Integrating remote sensing and spatially explicit epidemiological modeling

Science.gov (United States)

Finger, Flavio; Knox, Allyn; Bertuzzo, Enrico; Mari, Lorenzo; Bompangue, Didier; Gatto, Marino; Rinaldo, Andrea

2015-04-01

Spatially explicit epidemiological models are a crucial tool for the prediction of epidemiological patterns in time and space as well as for the allocation of health care resources. In addition they can provide valuable information about epidemiological processes and allow for the identification of environmental drivers of the disease spread. Most epidemiological models rely on environmental data as inputs. They can either be measured in the field by the means of conventional instruments or using remote sensing techniques to measure suitable proxies of the variables of interest. The later benefit from several advantages over conventional methods, including data availability, which can be an issue especially in developing, and spatial as well as temporal resolution of the data, which is particularly crucial for spatially explicit models. Here we present the case study of a spatially explicit, semi-mechanistic model applied to recurring cholera outbreaks in the Lake Kivu area (Democratic Republic of the Congo). The model describes the cholera incidence in eight health zones on the shore of the lake. Remotely sensed datasets of chlorophyll a concentration in the lake, precipitation and indices of global climate anomalies are used as environmental drivers. Human mobility and its effect on the disease spread is also taken into account. Several model configurations are tested on a data set of reported cases. The best models, accounting for different environmental drivers, and selected using the Akaike information criterion, are formally compared via cross validation. The best performing model accounts for seasonality, El Niño Southern Oscillation, precipitation and human mobility.

Stochastic calculus of protein filament formation under spatial confinement

Science.gov (United States)

Michaels, Thomas C. T.; Dear, Alexander J.; Knowles, Tuomas P. J.

2018-05-01

The growth of filamentous aggregates from precursor proteins is a process of central importance to both normal and aberrant biology, for instance as the driver of devastating human disorders such as Alzheimer's and Parkinson's diseases. The conventional theoretical framework for describing this class of phenomena in bulk is based upon the mean-field limit of the law of mass action, which implicitly assumes deterministic dynamics. However, protein filament formation processes under spatial confinement, such as in microdroplets or in the cellular environment, show intrinsic variability due to the molecular noise associated with small-volume effects. To account for this effect, in this paper we introduce a stochastic differential equation approach for investigating protein filament formation processes under spatial confinement. Using this framework, we study the statistical properties of stochastic aggregation curves, as well as the distribution of reaction lag-times. Moreover, we establish the gradual breakdown of the correlation between lag-time and normalized growth rate under spatial confinement. Our results establish the key role of spatial confinement in determining the onset of stochasticity in protein filament formation and offer a formalism for studying protein aggregation kinetics in small volumes in terms of the kinetic parameters describing the aggregation dynamics in bulk.

Stochastic Geometric Models with Non-stationary Spatial Correlations in Lagrangian Fluid Flows

Science.gov (United States)

Gay-Balmaz, François; Holm, Darryl D.

2018-01-01

Inspired by spatiotemporal observations from satellites of the trajectories of objects drifting near the surface of the ocean in the National Oceanic and Atmospheric Administration's "Global Drifter Program", this paper develops data-driven stochastic models of geophysical fluid dynamics (GFD) with non-stationary spatial correlations representing the dynamical behaviour of oceanic currents. Three models are considered. Model 1 from Holm (Proc R Soc A 471:20140963, 2015) is reviewed, in which the spatial correlations are time independent. Two new models, called Model 2 and Model 3, introduce two different symmetry breaking mechanisms by which the spatial correlations may be advected by the flow. These models are derived using reduction by symmetry of stochastic variational principles, leading to stochastic Hamiltonian systems, whose momentum maps, conservation laws and Lie-Poisson bracket structures are used in developing the new stochastic Hamiltonian models of GFD.

Stochastic Geometric Models with Non-stationary Spatial Correlations in Lagrangian Fluid Flows

Science.gov (United States)

Gay-Balmaz, François; Holm, Darryl D.

2018-06-01

Inspired by spatiotemporal observations from satellites of the trajectories of objects drifting near the surface of the ocean in the National Oceanic and Atmospheric Administration's "Global Drifter Program", this paper develops data-driven stochastic models of geophysical fluid dynamics (GFD) with non-stationary spatial correlations representing the dynamical behaviour of oceanic currents. Three models are considered. Model 1 from Holm (Proc R Soc A 471:20140963, 2015) is reviewed, in which the spatial correlations are time independent. Two new models, called Model 2 and Model 3, introduce two different symmetry breaking mechanisms by which the spatial correlations may be advected by the flow. These models are derived using reduction by symmetry of stochastic variational principles, leading to stochastic Hamiltonian systems, whose momentum maps, conservation laws and Lie-Poisson bracket structures are used in developing the new stochastic Hamiltonian models of GFD.

Modeling animal movements using stochastic differential equations

Science.gov (United States)

Haiganoush K. Preisler; Alan A. Ager; Bruce K. Johnson; John G. Kie

2004-01-01

We describe the use of bivariate stochastic differential equations (SDE) for modeling movements of 216 radiocollared female Rocky Mountain elk at the Starkey Experimental Forest and Range in northeastern Oregon. Spatially and temporally explicit vector fields were estimated using approximating difference equations and nonparametric regression techniques. Estimated...

Stochastic population dynamics in spatially extended predator-prey systems

Science.gov (United States)

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

2018-02-01

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

Spatial stochastic regression modelling of urban land use

International Nuclear Information System (INIS)

Arshad, S H M; Jaafar, J; Abiden, M Z Z; Latif, Z A; Rasam, A R A

2014-01-01

Urbanization is very closely linked to industrialization, commercialization or overall economic growth and development. This results in innumerable benefits of the quantity and quality of the urban environment and lifestyle but on the other hand contributes to unbounded development, urban sprawl, overcrowding and decreasing standard of living. Regulation and observation of urban development activities is crucial. The understanding of urban systems that promotes urban growth are also essential for the purpose of policy making, formulating development strategies as well as development plan preparation. This study aims to compare two different stochastic regression modeling techniques for spatial structure models of urban growth in the same specific study area. Both techniques will utilize the same datasets and their results will be analyzed. The work starts by producing an urban growth model by using stochastic regression modeling techniques namely the Ordinary Least Square (OLS) and Geographically Weighted Regression (GWR). The two techniques are compared to and it is found that, GWR seems to be a more significant stochastic regression model compared to OLS, it gives a smaller AICc (Akaike's Information Corrected Criterion) value and its output is more spatially explainable

Stochastic geometry, spatial statistics and random fields models and algorithms

CERN Document Server

2015-01-01

Providing a graduate level introduction to various aspects of stochastic geometry, spatial statistics and random fields, this volume places a special emphasis on fundamental classes of models and algorithms as well as on their applications, for example in materials science, biology and genetics. This book has a strong focus on simulations and includes extensive codes in Matlab and R, which are widely used in the mathematical community. It can be regarded as a continuation of the recent volume 2068 of Lecture Notes in Mathematics, where other issues of stochastic geometry, spatial statistics and random fields were considered, with a focus on asymptotic methods.

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...

Spatial effect on stochastic dynamics of bistable evolutionary games

International Nuclear Information System (INIS)

So, Kohaku H Z; Ohtsuki, Hisashi; Kato, Takeo

2014-01-01

We consider the lifetimes of metastable states in bistable evolutionary games (coordination games), and examine how they are affected by spatial structure. A semiclassical approximation based on a path integral method is applied to stochastic evolutionary game dynamics with and without spatial structure, and the lifetimes of the metastable states are evaluated. It is shown that the population dependence of the lifetimes is qualitatively different in these two models. Our result indicates that spatial structure can accelerate the transitions between metastable states. (paper)

Spatially explicit modelling of cholera epidemics

Science.gov (United States)

Finger, F.; Bertuzzo, E.; Mari, L.; Knox, A. C.; Gatto, M.; Rinaldo, A.

2013-12-01

Epidemiological models can provide crucial understanding about the dynamics of infectious diseases. Possible applications range from real-time forecasting and allocation of health care resources to testing alternative intervention mechanisms such as vaccines, antibiotics or the improvement of sanitary conditions. We apply a spatially explicit model to the cholera epidemic that struck Haiti in October 2010 and is still ongoing. The dynamics of susceptibles as well as symptomatic and asymptomatic infectives are modelled at the scale of local human communities. Dissemination of Vibrio cholerae through hydrological transport and human mobility along the road network is explicitly taken into account, as well as the effect of rainfall as a driver of increasing disease incidence. The model is calibrated using a dataset of reported cholera cases. We further model the long term impact of several types of interventions on the disease dynamics by varying parameters appropriately. Key epidemiological mechanisms and parameters which affect the efficiency of treatments such as antibiotics are identified. Our results lead to conclusions about the influence of different intervention strategies on the overall epidemiological dynamics.

Explicit calibration and simulation of stochastic fields by low-order ARMA processes

DEFF Research Database (Denmark)

Krenk, Steen

2011-01-01

A simple framework for autoregressive simulation of stochastic fields is presented. The autoregressive format leads to a simple exponential correlation structure in the time-dimension. In the case of scalar processes a more detailed correlation structure can be obtained by adding memory...... to the process via an extension to autoregressive moving average (ARMA) processes. The ARMA format incorporates a more detailed correlation structure by including previous values of the simulated process. Alternatively, a more detailed correlation structure can be obtained by including additional 'state......-space' variables in the simulation. For a scalar process this would imply an increase of the dimension of the process to be simulated. In the case of a stochastic field the correlation in the time-dimension is represented, although indirectly, in the simultaneous spatial correlation. The model with the shortest...

Fractional Stochastic Field Theory

Science.gov (United States)

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.

Spatial self-organization in a multi-strain host–pathogen system

International Nuclear Information System (INIS)

Liu, Quan-Xing; Van de Koppel, Johan; Wang, Rong-Hua; Jin, Zhen; Alonso, David

2010-01-01

We develop stochastic spatial epidemic models with the competition of two pathogenic strains. The dynamics resulting from different approaches are examined using both non-spatial and spatially explicit models. Our results show that pair approximation, well-mixed ordinary differential equations (ODEs), Gillespie-algorithm-based simulations and spatially explicit models give similar qualitative results. In particular, the temporal evolution of the spatial model can be successfully approximated by pair equations. Simulation results obtained from the spatially explicit model show that, first, mutation plays a major role in multi-strain coexistence, second, mild virulence remarkably decreases the coexistence domain of the parameter space and, third, large-scale self-organized spatial patterns emerge for a wide range of transmission and virulence parameter values, where spatial self-organized clusters reveal a power law behavior within the coexistence domain

Location Aggregation of Spatial Population CTMC Models

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Luca Bortolussi

2016-10-01

Full Text Available In this paper we focus on spatial Markov population models, describing the stochastic evolution of populations of agents, explicitly modelling their spatial distribution, representing space as a discrete, finite graph. More specifically, we present a heuristic approach to aggregating spatial locations, which is designed to preserve the dynamical behaviour of the model whilst reducing the computational cost of analysis. Our approach combines stochastic approximation ideas (moment closure, linear noise, with computational statistics (spectral clustering to obtain an efficient aggregation, which is experimentally shown to be reasonably accurate on two case studies: an instance of epidemic spreading and a London bike sharing scenario.

Augmentation of Explicit Spatial Configurations by Knowledge-Based Inference on Geometric Fields

Directory of Open Access Journals (Sweden)

Dan Tappan

2009-04-01

Full Text Available A spatial configuration of a rudimentary, static, realworld scene with known objects (animals and properties (positions and orientations contains a wealth of syntactic and semantic spatial information that can contribute to a computational understanding far beyond what its quantitative details alone convey. This work presents an approach that (1 quantitatively represents what a configuration explicitly states, (2 integrates this information with implicit, commonsense background knowledge of its objects and properties, (3 infers additional, contextually appropriate, commonsense spatial information from and about their interrelationships, and (4 augments the original representation with this combined information. A semantic network represents explicit, quantitative information in a configuration. An inheritance-based knowledge base of relevant concepts supplies implicit, qualitative background knowledge to support semantic interpretation. Together, these structures provide a simple, nondeductive, constraint-based, geometric logical formalism to infer substantial implicit knowledge for intrinsic and deictic frames of spatial reference.

Spatially explicit shallow landslide susceptibility mapping over large areas

Science.gov (United States)

Dino Bellugi; William E. Dietrich; Jonathan Stock; Jim McKean; Brian Kazian; Paul Hargrove

2011-01-01

Recent advances in downscaling climate model precipitation predictions now yield spatially explicit patterns of rainfall that could be used to estimate shallow landslide susceptibility over large areas. In California, the United States Geological Survey is exploring community emergency response to the possible effects of a very large simulated storm event and to do so...

Development of random geometry capability in RMC code for stochastic media analysis

International Nuclear Information System (INIS)

Liu, Shichang; She, Ding; Liang, Jin-gang; Wang, Kan

2015-01-01

Highlights: • Monte Carlo method plays an important role in modeling of particle transport in random media. • Three stochastic geometry modeling methods have been developed in RMC. • The stochastic effects of the randomly dispersed fuel particles are analyzed. • Investigation of accuracy and efficiency of three methods has been carried out. • All the methods are effective, and explicit modeling is regarded as the best choice. - Abstract: Simulation of particle transport in random media poses a challenge for traditional deterministic transport methods, due to the significant effects of spatial and energy self-shielding. Monte Carlo method plays an important role in accurate simulation of random media, owing to its flexible geometry modeling and the use of continuous-energy nuclear cross sections. Three stochastic geometry modeling methods including Random Lattice Method, Chord Length Sampling and explicit modeling approach with mesh acceleration technique, have been developed in RMC to simulate the particle transport in the dispersed fuels. The verifications of the accuracy and the investigations of the calculation efficiency have been carried out. The stochastic effects of the randomly dispersed fuel particles are also analyzed. The results show that all three stochastic geometry modeling methods can account for the effects of the random dispersion of fuel particles, and the explicit modeling method can be regarded as the best choice

Stochastic Urban Pluvial Flood Hazard Maps Based upon a Spatial-Temporal Rainfall Generator

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Nuno Eduardo Simões

2015-06-01

Full Text Available It is a common practice to assign the return period of a given storm event to the urban pluvial flood event that such storm generates. However, this approach may be inappropriate as rainfall events with the same return period can produce different urban pluvial flooding events, i.e., with different associated flood extent, water levels and return periods. This depends on the characteristics of the rainfall events, such as spatial variability, and on other characteristics of the sewer system and the catchment. To address this, the paper presents an innovative contribution to produce stochastic urban pluvial flood hazard maps. A stochastic rainfall generator for urban-scale applications was employed to generate an ensemble of spatially—and temporally—variable design storms with similar return period. These were used as input to the urban drainage model of a pilot urban catchment (~9 km2 located in London, UK. Stochastic flood hazard maps were generated through a frequency analysis of the flooding generated by the various storm events. The stochastic flood hazard maps obtained show that rainfall spatial-temporal variability is an important factor in the estimation of flood likelihood in urban areas. Moreover, as compared to the flood hazard maps obtained by using a single spatially-uniform storm event, the stochastic maps generated in this study provide a more comprehensive assessment of flood hazard which enables better informed flood risk management decisions.

Spatially explicit multi-criteria decision analysis for managing vector-borne diseases

Science.gov (United States)

2011-01-01

The complex epidemiology of vector-borne diseases creates significant challenges in the design and delivery of prevention and control strategies, especially in light of rapid social and environmental changes. Spatial models for predicting disease risk based on environmental factors such as climate and landscape have been developed for a number of important vector-borne diseases. The resulting risk maps have proven value for highlighting areas for targeting public health programs. However, these methods generally only offer technical information on the spatial distribution of disease risk itself, which may be incomplete for making decisions in a complex situation. In prioritizing surveillance and intervention strategies, decision-makers often also need to consider spatially explicit information on other important dimensions, such as the regional specificity of public acceptance, population vulnerability, resource availability, intervention effectiveness, and land use. There is a need for a unified strategy for supporting public health decision making that integrates available data for assessing spatially explicit disease risk, with other criteria, to implement effective prevention and control strategies. Multi-criteria decision analysis (MCDA) is a decision support tool that allows for the consideration of diverse quantitative and qualitative criteria using both data-driven and qualitative indicators for evaluating alternative strategies with transparency and stakeholder participation. Here we propose a MCDA-based approach to the development of geospatial models and spatially explicit decision support tools for the management of vector-borne diseases. We describe the conceptual framework that MCDA offers as well as technical considerations, approaches to implementation and expected outcomes. We conclude that MCDA is a powerful tool that offers tremendous potential for use in public health decision-making in general and vector-borne disease management in particular

Spatially explicit multi-criteria decision analysis for managing vector-borne diseases

Directory of Open Access Journals (Sweden)

Hongoh Valerie

2011-12-01

Full Text Available Abstract The complex epidemiology of vector-borne diseases creates significant challenges in the design and delivery of prevention and control strategies, especially in light of rapid social and environmental changes. Spatial models for predicting disease risk based on environmental factors such as climate and landscape have been developed for a number of important vector-borne diseases. The resulting risk maps have proven value for highlighting areas for targeting public health programs. However, these methods generally only offer technical information on the spatial distribution of disease risk itself, which may be incomplete for making decisions in a complex situation. In prioritizing surveillance and intervention strategies, decision-makers often also need to consider spatially explicit information on other important dimensions, such as the regional specificity of public acceptance, population vulnerability, resource availability, intervention effectiveness, and land use. There is a need for a unified strategy for supporting public health decision making that integrates available data for assessing spatially explicit disease risk, with other criteria, to implement effective prevention and control strategies. Multi-criteria decision analysis (MCDA is a decision support tool that allows for the consideration of diverse quantitative and qualitative criteria using both data-driven and qualitative indicators for evaluating alternative strategies with transparency and stakeholder participation. Here we propose a MCDA-based approach to the development of geospatial models and spatially explicit decision support tools for the management of vector-borne diseases. We describe the conceptual framework that MCDA offers as well as technical considerations, approaches to implementation and expected outcomes. We conclude that MCDA is a powerful tool that offers tremendous potential for use in public health decision-making in general and vector

Classical and spatial stochastic processes with applications to biology

CERN Document Server

Schinazi, Rinaldo B

2014-01-01

The revised and expanded edition of this textbook presents the concepts and applications of random processes with the same illuminating simplicity as its first edition, but with the notable addition of substantial modern material on biological modeling. While still treating many important problems in fields such as engineering and mathematical physics, the book also focuses on the highly relevant topics of cancerous mutations, influenza evolution, drug resistance, and immune response. The models used elegantly apply various classical stochastic models presented earlier in the text, and exercises are included throughout to reinforce essential concepts. The second edition of Classical and Spatial Stochastic Processes is suitable as a textbook for courses in stochastic processes at the advanced-undergraduate and graduate levels, or as a self-study resource for researchers and practitioners in mathematics, engineering, physics, and mathematical biology. Reviews of the first edition: An appetizing textbook for a f...

