment of inflammatory arthritis, capable of halting joint destruction and functional disability, there are new pressures on diagnostic and prognostic imaging. Early demonstration of pre-erosive inflammatory features and monitoring of the long-term effects of treatment are becoming increasingly important. Early detection of synovitis offers advantages in terms of allowing early instigation of therapy and may allow the identification of those patients displaying more aggressive disease who might benefit from early intervention with expensive DMARD therapy. Advanced imaging techniques such as ultrasound (US) and magnetic resonance imaging (MRI) have focussed on the demonstration and quantification of synovitis and allow early diagnosis of inflammatory arthropathies such as rheumatoid arthritis (RA) and psoriatic arthritis (PsA). Synovitis represents a potential surrogate measure of disease activity that can be monitored using either MRI or US; the techniques have, generally, focused on monitoring synovial volume or quality as assessed by its vascularity. However to achieve these goals, standardisation and validation of US and MRI are required to ensure accurate diagnosis, reproducibility and reliability. Each modality has different strengths and weaknesses and levels of validation. This article aims to increase the awareness of radiologists and rheumatologists about this field and to encourage them to participate and contribute to the ongoing development of these modalities. Without this collaboration, it is unlikely that these modalities will reach their full potential in the field of rheumatological imaging. This review is in two parts. The first part addresses the role of US and colour or power Doppler sonography (PDUS) in the detection and monitoring of synovitis in inflammatory arthropathies. The second part will look at advanced MR imaging and Dynamic contrast
The appreciation of stochastic motion in particle accelerators
International Nuclear Information System (INIS)
Symon, Keith; Sessler, Andrew
2003-01-01
A description is given of the analytic and numerical work, performed from July 1955 through August 1956, so as to develop, and then study, the process of making intense proton beams, suitable for colliding beams. It is shown how this investigation led, in a most natural way, to the realization that stochasticity can arise in a simple Hamiltonian system. Furthermore, the criterion for the onset of stochasticity was understood, and carefully studied, in two different situations. The first situation was the proposed (and subsequently used) ''stacking process'' for developing an intense beam, where stochasticity occurs as additional particles are added to the intense circulating beam. The second situation occurs when one seeks to develop ''stochastic accelerators'' in which particles are accelerated (continuously) by a collection of radio frequency systems. It was in the last connection that the well-known criterion for stochasticity, resonance overlap, was obtained
Stochastic analytic regularization
International Nuclear Information System (INIS)
Alfaro, J.
1984-07-01
Stochastic regularization is reexamined, pointing out a restriction on its use due to a new type of divergence which is not present in the unregulated theory. Furthermore, we introduce a new form of stochastic regularization which permits the use of a minimal subtraction scheme to define the renormalized Green functions. (author)
Instantaneous stochastic perturbation theory
International Nuclear Information System (INIS)
Lüscher, Martin
2015-01-01
A form of stochastic perturbation theory is described, where the representative stochastic fields are generated instantaneously rather than through a Markov process. The correctness of the procedure is established to all orders of the expansion and for a wide class of field theories that includes all common formulations of lattice QCD.
Gottwald, G.A.; Crommelin, D.T.; Franzke, C.L.E.; Franzke, C.L.E.; O'Kane, T.J.
2017-01-01
In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations contain a Markov term, a memory term and a term suggestive of
Meyer, Joerg M.
2018-01-01
The contrary of stochastic independence splits up into two cases: pairs of events being favourable or being unfavourable. Examples show that both notions have quite unexpected properties, some of them being opposite to intuition. For example, transitivity does not hold. Stochastic dependence is also useful to explain cases of Simpson's paradox.
Stochastic quantization and gravity
International Nuclear Information System (INIS)
Rumpf, H.
1984-01-01
We give a preliminary account of the application of stochastic quantization to the gravitational field. We start in Section I from Nelson's formulation of quantum mechanics as Newtonian stochastic mechanics and only then introduce the Parisi-Wu stochastic quantization scheme on which all the later discussion will be based. In Section II we present a generalization of the scheme that is applicable to fields in physical (i.e. Lorentzian) space-time and treat the free linearized gravitational field in this manner. The most remarkable result of this is the noncausal propagation of conformal gravitons. Moreover the concept of stochastic gauge-fixing is introduced and a complete discussion of all the covariant gauges is given. A special symmetry relating two classes of covariant gauges is exhibited. Finally Section III contains some preliminary remarks on full nonlinear gravity. In particular we argue that in contrast to gauge fields the stochastic gravitational field cannot be transformed to a Gaussian process. (Author)
Greenwood, Priscilla E
2016-01-01
This book describes a large number of open problems in the theory of stochastic neural systems, with the aim of enticing probabilists to work on them. This includes problems arising from stochastic models of individual neurons as well as those arising from stochastic models of the activities of small and large networks of interconnected neurons. The necessary neuroscience background to these problems is outlined within the text, so readers can grasp the context in which they arise. This book will be useful for graduate students and instructors providing material and references for applying probability to stochastic neuron modeling. Methods and results are presented, but the emphasis is on questions where additional stochastic analysis may contribute neuroscience insight. An extensive bibliography is included. Dr. Priscilla E. Greenwood is a Professor Emerita in the Department of Mathematics at the University of British Columbia. Dr. Lawrence M. Ward is a Professor in the Department of Psychology and the Brain...
Directory of Open Access Journals (Sweden)
Guillaume Bonnier
2017-09-01
Full Text Available ObjectiveQuantitative and semi-quantitative MRI (qMRI metrics provide complementary specificity and differential sensitivity to pathological brain changes compatible with brain inflammation, degeneration, and repair. Moreover, advanced magnetic resonance imaging (MRI metrics with overlapping elements amplify the true tissue-related information and limit measurement noise. In this work, we combined multiple advanced MRI parameters to assess focal and diffuse brain changes over 2 years in a group of early-stage relapsing-remitting MS patients.MethodsThirty relapsing-remitting MS patients with less than 5 years disease duration and nine healthy subjects underwent 3T MRI at baseline and after 2 years including T1, T2, T2* relaxometry, and magnetization transfer imaging. To assess longitudinal changes in normal-appearing (NA tissue and lesions, we used analyses of variance and Bonferroni correction for multiple comparisons. Multivariate linear regression was used to assess the correlation between clinical outcome and multiparametric MRI changes in lesions and NA tissue.ResultsIn patients, we measured a significant longitudinal decrease of mean T2 relaxation times in NA white matter (p = 0.005 and a decrease of T1 relaxation times in the pallidum (p < 0.05, which are compatible with edema reabsorption and/or iron deposition. No longitudinal changes in qMRI metrics were observed in controls. In MS lesions, we measured a decrease in T1 relaxation time (p-value < 2.2e−16 and a significant increase in MTR (p-value < 1e−6, suggesting repair mechanisms, such as remyelination, increased axonal density, and/or a gliosis. Last, the evolution of advanced MRI metrics—and not changes in lesions or brain volume—were correlated to motor and cognitive tests scores evolution (Adj-R2 > 0.4, p < 0.05. In summary, the combination of multiple advanced MRI provided evidence of changes compatible with focal and diffuse brain repair at
Stochastic resonance and chaotic resonance in bimodal maps: A ...
Indian Academy of Sciences (India)
It refers to the situation where an increase in input noise improves a system's sensitivity to discriminate weak signals [8–. 10]. The recent interest in SR is mainly due to the fact that it plays a crucial role in many biological systems in extracting a weak periodic signal embedded in a large amount of background noise [5,7,11].
Neuman, Yair
2010-10-01
Interpretation is at the center of psychoanalytic activity. However, interpretation is always challenged by that which is beyond our grasp, the 'dark matter' of our mind, what Bion describes as ' O'. O is one of the most central and difficult concepts in Bion's thought. In this paper, I explain the enigmatic nature of O as a high-dimensional mental space and point to the price one should pay for substituting the pre-symbolic lexicon of the emotion-laden and high-dimensional unconscious for a low-dimensional symbolic representation. This price is reification--objectifying lived experience and draining it of vitality and complexity. In order to address the difficulty of approaching O through symbolization, I introduce the term 'Penultimate Interpretation'--a form of interpretation that seeks 'loopholes' through which the analyst and the analysand may reciprocally save themselves from the curse of reification. Three guidelines for 'Penultimate Interpretation' are proposed and illustrated through an imaginary dialogue. Copyright © 2010 Institute of Psychoanalysis.
Stochastic goal-oriented error estimation with memory
Ackmann, Jan; Marotzke, Jochem; Korn, Peter
2017-11-01
We propose a stochastic dual-weighted error estimator for the viscous shallow-water equation with boundaries. For this purpose, previous work on memory-less stochastic dual-weighted error estimation is extended by incorporating memory effects. The memory is introduced by describing the local truncation error as a sum of time-correlated random variables. The random variables itself represent the temporal fluctuations in local truncation errors and are estimated from high-resolution information at near-initial times. The resulting error estimator is evaluated experimentally in two classical ocean-type experiments, the Munk gyre and the flow around an island. In these experiments, the stochastic process is adapted locally to the respective dynamical flow regime. Our stochastic dual-weighted error estimator is shown to provide meaningful error bounds for a range of physically relevant goals. We prove, as well as show numerically, that our approach can be interpreted as a linearized stochastic-physics ensemble.
MacKinnon, Edward
2012-01-01
This book is the first to offer a systematic account of the role of language in the development and interpretation of physics. An historical-conceptual analysis of the co-evolution of mathematical and physical concepts leads to the classical/quatum interface. Bohrian orthodoxy stresses the indispensability of classical concepts and the functional role of mathematics. This book analyses ways of extending, and then going beyond this orthodoxy orthodoxy. Finally, the book analyzes how a revised interpretation of physics impacts on basic philosophical issues: conceptual revolutions, realism, and r
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.
Kothe, Elsa Lenz; Berard, Marie-France
2013-01-01
Utilizing a/r/tographic methodology to interrogate interpretive acts in museums, multiple areas of inquiry are raised in this paper, including: which knowledge is assigned the greatest value when preparing a gallery talk; what lies outside of disciplinary knowledge; how invitations to participate invite and disinvite in the same gesture; and what…
Sequential stochastic optimization
Cairoli, Renzo
1996-01-01
Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior knowledge of the subject is assumed; its only prerequisites are a standard graduate course in probability theory and some familiarity with discrete-paramet
Remarks on stochastic acceleration
International Nuclear Information System (INIS)
Graeff, P.
1982-12-01
Stochastic acceleration and turbulent diffusion are strong turbulence problems since no expansion parameter exists. Hence the problem of finding rigorous results is of major interest both for checking approximations and for reference models. Since we have found a way of constructing such models in the turbulent diffusion case the question of the extension to stochastic acceleration now arises. The paper offers some possibilities illustrated by the case of 'stochastic free fall' which may be particularly interesting in the context of linear response theory. (orig.)
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)
Impact of wave phase jumps on stochastic heating
International Nuclear Information System (INIS)
Zasenko, V.I.; Zagorodny, A.G.; Cherniak, O.M.
2016-01-01
Interaction of charged particles with fields of random waves brings about known effects of stochastic acceleration and heating. Jumps of wave phases can increase the intensity of these processes substantially. Numerical simulation of particle heating and acceleration by waves with regular phases, waves with jumping phase and stochastic electric field impulses is performed. Comparison of the results shows that to some extent an impact of phase jumps is similar to the action of separate field impulses. Jumps of phase not only increase the intensity of resonant particle heating but involves in this process non-resonant particles from a wide range of initial velocities
Stochastic processes inference theory
Rao, Malempati M
2014-01-01
This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics. The first three chapters can be used for a quarter or semester graduate course on inference on stochastic processes. The remaining chapters provide more advanced material on stochastic analysis suitable for graduate seminars and discussions, leading to dissertation or research work. In general, the book will be of interest to researchers in probability theory, mathematical statistics and electrical and information theory.
Introduction to stochastic calculus
Karandikar, Rajeeva L
2018-01-01
This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly address continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using Metivier–Pellumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level stud...
Bott, Lewis; Frisson, Steven; Murphy, Gregory L
2009-04-01
The interpretation generated from a sentence of the form P and Q can often be different to that generated by Q and P, despite the fact that and has a symmetric truth-conditional meaning. We experimentally investigated to what extent this difference in meaning is due to the connective and and to what extent it is due to order of mention of the events in the sentence. In three experiments, we collected interpretations of sentences in which we varied the presence of the conjunction, the order of mention of the events, and the type of relation holding between the events (temporally vs. causally related events). The results indicated that the effect of using a conjunction was dependent on the discourse relation between the events. Our findings contradict a narrative marker theory of and, but provide partial support for a single-unit theory derived from Carston (2002). The results are discussed in terms of conjunction processing and implicatures of temporal order.
Approximating Preemptive Stochastic Scheduling
Megow Nicole; Vredeveld Tjark
2009-01-01
We present constant approximative policies for preemptive stochastic scheduling. We derive policies with a guaranteed performance ratio of 2 for scheduling jobs with release dates on identical parallel machines subject to minimizing the sum of weighted completion times. Our policies as well as their analysis apply also to the recently introduced more general model of stochastic online scheduling. The performance guarantee we give matches the best result known for the corresponding determinist...
The stochastic goodwill problem
Marinelli, Carlo
2003-01-01
Stochastic control problems related to optimal advertising under uncertainty are considered. In particular, we determine the optimal strategies for the problem of maximizing the utility of goodwill at launch time and minimizing the disutility of a stream of advertising costs that extends until the launch time for some classes of stochastic perturbations of the classical Nerlove-Arrow dynamics. We also consider some generalizations such as problems with constrained budget and with discretionar...
International Nuclear Information System (INIS)
Hueffel, H.
1990-01-01
After a brief review of the BRST formalism and of the Parisi-Wu stochastic quantization method we introduce the BRST stochastic quantization scheme. It allows the second quantization of constrained Hamiltonian systems in a manifestly gauge symmetry preserving way. The examples of the relativistic particle, the spinning particle and the bosonic string are worked out in detail. The paper is closed by a discussion on the interacting field theory associated to the relativistic point particle system. 58 refs. (Author)
A stochastic model of hormesis
International Nuclear Information System (INIS)
Yakovlev, A.Yu.; Tsodikov, A.D.; Bass, L.
1993-01-01
In order to describe the life-prolonging effect of some agents that are harmful at higher doses, ionizing radiations in particular, a stochastic model is developed in terms of accumulation and progression of intracellular lesions caused by the environment and by the agent itself. The processes of lesion repair, operating at the molecular and cellular level, are assumed to be responsible for this hormesis effect within the framework of the proposed model. Properties of lifetime distributions, derived for analysis of animal experiments with prolonged and acute irradiation, are given special attention. The model provides efficient means of interpreting experimental findings, as evidenced by its application to analysis of some published data on the hormetic effects of prolonged irradiation and of procaine on animal longevity. 51 refs., 2 figs., 1 tabs
Reeve, Joanne
2010-01-01
Patient-centredness is a core value of general practice; it is defined as the interpersonal processes that support the holistic care of individuals. To date, efforts to demonstrate their relationship to patient outcomes have been disappointing, whilst some studies suggest values may be more rhetoric than reality. Contextual issues influence the quality of patient-centred consultations, impacting on outcomes. The legitimate use of knowledge, or evidence, is a defining aspect of modern practice, and has implications for patient-centredness. Based on a critical review of the literature, on my own empirical research, and on reflections from my clinical practice, I critique current models of the use of knowledge in supporting individualised care. Evidence-Based Medicine (EBM), and its implementation within health policy as Scientific Bureaucratic Medicine (SBM), define best evidence in terms of an epistemological emphasis on scientific knowledge over clinical experience. It provides objective knowledge of disease, including quantitative estimates of the certainty of that knowledge. Whilst arguably appropriate for secondary care, involving episodic care of selected populations referred in for specialist diagnosis and treatment of disease, application to general practice can be questioned given the complex, dynamic and uncertain nature of much of the illness that is treated. I propose that general practice is better described by a model of Interpretive Medicine (IM): the critical, thoughtful, professional use of an appropriate range of knowledges in the dynamic, shared exploration and interpretation of individual illness experience, in order to support the creative capacity of individuals in maintaining their daily lives. Whilst the generation of interpreted knowledge is an essential part of daily general practice, the profession does not have an adequate framework by which this activity can be externally judged to have been done well. Drawing on theory related to the
Interpretation and clinical applications
International Nuclear Information System (INIS)
Higgins, C.B.
1987-01-01
This chapter discusses the factors to be kept in mind during routine interpretation of MR images. This includes the factors that determine contrast on standard spin-echo images and some distinguishing features between true lesions and artifactually simulated lesions. This chapter also indicates the standard protocols for MRI of various portions of the body. Finally, the current indications for MRI of various portions of the body are suggested; however, it is recognized that the indications for MRI are rapidly increasing and consequently, at the time of publication of this chapter, it is likely that many more applications will have become evident. Interpretation of magnetic resonance (MR) images requires consideration of anatomy and tissue characteristics and extraction of artifacts resulting from motion and other factors
Objective interpretation as conforming interpretation
Lidka Rodak
2011-01-01
The practical discourse willingly uses the formula of “objective interpretation”, with no regards to its controversial nature that has been discussed in literature.The main aim of the article is to investigate what “objective interpretation” could mean and how it could be understood in the practical discourse, focusing on the understanding offered by judicature.The thesis of the article is that objective interpretation, as identified with textualists’ position, is not possible to uphold, and ...
Stochastic phenomena in a fiber Raman amplifier
Energy Technology Data Exchange (ETDEWEB)
Kalashnikov, Vladimir [Aston Institute of Photonic Technologies, Aston University, Birmingham (United Kingdom); Institute of Photonics, Vienna University of Technology (Austria); Sergeyev, Sergey V. [Aston Institute of Photonic Technologies, Aston University, Birmingham (United Kingdom); Ania-Castanon, Juan Diego [Instituto de Optica CSIC, Madrid (Spain); Jacobsen, Gunnar [Acreo, Kista (Sweden); Popov, Sergei [Royal Institute of Technology (KTH), Stockholm (Sweden)
2017-01-15
The interplay of such cornerstones of modern nonlinear fiber optics as a nonlinearity, stochasticity and polarization leads to variety of the noise induced instabilities including polarization attraction and escape phenomena harnessing of which is a key to unlocking the fiber optic systems specifications required in high resolution spectroscopy, metrology, biomedicine and telecommunications. Here, by using direct stochastic modeling, the mapping of interplay of the Raman scattering-based nonlinearity, the random birefringence of a fiber, and the pump-to-signal intensity noise transfer has been done in terms of the fiber Raman amplifier parameters, namely polarization mode dispersion, the relative intensity noise of the pump laser, fiber length, and the signal power. The obtained results reveal conditions for emergence of the random birefringence-induced resonance-like enhancement of the gain fluctuations (stochastic anti-resonance) accompanied by pulse broadening and rare events in the form of low power output signals having probability heavily deviated from the Gaussian distribution. (copyright 2016 by WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim)
Goel, R.; Kofman, I.; DeDios, Y. E.; Jeevarajan, J.; Stepanyan, V.; Nair, M.; Congdon, S.; Fregia, M.; Peters, B.; Cohen, H.;
2015-01-01
Sensorimotor changes such as postural and gait instabilities can affect the functional performance of astronauts when they transition across different gravity environments. We are developing a method, based on stochastic resonance (SR), to enhance information transfer by applying non-zero levels of external noise on the vestibular system (vestibular stochastic resonance, VSR). The goal of this project was to determine optimal levels of stimulation for SR applications by using a defined vestibular threshold of motion detection.
International Nuclear Information System (INIS)
Haran, O.; Shvarts, D.; Thieberger, R.
1998-01-01
Classical transport of neutral particles in a binary, scattering, stochastic media is discussed. It is assumed that the cross-sections of the constituent materials and their volume fractions are known. The inner structure of the media is stochastic, but there exist a statistical knowledge about the lump sizes, shapes and arrangement. The transmission through the composite media depends on the specific heterogeneous realization of the media. The current research focuses on the averaged transmission through an ensemble of realizations, frm which an effective cross-section for the media can be derived. The problem of one dimensional transport in stochastic media has been studied extensively [1]. In the one dimensional description of the problem, particles are transported along a line populated with alternating material segments of random lengths. The current work discusses transport in two-dimensional stochastic media. The phenomenon that is unique to the multi-dimensional description of the problem is obstacle bypassing. Obstacle bypassing tends to reduce the opacity of the media, thereby reducing its effective cross-section. The importance of this phenomenon depends on the manner in which the obstacles are arranged in the media. Results of transport simulations in multi-dimensional stochastic media are presented. Effective cross-sections derived from the simulations are compared against those obtained for the one-dimensional problem, and against those obtained from effective multi-dimensional models, which are partially based on a Markovian assumption
Electron heat transport in stochastic magnetic layer
International Nuclear Information System (INIS)
Becoulet, M.; Ghendrih, Ph.; Capes, H.; Grosman, A.
1999-06-01
Progress in the theoretical understanding of the local behaviour of the temperature field in ergodic layer was done in the framework of quasi-linear approach but this quasi-linear theory was not complete since the resonant modes coupling (due to stochasticity) was neglected. The stochastic properties of the magnetic field in the ergodic zone are now taken into account by a non-linear coupling of the temperature modes. The three-dimension heat transfer modelling in the ergodic-divertor configuration is performed by quasi-linear (ERGOT1) and non-linear (ERGOT2) numerical codes. The formalism and theoretical basis of both codes are presented. The most important effect that can be simulated with non-linear code is the averaged temperature profile flattening that occurs in the ergodic zone and the barrier creation that appears near the separatrix during divertor operation. (A.C.)
International Nuclear Information System (INIS)
Tabor, L.
1987-01-01
For mammography to be an effective diagnostic method, it must be performed to a very high standard of quality. Otherwise many lesions, in particular cancer in its early stages, will simply not be detectable on the films, regardless of the skill of the mammographer. Mammographic interpretation consists of two basic steps: perception and analysis. The process of mammographic interpretation begins with perception of the lesion on the mammogram. Perception is influenced by several factors. One of the most important is the parenchymal pattern of the breast tissue, detection of pathologic lesions being easier with fatty involution. The mammographer should use a method for the systematic viewing of the mammograms that will ensure that all parts of each mammogram are carefully searched for the presence of lesions. The method of analysis proceeds according to the type of lesion. The contour analysis of primary importance in the evaluation of circumscribed tumors. After having analyzed the contour and density of a lesion and considered its size, the mammographer should be fairly certain whether the circumscribed tumor is benign or malignant. Fine-needle puncture and/or US may assist the mammographer in making this decision. Painstaking analysis is required because many circumscribed tumors do not need to be biopsied. The perception of circumscribed tumors seldom causes problems, but their analysis needs careful attention. On the other hand, the major challenge with star-shaped lesions is perception. They may be difficult to discover when small. Although the final diagnosis of a stellate lesion can be made only with the help of histologic examination, the preoperative mammorgraphic differential diagnosis can be highly accurate. The differential diagnostic problem is between malignant tumors (scirrhous carcinoma), on the one hand, and traumatic fat necrosis as well as radial scars on the other hand
Stochastic interpretation of magnetotelluric data, comparison of methods
Czech Academy of Sciences Publication Activity Database
Červ, Václav; Menvielle, M.; Pek, Josef
2007-01-01
Roč. 50, č. 1 (2007), s. 7-19 ISSN 1593-5213 R&D Projects: GA ČR GA205/04/0740; GA ČR GA205/04/0746; GA MŠk ME 677 Institutional research plan: CEZ:AV0Z30120515 Keywords : magnetotelluric method * inverse problem * controlled random search Subject RIV: DE - Earth Magnetism, Geodesy, Geography Impact factor: 0.298, year: 2007
Stochastic approach to microphysics
Energy Technology Data Exchange (ETDEWEB)
Aron, J.C.
1987-01-01
The presently widespread idea of ''vacuum population'', together with the quantum concept of vacuum fluctuations leads to assume a random level below that of matter. This stochastic approach starts by a reminder of the author's previous work, first on the relation of diffusion laws with the foundations of microphysics, and then on hadron spectrum. Following the latter, a random quark model is advanced; it gives to quark pairs properties similar to those of a harmonic oscillator or an elastic string, imagined as an explanation to their asymptotic freedom and their confinement. The stochastic study of such interactions as electron-nucleon, jets in e/sup +/e/sup -/ collisions, or pp -> ..pi../sup 0/ + X, gives form factors closely consistent with experiment. The conclusion is an epistemological comment (complementarity between stochastic and quantum domains, E.P.R. paradox, etc...).
Stochastic dynamics and irreversibility
Tomé, Tânia
2015-01-01
This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models displaying phase transitions and critical phenomema both in thermodynamic equilibrium and out of equilibrium. These models include the linear Glauber model, the Glauber-Ising model, lattice models with absorbing states such as the contact process and those used in population dynamic and spreading of epidemic, probabilistic cellular automata, reaction-diffusion processes, random sequential adsorption and dynamic percolation. A stochastic approach to chemical reaction is also presented.The textbook is intended for students of ...
Stochastic optimization methods
Marti, Kurt
2005-01-01
Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, deterministic substitute problems are needed. Based on the distribution of the random data, and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into deterministic substitute problems. Due to the occurring probabilities and expectations, approximative solution techniques must be applied. Deterministic and stochastic approximation methods and their analytical properties are provided: Taylor expansion, regression and response surface methods, probability inequalities, First Order Reliability Methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation methods, differentiation of probability and mean value functions. Convergence results of the resulting iterative solution procedures are given.
International Nuclear Information System (INIS)
Rumpf, H.
1987-01-01
We begin with a naive application of the Parisi-Wu scheme to linearized gravity. This will lead into trouble as one peculiarity of the full theory, the indefiniteness of the Euclidean action, shows up already at this level. After discussing some proposals to overcome this problem, Minkowski space stochastic quantization will be introduced. This will still not result in an acceptable quantum theory of linearized gravity, as the Feynman propagator turns out to be non-causal. This defect will be remedied only after a careful analysis of general covariance in stochastic quantization has been performed. The analysis requires the notion of a metric on the manifold of metrics, and a natural candidate for this is singled out. With this a consistent stochastic quantization of Einstein gravity becomes possible. It is even possible, at least perturbatively, to return to the Euclidean regime. 25 refs. (Author)
Separable quadratic stochastic operators
International Nuclear Information System (INIS)
Rozikov, U.A.; Nazir, S.
2009-04-01
We consider quadratic stochastic operators, which are separable as a product of two linear operators. Depending on properties of these linear operators we classify the set of the separable quadratic stochastic operators: first class of constant operators, second class of linear and third class of nonlinear (separable) quadratic stochastic operators. Since the properties of operators from the first and second classes are well known, we mainly study the properties of the operators of the third class. We describe some Lyapunov functions of the operators and apply them to study ω-limit sets of the trajectories generated by the operators. We also compare our results with known results of the theory of quadratic operators and give some open problems. (author)
Stochastic cooling at Fermilab
International Nuclear Information System (INIS)
Marriner, J.
1986-08-01
The topics discussed are the stochastic cooling systems in use at Fermilab and some of the techniques that have been employed to meet the particular requirements of the anti-proton source. Stochastic cooling at Fermilab became of paramount importance about 5 years ago when the anti-proton source group at Fermilab abandoned the electron cooling ring in favor of a high flux anti-proton source which relied solely on stochastic cooling to achieve the phase space densities necessary for colliding proton and anti-proton beams. The Fermilab systems have constituted a substantial advance in the techniques of cooling including: large pickup arrays operating at microwave frequencies, extensive use of cryogenic techniques to reduce thermal noise, super-conducting notch filters, and the development of tools for controlling and for accurately phasing the system
An Interpreter's Interpretation: Sign Language Interpreters' View of Musculoskeletal Disorders
National Research Council Canada - National Science Library
Johnson, William L
2003-01-01
Sign language interpreters are at increased risk for musculoskeletal disorders. This study used content analysis to obtain detailed information about these disorders from the interpreters' point of view...
Stochastic Feedforward Control Technique
Halyo, Nesim
1990-01-01
Class of commanded trajectories modeled as stochastic process. Advanced Transport Operating Systems (ATOPS) research and development program conducted by NASA Langley Research Center aimed at developing capabilities for increases in capacities of airports, safe and accurate flight in adverse weather conditions including shear, winds, avoidance of wake vortexes, and reduced consumption of fuel. Advances in techniques for design of modern controls and increased capabilities of digital flight computers coupled with accurate guidance information from Microwave Landing System (MLS). Stochastic feedforward control technique developed within context of ATOPS program.
Markov stochasticity coordinates
International Nuclear Information System (INIS)
Eliazar, Iddo
2017-01-01
Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.
Stochastic dynamics and control
Sun, Jian-Qiao; Zaslavsky, George
2006-01-01
This book is a result of many years of author's research and teaching on random vibration and control. It was used as lecture notes for a graduate course. It provides a systematic review of theory of probability, stochastic processes, and stochastic calculus. The feedback control is also reviewed in the book. Random vibration analyses of SDOF, MDOF and continuous structural systems are presented in a pedagogical order. The application of the random vibration theory to reliability and fatigue analysis is also discussed. Recent research results on fatigue analysis of non-Gaussian stress proc
CSIR Research Space (South Africa)
Roux, FS
2013-09-01
Full Text Available Roux Presented at the International Conference on Correlation Optics 2013 Chernivtsi, Ukraine 18-20 September 2013 CSIR National Laser Centre, Pretoria, South Africa – p. 1/24 Contents ⊲ Defining Stochastic Singular Optics (SSO) ⊲ Tools of Stochastic... of vortices: topological charge ±1 (higher order are unstable). Positive and negative vortex densities np(x, y, z) and nn(x, y, z) ⊲ Vortex density: V = np + nn ⊲ Topological charge density: T = np − nn – p. 4/24 Subfields of SSO ⊲ Homogeneous, normally...
Foundations of stochastic analysis
Rao, M M; Lukacs, E
1981-01-01
Foundations of Stochastic Analysis deals with the foundations of the theory of Kolmogorov and Bochner and its impact on the growth of stochastic analysis. Topics covered range from conditional expectations and probabilities to projective and direct limits, as well as martingales and likelihood ratios. Abstract martingales and their applications are also discussed. Comprised of five chapters, this volume begins with an overview of the basic Kolmogorov-Bochner theorem, followed by a discussion on conditional expectations and probabilities containing several characterizations of operators and mea
Markov stochasticity coordinates
Energy Technology Data Exchange (ETDEWEB)
Eliazar, Iddo, E-mail: iddo.eliazar@intel.com
2017-01-15
Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.
Stochastic models, estimation, and control
Maybeck, Peter S
1982-01-01
This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal stochastic control laws.
Optically levitated nanoparticle as a model system for stochastic bistable dynamics.
Ricci, F; Rica, R A; Spasenović, M; Gieseler, J; Rondin, L; Novotny, L; Quidant, R
2017-05-09
Nano-mechanical resonators have gained an increasing importance in nanotechnology owing to their contributions to both fundamental and applied science. Yet, their small dimensions and mass raises some challenges as their dynamics gets dominated by nonlinearities that degrade their performance, for instance in sensing applications. Here, we report on the precise control of the nonlinear and stochastic bistable dynamics of a levitated nanoparticle in high vacuum. We demonstrate how it can lead to efficient signal amplification schemes, including stochastic resonance. This work contributes to showing the use of levitated nanoparticles as a model system for stochastic bistable dynamics, with applications to a wide variety of fields.
Stochastic quantisation: theme and variation
International Nuclear Information System (INIS)
Klauder, J.R.; Kyoto Univ.
1987-01-01
The paper on stochastic quantisation is a contribution to the book commemorating the sixtieth birthday of E.S. Fradkin. Stochastic quantisation reformulates Euclidean quantum field theory in the language of Langevin equations. The generalised free field is discussed from the viewpoint of stochastic quantisation. An artificial family of highly singular model theories wherein the space-time derivatives are dropped altogether is also examined. Finally a modified form of stochastic quantisation is considered. (U.K.)
Stochastic quantization of Proca field
International Nuclear Information System (INIS)
Lim, S.C.
1981-03-01
We discuss the complications that arise in the application of Nelson's stochastic quantization scheme to classical Proca field. One consistent way to obtain spin-one massive stochastic field is given. It is found that the result of Guerra et al on the connection between ground state stochastic field and the corresponding Euclidean-Markov field extends to the spin-one case. (author)
Stochastic Estimation via Polynomial Chaos
2015-10-01
AFRL-RW-EG-TR-2015-108 Stochastic Estimation via Polynomial Chaos Douglas V. Nance Air Force Research...COVERED (From - To) 20-04-2015 – 07-08-2015 4. TITLE AND SUBTITLE 5a. CONTRACT NUMBER Stochastic Estimation via Polynomial Chaos ...This expository report discusses fundamental aspects of the polynomial chaos method for representing the properties of second order stochastic
Interpreting the Customary Rules on Interpretation
Merkouris, Panos
2017-01-01
International courts have at times interpreted the customary rules on interpretation. This is interesting because what is being interpreted is: i) rules of interpretation, which sounds dangerously tautological, and ii) customary law, the interpretation of which has not been the object of critical
Stochastic modeling of soil salinity
Suweis, S.; Porporato, A. M.; Daly, E.; van der Zee, S.; Maritan, A.; Rinaldo, A.
2010-12-01
A minimalist stochastic model of primary soil salinity is proposed, in which the rate of soil salinization is determined by the balance between dry and wet salt deposition and the intermittent leaching events caused by rainfall events. The equations for the probability density functions of salt mass and concentration are found by reducing the coupled soil moisture and salt mass balance equations to a single stochastic differential equation (generalized Langevin equation) driven by multiplicative Poisson noise. Generalized Langevin equations with multiplicative white Poisson noise pose the usual Ito (I) or Stratonovich (S) prescription dilemma. Different interpretations lead to different results and then choosing between the I and S prescriptions is crucial to describe correctly the dynamics of the model systems. We show how this choice can be determined by physical information about the timescales involved in the process. We also show that when the multiplicative noise is at most linear in the random variable one prescription can be made equivalent to the other by a suitable transformation in the jump probability distribution. We then apply these results to the generalized Langevin equation that drives the salt mass dynamics. The stationary analytical solutions for the probability density functions of salt mass and concentration provide insight on the interplay of the main soil, plant and climate parameters responsible for long term soil salinization. In particular, they show the existence of two distinct regimes, one where the mean salt mass remains nearly constant (or decreases) with increasing rainfall frequency, and another where mean salt content increases markedly with increasing rainfall frequency. As a result, relatively small reductions of rainfall in drier climates may entail dramatic shifts in longterm soil salinization trends, with significant consequences, e.g. for climate change impacts on rain fed agriculture.