Methods used to parameterize the spatially-explicit components of a state-and-transition simulation model

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Rachel R. Sleeter

2015-06-01

Full Text Available Spatially-explicit state-and-transition simulation models of land use and land cover (LULC increase our ability to assess regional landscape characteristics and associated carbon dynamics across multiple scenarios. By characterizing appropriate spatial attributes such as forest age and land-use distribution, a state-and-transition model can more effectively simulate the pattern and spread of LULC changes. This manuscript describes the methods and input parameters of the Land Use and Carbon Scenario Simulator (LUCAS, a customized state-and-transition simulation model utilized to assess the relative impacts of LULC on carbon stocks for the conterminous U.S. The methods and input parameters are spatially explicit and describe initial conditions (strata, state classes and forest age, spatial multipliers, and carbon stock density. Initial conditions were derived from harmonization of multi-temporal data characterizing changes in land use as well as land cover. Harmonization combines numerous national-level datasets through a cell-based data fusion process to generate maps of primary LULC categories. Forest age was parameterized using data from the North American Carbon Program and spatially-explicit maps showing the locations of past disturbances (i.e. wildfire and harvest. Spatial multipliers were developed to spatially constrain the location of future LULC transitions. Based on distance-decay theory, maps were generated to guide the placement of changes related to forest harvest, agricultural intensification/extensification, and urbanization. We analyze the spatially-explicit input parameters with a sensitivity analysis, by showing how LUCAS responds to variations in the model input. This manuscript uses Mediterranean California as a regional subset to highlight local to regional aspects of land change, which demonstrates the utility of LUCAS at many scales and applications.

Methods used to parameterize the spatially-explicit components of a state-and-transition simulation model

Science.gov (United States)

Sleeter, Rachel; Acevedo, William; Soulard, Christopher E.; Sleeter, Benjamin M.

2015-01-01

Spatially-explicit state-and-transition simulation models of land use and land cover (LULC) increase our ability to assess regional landscape characteristics and associated carbon dynamics across multiple scenarios. By characterizing appropriate spatial attributes such as forest age and land-use distribution, a state-and-transition model can more effectively simulate the pattern and spread of LULC changes. This manuscript describes the methods and input parameters of the Land Use and Carbon Scenario Simulator (LUCAS), a customized state-and-transition simulation model utilized to assess the relative impacts of LULC on carbon stocks for the conterminous U.S. The methods and input parameters are spatially explicit and describe initial conditions (strata, state classes and forest age), spatial multipliers, and carbon stock density. Initial conditions were derived from harmonization of multi-temporal data characterizing changes in land use as well as land cover. Harmonization combines numerous national-level datasets through a cell-based data fusion process to generate maps of primary LULC categories. Forest age was parameterized using data from the North American Carbon Program and spatially-explicit maps showing the locations of past disturbances (i.e. wildfire and harvest). Spatial multipliers were developed to spatially constrain the location of future LULC transitions. Based on distance-decay theory, maps were generated to guide the placement of changes related to forest harvest, agricultural intensification/extensification, and urbanization. We analyze the spatially-explicit input parameters with a sensitivity analysis, by showing how LUCAS responds to variations in the model input. This manuscript uses Mediterranean California as a regional subset to highlight local to regional aspects of land change, which demonstrates the utility of LUCAS at many scales and applications.

Evaluating spatially explicit burn probabilities for strategic fire management planning

Science.gov (United States)

C. Miller; M.-A. Parisien; A. A. Ager; M. A. Finney

2008-01-01

Spatially explicit information on the probability of burning is necessary for virtually all strategic fire and fuels management planning activities, including conducting wildland fire risk assessments, optimizing fuel treatments, and prevention planning. Predictive models providing a reliable estimate of the annual likelihood of fire at each point on the landscape have...

Extinction threshold of a population in spatial and stochastic model

OpenAIRE

Soroka, Yevheniia; Rublyov, Bogdan

2016-01-01

In this study, spatial stochastic and logistic model (SSLM) describing dynamics of a population of a certain species was analysed. The behaviour of the extinction threshold as a function of model parameters was studied. More specifically, we studied how the critical values for the model parameters that separate the cases of extinction and persistence depend on the spatial scales of the competition and dispersal kernels. We compared the simulations and analytical results to examine if and how ...

Interference-free acquisition of overlapping sequences in explicit spatial memory.

Science.gov (United States)

Eggert, Thomas; Drever, Johannes; Straube, Andreas

2014-04-01

Some types of human sequential memory, e.g. the acquisition of a new composition by a trained musician, seem to be very efficient in extending the length of a memorized sequence and in flexible reuse of known subsequences in a newly acquired sequential context. This implies that interference between known and newly acquired subsequences can be avoided even when learning a sequence which is a partial mutation of a known sequence. It is known that established motor sequences do not have such flexibility. Using learning of deferred imitation, the current study investigates the flexibility of explicit spatial memory by quantifying the interferences between successively acquired, partially overlapping sequences. After learning a spatial sequence on day 1, this sequence was progressively modified on day 2. On day 3, a retention test was performed with both the initial and the modified sequence. The results show that subjects performed very well on day 1 and day 2. No spatial interference between changed and unchanged targets was observed during the stepwise progressive modification of the reproduced sequence. Surprisingly, subjects performed well on both sequences on day 3. Comparison with a control experiment without intermediate mutation training showed that the initial training on day 1 did not proactively interfere with the retention of the modified sequence on day 3. Vice versa, the mutation training on day 2 did not interfere retroactively with the retention of the original sequence as tested on day 3. The results underline the flexibility in acquiring explicit spatial memory. Copyright © 2014 Elsevier B.V. All rights reserved.

Spatially explicit modeling in ecology: A review

Science.gov (United States)

DeAngelis, Donald L.; Yurek, Simeon

2017-01-01

The use of spatially explicit models (SEMs) in ecology has grown enormously in the past two decades. One major advancement has been that fine-scale details of landscapes, and of spatially dependent biological processes, such as dispersal and invasion, can now be simulated with great precision, due to improvements in computer technology. Many areas of modeling have shifted toward a focus on capturing these fine-scale details, to improve mechanistic understanding of ecosystems. However, spatially implicit models (SIMs) have played a dominant role in ecology, and arguments have been made that SIMs, which account for the effects of space without specifying spatial positions, have an advantage of being simpler and more broadly applicable, perhaps contributing more to understanding. We address this debate by comparing SEMs and SIMs in examples from the past few decades of modeling research. We argue that, although SIMs have been the dominant approach in the incorporation of space in theoretical ecology, SEMs have unique advantages for addressing pragmatic questions concerning species populations or communities in specific places, because local conditions, such as spatial heterogeneities, organism behaviors, and other contingencies, produce dynamics and patterns that usually cannot be incorporated into simpler SIMs. SEMs are also able to describe mechanisms at the local scale that can create amplifying positive feedbacks at that scale, creating emergent patterns at larger scales, and therefore are important to basic ecological theory. We review the use of SEMs at the level of populations, interacting populations, food webs, and ecosystems and argue that SEMs are not only essential in pragmatic issues, but must play a role in the understanding of causal relationships on landscapes.

HRSSA – Efficient hybrid stochastic simulation for spatially homogeneous biochemical reaction networks

International Nuclear Information System (INIS)

Marchetti, Luca; Priami, Corrado; Thanh, Vo Hong

2016-01-01

This paper introduces HRSSA (Hybrid Rejection-based Stochastic Simulation Algorithm), a new efficient hybrid stochastic simulation algorithm for spatially homogeneous biochemical reaction networks. HRSSA is built on top of RSSA, an exact stochastic simulation algorithm which relies on propensity bounds to select next reaction firings and to reduce the average number of reaction propensity updates needed during the simulation. HRSSA exploits the computational advantage of propensity bounds to manage time-varying transition propensities and to apply dynamic partitioning of reactions, which constitute the two most significant bottlenecks of hybrid simulation. A comprehensive set of simulation benchmarks is provided for evaluating performance and accuracy of HRSSA against other state of the art algorithms.

HRSSA – Efficient hybrid stochastic simulation for spatially homogeneous biochemical reaction networks

Energy Technology Data Exchange (ETDEWEB)

Marchetti, Luca, E-mail: marchetti@cosbi.eu [The Microsoft Research – University of Trento Centre for Computational and Systems Biology (COSBI), Piazza Manifattura, 1, 38068 Rovereto (Italy); Priami, Corrado, E-mail: priami@cosbi.eu [The Microsoft Research – University of Trento Centre for Computational and Systems Biology (COSBI), Piazza Manifattura, 1, 38068 Rovereto (Italy); University of Trento, Department of Mathematics (Italy); Thanh, Vo Hong, E-mail: vo@cosbi.eu [The Microsoft Research – University of Trento Centre for Computational and Systems Biology (COSBI), Piazza Manifattura, 1, 38068 Rovereto (Italy)

2016-07-15

This paper introduces HRSSA (Hybrid Rejection-based Stochastic Simulation Algorithm), a new efficient hybrid stochastic simulation algorithm for spatially homogeneous biochemical reaction networks. HRSSA is built on top of RSSA, an exact stochastic simulation algorithm which relies on propensity bounds to select next reaction firings and to reduce the average number of reaction propensity updates needed during the simulation. HRSSA exploits the computational advantage of propensity bounds to manage time-varying transition propensities and to apply dynamic partitioning of reactions, which constitute the two most significant bottlenecks of hybrid simulation. A comprehensive set of simulation benchmarks is provided for evaluating performance and accuracy of HRSSA against other state of the art algorithms.

Stochastic heterogeneous interaction promotes cooperation in spatial prisoner's dilemma game.

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Ping Zhu

Full Text Available Previous studies mostly investigate player's cooperative behavior as affected by game time-scale or individual diversity. In this paper, by involving both time-scale and diversity simultaneously, we explore the effect of stochastic heterogeneous interaction. In our model, the occurrence of game interaction between each pair of linked player obeys a random probability, which is further described by certain distributions. Simulations on a 4-neighbor square lattice show that the cooperation level is remarkably promoted when stochastic heterogeneous interaction is considered. The results are then explained by investigating the mean payoffs, the mean boundary payoffs and the transition probabilities between cooperators and defectors. We also show some typical snapshots and evolution time series of the system. Finally, the 8-neighbor square lattice and BA scale-free network results indicate that the stochastic heterogeneous interaction can be robust against different network topologies. Our work may sharpen the understanding of the joint effect of game time-scale and individual diversity on spatial games.

Implicit and Explicit Gender Beliefs in Spatial Ability: Stronger Stereotyping in Boys than Girls

Directory of Open Access Journals (Sweden)

Karin Vander Heyden

2016-07-01

Full Text Available Sex differences in spatial ability are a seriously debated topic, given the importance of spatial ability for success in the fields of science, technology, engineering and mathematics (STEM and girls’ underrepresentation in these domains. In the current study we investigated the presence of stereotypic gender beliefs on spatial ability (i.e., ‘spatial ability is for boys’ in 10- and 12-year-old children. We used both an explicit measure (i.e., a self-report questionnaire and an implicit measure (i.e., a child IAT. Results of the explicit measure showed that both sexes associated spatial ability with boys, with boys holding more male stereotyped attitudes than girls. On the implicit measure, boys associated spatial ability with boys, while girls were gender-neutral. In addition, we examined the effects of gender beliefs on spatial performance, by experimentally activating gender beliefs within a pretest – instruction – posttest design. We compared three types of instruction: boys are better, girls are better, and no sex differences. No effects of these gender belief instructions were found on children’s spatial test performance (i.e., mental rotation and paper folding. The finding that children of this age already have stereotypic beliefs about the spatial capacities of their own sex is important, as these beliefs may influence children’s choices for spatial leisure activities and educational tracks in the STEM domain.

Implicit and Explicit Gender Beliefs in Spatial Ability: Stronger Stereotyping in Boys than Girls.

Science.gov (United States)

Vander Heyden, Karin M; van Atteveldt, Nienke M; Huizinga, Mariette; Jolles, Jelle

2016-01-01

Sex differences in spatial ability are a seriously debated topic, given the importance of spatial ability for success in the fields of science, technology, engineering, and mathematics (STEM) and girls' underrepresentation in these domains. In the current study we investigated the presence of stereotypic gender beliefs on spatial ability (i.e., "spatial ability is for boys") in 10- and 12-year-old children. We used both an explicit measure (i.e., a self-report questionnaire) and an implicit measure (i.e., a child IAT). Results of the explicit measure showed that both sexes associated spatial ability with boys, with boys holding more male stereotyped attitudes than girls. On the implicit measure, boys associated spatial ability with boys, while girls were gender-neutral. In addition, we examined the effects of gender beliefs on spatial performance, by experimentally activating gender beliefs within a pretest-instruction-posttest design. We compared three types of instruction: boys are better, girls are better, and no sex differences. No effects of these gender belief instructions were found on children's spatial test performance (i.e., mental rotation and paper folding). The finding that children of this age already have stereotypic beliefs about the spatial capacities of their own sex is important, as these beliefs may influence children's choices for spatial leisure activities and educational tracks in the STEM domain.

Spatial Evolutionary Games of Interaction among Generic Cancer Cells

DEFF Research Database (Denmark)

Bach, Lars Arve; Sumpter, David J.T.; Alsner, Jan

2003-01-01

Evolutionary game models of cellular interactions have shown that heterogeneity in the cellular genotypic composition is maintained through evolution to stable coexistence of growth-promoting and non-promoting cell types. We generalise these mean-field models and relax the assumption of perfect...... mixing of cells by instead implementing an individual-based model that includes the stochastic and spatial effects likely to occur in tumours. The scope for coexistence of genotypic strategies changed with the inclusion of explicit space and stochasticity. The spatial models show some interesting...... deviations from their mean-field counterparts, for example the possibility of altruistic (paracrine) cell strategies to thrive. Such effects can however, be highly sensitive to model implementation and the more realistic models with semi-synchronous and stochastic updating do not show evolution of altruism...

Burstiness in Viral Bursts: How Stochasticity Affects Spatial Patterns in Virus-Microbe Dynamics

Science.gov (United States)

Lin, Yu-Hui; Taylor, Bradford P.; Weitz, Joshua S.

Spatial patterns emerge in living systems at the scale of microbes to metazoans. These patterns can be driven, in part, by the stochasticity inherent to the birth and death of individuals. For microbe-virus systems, infection and lysis of hosts by viruses results in both mortality of hosts and production of viral progeny. Here, we study how variation in the number of viral progeny per lysis event affects the spatial clustering of both viruses and microbes. Each viral ''burst'' is initially localized at a near-cellular scale. The number of progeny in a single lysis event can vary in magnitude between tens and thousands. These perturbations are not accounted for in mean-field models. Here we developed individual-based models to investigate how stochasticity affects spatial patterns in virus-microbe systems. We measured the spatial clustering of individuals using pair correlation functions. We found that increasing the burst size of viruses while maintaining the same production rate led to enhanced clustering. In this poster we also report on preliminary analysis on the evolution of the burstiness of viral bursts given a spatially distributed host community.

The need for spatially explicit quantification of benefits in invasive-species management.