Energy Technology Data Exchange (ETDEWEB)
Tollestrup, A.V.; Dugan, G
1983-12-01
Major headings in this review include: proton sources; antiproton production; antiproton sources and Liouville, the role of the Debuncher; transverse stochastic cooling, time domain; the accumulator; frequency domain; pickups and kickers; Fokker-Planck equation; calculation of constants in the Fokker-Planck equation; and beam feedback. (GHT)
Composite stochastic processes
Kampen, N.G. van
Certain problems in physics and chemistry lead to the definition of a class of stochastic processes. Although they are not Markovian they can be treated explicitly to some extent. In particular, the probability distribution for large times can be found. It is shown to obey a master equation. This
Entropy Production in Stochastics
Directory of Open Access Journals (Sweden)
Demetris Koutsoyiannis
2017-10-01
Full Text Available While the modern definition of entropy is genuinely probabilistic, in entropy production the classical thermodynamic definition, as in heat transfer, is typically used. Here we explore the concept of entropy production within stochastics and, particularly, two forms of entropy production in logarithmic time, unconditionally (EPLT or conditionally on the past and present having been observed (CEPLT. We study the theoretical properties of both forms, in general and in application to a broad set of stochastic processes. A main question investigated, related to model identification and fitting from data, is how to estimate the entropy production from a time series. It turns out that there is a link of the EPLT with the climacogram, and of the CEPLT with two additional tools introduced here, namely the differenced climacogram and the climacospectrum. In particular, EPLT and CEPLT are related to slopes of log-log plots of these tools, with the asymptotic slopes at the tails being most important as they justify the emergence of scaling laws of second-order characteristics of stochastic processes. As a real-world application, we use an extraordinary long time series of turbulent velocity and show how a parsimonious stochastic model can be identified and fitted using the tools developed.
Stochastic modelling of turbulence
DEFF Research Database (Denmark)
Sørensen, Emil Hedevang Lohse
previously been shown to be closely connected to the energy dissipation. The incorporation of the small scale dynamics into the spatial model opens the door to a fully fledged stochastic model of turbulence. Concerning the interaction of wind and wind turbine, a new method is proposed to extract wind turbine...
Research in Stochastic Processes.
1982-10-31
Office of Scientific Research Grant AFOSR F49620 82 C 0009 Period: 1 Noveber 1981 through 31 October 1982 Title: Research in Stochastic Processes Co...STA4ATIS CAMBANIS The work briefly described here was developed in connection with problems arising from and related to the statistical comunication
Stochastic Control - External Models
DEFF Research Database (Denmark)
Poulsen, Niels Kjølstad
2005-01-01
This note is devoted to control of stochastic systems described in discrete time. We are concerned with external descriptions or transfer function model, where we have a dynamic model for the input output relation only (i.e.. no direct internal information). The methods are based on LTI systems...
Stochastic nonlinear beam equations
Czech Academy of Sciences Publication Activity Database
Brzezniak, Z.; Maslowski, Bohdan; Seidler, Jan
2005-01-01
Roč. 132, č. 1 (2005), s. 119-149 ISSN 0178-8051 R&D Projects: GA ČR(CZ) GA201/01/1197 Institutional research plan: CEZ:AV0Z10190503 Keywords : stochastic beam equation * stability Subject RIV: BA - General Mathematics Impact factor: 0.896, year: 2005
Stochastic processes in cell biology
Bressloff, Paul C
2014-01-01
This book develops the theory of continuous and discrete stochastic processes within the context of cell biology. A wide range of biological topics are covered including normal and anomalous diffusion in complex cellular environments, stochastic ion channels and excitable systems, stochastic calcium signaling, molecular motors, intracellular transport, signal transduction, bacterial chemotaxis, robustness in gene networks, genetic switches and oscillators, cell polarization, polymerization, cellular length control, and branching processes. The book also provides a pedagogical introduction to the theory of stochastic process – Fokker Planck equations, stochastic differential equations, master equations and jump Markov processes, diffusion approximations and the system size expansion, first passage time problems, stochastic hybrid systems, reaction-diffusion equations, exclusion processes, WKB methods, martingales and branching processes, stochastic calculus, and numerical methods. This text is primarily...
Stochastic hyperfine interactions modeling library
Zacate, Matthew O.; Evenson, William E.
2011-04-01
The stochastic hyperfine interactions modeling library (SHIML) provides a set of routines to assist in the development and application of stochastic models of hyperfine interactions. The library provides routines written in the C programming language that (1) read a text description of a model for fluctuating hyperfine fields, (2) set up the Blume matrix, upon which the evolution operator of the system depends, and (3) find the eigenvalues and eigenvectors of the Blume matrix so that theoretical spectra of experimental techniques that measure hyperfine interactions can be calculated. The optimized vector and matrix operations of the BLAS and LAPACK libraries are utilized; however, there was a need to develop supplementary code to find an orthonormal set of (left and right) eigenvectors of complex, non-Hermitian matrices. In addition, example code is provided to illustrate the use of SHIML to generate perturbed angular correlation spectra for the special case of polycrystalline samples when anisotropy terms of higher order than A can be neglected. Program summaryProgram title: SHIML Catalogue identifier: AEIF_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEIF_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU GPL 3 No. of lines in distributed program, including test data, etc.: 8224 No. of bytes in distributed program, including test data, etc.: 312 348 Distribution format: tar.gz Programming language: C Computer: Any Operating system: LINUX, OS X RAM: Varies Classification: 7.4 External routines: TAPP [1], BLAS [2], a C-interface to BLAS [3], and LAPACK [4] Nature of problem: In condensed matter systems, hyperfine methods such as nuclear magnetic resonance (NMR), Mössbauer effect (ME), muon spin rotation (μSR), and perturbed angular correlation spectroscopy (PAC) measure electronic and magnetic structure within Angstroms of nuclear probes through the hyperfine interaction. When
Stochastic multiresonance in coupled excitable FHN neurons
Li, Huiyan; Sun, Xiaojuan; Xiao, Jinghua
2018-04-01
In this paper, effects of noise on Watts-Strogatz small-world neuronal networks, which are stimulated by a subthreshold signal, have been investigated. With the numerical simulations, it is surprisingly found that there exist several optimal noise intensities at which the subthreshold signal can be detected efficiently. This indicates the occurrence of stochastic multiresonance in the studied neuronal networks. Moreover, it is revealed that the occurrence of stochastic multiresonance has close relationship with the period of subthreshold signal Te and the noise-induced mean period of the neuronal networks T0. In detail, we find that noise could induce the neuronal networks to generate stochastic resonance for M times if Te is not very large and falls into the interval ( M × T 0 , ( M + 1 ) × T 0 ) with M being a positive integer. In real neuronal system, subthreshold signal detection is very meaningful. Thus, the obtained results in this paper could give some important implications on detecting subthreshold signal and propagating neuronal information in neuronal systems.
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
Stochastic background search correlating ALLEGRO with LIGO engineering data
Energy Technology Data Exchange (ETDEWEB)
Whelan, John T [Department of Physics, Loyola University, New Orleans, Louisiana 70118 (United States); Daw, Edward [Department of Physics and Astronomy, Louisiana State University, Baton Rouge, Louisiana 70803 (United States); Heng, Ik Siong [Max-Planck-Institut fuer Gravitationsphysik, Albert-Einstein-Institut, Aussenstelle Hannover, D-30167 Hannover (Germany); McHugh, Martin P [Department of Physics, Loyola University, New Orleans, Louisiana 70118 (United States); Lazzarini, Albert [LIGO Laboratory, California Institute of Technology, Pasadena, CA 91125 (United States)
2003-09-07
We describe the role of correlation measurements between the LIGO interferometer in Livingston, LA, and the ALLEGRO resonant bar detector in Baton Rouge, LA, in searches for a stochastic background of gravitational waves. Such measurements provide a valuable complement to correlations between interferometers at the two LIGO sites, since they are sensitive in a different, higher, frequency band. Additionally, the variable orientation of the ALLEGRO detector provides a means to distinguish gravitational wave correlations from correlated environmental noise. We describe the analysis underway to set a limit on the strength of a stochastic background at frequencies near 900 Hz using ALLEGRO data and data from LIGO's E7 Engineering Run.
Stochastic background search correlating ALLEGRO with LIGO engineering data
International Nuclear Information System (INIS)
Whelan, John T; Daw, Edward; Heng, Ik Siong; McHugh, Martin P; Lazzarini, Albert
2003-01-01
We describe the role of correlation measurements between the LIGO interferometer in Livingston, LA, and the ALLEGRO resonant bar detector in Baton Rouge, LA, in searches for a stochastic background of gravitational waves. Such measurements provide a valuable complement to correlations between interferometers at the two LIGO sites, since they are sensitive in a different, higher, frequency band. Additionally, the variable orientation of the ALLEGRO detector provides a means to distinguish gravitational wave correlations from correlated environmental noise. We describe the analysis underway to set a limit on the strength of a stochastic background at frequencies near 900 Hz using ALLEGRO data and data from LIGO's E7 Engineering Run
Stochastic calculus and applications
Cohen, Samuel N
2015-01-01
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, this text will be of great interest to research mathematicians and graduate students working in those fields, as well as quants in the finance industry. New features of this edition include: End of chapter exercises; New chapters on basic measure theory and Backward SDEs; Reworked proofs, examples and explanatory material; Increased focus on motivating the mathematics; Extensive topical index. "Such a self-contained and complete exposition of stochastic calculus and applications fills an existing gap in the literature. The book can be recommended for first-year graduate studies. It will be useful for all who intend to wo...
Some illustrations of stochasticity
International Nuclear Information System (INIS)
Laslett, L.J.
1977-01-01
A complex, and apparently stochastic, character frequently can be seen to occur in the solutions to simple Hamiltonian problems. Such behavior is of interest, and potentially of importance, to designers of particle accelerators--as well as to workers in other fields of physics and related disciplines. Even a slow development of disorder in the motion of particles in a circular accelerator or storage ring could be troublesome, because a practical design requires the beam particles to remain confined in an orderly manner within a narrow beam tube for literally tens of billions of revolutions. The material presented is primarily the result of computer calculations made to investigate the occurrence of ''stochasticity,'' and is organized in a manner similar to that adopted for presentation at a 1974 accelerator conference
Fractional Stochastic Field Theory
Honkonen, Juha
2018-02-01
Models describing evolution of physical, chemical, biological, social and financial processes are often formulated as differential equations with the understanding that they are large-scale equations for averages of quantities describing intrinsically random processes. Explicit account of randomness may lead to significant changes in the asymptotic behaviour (anomalous scaling) in such models especially in low spatial dimensions, which in many cases may be captured with the use of the renormalization group. Anomalous scaling and memory effects may also be introduced with the use of fractional derivatives and fractional noise. Construction of renormalized stochastic field theory with fractional derivatives and fractional noise in the underlying stochastic differential equations and master equations and the interplay between fluctuation-induced and built-in anomalous scaling behaviour is reviewed and discussed.
Essentials of stochastic processes
Durrett, Richard
2016-01-01
Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatm...
Dynamic stochastic optimization
Ermoliev, Yuri; Pflug, Georg
2004-01-01
Uncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often too complex to allow for precise evaluations and, as a result, the lack of proper management (control) may create significant risks. In order to develop robust strategies we need approaches which explic itly deal with uncertainties, risks and changing conditions. One rather general approach is to characterize (explicitly or implicitly) uncertainties by objec tive or subjective probabilities (measures of confidence or belief). This leads us to stochastic optimization problems which can rarely be solved by using the standard deterministic optimization and optimal control methods. In the stochastic optimization the accent is on problems with a large number of deci sion and random variables, and consequently the focus ofattention is directed to efficient solution procedures rather than to (analytical) closed-form solu tions. Objective an...
Stochastic porous media equations
Barbu, Viorel; Röckner, Michael
2016-01-01
Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic perturbations of the porous media equation have reviously been considered by physicists, but rigorous mathematical existence results have only recently been found. The porous media equation models a number of different physical phenomena, including the flow of an ideal gas and the diffusion of a compressible fluid through porous media, and also thermal propagation in plasma and plasma radiation. Another important application is to a model of the standard self-organized criticality process, called the "sand-pile model" or the "Bak-Tang-Wiesenfeld model". The book will be of interest to PhD students and researchers in mathematics, physics and biology.
Stochastic stacking without filters
International Nuclear Information System (INIS)
Johnson, R.P.; Marriner, J.
1982-12-01
The rate of accumulation of antiprotons is a critical factor in the design of p anti p colliders. A design of a system to accumulate higher anti p fluxes is presented here which is an alternative to the schemes used at the CERN AA and in the Fermilab Tevatron I design. Contrary to these stacking schemes, which use a system of notch filters to protect the dense core of antiprotons from the high power of the stack tail stochastic cooling, an eddy current shutter is used to protect the core in the region of the stack tail cooling kicker. Without filters one can have larger cooling bandwidths, better mixing for stochastic cooling, and easier operational criteria for the power amplifiers. In the case considered here a flux of 1.4 x 10 8 per sec is achieved with a 4 to 8 GHz bandwidth
Multistage stochastic optimization
Pflug, Georg Ch
2014-01-01
Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations under uncertainty and with a longer planning horizon. This book contains a comprehensive treatment of today’s state of the art in multistage stochastic optimization. It covers the mathematical backgrounds of approximation theory as well as numerous practical algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the book
Dynamics of stochastic systems
Klyatskin, Valery I
2005-01-01
Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. The well known example of Brownian particle suspended in fluid and subjected to random molecular bombardment laid the foundation for modern stochastic calculus and statistical physics. Other important examples include turbulent transport and diffusion of particle-tracers (pollutants), or continuous densities (''''oil slicks''''), wave propagation and scattering in randomly inhomogeneous media, for instance light or sound propagating in the turbulent atmosphere.Such models naturally render to statistical description, where the input parameters and solutions are expressed by random processes and fields.The fundamental problem of stochastic dynamics is to identify the essential characteristics of system (its state and evolution), and relate those to the input parameters of ...
Identifiability in stochastic models
1992-01-01
The problem of identifiability is basic to all statistical methods and data analysis, occurring in such diverse areas as Reliability Theory, Survival Analysis, and Econometrics, where stochastic modeling is widely used. Mathematics dealing with identifiability per se is closely related to the so-called branch of ""characterization problems"" in Probability Theory. This book brings together relevant material on identifiability as it occurs in these diverse fields.
Stochastic split determinant algorithms
International Nuclear Information System (INIS)
Horvatha, Ivan
2000-01-01
I propose a large class of stochastic Markov processes associated with probability distributions analogous to that of lattice gauge theory with dynamical fermions. The construction incorporates the idea of approximate spectral split of the determinant through local loop action, and the idea of treating the infrared part of the split through explicit diagonalizations. I suggest that exact algorithms of practical relevance might be based on Markov processes so constructed
Stochasticity Modeling in Memristors
Naous, Rawan; Al-Shedivat, Maruan; Salama, Khaled N.
2015-01-01
Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.
Stochasticity Modeling in Memristors
Naous, Rawan
2015-10-26
Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.
Stochastic quantization of instantons
International Nuclear Information System (INIS)
Grandati, Y.; Berard, A.; Grange, P.
1996-01-01
The method of Parisi and Wu to quantize classical fields is applied to instanton solutions var-phi I of euclidian non-linear theory in one dimension. The solution var-phi var-epsilon of the corresponding Langevin equation is built through a singular perturbative expansion in var-epsilon=h 1/2 in the frame of the center of the mass of the instanton, where the difference var-phi var-epsilon -var-phi I carries only fluctuations of the instanton form. The relevance of the method is shown for the stochastic K dV equation with uniform noise in space: the exact solution usually obtained by the inverse scattering method is retrieved easily by the singular expansion. A general diagrammatic representation of the solution is then established which makes a thorough use of regrouping properties of stochastic diagrams derived in scalar field theory. Averaging over the noise and in the limit of infinite stochastic time, the authors obtain explicit expressions for the first two orders in var-epsilon of the pertrubed instanton of its Green function. Specializing to the Sine-Gordon and var-phi 4 models, the first anaharmonic correction is obtained analytically. The calculation is carried to second order for the var-phi 4 model, showing good convergence. 21 refs., 5 fig
Bidirectional Classical Stochastic Processes with Measurements and Feedback
Hahne, G. E.
2005-01-01
A measurement on a quantum system is said to cause the "collapse" of the quantum state vector or density matrix. An analogous collapse occurs with measurements on a classical stochastic process. This paper addresses the question of describing the response of a classical stochastic process when there is feedback from the output of a measurement to the input, and is intended to give a model for quantum-mechanical processes that occur along a space-like reaction coordinate. The classical system can be thought of in physical terms as two counterflowing probability streams, which stochastically exchange probability currents in a way that the net probability current, and hence the overall probability, suitably interpreted, is conserved. The proposed formalism extends the . mathematics of those stochastic processes describable with linear, single-step, unidirectional transition probabilities, known as Markov chains and stochastic matrices. It is shown that a certain rearrangement and combination of the input and output of two stochastic matrices of the same order yields another matrix of the same type. Each measurement causes the partial collapse of the probability current distribution in the midst of such a process, giving rise to calculable, but non-Markov, values for the ensuing modification of the system's output probability distribution. The paper concludes with an analysis of a classical probabilistic version of the so-called grandfather paradox.
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.
Detecting change in stochastic sound sequences.
Directory of Open Access Journals (Sweden)
Benjamin Skerritt-Davis
2018-05-01
Full Text Available Our ability to parse our acoustic environment relies on the brain's capacity to extract statistical regularities from surrounding sounds. Previous work in regularity extraction has predominantly focused on the brain's sensitivity to predictable patterns in sound sequences. However, natural sound environments are rarely completely predictable, often containing some level of randomness, yet the brain is able to effectively interpret its surroundings by extracting useful information from stochastic sounds. It has been previously shown that the brain is sensitive to the marginal lower-order statistics of sound sequences (i.e., mean and variance. In this work, we investigate the brain's sensitivity to higher-order statistics describing temporal dependencies between sound events through a series of change detection experiments, where listeners are asked to detect changes in randomness in the pitch of tone sequences. Behavioral data indicate listeners collect statistical estimates to process incoming sounds, and a perceptual model based on Bayesian inference shows a capacity in the brain to track higher-order statistics. Further analysis of individual subjects' behavior indicates an important role of perceptual constraints in listeners' ability to track these sensory statistics with high fidelity. In addition, the inference model facilitates analysis of neural electroencephalography (EEG responses, anchoring the analysis relative to the statistics of each stochastic stimulus. This reveals both a deviance response and a change-related disruption in phase of the stimulus-locked response that follow the higher-order statistics. These results shed light on the brain's ability to process stochastic sound sequences.
Stochastic inflation: Quantum phase-space approach
International Nuclear Information System (INIS)
Habib, S.
1992-01-01
In this paper a quantum-mechanical phase-space picture is constructed for coarse-grained free quantum fields in an inflationary universe. The appropriate stochastic quantum Liouville equation is derived. Explicit solutions for the phase-space quantum distribution function are found for the cases of power-law and exponential expansions. The expectation values of dynamical variables with respect to these solutions are compared to the corresponding cutoff regularized field-theoretic results (we do not restrict ourselves only to left-angle Φ 2 right-angle). Fair agreement is found provided the coarse-graining scale is kept within certain limits. By focusing on the full phase-space distribution function rather than a reduced distribution it is shown that the thermodynamic interpretation of the stochastic formalism faces several difficulties (e.g., there is no fluctuation-dissipation theorem). The coarse graining does not guarantee an automatic classical limit as quantum correlations turn out to be crucial in order to get results consistent with standard quantum field theory. Therefore, the method does not by itself constitute an explanation of the quantum to classical transition in the early Universe. In particular, we argue that the stochastic equations do not lead to decoherence
Stochastic and non-stochastic effects - a conceptual analysis
International Nuclear Information System (INIS)
Karhausen, L.R.
1980-01-01
The attempt to divide radiation effects into stochastic and non-stochastic effects is discussed. It is argued that radiation or toxicological effects are contingently related to radiation or chemical exposure. Biological effects in general can be described by general laws but these laws never represent a necessary connection. Actually stochastic effects express contingent, or empirical, connections while non-stochastic effects represent semantic and non-factual connections. These two expressions stem from two different levels of discourse. The consequence of this analysis for radiation biology and radiation protection is discussed. (author)
A retrodictive stochastic simulation algorithm
International Nuclear Information System (INIS)
Vaughan, T.G.; Drummond, P.D.; Drummond, A.J.
2010-01-01
In this paper we describe a simple method for inferring the initial states of systems evolving stochastically according to master equations, given knowledge of the final states. This is achieved through the use of a retrodictive stochastic simulation algorithm which complements the usual predictive stochastic simulation approach. We demonstrate the utility of this new algorithm by applying it to example problems, including the derivation of likely ancestral states of a gene sequence given a Markovian model of genetic mutation.
Stochastic processes and quantum theory
International Nuclear Information System (INIS)
Klauder, J.R.
1975-01-01
The author analyses a variety of stochastic processes, namely real time diffusion phenomena, which are analogues of imaginary time quantum theory and convariant imaginary time quantum field theory. He elaborates some standard properties involving probability measures and stochastic variables and considers a simple class of examples. Finally he develops the fact that certain stochastic theories actually exhibit divergences that simulate those of covariant quantum field theory and presents examples of both renormaizable and unrenormalizable behavior. (V.J.C.)
Stochastic motion due to a single wave in a magnetoplasma
International Nuclear Information System (INIS)
Smith, G.R.
1979-01-01
A single electrostatic wave in a magnetoplasma causes stochastic ion motion in several physically different situations. Various magnetic fields (uniform, tokamak, and mirror) and various propagation angles with respect to the field have been studied. A brief review of this work shows that all situations can be understood using the concept of overlapping resonances. Analytical calculations of the wave amplitude necessary for stochasticity have been carried out in some cases and compared with computer and laboratory experiments. In the case of an axisymmetric mirror field the calculations predict stochastic motion of ions with energy below a threshold that depends weakly on the wave amplitude and on the scale lengths of the magnetic field. Studies with an azimuthally asymmetric field show that the asymmetry causes substantial changes in the motion of some ions
Mechanisms of Stochastic Diffusion of Energetic Ions in Spherical Tori
Energy Technology Data Exchange (ETDEWEB)
Ya.I. Kolesnichenko; R.B. White; Yu.V. Yakovenko
2001-01-18
Stochastic diffusion of the energetic ions in spherical tori is considered. The following issues are addressed: (I) Goldston-White-Boozer diffusion in a rippled field; (ii) cyclotron-resonance-induced diffusion caused by the ripple; (iii) effects of non-conservation of the magnetic moment in an axisymmetric field. It is found that the stochastic diffusion in spherical tori with a weak magnetic field has a number of peculiarities in comparison with conventional tokamaks; in particular, it is characterized by an increased role of mechanisms associated with non-conservation of the particle magnetic moment. It is concluded that in current experiments on National Spherical Torus eXperiment (NSTX) the stochastic diffusion does not have a considerable influence on the confinement of energetic ions.
Stochastic Analysis with Financial Applications
Kohatsu-Higa, Arturo; Sheu, Shuenn-Jyi
2011-01-01
Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of stochastic analysis and some of its recent theoretical developments. This includes numerical simulation, error analysis, parameter estimation, as well as control and robustness properties for stochastic equations. This book also covers the areas of backward stochastic differential equations via the (non-li
Energy Technology Data Exchange (ETDEWEB)
Hardwick, Robert J.; Vennin, Vincent; Wands, David [Institute of Cosmology and Gravitation, University of Portsmouth, Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom); Byrnes, Christian T.; Torrado, Jesús, E-mail: robert.hardwick@port.ac.uk, E-mail: vincent.vennin@port.ac.uk, E-mail: c.byrnes@sussex.ac.uk, E-mail: jesus.torrado@sussex.ac.uk, E-mail: david.wands@port.ac.uk [Department of Physics and Astronomy, University of Sussex, Brighton BN1 9QH (United Kingdom)
2017-10-01
We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
International Nuclear Information System (INIS)
Hardwick, Robert J.; Vennin, Vincent; Wands, David; Byrnes, Christian T.; Torrado, Jesús
2017-01-01
We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
Portfolio Optimization with Stochastic Dividends and Stochastic Volatility
Varga, Katherine Yvonne
2015-01-01
We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…
Stochastic ontogenetic growth model
West, B. J.; West, D.
2012-02-01
An ontogenetic growth model (OGM) for a thermodynamically closed system is generalized to satisfy both the first and second law of thermodynamics. The hypothesized stochastic ontogenetic growth model (SOGM) is shown to entail the interspecies allometry relation by explicitly averaging the basal metabolic rate and the total body mass over the steady-state probability density for the total body mass (TBM). This is the first derivation of the interspecies metabolic allometric relation from a dynamical model and the asymptotic steady-state distribution of the TBM is fit to data and shown to be inverse power law.
Stochastic calculus in physics
International Nuclear Information System (INIS)
Fox, R.F.
1987-01-01
The relationship of Ito-Stratonovich stochastic calculus to studies of weakly colored noise is explained. A functional calculus approach is used to obtain an effective Fokker-Planck equation for the weakly colored noise regime. In a smooth limit, this representation produces the Stratonovich version of the Ito-Stratonovich calculus for white noise. It also provides an approach to steady state behavior for strongly colored noise. Numerical simulation algorithms are explored, and a novel suggestion is made for efficient and accurate simulation of white noise equations
The stochastic quality calculus
DEFF Research Database (Denmark)
Zeng, Kebin; Nielson, Flemming; Nielson, Hanne Riis
2014-01-01
We introduce the Stochastic Quality Calculus in order to model and reason about distributed processes that rely on each other in order to achieve their overall behaviour. The calculus supports broadcast communication in a truly concurrent setting. Generally distributed delays are associated...... with the outputs and at the same time the inputs impose constraints on the waiting times. Consequently, the expected inputs may not be available when needed and therefore the calculus allows to express the absence of data.The communication delays are expressed by general distributions and the resulting semantics...
Stochastic conditional intensity processes
DEFF Research Database (Denmark)
Bauwens, Luc; Hautsch, Nikolaus
2006-01-01
model allows for a wide range of (cross-)autocorrelation structures in multivariate point processes. The model is estimated by simulated maximum likelihood (SML) using the efficient importance sampling (EIS) technique. By modeling price intensities based on NYSE trading, we provide significant evidence......In this article, we introduce the so-called stochastic conditional intensity (SCI) model by extending Russell’s (1999) autoregressive conditional intensity (ACI) model by a latent common dynamic factor that jointly drives the individual intensity components. We show by simulations that the proposed...... for a joint latent factor and show that its inclusion allows for an improved and more parsimonious specification of the multivariate intensity process...
Stochastic cooling for beginners
International Nuclear Information System (INIS)
Moehl, D.
1984-01-01
These two lectures have been prepared to give a simple introduction to the principles. In Part I we try to explain stochastic cooling using the time-domain picture which starts from the pulse response of the system. In Part II the discussion is repeated, looking more closely at the frequency-domain response. An attempt is made to familiarize the beginners with some of the elementary cooling equations, from the 'single particle case' up to equations which describe the evolution of the particle distribution. (orig.)
Trajectory averaging for stochastic approximation MCMC algorithms
Liang, Faming
2010-01-01
to the stochastic approximation Monte Carlo algorithm [Liang, Liu and Carroll J. Amer. Statist. Assoc. 102 (2007) 305-320]. The application of the trajectory averaging estimator to other stochastic approximationMCMC algorithms, for example, a stochastic
Interpretive Media Study and Interpretive Social Science.
Carragee, Kevin M.
1990-01-01
Defines the major theoretical influences on interpretive approaches in mass communication, examines the central concepts of these perspectives, and provides a critique of these approaches. States that the adoption of interpretive approaches in mass communication has ignored varied critiques of interpretive social science. Suggests that critical…
Interpreters, Interpreting, and the Study of Bilingualism.
Valdes, Guadalupe; Angelelli, Claudia
2003-01-01
Discusses research on interpreting focused specifically on issues raised by this literature about the nature of bilingualism. Suggests research carried out on interpreting--while primarily produced with a professional audience in mind and concerned with improving the practice of interpreting--provides valuable insights about complex aspects of…
Stochastic acceleration by a single wave in a magnetized plasma
International Nuclear Information System (INIS)
Smith, R.
1977-01-01
A particularly simple problem exhibiting stochasticity is the motion of a charged particle in a uniform magnetic field and a single wave. Detailed studies of this wave-particle interaction show the following features. An electrostatic wave propagating obliquely to the magnetic field causes stochastic motion if the wave amplitude exceeds a certain threshold. The overlap of cyclotron resonances then destroys a constant of the motion, allowing strong particle acceleration. A wave of large enough amplitude would thus suffer severe damping and lead to rapid heating of a particle distribution. The stochastic motion resembles a diffusion process even though the wave spectrum contains only a single wave. The motion of ions in a nonuniform magnetic field and a single electrostatic wave is treated in our study of a possible saturation mechanism of the dissipative trapped-ion instability in a tokamak. A theory involving the overlap of bounce resonances predicts the main features found in the numerical integration of the equations of motion. Ions in a layer near the trapped-circulating boundary move stochastically. This motion leads to nonlinear stabilization mechanisms which are described qualitatively
Stochastic processes and applications diffusion processes, the Fokker-Planck and Langevin equations
Pavliotis, Grigorios A
2014-01-01
This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated. The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence to eq...
Stochastic Blind Motion Deblurring
Xiao, Lei
2015-05-13
Blind motion deblurring from a single image is a highly under-constrained problem with many degenerate solutions. A good approximation of the intrinsic image can therefore only be obtained with the help of prior information in the form of (often non-convex) regularization terms for both the intrinsic image and the kernel. While the best choice of image priors is still a topic of ongoing investigation, this research is made more complicated by the fact that historically each new prior requires the development of a custom optimization method. In this paper, we develop a stochastic optimization method for blind deconvolution. Since this stochastic solver does not require the explicit computation of the gradient of the objective function and uses only efficient local evaluation of the objective, new priors can be implemented and tested very quickly. We demonstrate that this framework, in combination with different image priors produces results with PSNR values that match or exceed the results obtained by much more complex state-of-the-art blind motion deblurring algorithms.
Schilstra, Maria J; Martin, Stephen R
2009-01-01
Stochastic simulations may be used to describe changes with time of a reaction system in a way that explicitly accounts for the fact that molecules show a significant degree of randomness in their dynamic behavior. The stochastic approach is almost invariably used when small numbers of molecules or molecular assemblies are involved because this randomness leads to significant deviations from the predictions of the conventional deterministic (or continuous) approach to the simulation of biochemical kinetics. Advances in computational methods over the three decades that have elapsed since the publication of Daniel Gillespie's seminal paper in 1977 (J. Phys. Chem. 81, 2340-2361) have allowed researchers to produce highly sophisticated models of complex biological systems. However, these models are frequently highly specific for the particular application and their description often involves mathematical treatments inaccessible to the nonspecialist. For anyone completely new to the field to apply such techniques in their own work might seem at first sight to be a rather intimidating prospect. However, the fundamental principles underlying the approach are in essence rather simple, and the aim of this article is to provide an entry point to the field for a newcomer. It focuses mainly on these general principles, both kinetic and computational, which tend to be not particularly well covered in specialist literature, and shows that interesting information may even be obtained using very simple operations in a conventional spreadsheet.
AA, stochastic precooling pickup
CERN PhotoLab
1980-01-01
The freshly injected antiprotons were subjected to fast stochastic "precooling". In this picture of a precooling pickup, the injection orbit is to the left, the stack orbit to the far right. After several seconds of precooling with the system's kickers (in momentum and in the vertical plane), the precooled antiprotons were transferred, by means of RF, to the stack tail, where they were subjected to further stochastic cooling in momentum and in both transverse planes, until they ended up, deeply cooled, in the stack core. During precooling, a shutter near the central orbit shielded the pickups from the signals emanating from the stack-core, whilst the stack-core was shielded from the violent action of the precooling kickers by a shutter on these. All shutters were opened briefly during transfer of the precooled antiprotons to the stack tail. Here, the shutter is not yet mounted. Precooling pickups and kickers had the same design, except that the kickers had cooling circuits and the pickups had none. Peering th...
International Nuclear Information System (INIS)
Zhu, Zhiwen; Zhang, Qingxin; Xu, Jia
2014-01-01
Stochastic bifurcation and fractal and chaos control of a giant magnetostrictive film–shape memory alloy (GMF–SMA) composite cantilever plate subjected to in-plane harmonic and stochastic excitation were studied. Van der Pol items were improved to interpret the hysteretic phenomena of both GMF and SMA, and the nonlinear dynamic model of a GMF–SMA composite cantilever plate subjected to in-plane harmonic and stochastic excitation was developed. The probability density function of the dynamic response of the system was obtained, and the conditions of stochastic Hopf bifurcation were analyzed. The conditions of noise-induced chaotic response were obtained in the stochastic Melnikov integral method, and the fractal boundary of the safe basin of the system was provided. Finally, the chaos control strategy was proposed in the stochastic dynamic programming method. Numerical simulation shows that stochastic Hopf bifurcation and chaos appear in the parameter variation process. The boundary of the safe basin of the system has fractal characteristics, and its area decreases when the noise intensifies. The system reliability was improved through stochastic optimal control, and the safe basin area of the system increased
Stochastic programming with integer recourse
van der Vlerk, Maarten Hendrikus
1995-01-01
In this thesis we consider two-stage stochastic linear programming models with integer recourse. Such models are at the intersection of two different branches of mathematical programming. On the one hand some of the model parameters are random, which places the problem in the field of stochastic
Thermal mixtures in stochastic mechanics
Energy Technology Data Exchange (ETDEWEB)
Guerra, F [Rome Univ. (Italy). Ist. di Matematica; Loffredo, M I [Salerno Univ. (Italy). Ist. di Fisica
1981-01-17
Stochastic mechanics is extended to systems in thermal equilibrium. The resulting stochastic processes are mixtures of Nelson processes. Their Markov property is investigated in some simple cases. It is found that in order to inforce Markov property the algebra of observable associated to the present must be suitably enlarged.
Stochastic Pi-calculus Revisited
DEFF Research Database (Denmark)
Cardelli, Luca; Mardare, Radu Iulian
2013-01-01
We develop a version of stochastic Pi-calculus with a semantics based on measure theory. We dene the behaviour of a process in a rate environment using measures over the measurable space of processes induced by structural congruence. We extend the stochastic bisimulation to include the concept of...
Alternative Asymmetric Stochastic Volatility Models
M. Asai (Manabu); M.J. McAleer (Michael)
2010-01-01
textabstractThe stochastic volatility model usually incorporates asymmetric effects by introducing the negative correlation between the innovations in returns and volatility. In this paper, we propose a new asymmetric stochastic volatility model, based on the leverage and size effects. The model is
Stochastic ferromagnetism analysis and numerics
Brzezniak, Zdzislaw; Neklyudov, Mikhail; Prohl, Andreas
2013-01-01
This monograph examines magnetization dynamics at elevated temperatures which can be described by the stochastic Landau-Lifshitz-Gilbert equation (SLLG). Comparative computational studies with the stochastic model are included. Constructive tools such as e.g. finite element methods are used to derive the theoretical results, which are then used for computational studies.
Dihadronic and dileptonic resonances
International Nuclear Information System (INIS)
Gareev, F.A.; Barabanov, M.Yu.; Kazacha, G.S.