Science.gov (United States)

Januchowski-Hartley, Stephanie R; Adams, Vanessa M; Hermoso, Virgilio

2018-04-01

Worldwide, invasive species are a leading driver of environmental change across terrestrial, marine, and freshwater environments and cost billions of dollars annually in ecological damages and economic losses. Resources limit invasive-species control, and planning processes are needed to identify cost-effective solutions. Thus, studies are increasingly considering spatially variable natural and socioeconomic assets (e.g., species persistence, recreational fishing) when planning the allocation of actions for invasive-species management. There is a need to improve understanding of how such assets are considered in invasive-species management. We reviewed over 1600 studies focused on management of invasive species, including flora and fauna. Eighty-four of these studies were included in our final analysis because they focused on the prioritization of actions for invasive species management. Forty-five percent (n = 38) of these studies were based on spatial optimization methods, and 35% (n = 13) accounted for spatially variable assets. Across all 84 optimization studies considered, 27% (n = 23) explicitly accounted for spatially variable assets. Based on our findings, we further explored the potential costs and benefits to invasive species management when spatially variable assets are explicitly considered or not. To include spatially variable assets in decision-making processes that guide invasive-species management there is a need to quantify environmental responses to invasive species and to enhance understanding of potential impacts of invasive species on different natural or socioeconomic assets. We suggest these gaps could be filled by systematic reviews, quantifying invasive species impacts on native species at different periods, and broadening sources and enhancing sharing of knowledge. © 2017 Society for Conservation Biology.

SEARCH: Spatially Explicit Animal Response to Composition of Habitat.

Science.gov (United States)

Pauli, Benjamin P; McCann, Nicholas P; Zollner, Patrick A; Cummings, Robert; Gilbert, Jonathan H; Gustafson, Eric J

2013-01-01

Complex decisions dramatically affect animal dispersal and space use. Dispersing individuals respond to a combination of fine-scale environmental stimuli and internal attributes. Individual-based modeling offers a valuable approach for the investigation of such interactions because it combines the heterogeneity of animal behaviors with spatial detail. Most individual-based models (IBMs), however, vastly oversimplify animal behavior and such behavioral minimalism diminishes the value of these models. We present program SEARCH (Spatially Explicit Animal Response to Composition of Habitat), a spatially explicit, individual-based, population model of animal dispersal through realistic landscapes. SEARCH uses values in Geographic Information System (GIS) maps to apply rules that animals follow during dispersal, thus allowing virtual animals to respond to fine-scale features of the landscape and maintain a detailed memory of areas sensed during movement. SEARCH also incorporates temporally dynamic landscapes so that the environment to which virtual animals respond can change during the course of a simulation. Animals in SEARCH are behaviorally dynamic and able to respond to stimuli based upon their individual experiences. Therefore, SEARCH is able to model behavioral traits of dispersing animals at fine scales and with many dynamic aspects. Such added complexity allows investigation of unique ecological questions. To illustrate SEARCH's capabilities, we simulated case studies using three mammals. We examined the impact of seasonally variable food resources on the weight distribution of dispersing raccoons (Procyon lotor), the effect of temporally dynamic mortality pressure in combination with various levels of behavioral responsiveness in eastern chipmunks (Tamias striatus), and the impact of behavioral plasticity and home range selection on disperser mortality and weight change in virtual American martens (Martes americana). These simulations highlight the relevance of

Spatially and financially explicit population viability analysis of Maculinea alcon in The Netherlands.

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Viktoriia Radchuk

Full Text Available The conservation of species structured in metapopulations involves an important dilemma of resource allocation: should investments be directed at restoring/enlarging habitat patches or increasing connectivity. This is still an open question for Maculinea species despite they are among the best studied and emblematic butterfly species, because none of the population dynamics models developed so far included dispersal.We developed the first spatially and financially explicit Population Viability Analysis model for Maculinea alcon, using field data from The Netherlands. Implemented using the RAMAS/GIS platform, the model incorporated both local (contest density dependence, environmental and demographic stochasticities, and regional population dynamics (dispersal rates between habitat patches. We selected four habitat patch networks, contrasting in several basic features (number of habitat patches, their quality, connectivity, and occupancy rate to test how these features are affecting the ability to enhance population viability of four basic management options, designed to incur the same costs: habitat enlargement, habitat quality improvement, creation of new stepping stone habitat patches, and reintroduction of captive-reared butterflies. The PVA model was validated by the close match between its predictions and independent field observations on the patch occupancy pattern. The four patch networks differed in their sensitivity to model parameters, as well as in the ranking of management options. Overall, the best cost-effective option was enlargement of existing habitat patches, followed by either habitat quality improvement or creation of stepping stones depending on the network features. Reintroduction was predicted to generally be inefficient, except in one specific patch network.Our results underline the importance of spatial and regional aspects (dispersal and connectivity in determining the impact of conservation actions, even for a species

Potential and flux field landscape theory. II. Non-equilibrium thermodynamics of spatially inhomogeneous stochastic dynamical systems

International Nuclear Information System (INIS)

Wu, Wei; Wang, Jin

2014-01-01

We have established a general non-equilibrium thermodynamic formalism consistently applicable to both spatially homogeneous and, more importantly, spatially inhomogeneous systems, governed by the Langevin and Fokker-Planck stochastic dynamics with multiple state transition mechanisms, using the potential-flux landscape framework as a bridge connecting stochastic dynamics with non-equilibrium thermodynamics. A set of non-equilibrium thermodynamic equations, quantifying the relations of the non-equilibrium entropy, entropy flow, entropy production, and other thermodynamic quantities, together with their specific expressions, is constructed from a set of dynamical decomposition equations associated with the potential-flux landscape framework. The flux velocity plays a pivotal role on both the dynamic and thermodynamic levels. On the dynamic level, it represents a dynamic force breaking detailed balance, entailing the dynamical decomposition equations. On the thermodynamic level, it represents a thermodynamic force generating entropy production, manifested in the non-equilibrium thermodynamic equations. The Ornstein-Uhlenbeck process and more specific examples, the spatial stochastic neuronal model, in particular, are studied to test and illustrate the general theory. This theoretical framework is particularly suitable to study the non-equilibrium (thermo)dynamics of spatially inhomogeneous systems abundant in nature. This paper is the second of a series

TIME-DEPENDENT STOCHASTIC ACCELERATION MODEL FOR FERMI BUBBLES

Energy Technology Data Exchange (ETDEWEB)

Sasaki, Kento; Asano, Katsuaki; Terasawa, Toshio, E-mail: kentos@icrr.u-tokyo.ac.jp, E-mail: asanok@icrr.u-tokyo.ac.jp, E-mail: terasawa@icrr.u-tokyo.ac.jp [Institute for Cosmic Ray Research, The University of Tokyo, 5-1-5 Kashiwanoha, Kashiwa, Chiba 277-8582 (Japan)

2015-12-01

We study stochastic acceleration models for the Fermi bubbles. Turbulence is excited just behind the shock front via Kelvin–Helmholtz, Rayleigh–Taylor, or Richtmyer–Meshkov instabilities, and plasma particles are continuously accelerated by the interaction with the turbulence. The turbulence gradually decays as it goes away from the shock fronts. Adopting a phenomenological model for the stochastic acceleration, we explicitly solve the temporal evolution of the particle energy distribution in the turbulence. Our results show that the spatial distribution of high-energy particles is different from those for a steady solution. We also show that the contribution of electrons that escaped from the acceleration regions significantly softens the photon spectrum. The photon spectrum and surface brightness profile are reproduced by our models. If the escape efficiency is very high, the radio flux from the escaped low-energy electrons can be comparable to that of the WMAP haze. We also demonstrate hadronic models with the stochastic acceleration, but they are unlikely in the viewpoint of the energy budget.

A spatially explicit and quantitative vulnerability assessment of ecosystem service change in Europe

NARCIS (Netherlands)

Metzger, M.J.; Schröter, D.; Leemans, R.; Cramer, W.

2008-01-01

Environmental change alters ecosystem functioning and may put the provision of services to human at risk. This paper presents a spatially explicit and quantitative assessment of the corresponding vulnerability for Europe, using a new framework designed to answer multidisciplinary policy relevant

DEFINING RECOVERY GOALS AND STRATEGIES FOR ENDANGERED SPECIES USING SPATIALLY-EXPLICIT POPULATION MODELS

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We used a spatially explicit population model of wolves (Canis lupus) to propose a framework for defining rangewide recovery priorities and finer-scale strategies for regional reintroductions. The model predicts that Yellowstone and central Idaho, where wolves have recently been ...

Effect of spatially correlated noise on stochastic synchronization in globally coupled FitzHugh-Nagumo neuron systems

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Yange Shao

2014-01-01

Full Text Available The phenomenon of stochastic synchronization in globally coupled FitzHugh-Nagumo (FHN neuron system subjected to spatially correlated Gaussian noise is investigated based on dynamical mean-field approximation (DMA and direct simulation (DS. Results from DMA are in good quantitative or qualitative agreement with those from DS for weak noise intensity and larger system size. Whether the consisting single FHN neuron is staying at the resting state, subthreshold oscillatory regime, or the spiking state, our investigation shows that the synchronization ratio of the globally coupled system becomes higher as the noise correlation coefficient increases, and thus we conclude that spatial correlation has an active effect on stochastic synchronization, and the neurons can achieve complete synchronization in the sense of statistics when the noise correlation coefficient tends to one. Our investigation also discloses that the noise spatial correlation plays the same beneficial role as the global coupling strength in enhancing stochastic synchronization in the ensemble. The result might be useful in understanding the information coding mechanism in neural systems.

Counting Cats: Spatially Explicit Population Estimates of Cheetah (Acinonyx jubatus Using Unstructured Sampling Data.

Directory of Open Access Journals (Sweden)

Femke Broekhuis

Full Text Available Many ecological theories and species conservation programmes rely on accurate estimates of population density. Accurate density estimation, especially for species facing rapid declines, requires the application of rigorous field and analytical methods. However, obtaining accurate density estimates of carnivores can be challenging as carnivores naturally exist at relatively low densities and are often elusive and wide-ranging. In this study, we employ an unstructured spatial sampling field design along with a Bayesian sex-specific spatially explicit capture-recapture (SECR analysis, to provide the first rigorous population density estimates of cheetahs (Acinonyx jubatus in the Maasai Mara, Kenya. We estimate adult cheetah density to be between 1.28 ± 0.315 and 1.34 ± 0.337 individuals/100km2 across four candidate models specified in our analysis. Our spatially explicit approach revealed 'hotspots' of cheetah density, highlighting that cheetah are distributed heterogeneously across the landscape. The SECR models incorporated a movement range parameter which indicated that male cheetah moved four times as much as females, possibly because female movement was restricted by their reproductive status and/or the spatial distribution of prey. We show that SECR can be used for spatially unstructured data to successfully characterise the spatial distribution of a low density species and also estimate population density when sample size is small. Our sampling and modelling framework will help determine spatial and temporal variation in cheetah densities, providing a foundation for their conservation and management. Based on our results we encourage other researchers to adopt a similar approach in estimating densities of individually recognisable species.

Counting Cats: Spatially Explicit Population Estimates of Cheetah (Acinonyx jubatus) Using Unstructured Sampling Data.

Science.gov (United States)

Broekhuis, Femke; Gopalaswamy, Arjun M

2016-01-01

Many ecological theories and species conservation programmes rely on accurate estimates of population density. Accurate density estimation, especially for species facing rapid declines, requires the application of rigorous field and analytical methods. However, obtaining accurate density estimates of carnivores can be challenging as carnivores naturally exist at relatively low densities and are often elusive and wide-ranging. In this study, we employ an unstructured spatial sampling field design along with a Bayesian sex-specific spatially explicit capture-recapture (SECR) analysis, to provide the first rigorous population density estimates of cheetahs (Acinonyx jubatus) in the Maasai Mara, Kenya. We estimate adult cheetah density to be between 1.28 ± 0.315 and 1.34 ± 0.337 individuals/100km2 across four candidate models specified in our analysis. Our spatially explicit approach revealed 'hotspots' of cheetah density, highlighting that cheetah are distributed heterogeneously across the landscape. The SECR models incorporated a movement range parameter which indicated that male cheetah moved four times as much as females, possibly because female movement was restricted by their reproductive status and/or the spatial distribution of prey. We show that SECR can be used for spatially unstructured data to successfully characterise the spatial distribution of a low density species and also estimate population density when sample size is small. Our sampling and modelling framework will help determine spatial and temporal variation in cheetah densities, providing a foundation for their conservation and management. Based on our results we encourage other researchers to adopt a similar approach in estimating densities of individually recognisable species.

Spatially explicit shallow landslide susceptibility mapping over large areas

Science.gov (United States)

Bellugi, Dino; Dietrich, William E.; Stock, Jonathan D.; McKean, Jim; Kazian, Brian; Hargrove, Paul

2011-01-01

Recent advances in downscaling climate model precipitation predictions now yield spatially explicit patterns of rainfall that could be used to estimate shallow landslide susceptibility over large areas. In California, the United States Geological Survey is exploring community emergency response to the possible effects of a very large simulated storm event and to do so it has generated downscaled precipitation maps for the storm. To predict the corresponding pattern of shallow landslide susceptibility across the state, we have used the model Shalstab (a coupled steady state runoff and infinite slope stability model) which susceptibility spatially explicit estimates of relative potential instability. Such slope stability models that include the effects of subsurface runoff on potentially destabilizing pore pressure evolution require water routing and hence the definition of upslope drainage area to each potential cell. To calculate drainage area efficiently over a large area we developed a parallel framework to scale-up Shalstab and specifically introduce a new efficient parallel drainage area algorithm which produces seamless results. The single seamless shallow landslide susceptibility map for all of California was accomplished in a short run time, and indicates that much larger areas can be efficiently modelled. As landslide maps generally over predict the extent of instability for any given storm. Local empirical data on the fraction of predicted unstable cells that failed for observed rainfall intensity can be used to specify the likely extent of hazard for a given storm. This suggests that campaigns to collect local precipitation data and detailed shallow landslide location maps after major storms could be used to calibrate models and improve their use in hazard assessment for individual storms.

A new approach to stochastic transport via the functional Volterra expansion

International Nuclear Information System (INIS)

Ziya Akcasu, A.; Corngold, N.

2005-01-01

In this paper we present a new algorithm (FDA) for the calculation of the mean and the variance of the flux in stochastic transport when the transport equation contains a spatially random parameter θ(r), such as the density of the medium. The approach is based on the renormalized functional Volterra expansion of the flux around its mean. The attractive feature of the approach is that it explicitly displays the functional dependence of the flux on the products of θ(r i ), and hence enables one to take ensemble averages directly to calculate the moments of the flux in terms of the correlation functions of the underlying random process. The renormalized deterministic transport equation for the mean flux has been obtained to the second order in θ(r), and a functional relationship between the variance and the mean flux has been derived to calculate the variance to this order. The feasibility and accuracy of FDA has been demonstrated in the case of stochastic diffusion, using the diffusion equation with a spatially random diffusion coefficient. The connection of FDA with the well-established approximation schemes in the field of stochastic linear differential equations, such as the Bourret approximation, developed by Van Kampen using cumulant expansion, and by Terwiel using projection operator formalism, which has recently been extended to stochastic transport by Corngold. We hope that FDA's potential will be explored numerically in more realistic applications of the stochastic transport. (authors)

Predicting continental-scale patterns of bird species richness with spatially explicit models

DEFF Research Database (Denmark)

Rahbek, Carsten; Gotelli, Nicholas J; Colwell, Robert K

2007-01-01

the extraordinary diversity of avian species in the montane tropics, the most species-rich region on Earth. Our findings imply that correlative climatic models substantially underestimate the importance of historical factors and small-scale niche-driven assembly processes in shaping contemporary species-richness......The causes of global variation in species richness have been debated for nearly two centuries with no clear resolution in sight. Competing hypotheses have typically been evaluated with correlative models that do not explicitly incorporate the mechanisms responsible for biotic diversity gradients....... Here, we employ a fundamentally different approach that uses spatially explicit Monte Carlo models of the placement of cohesive geographical ranges in an environmentally heterogeneous landscape. These models predict species richness of endemic South American birds (2248 species) measured...

MOLNs: A CLOUD PLATFORM FOR INTERACTIVE, REPRODUCIBLE, AND SCALABLE SPATIAL STOCHASTIC COMPUTATIONAL EXPERIMENTS IN SYSTEMS BIOLOGY USING PyURDME.

Science.gov (United States)

Drawert, Brian; Trogdon, Michael; Toor, Salman; Petzold, Linda; Hellander, Andreas

2016-01-01

Computational experiments using spatial stochastic simulations have led to important new biological insights, but they require specialized tools and a complex software stack, as well as large and scalable compute and data analysis resources due to the large computational cost associated with Monte Carlo computational workflows. The complexity of setting up and managing a large-scale distributed computation environment to support productive and reproducible modeling can be prohibitive for practitioners in systems biology. This results in a barrier to the adoption of spatial stochastic simulation tools, effectively limiting the type of biological questions addressed by quantitative modeling. In this paper, we present PyURDME, a new, user-friendly spatial modeling and simulation package, and MOLNs, a cloud computing appliance for distributed simulation of stochastic reaction-diffusion models. MOLNs is based on IPython and provides an interactive programming platform for development of sharable and reproducible distributed parallel computational experiments.