1997-01-01
Simple phenomenological rules are suggested for calculation of dihadron and dilepton resonance masses. A general interpretation is given for different exotic resonances in nuclear physics: Darmstadt-effect, dibaryon, dipion and other resonances. Information about the inner structure of e ± , proton, neutron, pions and so on can be obtained from the usual reactions of the type e + + e - =>γγ, e ± +γ=>e ± γ, e ± μ ± , e ± N... at low, intermediate and high energies using existing experimental devices
Magnetic Resonance Imaging (MRI) -- Head
Full Text Available ... by the interpreting radiologist. Frequently, the differentiation of abnormal (diseased) tissue from normal tissues is better with ... Tumor Treatment Magnetic Resonance Imaging (MRI) Safety Alzheimer's Disease Head Injury Brain Tumors Images related to Magnetic ...
Variance decomposition in stochastic simulators.
Le Maître, O P; Knio, O M; Moraes, A
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maître, O. P.; Knio, O. M.; Moraes, A.
2015-06-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Brownian motion and stochastic calculus
Karatzas, Ioannis
1998-01-01
This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large num...
Variance decomposition in stochastic simulators
Energy Technology Data Exchange (ETDEWEB)
Le Maître, O. P., E-mail: olm@limsi.fr [LIMSI-CNRS, UPR 3251, Orsay (France); Knio, O. M., E-mail: knio@duke.edu [Department of Mechanical Engineering and Materials Science, Duke University, Durham, North Carolina 27708 (United States); Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa [King Abdullah University of Science and Technology, Thuwal (Saudi Arabia)
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maî tre, O. P.; Knio, O. M.; Moraes, Alvaro
2015-01-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Stochastic behaviour of particle orbits in field reversed geometries
International Nuclear Information System (INIS)
Finn, J.M.
1979-01-01
Studies of stochastic or ergodic behaviour of beam particle orbits in axisymmetric systems with field reversal produced by ion rings or by neutral injection are presented. In the former case a large class of orbits is ergodic, whereas in the latter most are integrable. Effects of ergodic behaviour on particle confinement, equilibrium, magnetic compression, and stability are discussed. The modification, due to ergodic orbits of the stability criterion for low frequency (ω << ωsub(ci)) resonant instabilities is presented. (author)
Temple, D. R.; De Dios, Y. E.; Layne, C. S.; Bloomberg, J. J.; Mulavara, A. P.
2016-01-01
Astronauts exposed to microgravity face sensorimotor challenges incurred when readapting to a gravitational environment. Sensorimotor Adaptability (SA) training has been proposed as a countermeasure to improve locomotor performance during re-adaptation, and it is suggested that the benefits of SA training may be further enhanced by improving detection of weak sensory signals via mechanisms such as stochastic resonance when a non-zero level of stochastic white noise based electrical stimulation is applied to the vestibular system (stochastic vestibular stimulation, SVS). The purpose of this study was to test the efficacy of using SVS to improve short-term adaptation in a sensory discordant environment during performance of a locomotor task.
Electricity Market Stochastic Dynamic Model and Its Mean Stability Analysis
Directory of Open Access Journals (Sweden)
Zhanhui Lu
2014-01-01
Full Text Available Based on the deterministic dynamic model of electricity market proposed by Alvarado, a stochastic electricity market model, considering the random nature of demand sides, is presented in this paper on the assumption that generator cost function and consumer utility function are quadratic functions. The stochastic electricity market model is a generalization of the deterministic dynamic model. Using the theory of stochastic differential equations, stochastic process theory, and eigenvalue techniques, the determining conditions of the mean stability for this electricity market model under small Gauss type random excitation are provided and testified theoretically. That is, if the demand elasticity of suppliers is nonnegative and the demand elasticity of consumers is negative, then the stochastic electricity market model is mean stable. It implies that the stability can be judged directly by initial data without any computation. Taking deterministic electricity market data combined with small Gauss type random excitation as numerical samples to interpret random phenomena from a statistical perspective, the results indicate the conclusions above are correct, valid, and practical.
Trapping in stochastic mechanics and applications to covers of clouds and radiation belts
International Nuclear Information System (INIS)
Albeverio, S.; Blanchard, P.; Combe, P.; Rodriguez, R.; Sirugue, M.; Sirugue-Collin, M.
1984-11-01
It is possible to assign a stochastic acceleration to conservative stochastic diffusion processes. As a basic assumption, this stochastic acceleration is set equal to the deterministic smooth component of the external force acting on the particle, whereas the influences of the remainder is modelled by a diffusion coefficient. In this paper, we shall try to see whether it can account for the observation in two cases: the cover of clouds of planets and the radiation belts in the planetary magnetic field. We describe the basic properties of Newtonian Diffusion Stochastic Processes and indicate their connection with Schroedinger-like equations. Furthermore we give a heuristic interpretation of the nodal surfaces as impenetrable barriers for Newtonian Stochastic Diffusion Processes. The possible applications to the observed average cloud covering in the planetary atmosphere are presented we discuss the radiation belts (Van Allen Belts) along the previous ideas
Single-spin stochastic optical reconstruction microscopy.
Pfender, Matthias; Aslam, Nabeel; Waldherr, Gerald; Neumann, Philipp; Wrachtrup, Jörg
2014-10-14
We experimentally demonstrate precision addressing of single-quantum emitters by combined optical microscopy and spin resonance techniques. To this end, we use nitrogen vacancy (NV) color centers in diamond confined within a few ten nanometers as individually resolvable quantum systems. By developing a stochastic optical reconstruction microscopy (STORM) technique for NV centers, we are able to simultaneously perform sub-diffraction-limit imaging and optically detected spin resonance (ODMR) measurements on NV spins. This allows the assignment of spin resonance spectra to individual NV center locations with nanometer-scale resolution and thus further improves spatial discrimination. For example, we resolved formerly indistinguishable emitters by their spectra. Furthermore, ODMR spectra contain metrology information allowing for sub-diffraction-limit sensing of, for instance, magnetic or electric fields with inherently parallel data acquisition. As an example, we have detected nuclear spins with nanometer-scale precision. Finally, we give prospects of how this technique can evolve into a fully parallel quantum sensor for nanometer resolution imaging of delocalized quantum correlations.
Morgan, Byron JT; Tanner, Martin Abba; Carlin, Bradley P
2008-01-01
Introduction and Examples Introduction Examples of data sets Basic Model Fitting Introduction Maximum-likelihood estimation for a geometric model Maximum-likelihood for the beta-geometric model Modelling polyspermy Which model? What is a model for? Mechanistic models Function Optimisation Introduction MATLAB: graphs and finite differences Deterministic search methods Stochastic search methods Accuracy and a hybrid approach Basic Likelihood ToolsIntroduction Estimating standard errors and correlations Looking at surfaces: profile log-likelihoods Confidence regions from profiles Hypothesis testing in model selectionScore and Wald tests Classical goodness of fit Model selection biasGeneral Principles Introduction Parameterisation Parameter redundancy Boundary estimates Regression and influence The EM algorithm Alternative methods of model fitting Non-regular problemsSimulation Techniques Introduction Simulating random variables Integral estimation Verification Monte Carlo inference Estimating sampling distributi...
Propagator of stochastic electrodynamics
International Nuclear Information System (INIS)
Cavalleri, G.
1981-01-01
The ''elementary propagator'' for the position of a free charged particle subject to the zero-point electromagnetic field with Lorentz-invariant spectral density proportionalω 3 is obtained. The nonstationary process for the position is solved by the stationary process for the acceleration. The dispersion of the position elementary propagator is compared with that of quantum electrodynamics. Finally, the evolution of the probability density is obtained starting from an initial distribution confined in a small volume and with a Gaussian distribution in the velocities. The resulting probability density for the position turns out to be equal, to within radiative corrections, to psipsi* where psi is the Kennard wave packet. If the radiative corrections are retained, the present result is new since the corresponding expression in quantum electrodynamics has not yet been found. Besides preceding quantum electrodynamics for this problem, no renormalization is required in stochastic electrodynamics
RES: Regularized Stochastic BFGS Algorithm
Mokhtari, Aryan; Ribeiro, Alejandro
2014-12-01
RES, a regularized stochastic version of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton method is proposed to solve convex optimization problems with stochastic objectives. The use of stochastic gradient descent algorithms is widespread, but the number of iterations required to approximate optimal arguments can be prohibitive in high dimensional problems. Application of second order methods, on the other hand, is impracticable because computation of objective function Hessian inverses incurs excessive computational cost. BFGS modifies gradient descent by introducing a Hessian approximation matrix computed from finite gradient differences. RES utilizes stochastic gradients in lieu of deterministic gradients for both, the determination of descent directions and the approximation of the objective function's curvature. Since stochastic gradients can be computed at manageable computational cost RES is realizable and retains the convergence rate advantages of its deterministic counterparts. Convergence results show that lower and upper bounds on the Hessian egeinvalues of the sample functions are sufficient to guarantee convergence to optimal arguments. Numerical experiments showcase reductions in convergence time relative to stochastic gradient descent algorithms and non-regularized stochastic versions of BFGS. An application of RES to the implementation of support vector machines is developed.
Stochastic estimation of electricity consumption
International Nuclear Information System (INIS)
Kapetanovic, I.; Konjic, T.; Zahirovic, Z.
1999-01-01
Electricity consumption forecasting represents a part of the stable functioning of the power system. It is very important because of rationality and increase of control process efficiency and development planning of all aspects of society. On a scientific basis, forecasting is a possible way to solve problems. Among different models that have been used in the area of forecasting, the stochastic aspect of forecasting as a part of quantitative models takes a very important place in applications. ARIMA models and Kalman filter as stochastic estimators have been treated together for electricity consumption forecasting. Therefore, the main aim of this paper is to present the stochastic forecasting aspect using short time series. (author)
Linear stochastic neutron transport theory
International Nuclear Information System (INIS)
Lewins, J.
1978-01-01
A new and direct derivation of the Bell-Pal fundamental equation for (low power) neutron stochastic behaviour in the Boltzmann continuum model is given. The development includes correlation of particle emission direction in induced and spontaneous fission. This leads to generalizations of the backward and forward equations for the mean and variance of neutron behaviour. The stochastic importance for neutron transport theory is introduced and related to the conventional deterministic importance. Defining equations and moment equations are derived and shown to be related to the backward fundamental equation with the detector distribution of the operational definition of stochastic importance playing the role of an adjoint source. (author)
Stochasticity in the Josephson map
International Nuclear Information System (INIS)
Nomura, Y.; Ichikawa, Y.H.; Filippov, A.T.
1996-04-01
The Josephson map describes nonlinear dynamics of systems characterized by standard map with the uniform external bias superposed. The intricate structures of the phase space portrait of the Josephson map are examined on the basis of the tangent map associated with the Josephson map. Numerical observation of the stochastic diffusion in the Josephson map is examined in comparison with the renormalized diffusion coefficient calculated by the method of characteristic function. The global stochasticity of the Josephson map occurs at the values of far smaller stochastic parameter than the case of the standard map. (author)
Introduction to stochastic dynamic programming
Ross, Sheldon M; Lukacs, E
1983-01-01
Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming. The book begins with a chapter on various finite-stage models, illustrating the wide range of applications of stochastic dynamic programming. Subsequent chapters study infinite-stage models: discounting future returns, minimizing nonnegative costs, maximizing nonnegative returns, and maximizing the long-run average return. Each of these chapters first considers whether an optimal policy need exist-providing counterexamples where appropriate-and the
Functional Abstraction of Stochastic Hybrid Systems
Bujorianu, L.M.; Blom, Henk A.P.; Hermanns, H.
2006-01-01
The verification problem for stochastic hybrid systems is quite difficult. One method to verify these systems is stochastic reachability analysis. Concepts of abstractions for stochastic hybrid systems are needed to ease the stochastic reachability analysis. In this paper, we set up different ways
An introduction to probability and stochastic processes
Melsa, James L
2013-01-01
Geared toward college seniors and first-year graduate students, this text is designed for a one-semester course in probability and stochastic processes. Topics covered in detail include probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic differential equations. 1973 edition.
On court interpreters' visibility
DEFF Research Database (Denmark)
Dubslaff, Friedel; Martinsen, Bodil
of the service they receive. Ultimately, the findings will be used for training purposes. Future - and, for that matter, already practising - interpreters as well as the professional users of interpreters ought to take the reality of the interpreters' work in practice into account when assessing the quality...... on the interpreter's interpersonal role and, in particular, on signs of the interpreter's visibility, i.e. active co-participation. At first sight, the interpreting assignment in question seems to be a short and simple routine task which would not require the interpreter to deviate from the traditional picture...
Interpreting Impoliteness: Interpreters’ Voices
Directory of Open Access Journals (Sweden)
Tatjana Radanović Felberg
2017-11-01
Full Text Available Interpreters in the public sector in Norway interpret in a variety of institutional encounters, and the interpreters evaluate the majority of these encounters as polite. However, some encounters are evaluated as impolite, and they pose challenges when it comes to interpreting impoliteness. This issue raises the question of whether interpreters should take a stance on their own evaluation of impoliteness and whether they should interfere in communication. In order to find out more about how interpreters cope with this challenge, in 2014 a survey was sent to all interpreters registered in the Norwegian Register of Interpreters. The survey data were analyzed within the theoretical framework of impoliteness theory using the notion of moral order as an explanatory tool in a close reading of interpreters’ answers. The analysis shows that interpreters reported using a variety of strategies for interpreting impoliteness, including omissions and downtoning. However, the interpreters also gave examples of individual strategies for coping with impoliteness, such as interrupting and postponing interpreting. These strategies border behavioral strategies and conflict with the Norwegian ethical guidelines for interpreting. In light of the ethical guidelines and actual practice, mapping and discussing different strategies used by interpreters might heighten interpreters’ and interpreter-users’ awareness of the role impoliteness can play in institutional interpreter– mediated encounters.
Stochastic backgrounds of gravitational waves
International Nuclear Information System (INIS)
Maggiore, M.
2001-01-01
We review the motivations for the search for stochastic backgrounds of gravitational waves and we compare the experimental sensitivities that can be reached in the near future with the existing bounds and with the theoretical predictions. (author)
International Nuclear Information System (INIS)
Faris, W.G.
1981-01-01
Dankel has shown how to incorporate spin into stochastic mechanics. The resulting non-local hidden variable theory gives an appealing picture of spin correlation experiments in which Bell's inequality is violated. (orig.)
Statistical inference for stochastic processes
National Research Council Canada - National Science Library
Basawa, Ishwar V; Prakasa Rao, B. L. S
1980-01-01
The aim of this monograph is to attempt to reduce the gap between theory and applications in the area of stochastic modelling, by directing the interest of future researchers to the inference aspects...
Stochastic singular optics (Conference paper)
CSIR Research Space (South Africa)
Roux, FS
2014-09-01
Full Text Available The study of optical vortices in stochastic optical fields involves various quantities, including the vortex density and topological charge density, that are defined in terms of local expectation values of distributions of optical vortices...
Stochastic massless fields I: Integer spin
International Nuclear Information System (INIS)
Lim, S.C.
1981-04-01
Nelson's stochastic quantization scheme is applied to classical massless tensor potential in ''Coulomb'' gauge. The relationship between stochastic potential field in various gauges is discussed using the case of vector potential as an illustration. It is possible to identify the Euclidean tensor potential with the corresponding stochastic field in physical Minkowski space-time. Stochastic quantization of massless fields can also be carried out in terms of field strength tensors. An example of linearized stochastic gravitational field in vacuum is given. (author)
Stochastic theory of fatigue corrosion
Hu, Haiyun
1999-10-01
A stochastic theory of corrosion has been constructed. The stochastic equations are described giving the transportation corrosion rate and fluctuation corrosion coefficient. In addition the pit diameter distribution function, the average pit diameter and the most probable pit diameter including other related empirical formula have been derived. In order to clarify the effect of stress range on the initiation and growth behaviour of pitting corrosion, round smooth specimen were tested under cyclic loading in 3.5% NaCl solution.
Stochastic quantization and gauge theories
International Nuclear Information System (INIS)
Kolck, U. van.
1987-01-01
Stochastic quantization is presented taking the Flutuation-Dissipation Theorem as a guide. It is shown that the original approach of Parisi and Wu to gauge theories fails to give the right results to gauge invariant quantities when dimensional regularization is used. Although there is a simple solution in an abelian theory, in the non-abelian case it is probably necessary to start from a BRST invariant action instead of a gauge invariant one. Stochastic regularizations are also discussed. (author) [pt
Stochasticity induced by coherent wavepackets
International Nuclear Information System (INIS)
Fuchs, V.; Krapchev, V.; Ram, A.; Bers, A.
1983-02-01
We consider the momentum transfer and diffusion of electrons periodically interacting with a coherent longitudinal wavepacket. Such a problem arises, for example, in lower-hybrid current drive. We establish the stochastic threshold, the stochastic region δv/sub stoch/ in velocity space, the associated momentum transfer j, and the diffusion coefficient D. We concentrate principally on the weak-field regime, tau/sub autocorrelation/ < tau/sub bounce/
Stochastic runaway of dynamical systems
International Nuclear Information System (INIS)
Pfirsch, D.; Graeff, P.
1984-10-01
One-dimensional, stochastic, dynamical systems are well studied with respect to their stability properties. Less is known for the higher dimensional case. This paper derives sufficient and necessary criteria for the asymptotic divergence of the entropy (runaway) and sufficient ones for the moments of n-dimensional, stochastic, dynamical systems. The crucial implication is the incompressibility of their flow defined by the equations of motion in configuration space. Two possible extensions to compressible flow systems are outlined. (orig.)