A spatially explicit scenario-driven model of adaptive capacity to global change in Europe

NARCIS (Netherlands)

Acosta, L.; Klein, R.J.T.; Reidsma, P.; Metzger, M.J.; Rounsevell, M.D.A.; Leemans, R.

2013-01-01

Traditional impact models combine exposure in the form of scenarios and sensitivity in the form of parameters, providing potential impacts of global change as model outputs. However, adaptive capacity is rarely addressed in these models. This paper presents the first spatially explicit

Stochastic differential equation model to Prendiville processes

International Nuclear Information System (INIS)

Granita; Bahar, Arifah

2015-01-01

The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution

Stochastic differential equation model to Prendiville processes

Energy Technology Data Exchange (ETDEWEB)

Granita, E-mail: granitafc@gmail.com [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310, Johor Malaysia (Malaysia); Bahar, Arifah [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310, Johor Malaysia (Malaysia); UTM Center for Industrial & Applied Mathematics (UTM-CIAM) (Malaysia)

2015-10-22

The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution.

Exploring spatial change and gravity center movement for ecosystem services value using a spatially explicit ecosystem services value index and gravity model.

Science.gov (United States)

He, Yingbin; Chen, Youqi; Tang, Huajun; Yao, Yanmin; Yang, Peng; Chen, Zhongxin

2011-04-01

Spatially explicit ecosystem services valuation and change is a newly developing area of research in the field of ecology. Using the Beijing region as a study area, the authors have developed a spatially explicit ecosystem services value index and implemented this to quantify and spatially differentiate ecosystem services value at 1-km grid resolution. A gravity model was developed to trace spatial change in the total ecosystem services value of the Beijing study area from a holistic point of view. Study results show that the total value of ecosystem services for the study area decreased by 19.75% during the period 1996-2006 (3,226.2739 US$×10(6) in 1996, 2,589.0321 US$×10(6) in 2006). However, 27.63% of the total area of the Beijing study area increased in ecosystem services value. Spatial differences in ecosystem services values for both 1996 and 2006 are very clear. The center of gravity of total ecosystem services value for the study area moved 32.28 km northwestward over the 10 years due to intensive human intervention taking place in southeast Beijing. The authors suggest that policy-makers should pay greater attention to ecological protection under conditions of rapid socio-economic development and increase the area of green belt in the southeastern part of Beijing.

An open and extensible framework for spatially explicit land use change modelling in R: the lulccR package (0.1.0)

Science.gov (United States)

Moulds, S.; Buytaert, W.; Mijic, A.

2015-04-01

Land use change has important consequences for biodiversity and the sustainability of ecosystem services, as well as for global environmental change. Spatially explicit land use change models improve our understanding of the processes driving change and make predictions about the quantity and location of future and past change. Here we present the lulccR package, an object-oriented framework for land use change modelling written in the R programming language. The contribution of the work is to resolve the following limitations associated with the current land use change modelling paradigm: (1) the source code for model implementations is frequently unavailable, severely compromising the reproducibility of scientific results and making it impossible for members of the community to improve or adapt models for their own purposes; (2) ensemble experiments to capture model structural uncertainty are difficult because of fundamental differences between implementations of different models; (3) different aspects of the modelling procedure must be performed in different environments because existing applications usually only perform the spatial allocation of change. The package includes a stochastic ordered allocation procedure as well as an implementation of the widely used CLUE-S algorithm. We demonstrate its functionality by simulating land use change at the Plum Island Ecosystems site, using a dataset included with the package. It is envisaged that lulccR will enable future model development and comparison within an open environment.

Exact solutions to chaotic and stochastic systems

Science.gov (United States)

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.

Development and Validation of Spatially Explicit Habitat Models for Cavity-nesting Birds in Fishlake National Forest, Utah

Science.gov (United States)

Randall A., Jr. Schultz; Thomas C., Jr. Edwards; Gretchen G. Moisen; Tracey S. Frescino

2005-01-01

The ability of USDA Forest Service Forest Inventory and Analysis (FIA) generated spatial products to increase the predictive accuracy of spatially explicit, macroscale habitat models was examined for nest-site selection by cavity-nesting birds in Fishlake National Forest, Utah. One FIA-derived variable (percent basal area of aspen trees) was significant in the habitat...

[Application of spatially explicit landscape model in soil loss study in Huzhong area].

Science.gov (United States)

Xu, Chonggang; Hu, Yuanman; Chang, Yu; Li, Xiuzhen; Bu, Renchang; He, Hongshi; Leng, Wenfang

2004-10-01

Universal Soil Loss Equation (USLE) has been widely used to estimate the average annual soil loss. In most of the previous work on soil loss evaluation on forestland, cover management factor was calculated from the static forest landscape. The advent of spatially explicit forest landscape model in the last decade, which explicitly simulates the forest succession dynamics under natural and anthropogenic disturbances (fire, wind, harvest and so on) on heterogeneous landscape, makes it possible to take into consideration the change of forest cover, and to dynamically simulate the soil loss in different year (e.g. 10 years and 20 years after current year). In this study, we linked a spatially explicit landscape model (LANDIS) with USLE to simulate the soil loss dynamics under two scenarios: fire and no harvest, fire and harvest. We also simulated the soil loss with no fire and no harvest as a control. The results showed that soil loss varied periodically with simulation year, and the amplitude of change was the lowest under the control scenario and the highest under the fire and no harvest scenario. The effect of harvest on soil loss could not be easily identified on the map; however, the cumulative effect of harvest on soil loss was larger than that of fire. Decreasing the harvest area and the percent of bare soil increased by harvest could significantly reduce soil loss, but had no significant effects on the dynamic of soil loss. Although harvest increased the annual soil loss, it tended to decrease the variability of soil loss between different simulation years.

The Owen Value of Stochastic Cooperative Game

Directory of Open Access Journals (Sweden)

Cheng-Guo E

2014-01-01

Full Text Available We consider stochastic cooperative game and give it the definition of the Owen value, which is obtained by extending the classical case. Then we provide explicit expression for the Owen value of the stochastic cooperative game and discuss its existence and uniqueness.

Constraining Stochastic Parametrisation Schemes Using High-Resolution Model Simulations

Science.gov (United States)

Christensen, H. M.; Dawson, A.; Palmer, T.

2017-12-01

Stochastic parametrisations are used in weather and climate models as a physically motivated way to represent model error due to unresolved processes. Designing new stochastic schemes has been the target of much innovative research over the last decade. While a focus has been on developing physically motivated approaches, many successful stochastic parametrisation schemes are very simple, such as the European Centre for Medium-Range Weather Forecasts (ECMWF) multiplicative scheme `Stochastically Perturbed Parametrisation Tendencies' (SPPT). The SPPT scheme improves the skill of probabilistic weather and seasonal forecasts, and so is widely used. However, little work has focused on assessing the physical basis of the SPPT scheme. We address this matter by using high-resolution model simulations to explicitly measure the `error' in the parametrised tendency that SPPT seeks to represent. The high resolution simulations are first coarse-grained to the desired forecast model resolution before they are used to produce initial conditions and forcing data needed to drive the ECMWF Single Column Model (SCM). By comparing SCM forecast tendencies with the evolution of the high resolution model, we can measure the `error' in the forecast tendencies. In this way, we provide justification for the multiplicative nature of SPPT, and for the temporal and spatial scales of the stochastic perturbations. However, we also identify issues with the SPPT scheme. It is therefore hoped these measurements will improve both holistic and process based approaches to stochastic parametrisation. Figure caption: Instantaneous snapshot of the optimal SPPT stochastic perturbation, derived by comparing high-resolution simulations with a low resolution forecast model.

Analytic stochastic regularization and gange invariance

International Nuclear Information System (INIS)

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

1986-05-01

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

The Relationship between the Stochastic Maximum Principle and the Dynamic Programming in Singular Control of Jump Diffusions

Directory of Open Access Journals (Sweden)

Farid Chighoub

2014-01-01

the stochastic calculus of jump diffusions and some properties of singular controls. Then, we give, under smoothness conditions, a useful verification theorem and we show that the solution of the adjoint equation coincides with the spatial gradient of the value function, evaluated along the optimal trajectory of the state equation. Finally, using these theoretical results, we solve explicitly an example, on optimal harvesting strategy, for a geometric Brownian motion with jumps.

The assessment of mangrove biomass and carbon in West Africa: a spatially explicit analytical framework

Science.gov (United States)

Wenwu Tang; Wenpeng Feng; Meijuan Jia; Jiyang Shi; Huifang Zuo; Carl C. Trettin

2015-01-01

Mangrove forests are highly productive and have large carbon sinks while also providing numerous goods and ecosystem services. However, effective management and conservation of the mangrove forests are often dependent on spatially explicit assessments of the resource. Given the remote and highly dispersed nature of mangroves, estimation of biomass and carbon...

The effect of spatial heterogeneity on the extinction transition in stochastic population dynamics

International Nuclear Information System (INIS)

Kessler, David A; Shnerb, Nadav M

2009-01-01

Stochastic logistic-type growth on a static heterogeneous substrate is studied both above and below the drift-induced delocalization transition. Using agent-based simulations, the delocalization of the highest eigenfunction of the deterministic operator is connected with the large N limit of the stochastic theory. It is seen that the localization length of the deterministic theory controls the divergence of the spatial correlation length with N at the transition. It is argued that, in the presence of a strong wind, the extinction transition belongs to the directed percolation universality class, as any finite colony made of discrete agents is washed away from a heterogeneity with compact support. Some of the difficulties in the analysis of the extinction transition in the presence of a weak wind, where there is a localized active state, are discussed.

Stochastic quantization for the axial model

International Nuclear Information System (INIS)

Farina, C.; Montani, H.; Albuquerque, L.C.

1991-01-01

We use bosonization ideas to solve the axial model in the stochastic quantization framework. We obtain the fermion propagator of the theory decoupling directly the Langevin equation, instead of the Fokker-Planck equation. In the Appendix we calculate explicitly the anomalous divergence of the axial-vector current by using a regularization that does not break the Markovian character of the stochastic process

SPATIALLY EXPLICIT MICRO-LEVEL MODELLING OF LAND USE CHANGE AT THE RURAL-URBAN INTERFACE. (R828012)

Science.gov (United States)

This paper describes micro-economic models of land use change applicable to the rural–urban interface in the US. Use of a spatially explicit micro-level modelling approach permits the analysis of regional patterns of land use as the aggregate outcomes of many, disparate...

The time dependent propensity function for acceleration of spatial stochastic simulation of reaction–diffusion systems

International Nuclear Information System (INIS)

Fu, Jin; Wu, Sheng; Li, Hong; Petzold, Linda R.

2014-01-01

The inhomogeneous stochastic simulation algorithm (ISSA) is a fundamental method for spatial stochastic simulation. However, when diffusion events occur more frequently than reaction events, simulating the diffusion events by ISSA is quite costly. To reduce this cost, we propose to use the time dependent propensity function in each step. In this way we can avoid simulating individual diffusion events, and use the time interval between two adjacent reaction events as the simulation stepsize. We demonstrate that the new algorithm can achieve orders of magnitude efficiency gains over widely-used exact algorithms, scales well with increasing grid resolution, and maintains a high level of accuracy

Geotechnical parameter spatial distribution stochastic analysis based on multi-precision information assimilation

Science.gov (United States)

Wang, C.; Rubin, Y.

2014-12-01

Spatial distribution of important geotechnical parameter named compression modulus Es contributes considerably to the understanding of the underlying geological processes and the adequate assessment of the Es mechanics effects for differential settlement of large continuous structure foundation. These analyses should be derived using an assimilating approach that combines in-situ static cone penetration test (CPT) with borehole experiments. To achieve such a task, the Es distribution of stratum of silty clay in region A of China Expo Center (Shanghai) is studied using the Bayesian-maximum entropy method. This method integrates rigorously and efficiently multi-precision of different geotechnical investigations and sources of uncertainty. Single CPT samplings were modeled as a rational probability density curve by maximum entropy theory. Spatial prior multivariate probability density function (PDF) and likelihood PDF of the CPT positions were built by borehole experiments and the potential value of the prediction point, then, preceding numerical integration on the CPT probability density curves, the posterior probability density curve of the prediction point would be calculated by the Bayesian reverse interpolation framework. The results were compared between Gaussian Sequential Stochastic Simulation and Bayesian methods. The differences were also discussed between single CPT samplings of normal distribution and simulated probability density curve based on maximum entropy theory. It is shown that the study of Es spatial distributions can be improved by properly incorporating CPT sampling variation into interpolation process, whereas more informative estimations are generated by considering CPT Uncertainty for the estimation points. Calculation illustrates the significance of stochastic Es characterization in a stratum, and identifies limitations associated with inadequate geostatistical interpolation techniques. This characterization results will provide a multi

Spatially Explicit Assessment of Agricultural Water Equilibrium in the Korean Peninsula

Directory of Open Access Journals (Sweden)

Chul-Hee Lim

2018-01-01

Full Text Available In agriculture, balancing water use and retention is an issue dealt with in most regions and for many crops. In this study, we suggest agricultural water equilibrium (AWE as a new concept that can facilitate a spatially explicit management of agricultural water. This concept is based on the principle of supply and demand of agricultural water, where the virtual water content of crops (VWC can be defined as the demand, and cropland water budget (CWB as the supply. For assessing the AWE of the Korean Peninsula, we quantified the CWB based on the hydrological cycle and the VWC of rice, a key crop in the Peninsula. Five factors, namely crop yield, growing season evapotranspiration, annual evapotranspiration, runoff, and annual precipitation, were used to assess the AWE, of which the first four were estimated using the spatially explicit large-scale crop model, Geographical Information System (GIS-based Environmental Policy Integrated Climate (GEPIC. The CWB and VWC were calculated for a period of three decades, and the AWE was computed by deducting the VWC from the CWB. Our results show a latitudinal difference across the Korean Peninsula. On analyzing the AWE of the major river basins, we found most basins in North Korea showed very low values inferring unsustainable overconsumption of water. The latitudinal difference in AWE is a reflectance of the latitudinal changes in the VWC and CWB. This can be explained by decoupling the demand and supply of agricultural water. Although the AWE values presented in this study were not absolute, the values were sufficient to explain the latitudinal change, and the demand and supply of agricultural water, and establish the usefulness of the indicator.

Composite stochastic processes

NARCIS (Netherlands)

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

Spatial Stochastic Point Models for Reservoir Characterization

Energy Technology Data Exchange (ETDEWEB)

Syversveen, Anne Randi

1997-12-31

The main part of this thesis discusses stochastic modelling of geology in petroleum reservoirs. A marked point model is defined for objects against a background in a two-dimensional vertical cross section of the reservoir. The model handles conditioning on observations from more than one well for each object and contains interaction between objects, and the objects have the correct length distribution when penetrated by wells. The model is developed in a Bayesian setting. The model and the simulation algorithm are demonstrated by means of an example with simulated data. The thesis also deals with object recognition in image analysis, in a Bayesian framework, and with a special type of spatial Cox processes called log-Gaussian Cox processes. In these processes, the logarithm of the intensity function is a Gaussian process. The class of log-Gaussian Cox processes provides flexible models for clustering. The distribution of such a process is completely characterized by the intensity and the pair correlation function of the Cox process. 170 refs., 37 figs., 5 tabs.

Generating transverse response explicitly from harmonic oscillators

Science.gov (United States)

Yao, Yuan; Tang, Ying; Ao, Ping

2017-10-01

We obtain stochastic dynamics from a system-plus-bath mechanism as an extension of the Caldeira-Leggett (CL) model in the classical regime. An effective magnetic field and response functions with both longitudinal and transverse parts are exactly generated from the bath of harmonic oscillators. The effective magnetic field and transverse response are antisymmetric matrices: the former is explicitly time-independent corresponding to the geometric magnetism, while the latter can have memory. The present model can be reduced to previous representative examples of stochastic dynamics describing nonequilibrium processes. Our results demonstrate that a system coupled with a bath of harmonic oscillators is a general approach to studying stochastic dynamics, and provides a method to experimentally implement an effective magnetic field from coupling to the environment.

Optimal Liquidation under Stochastic Liquidity

OpenAIRE

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...

Spatially explicit population estimates for black bears based on cluster sampling

Science.gov (United States)

Humm, J.; McCown, J. Walter; Scheick, B.K.; Clark, Joseph D.

2017-01-01

We estimated abundance and density of the 5 major black bear (Ursus americanus) subpopulations (i.e., Eglin, Apalachicola, Osceola, Ocala-St. Johns, Big Cypress) in Florida, USA with spatially explicit capture-mark-recapture (SCR) by extracting DNA from hair samples collected at barbed-wire hair sampling sites. We employed a clustered sampling configuration with sampling sites arranged in 3 × 3 clusters spaced 2 km apart within each cluster and cluster centers spaced 16 km apart (center to center). We surveyed all 5 subpopulations encompassing 38,960 km2 during 2014 and 2015. Several landscape variables, most associated with forest cover, helped refine density estimates for the 5 subpopulations we sampled. Detection probabilities were affected by site-specific behavioral responses coupled with individual capture heterogeneity associated with sex. Model-averaged bear population estimates ranged from 120 (95% CI = 59–276) bears or a mean 0.025 bears/km2 (95% CI = 0.011–0.44) for the Eglin subpopulation to 1,198 bears (95% CI = 949–1,537) or 0.127 bears/km2 (95% CI = 0.101–0.163) for the Ocala-St. Johns subpopulation. The total population estimate for our 5 study areas was 3,916 bears (95% CI = 2,914–5,451). The clustered sampling method coupled with information on land cover was efficient and allowed us to estimate abundance across extensive areas that would not have been possible otherwise. Clustered sampling combined with spatially explicit capture-recapture methods has the potential to provide rigorous population estimates for a wide array of species that are extensive and heterogeneous in their distribution.

[A spatially explicit analysis of traffic accidents involving pedestrians and cyclists in Berlin].

Science.gov (United States)

Lakes, Tobia

2017-12-01

In many German cities and counties, sustainable mobility concepts that strengthen pedestrian and cyclist traffic are promoted. From the perspectives of urban development, traffic planning and public healthcare, a spatially differentiated analysis of traffic accident data is decisive. 1) The identification of spatial and temporal patterns of the distribution of accidents involving cyclists and pedestrians, 2) the identification of hotspots and exploration of possible underlying causes and 3) the critical discussion of benefits and challenges of the results and the derivation of conclusions. Spatio-temporal distributions of data from accident statistics in Berlin involving pedestrians and cyclists from 2011 to 2015 were analysed with geographic information systems (GIS). While the total number of accidents remains relatively stable for pedestrian and cyclist accidents, the spatial distribution analysis shows, however, that there are significant spatial clusters (hotspots) of traffic accidents with a strong concentration in the inner city area. In a critical discussion, the benefits of geographic concepts are identified, such as spatially explicit health data (in this case traffic accident data), the importance of the integration of other data sources for the evaluation of the health impact of areas (traffic accident statistics of the police), and the possibilities and limitations of spatial-temporal data analysis (spatial point-density analyses) for the derivation of decision-supported recommendations and for the evaluation of policy measures of health prevention and of health-relevant urban development.

Improving filtering and prediction of spatially extended turbulent systems with model errors through stochastic parameter estimation

International Nuclear Information System (INIS)

Gershgorin, B.; Harlim, J.; Majda, A.J.

2010-01-01

The filtering and predictive skill for turbulent signals is often limited by the lack of information about the true dynamics of the system and by our inability to resolve the assumed dynamics with sufficiently high resolution using the current computing power. The standard approach is to use a simple yet rich family of constant parameters to account for model errors through parameterization. This approach can have significant skill by fitting the parameters to some statistical feature of the true signal; however in the context of real-time prediction, such a strategy performs poorly when intermittent transitions to instability occur. Alternatively, we need a set of dynamic parameters. One strategy for estimating parameters on the fly is a stochastic parameter estimation through partial observations of the true signal. In this paper, we extend our newly developed stochastic parameter estimation strategy, the Stochastic Parameterization Extended Kalman Filter (SPEKF), to filtering sparsely observed spatially extended turbulent systems which exhibit abrupt stability transition from time to time despite a stable average behavior. For our primary numerical example, we consider a turbulent system of externally forced barotropic Rossby waves with instability introduced through intermittent negative damping. We find high filtering skill of SPEKF applied to this toy model even in the case of very sparse observations (with only 15 out of the 105 grid points observed) and with unspecified external forcing and damping. Additive and multiplicative bias corrections are used to learn the unknown features of the true dynamics from observations. We also present a comprehensive study of predictive skill in the one-mode context including the robustness toward variation of stochastic parameters, imperfect initial conditions and finite ensemble effect. Furthermore, the proposed stochastic parameter estimation scheme applied to the same spatially extended Rossby wave system demonstrates

Quantum stochastic calculus and representations of Lie superalgebras

CERN Document Server

Eyre, Timothy M W

1998-01-01

This book describes the representations of Lie superalgebras that are yielded by a graded version of Hudson-Parthasarathy quantum stochastic calculus. Quantum stochastic calculus and grading theory are given concise introductions, extending readership to mathematicians and physicists with a basic knowledge of algebra and infinite-dimensional Hilbert spaces. The develpment of an explicit formula for the chaotic expansion of a polynomial of quantum stochastic integrals is particularly interesting. The book aims to provide a self-contained exposition of what is known about Z_2-graded quantum stochastic calculus and to provide a framework for future research into this new and fertile area.

A Spatially Explicit Dual-Isotope Approach to Map Regions of Plant-Plant Interaction after Exotic Plant Invasion.

Directory of Open Access Journals (Sweden)

Christine Hellmann

Full Text Available Understanding interactions between native and invasive plant species in field settings and quantifying the impact of invaders in heterogeneous native ecosystems requires resolving the spatial scale on which these processes take place. Therefore, functional tracers are needed that enable resolving the alterations induced by exotic plant invasion in contrast to natural variation in a spatially explicit way. 15N isoscapes, i.e., spatially referenced representations of stable nitrogen isotopic signatures, have recently provided such a tracer. However, different processes, e.g. water, nitrogen or carbon cycles, may be affected at different spatial scales. Thus multi-isotope studies, by using different functional tracers, can potentially return a more integrated picture of invader impact. This is particularly true when isoscapes are submitted to statistical methods suitable to find homogeneous subgroups in multivariate data such as cluster analysis. Here, we used model-based clustering of spatially explicit foliar δ15N and δ13C isoscapes together with N concentration of a native indicator species, Corema album, to map regions of influence in a Portuguese dune ecosystem invaded by the N2-fixing Acacia longifolia. Cluster analysis identified regions with pronounced alterations in N budget and water use efficiency in the native species, with a more than twofold increase in foliar N, and δ13C and δ15N enrichment of up to 2‰ and 8‰ closer to the invader, respectively. Furthermore, clusters of multiple functional tracers indicated a spatial shift from facilitation through N addition in the proximity of the invader to competition for resources other than N in close contact. Finding homogeneous subgroups in multi-isotope data by means of model-based cluster analysis provided an effective tool for detecting spatial structure in processes affecting plant physiology and performance. The proposed method can give an objective measure of the spatial extent

The emergence of the rescue effect from explicit within and between-patch dynamics in a metapopulation

KAUST Repository

Eriksson, Anders

2014-02-12

Immigration can rescue local populations from extinction, helping to stabilize a metapopulation. Local population dynamics is important for determining the strength of this rescue effect, but the mechanistic link between local demographic parameters and the rescue effect at the metapopulation level has received very little attention by modellers. We develop an analytical framework that allows us to describe the emergence of the rescue effect from interacting local stochastic dynamics. We show this framework to be applicable to a wide range of spatial scales, providing a powerful and convenient alternative to individual-based models for making predictions concerning the fate of metapopulations. We show that the rescue effect plays an important role in minimizing the increase in local extinction probability associated with high demographic stochasticity, but its role is more limited in the case of high local environmental stochasticity of recruitment or survival. While most models postulate the rescue effect, our framework provides an explicit mechanistic link between local dynamics and the emergence of the rescue effect, and more generally the stability of the whole metapopulation. © 2014 The Author(s) Published by the Royal Society. All rights reserved.

The emergence of the rescue effect from explicit within and between-patch dynamics in a metapopulation

KAUST Repository

Eriksson, Anders; Elí as-Wolff, Federico; Mehlig, Bernhard; Manica, Andrea

2014-01-01

Immigration can rescue local populations from extinction, helping to stabilize a metapopulation. Local population dynamics is important for determining the strength of this rescue effect, but the mechanistic link between local demographic parameters and the rescue effect at the metapopulation level has received very little attention by modellers. We develop an analytical framework that allows us to describe the emergence of the rescue effect from interacting local stochastic dynamics. We show this framework to be applicable to a wide range of spatial scales, providing a powerful and convenient alternative to individual-based models for making predictions concerning the fate of metapopulations. We show that the rescue effect plays an important role in minimizing the increase in local extinction probability associated with high demographic stochasticity, but its role is more limited in the case of high local environmental stochasticity of recruitment or survival. While most models postulate the rescue effect, our framework provides an explicit mechanistic link between local dynamics and the emergence of the rescue effect, and more generally the stability of the whole metapopulation. © 2014 The Author(s) Published by the Royal Society. All rights reserved.

Spatially explicit inference for open populations: estimating demographic parameters from camera-trap studies.

Science.gov (United States)

Gardner, Beth; Reppucci, Juan; Lucherini, Mauro; Royle, J Andrew

2010-11-01

We develop a hierarchical capture-recapture model for demographically open populations when auxiliary spatial information about location of capture is obtained. Such spatial capture-recapture data arise from studies based on camera trapping, DNA sampling, and other situations in which a spatial array of devices records encounters of unique individuals. We integrate an individual-based formulation of a Jolly-Seber type model with recently developed spatially explicit capture-recapture models to estimate density and demographic parameters for survival and recruitment. We adopt a Bayesian framework for inference under this model using the method of data augmentation which is implemented in the software program WinBUGS. The model was motivated by a camera trapping study of Pampas cats Leopardus colocolo from Argentina, which we present as an illustration of the model in this paper. We provide estimates of density and the first quantitative assessment of vital rates for the Pampas cat in the High Andes. The precision of these estimates is poor due likely to the sparse data set. Unlike conventional inference methods which usually rely on asymptotic arguments, Bayesian inferences are valid in arbitrary sample sizes, and thus the method is ideal for the study of rare or endangered species for which small data sets are typical.

Spatial scale affects the relative role of stochasticity versus determinism in soil bacterial communities in wheat fields across the North China Plain.

Science.gov (United States)

Shi, Yu; Li, Yuntao; Xiang, Xingjia; Sun, Ruibo; Yang, Teng; He, Dan; Zhang, Kaoping; Ni, Yingying; Zhu, Yong-Guan; Adams, Jonathan M; Chu, Haiyan

2018-02-05

The relative importance of stochasticity versus determinism in soil bacterial communities is unclear, as are the possible influences that alter the balance between these. Here, we investigated the influence of spatial scale on the relative role of stochasticity and determinism in agricultural monocultures consisting only of wheat, thereby minimizing the influence of differences in plant species cover and in cultivation/disturbance regime, extending across a wide range of soils and climates of the North China Plain (NCP). We sampled 243 sites across 1092 km and sequenced the 16S rRNA bacterial gene using MiSeq. We hypothesized that determinism would play a relatively stronger role at the broadest scales, due to the strong influence of climate and soil differences in selecting many distinct OTUs of bacteria adapted to the different environments. In order to test the more general applicability of the hypothesis, we also compared with a natural ecosystem on the Tibetan Plateau. Our results revealed that the relative importance of stochasticity vs. determinism did vary with spatial scale, in the direction predicted. On the North China Plain, stochasticity played a dominant role from 150 to 900 km (separation between pairs of sites) and determinism dominated at more than 900 km (broad scale). On the Tibetan Plateau, determinism played a dominant role from 130 to 1200 km and stochasticity dominated at less than 130 km. Among the identifiable deterministic factors, soil pH showed the strongest influence on soil bacterial community structure and diversity across the North China Plain. Together, 23.9% of variation in soil microbial community composition could be explained, with environmental factors accounting for 19.7% and spatial parameters 4.1%. Our findings revealed that (1) stochastic processes are relatively more important on the North China Plain, while deterministic processes are more important on the Tibetan Plateau; (2) soil pH was the major factor in shaping

Stochastic systems with cross-correlated Gaussian white noises

International Nuclear Information System (INIS)

Wang Cheng-Yu; Song Yu-Min; Zhou Peng; Yang Hai; Gao Yun

2010-01-01

This paper theoretically investigates three stochastic systems with cross-correlation Gaussian white noises. Both steady state properties of the stochastic nonlinear systems and the nonequilibrium transitions induced by the cross-correlated noises are studied. The stationary solutions of the Fokker—Planck equation for three specific examples are analysed. It is shown explicitly that the cross-correlation of white noises can induce nonequilibrium transitions

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.

Laboratory Evidence for Stochastic Plasma-Wave Growth

International Nuclear Information System (INIS)

Austin, D. R.; Hole, M. J.; Robinson, P. A.; Cairns, Iver H.; Dallaqua, R.

2007-01-01

The first laboratory confirmation of stochastic growth theory is reported. Floating potential fluctuations are measured in a vacuum arc centrifuge using a Langmuir probe. Statistical analysis of the energy density reveals a lognormal distribution over roughly 2 orders of magnitude, with a high-field nonlinear cutoff whose spatial dependence is consistent with the predicted eigenmode profile. These results are consistent with stochastic growth and nonlinear saturation of a spatially extended eigenmode, the first evidence for stochastic growth of an extended structure

sGD: software for estimating spatially explicit indices of genetic diversity.

Science.gov (United States)

Shirk, A J; Cushman, S A

2011-09-01

Anthropogenic landscape changes have greatly reduced the population size, range and migration rates of many terrestrial species. The small local effective population size of remnant populations favours loss of genetic diversity leading to reduced fitness and adaptive potential, and thus ultimately greater extinction risk. Accurately quantifying genetic diversity is therefore crucial to assessing the viability of small populations. Diversity indices are typically calculated from the multilocus genotypes of all individuals sampled within discretely defined habitat patches or larger regional extents. Importantly, discrete population approaches do not capture the clinal nature of populations genetically isolated by distance or landscape resistance. Here, we introduce spatial Genetic Diversity (sGD), a new spatially explicit tool to estimate genetic diversity based on grouping individuals into potentially overlapping genetic neighbourhoods that match the population structure, whether discrete or clinal. We compared the estimates and patterns of genetic diversity using patch or regional sampling and sGD on both simulated and empirical populations. When the population did not meet the assumptions of an island model, we found that patch and regional sampling generally overestimated local heterozygosity, inbreeding and allelic diversity. Moreover, sGD revealed fine-scale spatial heterogeneity in genetic diversity that was not evident with patch or regional sampling. These advantages should provide a more robust means to evaluate the potential for genetic factors to influence the viability of clinal populations and guide appropriate conservation plans. © 2011 Blackwell Publishing Ltd.

Analyzing Variability in Landscape Nutrient Loading Using Spatially-Explicit Maps in the Great Lakes Basin

Science.gov (United States)

Hamlin, Q. F.; Kendall, A. D.; Martin, S. L.; Whitenack, H. D.; Roush, J. A.; Hannah, B. A.; Hyndman, D. W.

2017-12-01

Excessive loading of nitrogen and phosphorous to the landscape has caused biologically and economically damaging eutrophication and harmful algal blooms in the Great Lakes Basin (GLB) and across the world. We mapped source-specific loads of nitrogen and phosphorous to the landscape using broadly available data across the GLB. SENSMap (Spatially Explicit Nutrient Source Map) is a 30m resolution snapshot of nutrient loads ca. 2010. We use these maps to study variable nutrient loading and provide this information to watershed managers through NOAA's GLB Tipping Points Planner. SENSMap individually maps nutrient point sources and six non-point sources: 1) atmospheric deposition, 2) septic tanks, 3) non-agricultural chemical fertilizer, 4) agricultural chemical fertilizer, 5) manure, and 6) nitrogen fixation from legumes. To model source-specific loads at high resolution, SENSMap synthesizes a wide range of remotely sensed, surveyed, and tabular data. Using these spatially explicit nutrient loading maps, we can better calibrate local land use-based water quality models and provide insight to watershed managers on how to focus nutrient reduction strategies. Here we examine differences in dominant nutrient sources across the GLB, and how those sources vary by land use. SENSMap's high resolution, source-specific approach offers a different lens to understand nutrient loading than traditional semi-distributed or land use based models.

A new approach to spatially explicit modelling of forest dynamics: spacing, ageing and neighbourhood competition of mangrove trees

NARCIS (Netherlands)

Berger, U.; Hildenbrandt, H.

2000-01-01

This paper presents a new approach to spatially explicit modelling that enables the influence of neighbourhood effects on the dynamics of forests and plant communities to be analysed. We refer to this approach as 'field of neighbourhood' (FON). It combines the 'neighbourhood philosophy' of

Mapping of soil organic carbon stocks for spatially explicit assessments of climate change mitigation potential

International Nuclear Information System (INIS)

Vågen, Tor-Gunnar; Winowiecki, Leigh A

2013-01-01

Current methods for assessing soil organic carbon (SOC) stocks are generally not well suited for understanding variations in SOC stocks in landscapes. This is due to the tedious and time-consuming nature of the sampling methods most commonly used to collect bulk density cores, which limits repeatability across large areas, particularly where information is needed on the spatial dynamics of SOC stocks at scales relevant to management and for spatially explicit targeting of climate change mitigation options. In the current study, approaches were explored for (i) field-based estimates of SOC stocks and (ii) mapping of SOC stocks at moderate to high resolution on the basis of data from four widely contrasting ecosystems in East Africa. Estimated SOC stocks for 0–30 cm depth varied both within and between sites, with site averages ranging from 2 to 8 kg m −2 . The differences in SOC stocks were determined in part by rainfall, but more importantly by sand content. Results also indicate that managing soil erosion is a key strategy for reducing SOC loss and hence in mitigation of climate change in these landscapes. Further, maps were developed on the basis of satellite image reflectance data with multiple R-squared values of 0.65 for the independent validation data set, showing variations in SOC stocks across these landscapes. These maps allow for spatially explicit targeting of potential climate change mitigation efforts through soil carbon sequestration, which is one option for climate change mitigation and adaptation. Further, the maps can be used to monitor the impacts of such mitigation efforts over time. (letter)

Travelling fronts in stochastic Stokes’ drifts

KAUST Repository

Blanchet, Adrien; Dolbeault, Jean; Kowalczyk, Michał

2008-01-01

By analytical methods we study the large time properties of the solution of a simple one-dimensional model of stochastic Stokes' drift. Semi-explicit formulae allow us to characterize the behaviour of the solutions and compute global quantities

Roles of dispersal, stochasticity, and nonlinear dynamics in the spatial structuring of seasonal natural enemy-victim populations

Science.gov (United States)

Patrick C. Tobin; Ottar N. Bjornstad

2005-01-01

Natural enemy-victim systems may exhibit a range of dynamic space-time patterns. We used a theoretical framework to study spatiotemporal structuring in a transient natural enemy-victim system subject to differential rates of dispersal, stochastic forcing, and nonlinear dynamics. Highly mobile natural enemies that attacked less mobile victims were locally spatially...