Stochastic Models of Polymer Systems
2016-01-01
Distribution Unlimited Final Report: Stochastic Models of Polymer Systems The views, opinions and/or findings contained in this report are those of the...ADDRESS. Princeton University PO Box 0036 87 Prospect Avenue - 2nd floor Princeton, NJ 08544 -2020 14-Mar-2014 ABSTRACT Number of Papers published in...peer-reviewed journals: Number of Papers published in non peer-reviewed journals: Final Report: Stochastic Models of Polymer Systems Report Title
Stochastic efficiency: five case studies
International Nuclear Information System (INIS)
Proesmans, Karel; Broeck, Christian Van den
2015-01-01
Stochastic efficiency is evaluated in five case studies: driven Brownian motion, effusion with a thermo-chemical and thermo-velocity gradient, a quantum dot and a model for information to work conversion. The salient features of stochastic efficiency, including the maximum of the large deviation function at the reversible efficiency, are reproduced. The approach to and extrapolation into the asymptotic time regime are documented. (paper)
Optimal Liquidation under Stochastic Liquidity
Becherer, Dirk; Bilarev, Todor; Frentrup, Peter
2016-01-01
We solve explicitly a two-dimensional singular control problem of finite fuel type for infinite time horizon. The problem stems from the optimal liquidation of an asset position in a financial market with multiplicative and transient price impact. Liquidity is stochastic in that the volume effect process, which determines the inter-temporal resilience of the market in spirit of Predoiu, Shaikhet and Shreve (2011), is taken to be stochastic, being driven by own random noise. The optimal contro...
Stochastic optimization: beyond mathematical programming
CERN. Geneva
2015-01-01
Stochastic optimization, among which bio-inspired algorithms, is gaining momentum in areas where more classical optimization algorithms fail to deliver satisfactory results, or simply cannot be directly applied. This presentation will introduce baseline stochastic optimization algorithms, and illustrate their efficiency in different domains, from continuous non-convex problems to combinatorial optimization problem, to problems for which a non-parametric formulation can help exploring unforeseen possible solution spaces.
Stochastic quantization and gauge invariance
International Nuclear Information System (INIS)
Viana, R.L.
1987-01-01
A survey of the fundamental ideas about Parisi-Wu's Stochastic Quantization Method, with applications to Scalar, Gauge and Fermionic theories, is done. In particular, the Analytic Stochastic Regularization Scheme is used to calculate the polarization tensor for Quantum Electrodynamics with Dirac bosons or Fermions. The regularization influence is studied for both theories and an extension of this method for some supersymmetrical models is suggested. (author)
Stochastic Analysis and Related Topics
Ustunel, Ali
1988-01-01
The Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in stochastic analysis on Wiener space. The topics treated in the lectures relate to the Malliavin calculus, the Skorohod integral and nonlinear functionals of white noise. Most of the research papers are applications of these subjects. This volume addresses researchers and graduate students in stochastic processes and theoretical physics.
Phenomenology of stochastic exponential growth
Pirjol, Dan; Jafarpour, Farshid; Iyer-Biswas, Srividya
2017-06-01
Stochastic exponential growth is observed in a variety of contexts, including molecular autocatalysis, nuclear fission, population growth, inflation of the universe, viral social media posts, and financial markets. Yet literature on modeling the phenomenology of these stochastic dynamics has predominantly focused on one model, geometric Brownian motion (GBM), which can be described as the solution of a Langevin equation with linear drift and linear multiplicative noise. Using recent experimental results on stochastic exponential growth of individual bacterial cell sizes, we motivate the need for a more general class of phenomenological models of stochastic exponential growth, which are consistent with the observation that the mean-rescaled distributions are approximately stationary at long times. We show that this behavior is not consistent with GBM, instead it is consistent with power-law multiplicative noise with positive fractional powers. Therefore, we consider this general class of phenomenological models for stochastic exponential growth, provide analytical solutions, and identify the important dimensionless combination of model parameters, which determines the shape of the mean-rescaled distribution. We also provide a prescription for robustly inferring model parameters from experimentally observed stochastic growth trajectories.
Calibration of the ALLEGRO resonant detector
Energy Technology Data Exchange (ETDEWEB)
McHugh, Martin P [Department of Physics, Loyola University, New Orleans, Louisiana 70118 (United States); Johnson, Warren W [Department of Physics and Astronomy, Louisiana State University, Baton Rouge, Louisiana 70803 (United States); Hamilton, William O [Department of Physics and Astronomy, Louisiana State University, Baton Rouge, Louisiana 70803 (United States); Hanson, Jonathan [Department of Physics and Astronomy, Louisiana State University, Baton Rouge, Louisiana 70803 (United States); Heng, Ik Siong [University of Glasgow, Glasgow G12 8QQ (United Kingdom); McNeese, Daniel [Department of Physics, Loyola University, New Orleans, Louisiana 70118 (United States); Miller, Phillip [Department of Physics and Astronomy, Louisiana State University, Baton Rouge, Louisiana 70803 (United States); Nettles, Damon [Department of Physics and Astronomy, Louisiana State University, Baton Rouge, Louisiana 70803 (United States); Weaver, Jordan [Department of Physics and Astronomy, Louisiana State University, Baton Rouge, Louisiana 70803 (United States); Zhang Ping [Department of Physics and Astronomy, Louisiana State University, Baton Rouge, Louisiana 70803 (United States)
2005-09-21
We describe a method for calibrating the ALLEGRO resonant detector. The resulting response function can be used to transform the observed data backwards to gravitational strain data. These data are the input to a cross-correlation analysis to search for stochastic gravitational waves.
On Resonant Heating Below the Cyclotron Frequency
International Nuclear Information System (INIS)
Chen, Liu; Lin, Zhihong; White, R.
2001-01-01
Resonant heating of particles by an electrostatic wave propagating perpendicular to a confining uniform magnetic field is examined. It is shown that, with a sufficiently large wave amplitude, significant perpendicular stochastic heating can be obtained with wave frequency at a fraction of the cyclotron frequency
Shear Layer Dynamics in Resonating Cavity Flows
National Research Council Canada - National Science Library
Ukeiley, Lawrence
2004-01-01
.... The PIV data was also combined with the surface pressure measurements through the application of the Quadratic Stochastic Estimation procedure to provide time resolved snapshots of the flow field. Examination of these results indicate the strong pumping action of the cavity regardless of whether resonance existed and was used to visualize the large scale structures interacting with the aft wall.
Calibration of the ALLEGRO resonant detector
International Nuclear Information System (INIS)
McHugh, Martin P; Johnson, Warren W; Hamilton, William O; Hanson, Jonathan; Heng, Ik Siong; McNeese, Daniel; Miller, Phillip; Nettles, Damon; Weaver, Jordan; Zhang Ping
2005-01-01
We describe a method for calibrating the ALLEGRO resonant detector. The resulting response function can be used to transform the observed data backwards to gravitational strain data. These data are the input to a cross-correlation analysis to search for stochastic gravitational waves
Stochastic Effects in Microstructure
Directory of Open Access Journals (Sweden)
Glicksman M.E.
2002-01-01
Full Text Available We are currently studying microstructural responses to diffusion-limited coarsening in two-phase materials. A mathematical solution to late-stage multiparticle diffusion in finite systems is formulated with account taken of particle-particle interactions and their microstructural correlations, or "locales". The transition from finite system behavior to that for an infinite microstructure is established analytically. Large-scale simulations of late-stage phase coarsening dynamics show increased fluctuations with increasing volume fraction, Vv, of the mean flux entering or leaving particles of a given size class. Fluctuations about the mean flux were found to depend on the scaled particle size, R/, where R is the radius of a particle and is the radius of the dispersoid averaged over the population within the microstructure. Specifically, small (shrinking particles tend to display weak fluctuations about their mean flux, whereas particles of average, or above average size, exhibit strong fluctuations. Remarkably, even in cases of microstructures with a relatively small volume fraction (Vv ~ 10-4, the particle size distribution is broader than that for the well-known Lifshitz-Slyozov limit predicted at zero volume fraction. The simulation results reported here provide some additional surprising insights into the effect of diffusion interactions and stochastic effects during evolution of a microstructure, as it approaches its thermodynamic end-state.
Adaptation in stochastic environments
Clark, Colib
1993-01-01
The classical theory of natural selection, as developed by Fisher, Haldane, and 'Wright, and their followers, is in a sense a statistical theory. By and large the classical theory assumes that the underlying environment in which evolution transpires is both constant and stable - the theory is in this sense deterministic. In reality, on the other hand, nature is almost always changing and unstable. We do not yet possess a complete theory of natural selection in stochastic environ ments. Perhaps it has been thought that such a theory is unimportant, or that it would be too difficult. Our own view is that the time is now ripe for the development of a probabilistic theory of natural selection. The present volume is an attempt to provide an elementary introduction to this probabilistic theory. Each author was asked to con tribute a simple, basic introduction to his or her specialty, including lively discussions and speculation. We hope that the book contributes further to the understanding of the roles of "Cha...
Kallianpur, Gopinath; Hida, Takeyuki
1987-01-01
The use of probabilistic methods in the biological sciences has been so well established by now that mathematical biology is regarded by many as a distinct dis cipline with its own repertoire of techniques. The purpose of the Workshop on sto chastic methods in biology held at Nagoya University during the week of July 8-12, 1985, was to enable biologists and probabilists from Japan and the U. S. to discuss the latest developments in their respective fields and to exchange ideas on the ap plicability of the more recent developments in stochastic process theory to problems in biology. Eighteen papers were presented at the Workshop and have been grouped under the following headings: I. Population genetics (five papers) II. Measure valued diffusion processes related to population genetics (three papers) III. Neurophysiology (two papers) IV. Fluctuation in living cells (two papers) V. Mathematical methods related to other problems in biology, epidemiology, population dynamics, etc. (six papers) An important f...
Stochastic partial differential equations
Lototsky, Sergey V
2017-01-01
Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs. It covers the main types of equations (elliptic, hyperbolic and parabolic) and discusses different types of random forcing. The objective is to give the reader the necessary tools to understand the proofs of existing theorems about SPDEs (from other sources) and perhaps even to formulate and prove a few new ones. Most of the material could be covered in about 40 hours of lectures, as long as not too much time is spent on the general discussion of stochastic analysis in infinite dimensions. As the subject of SPDEs is currently making the transition from the research level to that of a graduate or even undergraduate course, the book attempts to present enough exercise material to fill potential exams and homework assignments. Exercises appear throughout and are usually directly connected ...
AA, stochastic precooling kicker
CERN PhotoLab
1980-01-01
The freshly injected antiprotons were subjected to fast stochastic "precooling", while a shutter shielded the deeply cooled antiproton stack from the violent action of the precooling kicker. In this picture, the injection orbit is to the left, the stack orbit to the far right, the separating shutter is in open position. After several seconds of precooling (in momentum and in the vertical plane), the shutter was opened briefly, so that by means of RF the precooled antiprotons could be transferred to the stack tail, where they were subjected to further cooling in momentum and both transverse planes, until they ended up, deeply cooled, in the stack core. The fast shutter, which had to open and close in a fraction of a second was an essential item of the cooling scheme and a mechanical masterpiece. Here the shutter is in the open position. The precooling pickups were of the same design, with the difference that the kickers had cooling circuits and the pickups not. 8401150 shows a precooling pickup with the shutte...
Resonant diphoton phenomenology simplified
International Nuclear Information System (INIS)
Panico, Giuliano; Vecchi, Luca; Wulzer, Andrea
2016-01-01
A framework is proposed to describe resonant diphoton phenomenology at hadron colliders in full generality. It can be employed for a comprehensive model-independent interpretation of the experimental data. Within the general framework, few benchmark scenarios are defined as representative of the various phenomenological options and/or of motivated new physics scenarios. Their usage is illustrated by performing a characterization of the 750 GeV excess, based on a recast of available experimental results. We also perform an assessment of which properties of the resonance could be inferred, after discovery, by a careful experimental study of the diphoton distributions. These include the spin J of the new particle and its dominant production mode. Partial information on its CP-parity can also be obtained, but only for J≥2. The complete determination of the resonance CP properties requires studying the pattern of the initial state radiation that accompanies the resonant diphoton production.
Meijerink, Arjan; Molisch, Andreas F.
2014-01-01
The physical motivation and interpretation of the stochastic propagation channel model of Saleh and Valenzuela are discussed in detail. This motivation mainly relies on assumptions on the stochastic properties of the positions of transmitter, receiver and scatterers in the propagation environment,
Improving Sensorimotor Function Using Stochastic Vestibular Stimulation
Galvan, R. C.; Clark, T. K.; Merfeld, D. M.; Bloomberg, J. J.; Mulavara, A. P.; Oman, C. M.
2014-01-01
Astronauts experience sensorimotor changes during spaceflight, particularly during G-transition phases. Post flight sensorimotor changes may include postural and gait instability, spatial disorientation, and visual performance decrements, all of which can degrade operational capabilities of the astronauts and endanger the crew. Crewmember safety would be improved if these detrimental effects of spaceflight could be mitigated by a sensorimotor countermeasure and even further if adaptation to baseline could be facilitated. The goal of this research is to investigate the potential use of stochastic vestibular stimulation (SVS) as a technology to improve sensorimotor function. We hypothesize that low levels of SVS will improve sensorimotor performance through stochastic resonance (SR). The SR phenomenon 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. Two studies have been initiated to investigate the beneficial effects and potential practical usage of SVS. In both studies, electrical vestibular stimulation is applied via electrodes on the mastoid processes using a constant current stimulator. The first study aims to determine the repeatability of the effect of vestibular stimulation on sensorimotor performance and perception in order to better understand the practical use of SVS. The beneficial effect of low levels of SVS on balance performance has been shown in the past. This research uses the same balance task repeated multiple times within a day and across days to study the repeatability of the stimulation effects. The balance test consists of 50 sec trials in which the subject stands with his or her feet together, arms crossed, and eyes closed on compliant foam. Varying levels of SVS, ranging from 0-700 micro A, are applied across different trials. The subject-specific optimal SVS level is that which results in the best balance performance as measured by inertial
Mkhitaryan, V. V.; Danilović, D.; Hippola, C.; Raikh, M. E.; Shinar, J.
2018-01-01
We present a comparative theoretical study of magnetic resonance within the polaron pair recombination (PPR) and the triplet exciton-polaron quenching (TPQ) models. Both models have been invoked to interpret the photoluminescence detected magnetic resonance (PLDMR) results in π -conjugated materials and devices. We show that resonance line shapes calculated within the two models differ dramatically in several regards. First, in the PPR model, the line shape exhibits unusual behavior upon increasing the microwave power: it evolves from fully positive at weak power to fully negative at strong power. In contrast, in the TPQ model, the PLDMR is completely positive, showing a monotonic saturation. Second, the two models predict different dependencies of the resonance signal on the photoexcitation power, PL. At low PL, the resonance amplitude Δ I /I is ∝PL within the PPR model, while it is ∝PL2 crossing over to PL3 within the TPQ model. On the physical level, the differences stem from different underlying spin dynamics. Most prominently, a negative resonance within the PPR model has its origin in the microwave-induced spin-Dicke effect, leading to the resonant quenching of photoluminescence. The spin-Dicke effect results from the spin-selective recombination, leading to a highly correlated precession of the on-resonance pair partners under the strong microwave power. This effect is not relevant for TPQ mechanism, where the strong zero-field splitting renders the majority of triplets off resonance. On the technical level, the analytical evaluation of the line shapes for the two models is enabled by the fact that these shapes can be expressed via the eigenvalues of a complex Hamiltonian. This bypasses the necessity of solving the much larger complex linear system of the stochastic Liouville equations. Our findings pave the way towards a reliable discrimination between the two mechanisms via cw PLDMR.
Ion stochastic heating by obliquely propagating magnetosonic waves
International Nuclear Information System (INIS)
Gao Xinliang; Lu Quanming; Wu Mingyu; Wang Shui
2012-01-01
The ion motions in obliquely propagating Alfven waves with sufficiently large amplitudes have already been studied by Chen et al.[Phys. Plasmas 8, 4713 (2001)], and it was found that the ion motions are stochastic when the wave frequency is at a fraction of the ion gyro-frequency. In this paper, with test particle simulations, we investigate the ion motions in obliquely propagating magnetosonic waves and find that the ion motions also become stochastic when the amplitude of the magnetosonic waves is sufficiently large due to the resonance at sub-cyclotron frequencies. Similar to the Alfven wave, the increase of the propagating angle, wave frequency, and the number of the wave modes can lower the stochastic threshold of the ion motions. However, because the magnetosonic waves become more and more compressive with the increase of the propagating angle, the decrease of the stochastic threshold with the increase of the propagating angle is more obvious in the magnetosonic waves than that in the Alfven waves.
Stochastic population oscillations in spatial predator-prey models
International Nuclear Information System (INIS)
Taeuber, Uwe C
2011-01-01
It is well-established that including spatial structure and stochastic noise in models for predator-prey interactions invalidates the classical deterministic Lotka-Volterra picture of neutral population cycles. In contrast, stochastic models yield long-lived, but ultimately decaying erratic population oscillations, which can be understood through a resonant amplification mechanism for density fluctuations. In Monte Carlo simulations of spatial stochastic predator-prey systems, one observes striking complex spatio-temporal structures. These spreading activity fronts induce persistent correlations between predators and prey. In the presence of local particle density restrictions (finite prey carrying capacity), there exists an extinction threshold for the predator population. The accompanying continuous non-equilibrium phase transition is governed by the directed-percolation universality class. We employ field-theoretic methods based on the Doi-Peliti representation of the master equation for stochastic particle interaction models to (i) map the ensuing action in the vicinity of the absorbing state phase transition to Reggeon field theory, and (ii) to quantitatively address fluctuation-induced renormalizations of the population oscillation frequency, damping, and diffusion coefficients in the species coexistence phase.