Spatially explicit models, generalized reproduction numbers and the prediction of patterns of waterborne disease

Science.gov (United States)

Rinaldo, A.; Gatto, M.; Mari, L.; Casagrandi, R.; Righetto, L.; Bertuzzo, E.; Rodriguez-Iturbe, I.

2012-12-01

Metacommunity and individual-based theoretical models are studied in the context of the spreading of infections of water-borne diseases along the ecological corridors defined by river basins and networks of human mobility. The overarching claim is that mathematical models can indeed provide predictive insight into the course of an ongoing epidemic, potentially aiding real-time emergency management in allocating health care resources and by anticipating the impact of alternative interventions. To support the claim, we examine the ex-post reliability of published predictions of the 2010-2011 Haiti cholera outbreak from four independent modeling studies that appeared almost simultaneously during the unfolding epidemic. For each modeled epidemic trajectory, it is assessed how well predictions reproduced the observed spatial and temporal features of the outbreak to date. The impact of different approaches is considered to the modeling of the spatial spread of V. cholera, the mechanics of cholera transmission and in accounting for the dynamics of susceptible and infected individuals within different local human communities. A generalized model for Haitian epidemic cholera and the related uncertainty is thus constructed and applied to the year-long dataset of reported cases now available. Specific emphasis will be dedicated to models of human mobility, a fundamental infection mechanism. Lessons learned and open issues are discussed and placed in perspective, supporting the conclusion that, despite differences in methods that can be tested through model-guided field validation, mathematical modeling of large-scale outbreaks emerges as an essential component of future cholera epidemic control. Although explicit spatial modeling is made routinely possible by widespread data mapping of hydrology, transportation infrastructure, population distribution, and sanitation, the precise condition under which a waterborne disease epidemic can start in a spatially explicit setting is

Changing relationships between land use and environmental characteristics and their consequences for spatially explicit land-use change prediction

NARCIS (Netherlands)

Bakker, M.; Veldkamp, A.

2012-01-01

Spatially explicit land-use change prediction is often based on environmental characteristics of land-use types, such as soil type and slope, as observed at one time instant. This approach presumes that relationships between land use and environment are constant over time. We argue that such

Assessment of flood susceptible areas using spatially explicit, probabilistic multi-criteria decision analysis

Science.gov (United States)

Tang, Zhongqian; Zhang, Hua; Yi, Shanzhen; Xiao, Yangfan

2018-03-01

GIS-based multi-criteria decision analysis (MCDA) is increasingly used to support flood risk assessment. However, conventional GIS-MCDA methods fail to adequately represent spatial variability and are accompanied with considerable uncertainty. It is, thus, important to incorporate spatial variability and uncertainty into GIS-based decision analysis procedures. This research develops a spatially explicit, probabilistic GIS-MCDA approach for the delineation of potentially flood susceptible areas. The approach integrates the probabilistic and the local ordered weighted averaging (OWA) methods via Monte Carlo simulation, to take into account the uncertainty related to criteria weights, spatial heterogeneity of preferences and the risk attitude of the analyst. The approach is applied to a pilot study for the Gucheng County, central China, heavily affected by the hazardous 2012 flood. A GIS database of six geomorphological and hydrometeorological factors for the evaluation of susceptibility was created. Moreover, uncertainty and sensitivity analysis were performed to investigate the robustness of the model. The results indicate that the ensemble method improves the robustness of the model outcomes with respect to variation in criteria weights and identifies which criteria weights are most responsible for the variability of model outcomes. Therefore, the proposed approach is an improvement over the conventional deterministic method and can provides a more rational, objective and unbiased tool for flood susceptibility evaluation.

On relative spatial diffusion in plasma and fluid turbulences: clumps, Richardson's law and intrinsic stochasticity

International Nuclear Information System (INIS)

Misguich, J.H.; Balescu, R.

1981-02-01

Three different time regimes are presented for relative spatial diffusion of charged particles in fluctuating electric fields, which behave like tau 3 , exp (tau) and tau 3 , respectively. The first regime, corresponding to a quasi-linear description of the trajectories, is analogous to the one observed in fluid turbulence and is valid in the limit of a small amplitude turbulent spectrum, or for not too small initial separation of the particles. The third regime, appearing for long times, describes the diffusion of independent particles at very large separations. Its existence is ensured by the nonlinear renormalization of the propagators. The second, intermediate, regime appears in a stochastic treatment of the renormalization effect for particles with a very small spatial and velocity difference, and describes Dupree's clumps diffusion. The appearance of the corresponding regime is similar to that of the Suzuki scaling regime of non-linear Langevin equations. It is also shown that the clumps have a behaviour similar to an intrinsic stochasticity, but which is of extrinsic nature. Similar failure of the quasi-linear approximation for spacific velocity domains has been previously studied and solved for classical Landau collisions, as well as for pitch angle diffusion where renormalization effects have been proved also to be important

A heterogeneous stochastic FEM framework for elliptic PDEs

International Nuclear Information System (INIS)

Hou, Thomas Y.; Liu, Pengfei

2015-01-01

We introduce a new concept of sparsity for the stochastic elliptic operator −div(a(x,ω)∇(⋅)), which reflects the compactness of its inverse operator in the stochastic direction and allows for spatially heterogeneous stochastic structure. This new concept of sparsity motivates a heterogeneous stochastic finite element method (HSFEM) framework for linear elliptic equations, which discretizes the equations using the heterogeneous coupling of spatial basis with local stochastic basis to exploit the local stochastic structure of the solution space. We also provide a sampling method to construct the local stochastic basis for this framework using the randomized range finding techniques. The resulting HSFEM involves two stages and suits the multi-query setting: in the offline stage, the local stochastic structure of the solution space is identified; in the online stage, the equation can be efficiently solved for multiple forcing functions. An online error estimation and correction procedure through Monte Carlo sampling is given. Numerical results for several problems with high dimensional stochastic input are presented to demonstrate the efficiency of the HSFEM in the online stage

Gap-filling a spatially explicit plant trait database: comparing imputation methods and different levels of environmental information

Science.gov (United States)

Poyatos, Rafael; Sus, Oliver; Badiella, Llorenç; Mencuccini, Maurizio; Martínez-Vilalta, Jordi

2018-05-01

The ubiquity of missing data in plant trait databases may hinder trait-based analyses of ecological patterns and processes. Spatially explicit datasets with information on intraspecific trait variability are rare but offer great promise in improving our understanding of functional biogeography. At the same time, they offer specific challenges in terms of data imputation. Here we compare statistical imputation approaches, using varying levels of environmental information, for five plant traits (leaf biomass to sapwood area ratio, leaf nitrogen content, maximum tree height, leaf mass per area and wood density) in a spatially explicit plant trait dataset of temperate and Mediterranean tree species (Ecological and Forest Inventory of Catalonia, IEFC, dataset for Catalonia, north-east Iberian Peninsula, 31 900 km2). We simulated gaps at different missingness levels (10-80 %) in a complete trait matrix, and we used overall trait means, species means, k nearest neighbours (kNN), ordinary and regression kriging, and multivariate imputation using chained equations (MICE) to impute missing trait values. We assessed these methods in terms of their accuracy and of their ability to preserve trait distributions, multi-trait correlation structure and bivariate trait relationships. The relatively good performance of mean and species mean imputations in terms of accuracy masked a poor representation of trait distributions and multivariate trait structure. Species identity improved MICE imputations for all traits, whereas forest structure and topography improved imputations for some traits. No method performed best consistently for the five studied traits, but, considering all traits and performance metrics, MICE informed by relevant ecological variables gave the best results. However, at higher missingness (> 30 %), species mean imputations and regression kriging tended to outperform MICE for some traits. MICE informed by relevant ecological variables allowed us to fill the gaps in

Spatially explicit models for inference about density in unmarked or partially marked populations

Science.gov (United States)

Chandler, Richard B.; Royle, J. Andrew

2013-01-01

Recently developed spatial capture–recapture (SCR) models represent a major advance over traditional capture–recapture (CR) models because they yield explicit estimates of animal density instead of population size within an unknown area. Furthermore, unlike nonspatial CR methods, SCR models account for heterogeneity in capture probability arising from the juxtaposition of animal activity centers and sample locations. Although the utility of SCR methods is gaining recognition, the requirement that all individuals can be uniquely identified excludes their use in many contexts. In this paper, we develop models for situations in which individual recognition is not possible, thereby allowing SCR concepts to be applied in studies of unmarked or partially marked populations. The data required for our model are spatially referenced counts made on one or more sample occasions at a collection of closely spaced sample units such that individuals can be encountered at multiple locations. Our approach includes a spatial point process for the animal activity centers and uses the spatial correlation in counts as information about the number and location of the activity centers. Camera-traps, hair snares, track plates, sound recordings, and even point counts can yield spatially correlated count data, and thus our model is widely applicable. A simulation study demonstrated that while the posterior mean exhibits frequentist bias on the order of 5–10% in small samples, the posterior mode is an accurate point estimator as long as adequate spatial correlation is present. Marking a subset of the population substantially increases posterior precision and is recommended whenever possible. We applied our model to avian point count data collected on an unmarked population of the northern parula (Parula americana) and obtained a density estimate (posterior mode) of 0.38 (95% CI: 0.19–1.64) birds/ha. Our paper challenges sampling and analytical conventions in ecology by demonstrating

Neutral Backward Stochastic Functional Differential Equations and Their Application

OpenAIRE

Wei, Wenning

2013-01-01

In this paper we are concerned with a new type of backward equations with anticipation which we call neutral backward stochastic functional differential equations. We obtain the existence and uniqueness and prove a comparison theorem. As an application, we discuss the optimal control of neutral stochastic functional differential equations, establish a Pontryagin maximum principle, and give an explicit optimal value for the linear optimal control.

Numerical studies of the stochastic Korteweg-de Vries equation

International Nuclear Information System (INIS)

Lin Guang; Grinberg, Leopold; Karniadakis, George Em

2006-01-01

We present numerical solutions of the stochastic Korteweg-de Vries equation for three cases corresponding to additive time-dependent noise, multiplicative space-dependent noise and a combination of the two. We employ polynomial chaos for discretization in random space, and discontinuous Galerkin and finite difference for discretization in physical space. The accuracy of the stochastic solutions is investigated by comparing the first two moments against analytical and Monte Carlo simulation results. Of particular interest is the interplay of spatial discretization error with the stochastic approximation error, which is examined for different orders of spatial and stochastic approximation

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

KAUST Repository

Ben Hammouda, Chiheb

2015-05-12

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

Distributed evaluation of stochastic Petri nets

NARCIS (Netherlands)

Bell, A.; Buchholz, Peter; Lehnert, Ralf; Pioro, Micha

2004-01-01

In this paper we present on the distributed performance evaluation and model checking of systems specified by stochastic Petri nets. The approaches discussed rely on an explicit state-space generation and target at the usage of clusters of workstations. We present results for systems with several

Stochastic analysis to assess the spatial distribution of groundwater nitrate concentrations in the Po catchment (Italy)

International Nuclear Information System (INIS)

Cinnirella, Sergio; Buttafuoco, Gabriele; Pirrone, Nicola

2005-01-01

A large database including temporal trends of physical, ecological and socio-economic data was developed within the EUROCAT project. The aim was to estimate the nutrient fluxes for different socio-economic scenarios at catchment and coastal zone level of the Po catchment (Northern Italy) with reference to the Water Quality Objectives reported in the Water Framework Directive (WFD 2000/60/CE) and also in Italian legislation. Emission data derived from different sources at national, regional and local levels are referred to point and non-point sources. While non-point (diffuse) sources are simply integrated into the nutrient flux model, point sources are irregularly distributed. Intensive farming activity in the Po valley is one of the main Pressure factors Driving groundwater pollution in the catchment, therefore understanding the spatial variability of groundwater nitrate concentrations is a critical issue to be considered in developing a Water Quality Management Plan. In order to use the scattered point source data as input in our biogeochemical and transport models, it was necessary to predict their values and associated uncertainty at unsampled locations. This study reports the spatial distribution and uncertainty of groundwater nitrate concentration at a test site of the Po watershed using a probabilistic approach. Our approach was based on geostatistical sequential Gaussian simulation used to yield a series of stochastic images characterized by equally probable spatial distributions of the nitrate concentration across the area. Post-processing of many simulations allowed the mapping of contaminated and uncontaminated areas and provided a model for the uncertainty in the spatial distribution of nitrate concentrations. - The stochastic simulation should be preferred to kriging in environmental studies, whenever it is critical to preserve the variation of a variable

Convergence of Sample Path Optimal Policies for Stochastic Dynamic Programming

National Research Council Canada - National Science Library

Fu, Michael C; Jin, Xing

2005-01-01

.... These results have practical implications for Monte Carlo simulation-based solution approaches to stochastic dynamic programming problems where it is impractical to extract the explicit transition...

Stochastic Growth Theory of Spatially-Averaged Distributions of Langmuir Fields in Earth's Foreshock

Science.gov (United States)

Boshuizen, Christopher R.; Cairns, Iver H.; Robinson, P. A.

2001-01-01

Langmuir-like waves in the foreshock of Earth are characteristically bursty and irregular, and are the subject of a number of recent studies. Averaged over the foreshock, it is observed that the probability distribution is power-law P(bar)(log E) in the wave field E with the bar denoting this averaging over position, In this paper it is shown that stochastic growth theory (SGT) can explain a power-law spatially-averaged distributions P(bar)(log E), when the observed power-law variations of the mean and standard deviation of log E with position are combined with the log normal statistics predicted by SGT at each location.

Stochastic Effects; Application in Nuclear Physics

International Nuclear Information System (INIS)

Mazonka, O.

2000-04-01

Stochastic effects in nuclear physics refer to the study of the dynamics of nuclear systems evolving under stochastic equations of motion. In this dissertation we restrict our attention to classical scattering models. We begin with introduction of the model of nuclear dynamics and deterministic equations of evolution. We apply a Langevin approach - an additional property of the model, which reflect the statistical nature of low energy nuclear behaviour. We than concentrate our attention on the problem of calculating tails of distribution functions, which actually is the problem of calculating probabilities of rare outcomes. Two general strategies are proposed. Result and discussion follow. Finally in the appendix we consider stochastic effects in nonequilibrium systems. A few exactly solvable models are presented. For one model we show explicitly that stochastic behaviour in a microscopic description can lead to ordered collective effects on the macroscopic scale. Two others are solved to confirm the predictions of the fluctuation theorem. (author)

A Compositional Semantics for Stochastic Reo Connectors

NARCIS (Netherlands)

Y.-J. Moon (Young-Joo); A.M. Silva (Alexandra); , C. (born Köhler, , C.) Krause (Christian); F. Arbab (Farhad)

2010-01-01

htmlabstractIn this paper we present a compositional semantics for the channel-based coordination language Reo which enables the analysis of quality of service (QoS) properties of service compositions. For this purpose, we annotate Reo channels with stochastic delay rates and explicitly model

Ecosystem accounts define explicit and spatial trade-offs for managing natural resources.

Science.gov (United States)

Keith, Heather; Vardon, Michael; Stein, John A; Stein, Janet L; Lindenmayer, David

2017-11-01

Decisions about natural resource management are frequently complex and vexed, often leading to public policy compromises. Discord between environmental and economic metrics creates problems in assessing trade-offs between different current or potential resource uses. Ecosystem accounts, which quantify ecosystems and their benefits for human well-being consistent with national economic accounts, provide exciting opportunities to contribute significantly to the policy process. We advanced the application of ecosystem accounts in a regional case study by explicitly and spatially linking impacts of human and natural activities on ecosystem assets and services to their associated industries. This demonstrated contributions of ecosystems beyond the traditional national accounts. Our results revealed that native forests would provide greater benefits from their ecosystem services of carbon sequestration, water yield, habitat provisioning and recreational amenity if harvesting for timber production ceased, thus allowing forests to continue growing to older ages.

Patterns in the spatial distribution of Peruvian anchovy ( Engraulis ringens) revealed by spatially explicit fishing data

Science.gov (United States)

Bertrand, Sophie; Díaz, Erich; Lengaigne, Matthieu

2008-10-01

Peruvian anchovy ( Engraulis ringens) stock abundance is tightly driven by the high and unpredictable variability of the Humboldt Current Ecosystem. Management of the fishery therefore cannot rely on mid- or long-term management policy alone but needs to be adaptive at relatively short time scales. Regular acoustic surveys are performed on the stock at intervals of 2 to 4 times a year, but there is a need for more time continuous monitoring indicators to ensure that management can respond at suitable time scales. Existing literature suggests that spatially explicit data on the location of fishing activities could be used as a proxy for target stock distribution. Spatially explicit commercial fishing data could therefore guide adaptive management decisions at shorter time scales than is possible through scientific stock surveys. In this study we therefore aim to (1) estimate the position of fishing operations for the entire fleet of Peruvian anchovy purse-seiners using the Peruvian satellite vessel monitoring system (VMS), and (2) quantify the extent to which the distribution of purse-seine sets describes anchovy distribution. To estimate fishing set positions from vessel tracks derived from VMS data we developed a methodology based on artificial neural networks (ANN) trained on a sample of fishing trips with known fishing set positions (exact fishing positions are known for approximately 1.5% of the fleet from an at-sea observer program). The ANN correctly identified 83% of the real fishing sets and largely outperformed comparative linear models. This network is then used to forecast fishing operations for those trips where no observers were onboard. To quantify the extent to which fishing set distribution was correlated to stock distribution we compared three metrics describing features of the distributions (the mean distance to the coast, the total area of distribution, and a clustering index) for concomitant acoustic survey observations and fishing set positions

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

Stochastic modeling and analysis of telecoms networks

CERN Document Server

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

A Risk Assessment Example for Soil Invertebrates Using Spatially Explicit Agent-Based Models

DEFF Research Database (Denmark)

Reed, Melissa; Alvarez, Tania; Chelinho, Sonia

2016-01-01

Current risk assessment methods for measuring the toxicity of plant protection products (PPPs) on soil invertebrates use standardized laboratory conditions to determine acute effects on mortality and sublethal effects on reproduction. If an unacceptable risk is identified at the lower tier...... population models for ubiquitous soil invertebrates (collembolans and earthworms) as refinement options in current risk assessment. Both are spatially explicit agent-based models (ABMs), incorporating individual and landscape variability. The models were used to provide refined risk assessments for different...... application scenarios of a hypothetical pesticide applied to potato crops (full-field spray onto the soil surface [termed “overall”], in-furrow, and soil-incorporated pesticide applications). In the refined risk assessment, the population models suggest that soil invertebrate populations would likely recover...

A Compositional Semantics for Stochastic Reo Connectors

Directory of Open Access Journals (Sweden)

Young-Joo Moon

2010-07-01

Full Text Available In this paper we present a compositional semantics for the channel-based coordination language Reo which enables the analysis of quality of service (QoS properties of service compositions. For this purpose, we annotate Reo channels with stochastic delay rates and explicitly model data-arrival rates at the boundary of a connector, to capture its interaction with the services that comprise its environment. We propose Stochastic Reo automata as an extension of Reo automata, in order to compositionally derive a QoS-aware semantics for Reo. We further present a translation of Stochastic Reo automata to Continuous-Time Markov Chains (CTMCs. This translation enables us to use third-party CTMC verification tools to do an end-to-end performance analysis of service compositions.

STABILITY OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY

Institute of Scientific and Technical Information of China (English)

无

2009-01-01

In this paper,we obtain suffcient conditions for the stability in p-th moment of the analytical solutions and the mean square stability of a stochastic differential equation with unbounded delay proposed in [6,10] using the explicit Euler method.

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)

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)

Dynamic stochastic optimization

CERN Document Server

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...

Gap-filling a spatially explicit plant trait database: comparing imputation methods and different levels of environmental information

Directory of Open Access Journals (Sweden)

R. Poyatos

2018-05-01

Full Text Available The ubiquity of missing data in plant trait databases may hinder trait-based analyses of ecological patterns and processes. Spatially explicit datasets with information on intraspecific trait variability are rare but offer great promise in improving our understanding of functional biogeography. At the same time, they offer specific challenges in terms of data imputation. Here we compare statistical imputation approaches, using varying levels of environmental information, for five plant traits (leaf biomass to sapwood area ratio, leaf nitrogen content, maximum tree height, leaf mass per area and wood density in a spatially explicit plant trait dataset of temperate and Mediterranean tree species (Ecological and Forest Inventory of Catalonia, IEFC, dataset for Catalonia, north-east Iberian Peninsula, 31 900 km2. We simulated gaps at different missingness levels (10–80 % in a complete trait matrix, and we used overall trait means, species means, k nearest neighbours (kNN, ordinary and regression kriging, and multivariate imputation using chained equations (MICE to impute missing trait values. We assessed these methods in terms of their accuracy and of their ability to preserve trait distributions, multi-trait correlation structure and bivariate trait relationships. The relatively good performance of mean and species mean imputations in terms of accuracy masked a poor representation of trait distributions and multivariate trait structure. Species identity improved MICE imputations for all traits, whereas forest structure and topography improved imputations for some traits. No method performed best consistently for the five studied traits, but, considering all traits and performance metrics, MICE informed by relevant ecological variables gave the best results. However, at higher missingness (> 30 %, species mean imputations and regression kriging tended to outperform MICE for some traits. MICE informed by relevant ecological variables

Quantifying spatial scaling patterns and their local and regional correlates in headwater streams: Implications for resilience

Science.gov (United States)

Gothe, Emma; Sandin, Leonard; Allen, Craig R.; Angeler, David G.

2014-01-01

The distribution of functional traits within and across spatiotemporal scales has been used to quantify and infer the relative resilience across ecosystems. We use explicit spatial modeling to evaluate within- and cross-scale redundancy in headwater streams, an ecosystem type with a hierarchical and dendritic network structure. We assessed the cross-scale distribution of functional feeding groups of benthic invertebrates in Swedish headwater streams during two seasons. We evaluated functional metrics, i.e., Shannon diversity, richness, and evenness, and the degree of redundancy within and across modeled spatial scales for individual feeding groups. We also estimated the correlates of environmental versus spatial factors of both functional composition and the taxonomic composition of functional groups for each spatial scale identified. Measures of functional diversity and within-scale redundancy of functions were similar during both seasons, but both within- and cross-scale redundancy were low. This apparent low redundancy was partly attributable to a few dominant taxa explaining the spatial models. However, rare taxa with stochastic spatial distributions might provide additional information and should therefore be considered explicitly for complementing future resilience assessments. Otherwise, resilience may be underestimated. Finally, both environmental and spatial factors correlated with the scale-specific functional and taxonomic composition. This finding suggests that resilience in stream networks emerges as a function of not only local conditions but also regional factors such as habitat connectivity and invertebrate dispersal.

Predicting Fish Growth Potential and Identifying Water Quality Constraints: A Spatially-Explicit Bioenergetics Approach

Science.gov (United States)

Budy, Phaedra; Baker, Matthew; Dahle, Samuel K.

2011-10-01

Anthropogenic impairment of water bodies represents a global environmental concern, yet few attempts have successfully linked fish performance to thermal habitat suitability and fewer have distinguished co-varying water quality constraints. We interfaced fish bioenergetics, field measurements, and Thermal Remote Imaging to generate a spatially-explicit, high-resolution surface of fish growth potential, and next employed a structured hypothesis to detect relationships among measures of fish performance and co-varying water quality constraints. Our thermal surface of fish performance captured the amount and spatial-temporal arrangement of thermally-suitable habitat for three focal species in an extremely heterogeneous reservoir, but interpretation of this pattern was initially confounded by seasonal covariation of water residence time and water quality. Subsequent path analysis revealed that in terms of seasonal patterns in growth potential, catfish and walleye responded to temperature, positively and negatively, respectively; crappie and walleye responded to eutrophy (negatively). At the high eutrophy levels observed in this system, some desired fishes appear to suffer from excessive cultural eutrophication within the context of elevated temperatures whereas others appear to be largely unaffected or even enhanced. Our overall findings do not lead to the conclusion that this system is degraded by pollution; however, they do highlight the need to use a sensitive focal species in the process of determining allowable nutrient loading and as integrators of habitat suitability across multiple spatial and temporal scales. We provide an integrated approach useful for quantifying fish growth potential and identifying water quality constraints on fish performance at spatial scales appropriate for whole-system management.

Stochastic Effects for the Reaction-Duffing Equation with Wick-Type Product

Directory of Open Access Journals (Sweden)

Jin Hyuk Choi

2016-01-01

Full Text Available We construct new explicit solutions of the Wick-type stochastic reaction-Duffing equation arising from mathematical physics with the help of the white noise theory and the system technique. Based on these exact solutions, we also discuss the influences of stochastic effects for dynamical behaviors according to functions h1(t, h2(t, and Brownian motion B(t which are the solitary wave group velocities.

Spatially explicit rangeland erosion monitoring using high-resolution digital aerial imagery

Science.gov (United States)

Gillan, Jeffrey K.; Karl, Jason W.; Barger, Nichole N.; Elaksher, Ahmed; Duniway, Michael C.

2016-01-01

Nearly all of the ecosystem services supported by rangelands, including production of livestock forage, carbon sequestration, and provisioning of clean water, are negatively impacted by soil erosion. Accordingly, monitoring the severity, spatial extent, and rate of soil erosion is essential for long-term sustainable management. Traditional field-based methods of monitoring erosion (sediment traps, erosion pins, and bridges) can be labor intensive and therefore are generally limited in spatial intensity and/or extent. There is a growing effort to monitor natural resources at broad scales, which is driving the need for new soil erosion monitoring tools. One remote-sensing technique that can be used to monitor soil movement is a time series of digital elevation models (DEMs) created using aerial photogrammetry methods. By geographically coregistering the DEMs and subtracting one surface from the other, an estimate of soil elevation change can be created. Such analysis enables spatially explicit quantification and visualization of net soil movement including erosion, deposition, and redistribution. We constructed DEMs (12-cm ground sampling distance) on the basis of aerial photography immediately before and 1 year after a vegetation removal treatment on a 31-ha Piñon-Juniper woodland in southeastern Utah to evaluate the use of aerial photography in detecting soil surface change. On average, we were able to detect surface elevation change of ± 8−9cm and greater, which was sufficient for the large amount of soil movement exhibited on the study area. Detecting more subtle soil erosion could be achieved using the same technique with higher-resolution imagery from lower-flying aircraft such as unmanned aerial vehicles. DEM differencing and process-focused field methods provided complementary information and a more complete assessment of soil loss and movement than any single technique alone. Photogrammetric DEM differencing could be used as a technique to

Creating a spatially-explicit index: a method for assessing the global wildfire-water risk

Science.gov (United States)

Robinne, François-Nicolas; Parisien, Marc-André; Flannigan, Mike; Miller, Carol; Bladon, Kevin D.

2017-04-01

The wildfire-water risk (WWR) has been defined as the potential for wildfires to adversely affect water resources that are important for downstream ecosystems and human water needs for adequate water quantity and quality, therefore compromising the security of their water supply. While tools and methods are numerous for watershed-scale risk analysis, the development of a toolbox for the large-scale evaluation of the wildfire risk to water security has only started recently. In order to provide managers and policy-makers with an adequate tool, we implemented a method for the spatial analysis of the global WWR based on the Driving forces-Pressures-States-Impacts-Responses (DPSIR) framework. This framework relies on the cause-and-effect relationships existing between the five categories of the DPSIR chain. As this approach heavily relies on data, we gathered an extensive set of spatial indicators relevant to fire-induced hydrological hazards and water consumption patterns by human and natural communities. When appropriate, we applied a hydrological routing function to our indicators in order to simulate downstream accumulation of potentially harmful material. Each indicator was then assigned a DPSIR category. We collapsed the information in each category using a principal component analysis in order to extract the most relevant pixel-based information provided by each spatial indicator. Finally, we compiled our five categories using an additive indexation process to produce a spatially-explicit index of the WWR. A thorough sensitivity analysis has been performed in order to understand the relationship between the final risk values and the spatial pattern of each category used during the indexation. For comparison purposes, we aggregated index scores by global hydrological regions, or hydrobelts, to get a sense of regional DPSIR specificities. This rather simple method does not necessitate the use of complex physical models and provides a scalable and efficient tool

Spatially Explicit Assessment of Ecosystem Resilience: An Approach to Adapt to Climate Changes

Directory of Open Access Journals (Sweden)

Haiming Yan

2014-01-01

Full Text Available The ecosystem resilience plays a key role in maintaining a steady flow of ecosystem services and enables quick and flexible responses to climate changes, and maintaining or restoring the ecosystem resilience of forests is a necessary societal adaptation to climate change; however, there is a great lack of spatially explicit ecosystem resilience assessments. Drawing on principles of the ecosystem resilience highlighted in the literature, we built on the theory of dissipative structures to develop a conceptual model of the ecosystem resilience of forests. A hierarchical indicator system was designed with the influencing factors of the forest ecosystem resilience, including the stand conditions and the ecological memory, which were further disaggregated into specific indicators. Furthermore, indicator weights were determined with the analytic hierarchy process (AHP and the coefficient of variation method. Based on the remote sensing data and forest inventory data and so forth, the resilience index of forests was calculated. The result suggests that there is significant spatial heterogeneity of the ecosystem resilience of forests, indicating it is feasible to generate large-scale ecosystem resilience maps with this assessment model, and the results can provide a scientific basis for the conservation of forests, which is of great significance to the climate change mitigation.

A simple stochastic rainstorm generator for simulating spatially and temporally varying rainfall

Science.gov (United States)

Singer, M. B.; Michaelides, K.; Nichols, M.; Nearing, M. A.

2016-12-01

In semi-arid to arid drainage basins, rainstorms often control both water supply and flood risk to marginal communities of people. They also govern the availability of water to vegetation and other ecological communities, as well as spatial patterns of sediment, nutrient, and contaminant transport and deposition on local to basin scales. All of these landscape responses are sensitive to changes in climate that are projected to occur throughout western North America. Thus, it is important to improve characterization of rainstorms in a manner that enables statistical assessment of rainfall at spatial scales below that of existing gauging networks and the prediction of plausible manifestations of climate change. Here we present a simple, stochastic rainstorm generator that was created using data from a rich and dense network of rain gauges at the Walnut Gulch Experimental Watershed (WGEW) in SE Arizona, but which is applicable anywhere. We describe our methods for assembling pdfs of relevant rainstorm characteristics including total annual rainfall, storm area, storm center location, and storm duration. We also generate five fitted intensity-duration curves and apply a spatial rainfall gradient to generate precipitation at spatial scales below gauge spacing. The model then runs by Monte Carlo simulation in which a total annual rainfall is selected before we generate rainstorms until the annual precipitation total is reached. The procedure continues for decadal simulations. Thus, we keep track of the hydrologic impact of individual storms and the integral of precipitation over multiple decades. We first test the model using ensemble predictions until we reach statistical similarity to the input data from WGEW. We then employ the model to assess decadal precipitation under simulations of climate change in which we separately vary the distribution of total annual rainfall (trend in moisture) and the intensity-duration curves used for simulation (trends in storminess). We

A spatially explicit risk assessment approach: Cetaceans and marine traffic in the Pelagos Sanctuary (Mediterranean Sea.

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Maria Grazia Pennino

Full Text Available Spatially explicit risk assessment is an essential component of Marine Spatial Planning (MSP, which provides a comprehensive framework for managing multiple uses of the marine environment, minimizing environmental impacts and conflicts among users. In this study, we assessed the risk of the exposure to high intensity vessel traffic areas for the three most abundant cetacean species (Stenella coeruleoalba, Tursiops truncatus and Balaenoptera physalus in the southern area of the Pelagos Sanctuary, which is the only pelagic Marine Protected Area (MPA for marine mammals in the Mediterranean Sea. In particular, we modeled the occurrence of the three cetacean species as a function of habitat variables in June by using hierarchical Bayesian spatial-temporal models. Similarly, we modelled the marine traffic intensity in order to find high risk areas and estimated the potential conflict due to the overlap with the cetacean home ranges. Results identified two main hot-spots of high intensity marine traffic in the area, which partially overlap with the area of presence of the studied species. Our findings emphasize the need for nationally relevant and transboundary planning and management measures for these marine species.

Stochastic theory for classical and quantum mechanical systems

International Nuclear Information System (INIS)

Pena, L. de la; Cetto, A.M.