Stochastic Gabor reflectivity and acoustic impedance inversion
Hariri Naghadeh, Diako; Morley, Christopher Keith; Ferguson, Angus John
2018-02-01
To delineate subsurface lithology to estimate petrophysical properties of a reservoir, it is possible to use acoustic impedance (AI) which is the result of seismic inversion. To change amplitude to AI, removal of wavelet effects from the seismic signal in order to get a reflection series, and subsequently transforming those reflections to AI, is vital. To carry out seismic inversion correctly it is important to not assume that the seismic signal is stationary. However, all stationary deconvolution methods are designed following that assumption. To increase temporal resolution and interpretation ability, amplitude compensation and phase correction are inevitable. Those are pitfalls of stationary reflectivity inversion. Although stationary reflectivity inversion methods are trying to estimate reflectivity series, because of incorrect assumptions their estimations will not be correct, but may be useful. Trying to convert those reflection series to AI, also merging with the low frequency initial model, can help us. The aim of this study was to apply non-stationary deconvolution to eliminate time variant wavelet effects from the signal and to convert the estimated reflection series to the absolute AI by getting bias from well logs. To carry out this aim, stochastic Gabor inversion in the time domain was used. The Gabor transform derived the signal’s time-frequency analysis and estimated wavelet properties from different windows. Dealing with different time windows gave an ability to create a time-variant kernel matrix, which was used to remove matrix effects from seismic data. The result was a reflection series that does not follow the stationary assumption. The subsequent step was to convert those reflections to AI using well information. Synthetic and real data sets were used to show the ability of the introduced method. The results highlight that the time cost to get seismic inversion is negligible related to general Gabor inversion in the frequency domain. Also
Transit time for resonant tunneling
International Nuclear Information System (INIS)
Garcia Calderon, G.; Rubio, A.
1990-09-01
This work considers properties of the partial widths in one dimensional elastic resonant tunneling in order to propose a transit-time τ tr = (h/2π)/Γ n T res ) where Γ n is the elastic width and T res the transmission coefficient at resonance energy. This time is interpreted as an average over the resonance energy width. It is shown that the tunneling current density integrated across a sharp resonance is inversely proportional to τ tr . This transit time may be much larger than the values predicted by other definitions. (author). 20 refs
DEFF Research Database (Denmark)
Auken, Sune
2015-01-01
Despite the immensity of genre studies as well as studies in interpretation, our understanding of the relationship between genre and interpretation is sketchy at best. The article attempts to unravel some of intricacies of that relationship through an analysis of the generic interpretation carrie...
Engineering Definitional Interpreters
DEFF Research Database (Denmark)
Midtgaard, Jan; Ramsay, Norman; Larsen, Bradford
2013-01-01
A definitional interpreter should be clear and easy to write, but it may run 4--10 times slower than a well-crafted bytecode interpreter. In a case study focused on implementation choices, we explore ways of making definitional interpreters faster without expending much programming effort. We imp...
International Nuclear Information System (INIS)
Tsel'nik, F.A.
1989-01-01
It is shown that hypothesis about universal brownian movement can be interpreted from the viewpoint of traditional concepts of quantum theory, relating statistical character of description with uncontrolled particles interaction with measuring instrument. The explanation of the scheme of quantum mechanics by scattering on test bodies settles the known paradox: classical mechanics is the limiting case of quantum mechanics. Hamiltonians are constructed according to classical analogs. Particle movement is described by correlation with test bodies, moving in a classic way. In real experiments test bodies in apparent form are absent but the instruments are finally calibrated according to them and here the scattering is significant
Noise transmission and delay-induced stochastic oscillations in biochemical network motifs
International Nuclear Information System (INIS)
Liu Sheng-Jun; Wang Qi; Liu Bo; Yan Shi-Wei; Sakata Fumihiko
2011-01-01
With the aid of stochastic delayed-feedback differential equations, we derive an analytic expression for the power spectra of reacting molecules included in a generic biological network motif that is incorporated with a feedback mechanism and time delays in gene regulation. We systematically analyse the effects of time delays, the feedback mechanism, and biological stochasticity on the power spectra. It has been clarified that the time delays together with the feedback mechanism can induce stochastic oscillations at the molecular level and invalidate the noise addition rule for a modular description of the noise propagator. Delay-induced stochastic resonance can be expected, which is related to the stability loss of the reaction systems and Hopf bifurcation occurring for solutions of the corresponding deterministic reaction equations. Through the analysis of the power spectrum, a new approach is proposed to estimate the oscillation period. (interdisciplinary physics and related areas of science and technology)
Stochastic models: theory and simulation.
Energy Technology Data Exchange (ETDEWEB)
Field, Richard V., Jr.
2008-03-01
Many problems in applied science and engineering involve physical phenomena that behave randomly in time and/or space. Examples are diverse and include turbulent flow over an aircraft wing, Earth climatology, material microstructure, and the financial markets. Mathematical models for these random phenomena are referred to as stochastic processes and/or random fields, and Monte Carlo simulation is the only general-purpose tool for solving problems of this type. The use of Monte Carlo simulation requires methods and algorithms to generate samples of the appropriate stochastic model; these samples then become inputs and/or boundary conditions to established deterministic simulation codes. While numerous algorithms and tools currently exist to generate samples of simple random variables and vectors, no cohesive simulation tool yet exists for generating samples of stochastic processes and/or random fields. There are two objectives of this report. First, we provide some theoretical background on stochastic processes and random fields that can be used to model phenomena that are random in space and/or time. Second, we provide simple algorithms that can be used to generate independent samples of general stochastic models. The theory and simulation of random variables and vectors is also reviewed for completeness.
Stochastic Still Water Response Model
DEFF Research Database (Denmark)
Friis-Hansen, Peter; Ditlevsen, Ove Dalager
2002-01-01
In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model is...... out that an important parameter of the stochastic cargo field model is the mean number of containers delivered by each customer.......In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model...... is to establish the stochastic load field conditional on a given draft and trim of the vessel. The model contributes to a realistic modelling of the stochastic load processes to be used in a reliability evaluation of the ship hull. Emphasis is given to container vessels. The formulation of the model for obtaining...
Stochastic quantization of Einstein gravity
International Nuclear Information System (INIS)
Rumpf, H.
1986-01-01
We determine a one-parameter family of covariant Langevin equations for the metric tensor of general relativity corresponding to DeWitt's one-parameter family of supermetrics. The stochastic source term in these equations can be expressed in terms of a Gaussian white noise upon the introduction of a stochastic tetrad field. The only physically acceptable resolution of a mathematical ambiguity in the ansatz for the source term is the adoption of Ito's calculus. By taking the formal equilibrium limit of the stochastic metric a one-parameter family of covariant path-integral measures for general relativity is obtained. There is a unique parameter value, distinguished by any one of the following three properties: (i) the metric is harmonic with respect to the supermetric, (ii) the path-integral measure is that of DeWitt, (iii) the supermetric governs the linearized Einstein dynamics. Moreover the Feynman propagator corresponding to this parameter is causal. Finally we show that a consistent stochastic perturbation theory gives rise to a new type of diagram containing ''stochastic vertices.''
Campo, M. A.; Lopez, J. J.; Rebole, J. P.
2012-04-01
This work was carried out in north of Spain. San Sebastian A meteorological station, where there are available precipitation records every ten minutes was selected. Precipitation data covers from October of 1927 to September of 1997. Pulse models describe the temporal process of rainfall as a succession of rainy cells, main storm, whose origins are distributed in time according to a Poisson process and a secondary process that generates a random number of cells of rain within each storm. Among different pulse models, the Bartlett-Lewis was used. On the other hand, alternative renewal processes and Markov chains describe the way in which the process will evolve in the future depending only on the current state. Therefore they are nor dependant on past events. Two basic processes are considered when describing the occurrence of rain: the alternation of wet and dry periods and temporal distribution of rainfall in each rain event, which determines the rainwater collected in each of the intervals that make up the rain. This allows the introduction of alternative renewal processes and Markov chains of three states, where interstorm time is given by either of the two dry states, short or long. Thus, the stochastic model of Markov chains tries to reproduce the basis of pulse models: the succession of storms, each one composed for a series of rain, separated by a short interval of time without theoretical complexity of these. In a first step, we analyzed all variables involved in the sequential process of the rain: rain event duration, event duration of non-rain, average rainfall intensity in rain events, and finally, temporal distribution of rainfall within the rain event. Additionally, for pulse Bartlett-Lewis model calibration, main descriptive statistics were calculated for each month, considering the process of seasonal rainfall in each month. In a second step, both models were calibrated. Finally, synthetic series were simulated with calibration parameters; series
Stacking with stochastic cooling
Energy Technology Data Exchange (ETDEWEB)
Caspers, Fritz E-mail: Fritz.Caspers@cern.ch; Moehl, Dieter
2004-10-11
Accumulation of large stacks of antiprotons or ions with the aid of stochastic cooling is more delicate than cooling a constant intensity beam. Basically the difficulty stems from the fact that the optimized gain and the cooling rate are inversely proportional to the number of particles 'seen' by the cooling system. Therefore, to maintain fast stacking, the newly injected batch has to be strongly 'protected' from the Schottky noise of the stack. Vice versa the stack has to be efficiently 'shielded' against the high gain cooling system for the injected beam. In the antiproton accumulators with stacking ratios up to 10{sup 5} the problem is solved by radial separation of the injection and the stack orbits in a region of large dispersion. An array of several tapered cooling systems with a matched gain profile provides a continuous particle flux towards the high-density stack core. Shielding of the different systems from each other is obtained both through the spatial separation and via the revolution frequencies (filters). In the 'old AA', where the antiproton collection and stacking was done in one single ring, the injected beam was further shielded during cooling by means of a movable shutter. The complexity of these systems is very high. For more modest stacking ratios, one might use azimuthal rather than radial separation of stack and injected beam. Schematically half of the circumference would be used to accept and cool new beam and the remainder to house the stack. Fast gating is then required between the high gain cooling of the injected beam and the low gain stack cooling. RF-gymnastics are used to merge the pre-cooled batch with the stack, to re-create free space for the next injection, and to capture the new batch. This scheme is less demanding for the storage ring lattice, but at the expense of some reduction in stacking rate. The talk reviews the 'radial' separation schemes and also gives some
Fundamentals of stochastic nature sciences
Klyatskin, Valery I
2017-01-01
This book addresses the processes of stochastic structure formation in two-dimensional geophysical fluid dynamics based on statistical analysis of Gaussian random fields, as well as stochastic structure formation in dynamic systems with parametric excitation of positive random fields f(r,t) described by partial differential equations. Further, the book considers two examples of stochastic structure formation in dynamic systems with parametric excitation in the presence of Gaussian pumping. In dynamic systems with parametric excitation in space and time, this type of structure formation either happens – or doesn’t! However, if it occurs in space, then this almost always happens (exponentially quickly) in individual realizations with a unit probability. In the case considered, clustering of the field f(r,t) of any nature is a general feature of dynamic fields, and one may claim that structure formation is the Law of Nature for arbitrary random fields of such type. The study clarifies the conditions under wh...
Stochastic models of cell motility
DEFF Research Database (Denmark)
Gradinaru, Cristian
2012-01-01
Cell motility and migration are central to the development and maintenance of multicellular organisms, and errors during this process can lead to major diseases. Consequently, the mechanisms and phenomenology of cell motility are currently under intense study. In recent years, a new...... interdisciplinary field focusing on the study of biological processes at the nanoscale level, with a range of technological applications in medicine and biological research, has emerged. The work presented in this thesis is at the interface of cell biology, image processing, and stochastic modeling. The stochastic...... models introduced here are based on persistent random motion, which I apply to real-life studies of cell motility on flat and nanostructured surfaces. These models aim to predict the time-dependent position of cell centroids in a stochastic manner, and conversely determine directly from experimental...
Stochastic Modelling of Hydrologic Systems
DEFF Research Database (Denmark)
Jonsdottir, Harpa
2007-01-01
In this PhD project several stochastic modelling methods are studied and applied on various subjects in hydrology. The research was prepared at Informatics and Mathematical Modelling at the Technical University of Denmark. The thesis is divided into two parts. The first part contains...... an introduction and an overview of the papers published. Then an introduction to basic concepts in hydrology along with a description of hydrological data is given. Finally an introduction to stochastic modelling is given. The second part contains the research papers. In the research papers the stochastic methods...... are described, as at the time of publication these methods represent new contribution to hydrology. The second part also contains additional description of software used and a brief introduction to stiff systems. The system in one of the papers is stiff....
Stochastic quantization of general relativity
International Nuclear Information System (INIS)
Rumpf, H.
1986-01-01
Following an elementary exposition of the basic mathematical concepts used in the theory of stochastic relaxation processes the stochastic quantization method of Parisi and Wu is briefly reviewed. The method is applied to Einstein's theory of gravitation using a formalism that is manifestly covariant with respect to field redefinitions. This requires the adoption of Ito's calculus and the introduction of a metric in field configuration space, for which there is a unique candidate. Due to the indefiniteness of the Euclidean Einstein-Hilbert action stochastic quantization is generalized to the pseudo-Riemannian case. It is formally shown to imply the DeWitt path integral measure. Finally a new type of perturbation theory is developed. (Author)
Applied probability and stochastic processes
Sumita, Ushio
1999-01-01
Applied Probability and Stochastic Processes is an edited work written in honor of Julien Keilson. This volume has attracted a host of scholars in applied probability, who have made major contributions to the field, and have written survey and state-of-the-art papers on a variety of applied probability topics, including, but not limited to: perturbation method, time reversible Markov chains, Poisson processes, Brownian techniques, Bayesian probability, optimal quality control, Markov decision processes, random matrices, queueing theory and a variety of applications of stochastic processes. The book has a mixture of theoretical, algorithmic, and application chapters providing examples of the cutting-edge work that Professor Keilson has done or influenced over the course of his highly-productive and energetic career in applied probability and stochastic processes. The book will be of interest to academic researchers, students, and industrial practitioners who seek to use the mathematics of applied probability i...
Stochastic Resonance and First Arrival Time for Excitable Systems
Duki, Solomon Fekade; Taye, Mesfin Asfaw
2018-06-01
We study the noise induced thermally activated barrier crossing of Brownian particles that hop in a piecewise linear potential. Using the exact analytic solutions and via numerical simulations not only we explore the dependence for the first passage time of a single particle but also we calculate the first arrival time for one particle out of N particles. The first arrival time decreases as the number of particles increases as expected. We then explore the thermally activated barrier crossing rate of the system in the presence of time varying signal. The dependence of signal to noise ratio SNR as well as the power amplification (η ) on model parameters is explored. η and SNR depict a pronounced peak at particular noise strength. In the presence of N particles, η is considerably amplified as N steps up showing the weak periodic signal plays a vital role in controlling the noise induced dynamics of the system. Moreover, for the sake of generality, the viscous friction γ is considered to decrease exponentially when the temperature T of the medium increases (γ =Be^{-A T}) as proposed originally by Reynolds (Philos Trans R Soc Lond 177:157, 1886).
The phenomenon of tristable stochastic resonance driven by -noise
Indian Academy of Sciences (India)
Yulei Liu
2017-10-25
Oct 25, 2017 ... signal detection methods can be divided into three major categories: matched ... which attracts lots of attention from many scholars. The utility of ..... sity function and distribution function have no explicit expression except for ...
Augmentation of Sensorimotor Adaptability Using Stochastic Resonance Technologies
National Aeronautics and Space Administration — Astronauts experience sensorimotor dysfunction during adaption to g-transitions that occur when entering and exiting microgravity. These sensorimotor disturbances...
Stochastic geometry for image analysis
Descombes, Xavier
2013-01-01
This book develops the stochastic geometry framework for image analysis purpose. Two main frameworks are described: marked point process and random closed sets models. We derive the main issues for defining an appropriate model. The algorithms for sampling and optimizing the models as well as for estimating parameters are reviewed. Numerous applications, covering remote sensing images, biological and medical imaging, are detailed. This book provides all the necessary tools for developing an image analysis application based on modern stochastic modeling.
Stochastic methods in quantum mechanics
Gudder, Stanley P
2005-01-01
Practical developments in such fields as optical coherence, communication engineering, and laser technology have developed from the applications of stochastic methods. This introductory survey offers a broad view of some of the most useful stochastic methods and techniques in quantum physics, functional analysis, probability theory, communications, and electrical engineering. Starting with a history of quantum mechanics, it examines both the quantum logic approach and the operational approach, with explorations of random fields and quantum field theory.The text assumes a basic knowledge of fun
STOCHASTIC METHODS IN RISK ANALYSIS
Directory of Open Access Journals (Sweden)
Vladimíra OSADSKÁ
2017-06-01
Full Text Available In this paper, we review basic stochastic methods which can be used to extend state-of-the-art deterministic analytical methods for risk analysis. We can conclude that the standard deterministic analytical methods highly depend on the practical experience and knowledge of the evaluator and therefore, the stochastic methods should be introduced. The new risk analysis methods should consider the uncertainties in input values. We present how large is the impact on the results of the analysis solving practical example of FMECA with uncertainties modelled using Monte Carlo sampling.
Stochastic dynamics of new inflation
International Nuclear Information System (INIS)
Nakao, Ken-ichi; Nambu, Yasusada; Sasaki, Misao.
1988-07-01
We investigate thoroughly the dynamics of an inflation-driving scalar field in terms of an extended version of the stochastic approach proposed by Starobinsky and discuss the spacetime structure of the inflationary universe. To avoid any complications which might arise due to quantum gravity, we concentrate our discussions on the new inflationary universe scenario in which all the energy scales involved are well below the planck mass. The investigation is done both analytically and numerically. In particular, we present a full numerical analysis of the stochastic scalar field dynamics on the phase space. Then implications of the results are discussed. (author)
Probability, Statistics, and Stochastic Processes
Olofsson, Peter
2011-01-01
A mathematical and intuitive approach to probability, statistics, and stochastic processes This textbook provides a unique, balanced approach to probability, statistics, and stochastic processes. Readers gain a solid foundation in all three fields that serves as a stepping stone to more advanced investigations into each area. This text combines a rigorous, calculus-based development of theory with a more intuitive approach that appeals to readers' sense of reason and logic, an approach developed through the author's many years of classroom experience. The text begins with three chapters that d
Stochastic geometry and its applications
Chiu, Sung Nok; Kendall, Wilfrid S; Mecke, Joseph
2013-01-01
An extensive update to a classic text Stochastic geometry and spatial statistics play a fundamental role in many modern branches of physics, materials sciences, engineering, biology and environmental sciences. They offer successful models for the description of random two- and three-dimensional micro and macro structures and statistical methods for their analysis. The previous edition of this book has served as the key reference in its field for over 18 years and is regarded as the best treatment of the subject of stochastic geometry, both as a subject with vital a
Algebraic and stochastic coding theory
Kythe, Dave K
2012-01-01
Using a simple yet rigorous approach, Algebraic and Stochastic Coding Theory makes the subject of coding theory easy to understand for readers with a thorough knowledge of digital arithmetic, Boolean and modern algebra, and probability theory. It explains the underlying principles of coding theory and offers a clear, detailed description of each code. More advanced readers will appreciate its coverage of recent developments in coding theory and stochastic processes. After a brief review of coding history and Boolean algebra, the book introduces linear codes, including Hamming and Golay codes.
Stochastic and infinite dimensional analysis
Carpio-Bernido, Maria; Grothaus, Martin; Kuna, Tobias; Oliveira, Maria; Silva, José
2016-01-01
This volume presents a collection of papers covering applications from a wide range of systems with infinitely many degrees of freedom studied using techniques from stochastic and infinite dimensional analysis, e.g. Feynman path integrals, the statistical mechanics of polymer chains, complex networks, and quantum field theory. Systems of infinitely many degrees of freedom create their particular mathematical challenges which have been addressed by different mathematical theories, namely in the theories of stochastic processes, Malliavin calculus, and especially white noise analysis. These proceedings are inspired by a conference held on the occasion of Prof. Ludwig Streit’s 75th birthday and celebrate his pioneering and ongoing work in these fields.
International Nuclear Information System (INIS)
Shore, B.W.
1977-01-01
The long-time average of level populations in a coherently-excited anharmonic sequence of energy levels (e.g., an anharmonic oscillator) exhibits sharp resonances as a function of laser frequency. For simple linearly-increasing anharmonicity, each resonance is a superposition of various multiphoton resonances (e.g., a superposition of 3, 5, 7, . . . photon resonances), each having its own characteristic width predictable from perturbation theory
A Fractionally Integrated Wishart Stochastic Volatility Model
M. Asai (Manabu); M.J. McAleer (Michael)
2013-01-01
textabstractThere has recently been growing interest in modeling and estimating alternative continuous time multivariate stochastic volatility models. We propose a continuous time fractionally integrated Wishart stochastic volatility (FIWSV) process. We derive the conditional Laplace transform of
Exact Algorithms for Solving Stochastic Games
DEFF Research Database (Denmark)
Hansen, Kristoffer Arnsfelt; Koucky, Michal; Lauritzen, Niels
2012-01-01
Shapley's discounted stochastic games, Everett's recursive games and Gillette's undiscounted stochastic games are classical models of game theory describing two-player zero-sum games of potentially infinite duration. We describe algorithms for exactly solving these games....
Transport properties of stochastic Lorentz models
Beijeren, H. van
Diffusion processes are considered for one-dimensional stochastic Lorentz models, consisting of randomly distributed fixed scatterers and one moving light particle. In waiting time Lorentz models the light particle makes instantaneous jumps between scatterers after a stochastically distributed
Theory, technology, and technique of stochastic cooling
International Nuclear Information System (INIS)
Marriner, J.
1993-10-01
The theory and technological implementation of stochastic cooling is described. Theoretical and technological limitations are discussed. Data from existing stochastic cooling systems are shown to illustrate some useful techniques
Directory of Open Access Journals (Sweden)
Michelle Hawkins
2013-11-01
Full Text Available Eukaryotic genome replication is stochastic, and each cell uses a different cohort of replication origins. We demonstrate that interpreting high-resolution Saccharomyces cerevisiae genome replication data with a mathematical model allows quantification of the stochastic nature of genome replication, including the efficiency of each origin and the distribution of termination events. Single-cell measurements support the inferred values for stochastic origin activation time. A strain, in which three origins were inactivated, confirmed that the distribution of termination events is primarily dictated by the stochastic activation time of origins. Cell-to-cell variability in origin activity ensures that termination events are widely distributed across virtually the whole genome. We propose that the heterogeneity in origin usage contributes to genome stability by limiting potentially deleterious events from accumulating at particular loci.
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
Stochastic modeling and analysis of telecoms networks
Decreusefond, Laurent
2012-01-01
This book addresses the stochastic modeling of telecommunication networks, introducing the main mathematical tools for that purpose, such as Markov processes, real and spatial point processes and stochastic recursions, and presenting a wide list of results on stability, performances and comparison of systems.The authors propose a comprehensive mathematical construction of the foundations of stochastic network theory: Markov chains, continuous time Markov chains are extensively studied using an original martingale-based approach. A complete presentation of stochastic recursions from an
Dynamical and hamiltonian dilations of stochastic processes
International Nuclear Information System (INIS)
Baumgartner, B.; Gruemm, H.-R.
1982-01-01
This is a study of the problem, which stochastic processes could arise from dynamical systems by loss of information. The notions of ''dilation'' and ''approximate dilation'' of a stochastic process are introduced to give exact definitions of this particular relationship. It is shown that every generalized stochastic process is approximately dilatable by a sequence of dynamical systems, but for stochastic processes in full generality one needs nets. (Author)
International Nuclear Information System (INIS)
Sigal, R.
1988-01-01
This book is an introduction to magnetic resonance imaging (MRI). The basic principles for the interpretation of MR images are developed. The book is divided into five chapters: introduction, tissue, parameters, acquisition parameters, contribution to diagnosis, and practical management of an MR examination. Eight exercises allow the reader to test the knowledge he has acquired. Signal localization and MR artefacts are reviewed in an appendix
Environmental vs Demographic Stochasticity in Population Growth
Braumann, C. A.
2010-01-01
Compares the effect on population growth of envinonmental stochasticity (random environmental variations described by stochastic differential equations) with demographic stochasticity (random variations in births and deaths described by branching processes and birth-and-death processes), in the density-independent and the density-dependent cases.
Stochastic diffusion models for substitutable technological innovations
Wang, L.; Hu, B.; Yu, X.
2004-01-01
Based on the analysis of firms' stochastic adoption behaviour, this paper first points out the necessity to build more practical stochastic models. And then, stochastic evolutionary models are built for substitutable innovation diffusion system. Finally, through the computer simulation of the
International Nuclear Information System (INIS)
EVANS, TE; MOYER, RA; THOMAS, PR; WATKINS, JG; OSBORNE, TH; BOEDO, JA; FENSTERMACHER, ME; FINKEN, KH; GROEBNER, RJ; GROTH, M; HARRIS, JH; LAHAYE, RJ; LASNIER, CJ; MASUZAKI, S; OHYABU, N; PRETTY, D; RHODES, TL; REIMERDES, H; RUDAKOV, DL; SCHAFFER, MJ; WANG, G; ZENG, L.
2003-01-01
OAK-B135 A stochastic magnetic boundary, produced by an externally applied edge resonant magnetic perturbation, is used to suppress large edge localized modes (ELMs) in high confinement (H-mode) plasmas. The resulting H-mode displays rapid, small oscillations with a bursty character modulated by a coherent 130 Hz envelope. The H-mode transport barrier is unaffected by the stochastic boundary. The core confinement of these discharges is unaffected, despite a three-fold drop in the toroidal rotation in the plasma core. These results demonstrate that stochastic boundaries are compatible with H-modes and may be attractive for ELM control in next-step burning fusion tokamaks
Evans, T E; Moyer, R A; Thomas, P R; Watkins, J G; Osborne, T H; Boedo, J A; Doyle, E J; Fenstermacher, M E; Finken, K H; Groebner, R J; Groth, M; Harris, J H; La Haye, R J; Lasnier, C J; Masuzaki, S; Ohyabu, N; Pretty, D G; Rhodes, T L; Reimerdes, H; Rudakov, D L; Schaffer, M J; Wang, G; Zeng, L
2004-06-11
A stochastic magnetic boundary, produced by an applied edge resonant magnetic perturbation, is used to suppress most large edge-localized modes (ELMs) in high confinement (H-mode) plasmas. The resulting H mode displays rapid, small oscillations with a bursty character modulated by a coherent 130 Hz envelope. The H mode transport barrier and core confinement are unaffected by the stochastic boundary, despite a threefold drop in the toroidal rotation. These results demonstrate that stochastic boundaries are compatible with H modes and may be attractive for ELM control in next-step fusion tokamaks.
Wilson, Donald A
2014-01-01
Base retracement on solid research and historically accurate interpretation Interpreting Land Records is the industry's most complete guide to researching and understanding the historical records germane to land surveying. Coverage includes boundary retracement and the primary considerations during new boundary establishment, as well as an introduction to historical records and guidance on effective research and interpretation. This new edition includes a new chapter titled "Researching Land Records," and advice on overcoming common research problems and insight into alternative resources wh
Statistical and stochastic aspects of the delocalization problem in quantum mechanics
International Nuclear Information System (INIS)
Claverie, P.; Diner, S.
1976-01-01
The space-time behaviour of electrons in atoms and molecules is reviewed. The wave conception of the electron is criticized and the poverty of the non-reductionist attitude is underlined. Further, the two main interpretations of quantum mechanics are recalled: the Copenhagen and the Statistical Interpretations. The meaning and the successes of the Statistical Interpretation are explained and it is shown that it does not solve all problems because quantum mechanics is irreducible to a classical statistical theory. The fluctuation of the particle number and its relationship to loge theory, delocalization and correlation is studied. Finally, different stochastic models for microphysics are reviewed. The markovian Fenyes-Nelson process allows an interpretation of the original heuristic considerations of Schroedinger. Non-markov processes with Schroedinger time evolution are shown to be equivalent to the base state analysis of Feynmann but they are unsatisfactory from a probabilistic point of view. Stochastic electrodynamics is presented as the most satisfactory conception nowadays
Double diffusivity model under stochastic forcing
Chattopadhyay, Amit K.; Aifantis, Elias C.
2017-05-01
The "double diffusivity" model was proposed in the late 1970s, and reworked in the early 1980s, as a continuum counterpart to existing discrete models of diffusion corresponding to high diffusivity paths, such as grain boundaries and dislocation lines. It was later rejuvenated in the 1990s to interpret experimental results on diffusion in polycrystalline and nanocrystalline specimens where grain boundaries and triple grain boundary junctions act as high diffusivity paths. Technically, the model pans out as a system of coupled Fick-type diffusion equations to represent "regular" and "high" diffusivity paths with "source terms" accounting for the mass exchange between the two paths. The model remit was extended by analogy to describe flow in porous media with double porosity, as well as to model heat conduction in media with two nonequilibrium local temperature baths, e.g., ion and electron baths. Uncoupling of the two partial differential equations leads to a higher-ordered diffusion equation, solutions of which could be obtained in terms of classical diffusion equation solutions. Similar equations could also be derived within an "internal length" gradient (ILG) mechanics formulation applied to diffusion problems, i.e., by introducing nonlocal effects, together with inertia and viscosity, in a mechanics based formulation of diffusion theory. While being remarkably successful in studies related to various aspects of transport in inhomogeneous media with deterministic microstructures and nanostructures, its implications in the presence of stochasticity have not yet been considered. This issue becomes particularly important in the case of diffusion in nanopolycrystals whose deterministic ILG-based theoretical calculations predict a relaxation time that is only about one-tenth of the actual experimentally verified time scale. This article provides the "missing link" in this estimation by adding a vital element in the ILG structure, that of stochasticity, that takes into
Perturbation theory from stochastic quantization
International Nuclear Information System (INIS)
Hueffel, H.
1984-01-01
By using a diagrammatical method it is shown that in scalar theories the stochastic quantization method of Parisi and Wu gives the usual perturbation series in Feynman diagrams. It is further explained how to apply the diagrammatical method to gauge theories, discussing the origin of ghost effects. (Author)
Stochastic Modelling of River Geometry
DEFF Research Database (Denmark)
Sørensen, John Dalsgaard; Schaarup-Jensen, K.
1996-01-01
Numerical hydrodynamic river models are used in a large number of applications to estimate critical events for rivers. These estimates are subject to a number of uncertainties. In this paper, the problem to evaluate these estimates using probabilistic methods is considered. Stochastic models for ...... for river geometries are formulated and a coupling between hydraulic computational methods and numerical reliability methods is presented....
Stochastic Processes in Epidemic Theory
Lefèvre, Claude; Picard, Philippe
1990-01-01
This collection of papers gives a representative cross-selectional view of recent developments in the field. After a survey paper by C. Lefèvre, 17 other research papers look at stochastic modeling of epidemics, both from a theoretical and a statistical point of view. Some look more specifically at a particular disease such as AIDS, malaria, schistosomiasis and diabetes.
Stochastic theory of grain growth
International Nuclear Information System (INIS)
Hu Haiyun; Xing Xiusan.
1990-11-01
The purpose of this note is to set up a stochastic theory of grain growth and to derive the statistical distribution function and the average value of the grain radius so as to match them with the experiment further. 8 refs, 1 fig
Stochastic vehicle routing with recourse
DEFF Research Database (Denmark)
Gørtz, Inge Li; Nagarajan, Viswanath; Saket, Rishi
2012-01-01
instantiations, a recourse route is computed - but costs here become more expensive by a factor λ. We present an O(log2n ·log(nλ))-approximation algorithm for this stochastic routing problem, under arbitrary distributions. The main idea in this result is relating StochVRP to a special case of submodular...
Universality in stochastic exponential growth.
Iyer-Biswas, Srividya; Crooks, Gavin E; Scherer, Norbert F; Dinner, Aaron R
2014-07-11
Recent imaging data for single bacterial cells reveal that their mean sizes grow exponentially in time and that their size distributions collapse to a single curve when rescaled by their means. An analogous result holds for the division-time distributions. A model is needed to delineate the minimal requirements for these scaling behaviors. We formulate a microscopic theory of stochastic exponential growth as a Master Equation that accounts for these observations, in contrast to existing quantitative models of stochastic exponential growth (e.g., the Black-Scholes equation or geometric Brownian motion). Our model, the stochastic Hinshelwood cycle (SHC), is an autocatalytic reaction cycle in which each molecular species catalyzes the production of the next. By finding exact analytical solutions to the SHC and the corresponding first passage time problem, we uncover universal signatures of fluctuations in exponential growth and division. The model makes minimal assumptions, and we describe how more complex reaction networks can reduce to such a cycle. We thus expect similar scalings to be discovered in stochastic processes resulting in exponential growth that appear in diverse contexts such as cosmology, finance, technology, and population growth.
Stochastic control of traffic patterns
DEFF Research Database (Denmark)
Gaididei, Yuri B.; Gorria, Carlos; Berkemer, Rainer
2013-01-01
A stochastic modulation of the safety distance can reduce traffic jams. It is found that the effect of random modulation on congestive flow formation depends on the spatial correlation of the noise. Jam creation is suppressed for highly correlated noise. The results demonstrate the advantage of h...
The fermion stochastic calculus I
International Nuclear Information System (INIS)
Streater, R.F.
1984-01-01
The author describes the stochastic calculus of quantum processes with fermions. After a description of the Clifford algebra as the csup(*)-algebra generated by spinor fields the damped harmonic oscillator with quantum noise is considered as example. Then the Clifford process is described. Finally the Ito-Clifford integral and the Ito-Clifford isometry are presented. (HSI)
Stochastic and Chaotic Relaxation Oscillations
Grasman, J.; Roerdink, J.B.T.M.
1988-01-01
For relaxation oscillators stochastic and chaotic dynamics are investigated. The effect of random perturbations upon the period is computed. For an extended system with additional state variables chaotic behavior can be expected. As an example, the Van der Pol oscillator is changed into a
Stochastic processes in mechanical engineering
Brouwers, J.J.H.
2006-01-01
Stochastic or random vibrations occur in a variety of applications of mechanicalengineering. Examples are: the dynamics of a vehicle on an irregular roadsurface; the variation in time of thermodynamic variables in municipal wasteincinerators due to fluctuations in heating value of the waste; the
Testing for Stochastic Dominance Efficiency
G.T. Post (Thierry); O. Linton; Y-J. Whang
2005-01-01
textabstractWe propose a new test of the stochastic dominance efficiency of a given portfolio over a class of portfolios. We establish its null and alternative asymptotic properties, and define a method for consistently estimating critical values. We present some numerical evidence that our
Network Analysis with Stochastic Grammars
2015-09-17
rules N = 0 //non-terminal index clusters = cluster(W) //number of clusters drive the number S productions //cluster function described in text...Essa, “Recognizing multitasked activities from video using stochastic context-free grammar,” AAAI/IAAI, pp. 770–776, 2002. [18] R. Nevatia, T. Zhao
Stochastic Volatility and DSGE Models
DEFF Research Database (Denmark)
Andreasen, Martin Møller
This paper argues that a specification of stochastic volatility commonly used to analyze the Great Moderation in DSGE models may not be appropriate, because the level of a process with this specification does not have conditional or unconditional moments. This is unfortunate because agents may...
American options under stochastic volatility
Chockalingam, A.; Muthuraman, K.
2011-01-01
The problem of pricing an American option written on an underlying asset with constant price volatility has been studied extensively in literature. Real-world data, however, demonstrate that volatility is not constant, and stochastic volatility models are used to account for dynamic volatility