1975-01-01

From first principles a theory of stochastic processes in configuration space is formulated. The fundamental equations of the theory are an equation of motion which generalizes Newton's second law and an equation which expresses the condition of conservation of matter. Two types of stochastic motion are possible, both described by the same general equations, but leading in one case to classical Brownian motion behavior and in the other to quantum mechanical behavior. The Schroedinger equation, which is derived with no further assumption, is thus shown to describe a specific stochastic process. It is explicitly shown that only in the quantum mechanical process does the superposition of probability amplitudes give rise to interference phenomena; moreover, the presence of dissipative forces in the Brownian motion equations invalidates the superposition principle. At no point are any special assumptions made concerning the physical nature of the underlying stochastic medium, although some suggestions are discussed in the last section

Solving stochastic inflation for arbitrary potentials

International Nuclear Information System (INIS)

Martin, Jerome; Musso, Marcello

2006-01-01

A perturbative method for solving the Langevin equation of inflationary cosmology in the presence of backreaction is presented. In the Gaussian approximation, the method permits an explicit calculation of the probability distribution of the inflaton field for an arbitrary potential, with or without the volume effects taken into account. The perturbative method is then applied to various concrete models, namely, large field, small field, hybrid, and running mass inflation. New results on the stochastic behavior of the inflaton field in those models are obtained. In particular, it is confirmed that the stochastic effects can be important in new inflation while it is demonstrated they are negligible in (vacuum dominated) hybrid inflation. The case of stochastic running mass inflation is discussed in some details and it is argued that quantum effects blur the distinction between the four classical versions of this model. It is also shown that the self-reproducing regime is likely to be important in this case

Analytic stochastic regularization and gauge theories

International Nuclear Information System (INIS)

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

1987-04-01

We prove that analytic stochatic regularization braks gauge invariance. This is done by an explicit one loop calculation of the two three and four point vertex functions of the gluon field in scalar chromodynamics, which turns out not to be geuge invariant. We analyse the counter term structure, Langevin equations and the construction of composite operators in the general framework of stochastic quantization. (author) [pt

Analysis of stochastic effects in Kaldor-type business cycle discrete model

Science.gov (United States)

Bashkirtseva, Irina; Ryashko, Lev; Sysolyatina, Anna

2016-07-01

We study nonlinear stochastic phenomena in the discrete Kaldor model of business cycles. A numerical parametric analysis of stochastically forced attractors (equilibria, closed invariant curves, discrete cycles) of this model is performed using the stochastic sensitivity functions technique. A spatial arrangement of random states in stochastic attractors is modeled by confidence domains. The phenomenon of noise-induced transitions ;chaos-order; is discussed.

Markovian approach: From Ising model to stochastic radiative transfer

International Nuclear Information System (INIS)

Kassianov, E.; Veron, D.

2009-01-01

The origin of the Markovian approach can be traced back to 1906; however, it gained explicit recognition in the last few decades. This overview outlines some important applications of the Markovian approach, which illustrate its immense prestige, respect, and success. These applications include examples in the statistical physics, astronomy, mathematics, computational science and the stochastic transport problem. In particular, the overview highlights important contributions made by Pomraning and Titov to the neutron and radiation transport theory in a stochastic medium with homogeneous statistics. Using simple probabilistic assumptions (Markovian approximation), they have introduced a simplified, but quite realistic, representation of the neutron/radiation transfer through a two-component discrete stochastic mixture. New concepts and methodologies introduced by these two distinguished scientists allow us to generalize the Markovian treatment to the stochastic medium with inhomogeneous statistics and demonstrate its improved predictive performance for the down-welling shortwave fluxes. (authors)

Integrating spatially explicit indices of abundance and habitat quality: an applied example for greater sage-grouse management.

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Coates, Peter S; Casazza, Michael L; Ricca, Mark A; Brussee, Brianne E; Blomberg, Erik J; Gustafson, K Benjamin; Overton, Cory T; Davis, Dawn M; Niell, Lara E; Espinosa, Shawn P; Gardner, Scott C; Delehanty, David J

2016-02-01

Predictive species distributional models are a cornerstone of wildlife conservation planning. Constructing such models requires robust underpinning science that integrates formerly disparate data types to achieve effective species management.Greater sage-grouse Centrocercus urophasianus , hereafter 'sage-grouse' populations are declining throughout sagebrush-steppe ecosystems in North America, particularly within the Great Basin, which heightens the need for novel management tools that maximize the use of available information.Herein, we improve upon existing species distribution models by combining information about sage-grouse habitat quality, distribution and abundance from multiple data sources. To measure habitat, we created spatially explicit maps depicting habitat selection indices (HSI) informed by >35 500 independent telemetry locations from >1600 sage-grouse collected over 15 years across much of the Great Basin. These indices were derived from models that accounted for selection at different spatial scales and seasons. A region-wide HSI was calculated using the HSI surfaces modelled for 12 independent subregions and then demarcated into distinct habitat quality classes.We also employed a novel index to describe landscape patterns of sage-grouse abundance and space use (AUI). The AUI is a probabilistic composite of the following: (i) breeding density patterns based on the spatial configuration of breeding leks and associated trends in male attendance; and (ii) year-round patterns of space use indexed by the decreasing probability of use with increasing distance to leks. The continuous AUI surface was then reclassified into two classes representing high and low/no use and abundance. Synthesis and application s. Using the example of sage-grouse, we demonstrate how the joint application of indices of habitat selection, abundance and space use derived from multiple data sources yields a composite map that can guide effective allocation of management

Integrating spatially explicit indices of abundance and habitat quality: an applied example for greater sage-grouse management

Science.gov (United States)

Coates, Peter S.; Casazza, Michael L.; Ricca, Mark A.; Brussee, Brianne E.; Blomberg, Erik J.; Gustafson, K. Benjamin; Overton, Cory T.; Davis, Dawn M.; Niell, Lara E.; Espinosa, Shawn P.; Gardner, Scott C.; Delehanty, David J.

2016-01-01

Predictive species distributional models are a cornerstone of wildlife conservation planning. Constructing such models requires robust underpinning science that integrates formerly disparate data types to achieve effective species management. Greater sage-grouse Centrocercus urophasianus, hereafter “sage-grouse” populations are declining throughout sagebrush-steppe ecosystems in North America, particularly within the Great Basin, which heightens the need for novel management tools that maximize use of available information. Herein, we improve upon existing species distribution models by combining information about sage-grouse habitat quality, distribution, and abundance from multiple data sources. To measure habitat, we created spatially explicit maps depicting habitat selection indices (HSI) informed by > 35 500 independent telemetry locations from > 1600 sage-grouse collected over 15 years across much of the Great Basin. These indices were derived from models that accounted for selection at different spatial scales and seasons. A region-wide HSI was calculated using the HSI surfaces modelled for 12 independent subregions and then demarcated into distinct habitat quality classes. We also employed a novel index to describe landscape patterns of sage-grouse abundance and space use (AUI). The AUI is a probabilistic composite of: (i) breeding density patterns based on the spatial configuration of breeding leks and associated trends in male attendance; and (ii) year-round patterns of space use indexed by the decreasing probability of use with increasing distance to leks. The continuous AUI surface was then reclassified into two classes representing high and low/no use and abundance. Synthesis and applications. Using the example of sage-grouse, we demonstrate how the joint application of indices of habitat selection, abundance, and space use derived from multiple data sources yields a composite map that can guide effective allocation of management intensity across

Quantifying spatial scaling patterns and their local and regional correlates in headwater streams: implications for resilience

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Emma Göthe

2014-09-01

Full Text Available The distribution of functional traits within and across spatiotemporal scales has been used to quantify and infer the relative resilience across ecosystems. We use explicit spatial modeling to evaluate within- and cross-scale redundancy in headwater streams, an ecosystem type with a hierarchical and dendritic network structure. We assessed the cross-scale distribution of functional feeding groups of benthic invertebrates in Swedish headwater streams during two seasons. We evaluated functional metrics, i.e., Shannon diversity, richness, and evenness, and the degree of redundancy within and across modeled spatial scales for individual feeding groups. We also estimated the correlates of environmental versus spatial factors of both functional composition and the taxonomic composition of functional groups for each spatial scale identified. Measures of functional diversity and within-scale redundancy of functions were similar during both seasons, but both within- and cross-scale redundancy were low. This apparent low redundancy was partly attributable to a few dominant taxa explaining the spatial models. However, rare taxa with stochastic spatial distributions might provide additional information and should therefore be considered explicitly for complementing future resilience assessments. Otherwise, resilience may be underestimated. Finally, both environmental and spatial factors correlated with the scale-specific functional and taxonomic composition. This finding suggests that resilience in stream networks emerges as a function of not only local conditions but also regional factors such as habitat connectivity and invertebrate dispersal.

Combined Deterministic and Stochastic Approach to Determine Spatial Distribution of Drought Frequency and Duration in the Great Hungarian Plain

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Szabó, J. A.; Kuti, L.; Bakacsi, Zs.; Pásztor, L.; Tahy, Á.

2009-04-01

Drought is one of the major weather driven natural hazards, which has most harm impacts on environment, agricultural and hydrological factors than the other hazards. In spite of the fact that Hungary - that country is situated in Central Europe - belongs to the continental climate zone (influenced by Atlantic and Mediterranean streams) and this weather conditions should be favourable for agricultural production, the drought is a serious risk factor in Hungary, especially on the so called "Great Hungarian Plain", which area has been hit by severe drought events. These drought events encouraged the Ministry of Environment and Water of Hungary to embark on a countrywide drought planning programme to coordinate drought planning efforts throughout the country, to ensure that available water is used efficiently and to provide guidance on how drought planning can be accomplished. With regard to this plan, it is indispensable to analyze the regional drought frequency and duration in the target region of the programme as fundamental information for the further works. According to these aims, first we initiated a methodological development for simulating drought in a non-contributing area. As a result of this work, it has been agreed that the most appropriate model structure for our purposes using a spatially distributed physically based Soil-Vegetation-Atmosphere Transfer (SVAT) model embedded into a Markov Chain-Monte Carlo (MCMC) algorithm for estimate multi-year drought frequency and duration. In this framework: - the spatially distributed SVAT component simulates all the fundamental SVAT processes (such as: interception, snow-accumulation and melting, infiltration, water uptake by vegetation and evapotranspiration, vertical and horizontal distribution of soil moisture, etc.) taking the groundwater table as lower, and the hydrometeorological fields as upper boundary conditions into account; - and the MCMC based stochastic component generates time series of daily weather

Spatially explicit analysis of metal transfer to biota: influence of soil contamination and landscape.

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Clémentine Fritsch

Full Text Available Concepts and developments for a new field in ecotoxicology, referred to as "landscape ecotoxicology," were proposed in the 1990s; however, to date, few studies have been developed in this emergent field. In fact, there is a strong interest in developing this area, both for renewing the concepts and tools used in ecotoxicology as well as for responding to practical issues, such as risk assessment. The aim of this study was to investigate the spatial heterogeneity of metal bioaccumulation in animals in order to identify the role of spatially explicit factors, such as landscape as well as total and extractable metal concentrations in soils. Over a smelter-impacted area, we studied the accumulation of trace metals (TMs: Cd, Pb and Zn in invertebrates (the grove snail Cepaea sp and the glass snail Oxychilus draparnaudi and vertebrates (the bank vole Myodes glareolus and the greater white-toothed shrew Crocidura russula. Total and CaCl(2-extractable concentrations of TMs were measured in soils from woody patches where the animals were captured. TM concentrations in animals exhibited a high spatial heterogeneity. They increased with soil pollution and were better explained by total rather than CaCl(2-extractable TM concentrations, except in Cepaea sp. TM levels in animals and their variations along the pollution gradient were modulated by the landscape, and this influence was species and metal specific. Median soil metal concentrations (predicted by universal kriging were calculated in buffers of increasing size and were related to bioaccumulation. The spatial scale at which TM concentrations in animals and soils showed the strongest correlations varied between metals, species and landscapes. The potential underlying mechanisms of landscape influence (community functioning, behaviour, etc. are discussed. Present results highlight the need for the further development of landscape ecotoxicology and multi-scale approaches, which would enhance our

Potential in stochastic differential equations: novel construction

International Nuclear Information System (INIS)

Ao, P

2004-01-01

There is a whole range of emergent phenomena in a complex network such as robustness, adaptiveness, multiple-equilibrium, hysteresis, oscillation and feedback. Those non-equilibrium behaviours can often be described by a set of stochastic differential equations. One persistent important question is the existence of a potential function. Here we demonstrate that a dynamical structure built into stochastic differential equation allows us to construct such a global optimization potential function. We present an explicit construction procedure to obtain the potential and relevant quantities. In the procedure no reference to the Fokker-Planck equation is needed. The availability of the potential suggests that powerful statistical mechanics tools can be used in nonequilibrium situations. (letter to the editor)

Reducing fertilizer-nitrogen losses from rowcrop landscapes: Insights and implications from a spatially explicit watershed model

Science.gov (United States)

McLellan, Eileen; Schilling, Keith; Robertson, Dale M.

2015-01-01

We present conceptual and quantitative models that predict changes in fertilizer-derived nitrogen delivery from rowcrop landscapes caused by agricultural conservation efforts implemented to reduce nutrient inputs and transport and increase nutrient retention in the landscape. To evaluate the relative importance of changes in the sources, transport, and sinks of fertilizer-derived nitrogen across a region, we use the spatially explicit SPAtially Referenced Regression On Watershed attributes watershed model to map the distribution, at the small watershed scale within the Upper Mississippi-Ohio River Basin (UMORB), of: (1) fertilizer inputs; (2) nutrient attenuation during delivery of those inputs to the UMORB outlet; and (3) nitrogen export from the UMORB outlet. Comparing these spatial distributions suggests that the amount of fertilizer input and degree of nutrient attenuation are both important in determining the extent of nitrogen export. From a management perspective, this means that agricultural conservation efforts to reduce nitrogen export would benefit by: (1) expanding their focus to include activities that restore and enhance nutrient processing in these highly altered landscapes; and (2) targeting specific types of best management practices to watersheds where they will be most valuable. Doing so successfully may result in a shift in current approaches to conservation planning, outreach, and funding.

Spatially Controlled Relay Beamforming

Science.gov (United States)

Kalogerias, Dionysios

This thesis is about fusion of optimal stochastic motion control and physical layer communications. Distributed, networked communication systems, such as relay beamforming networks (e.g., Amplify & Forward (AF)), are typically designed without explicitly considering how the positions of the respective nodes might affect the quality of the communication. Optimum placement of network nodes, which could potentially improve the quality of the communication, is not typically considered. However, in most practical settings in physical layer communications, such as relay beamforming, the Channel State Information (CSI) observed by each node, per channel use, although it might be (modeled as) random, it is both spatially and temporally correlated. It is, therefore, reasonable to ask if and how the performance of the system could be improved by (predictively) controlling the positions of the network nodes (e.g., the relays), based on causal side (CSI) information, and exploitting the spatiotemporal dependencies of the wireless medium. In this work, we address this problem in the context of AF relay beamforming networks. This novel, cyber-physical system approach to relay beamforming is termed as "Spatially Controlled Relay Beamforming". First, we discuss wireless channel modeling, however, in a rigorous, Bayesian framework. Experimentally accurate and, at the same time, technically precise channel modeling is absolutely essential for designing and analyzing spatially controlled communication systems. In this work, we are interested in two distinct spatiotemporal statistical models, for describing the behavior of the log-scale magnitude of the wireless channel: 1. Stationary Gaussian Fields: In this case, the channel is assumed to evolve as a stationary, Gaussian stochastic field in continuous space and discrete time (say, for instance, time slots). Under such assumptions, spatial and temporal statistical interactions are determined by a set of time and space invariant

A Multi-Sensor RSS Spatial Sensing-Based Robust Stochastic Optimization Algorithm for Enhanced Wireless Tethering

Science.gov (United States)

Parasuraman, Ramviyas; Fabry, Thomas; Molinari, Luca; Kershaw, Keith; Di Castro, Mario; Masi, Alessandro; Ferre, Manuel

2014-01-01

The reliability of wireless communication in a network of mobile wireless robot nodes depends on the received radio signal strength (RSS). When the robot nodes are deployed in hostile environments with ionizing radiations (such as in some scientific facilities), there is a possibility that some electronic components may fail randomly (due to radiation effects), which causes problems in wireless connectivity. The objective of this paper is to maximize robot mission capabilities by maximizing the wireless network capacity and to reduce the risk of communication failure. Thus, in this paper, we consider a multi-node wireless tethering structure called the “server-relay-client” framework that uses (multiple) relay nodes in between a server and a client node. We propose a robust stochastic optimization (RSO) algorithm using a multi-sensor-based RSS sampling method at the relay nodes to efficiently improve and balance the RSS between the source and client nodes to improve the network capacity and to provide redundant networking abilities. We use pre-processing techniques, such as exponential moving averaging and spatial averaging filters on the RSS data for smoothing. We apply a receiver spatial diversity concept and employ a position controller on the relay node using a stochastic gradient ascent method for self-positioning the relay node to achieve the RSS balancing task. The effectiveness of the proposed solution is validated by extensive simulations and field experiments in CERN facilities. For the field trials, we used a youBot mobile robot platform as the relay node, and two stand-alone Raspberry Pi computers as the client and server nodes. The algorithm has been proven to be robust to noise in the radio signals and to work effectively even under non-line-of-sight conditions. PMID:25615734

A Multi-Sensor RSS Spatial Sensing-Based Robust Stochastic Optimization Algorithm for Enhanced Wireless Tethering

Directory of Open Access Journals (Sweden)

Ramviyas Parasuraman

2014-12-01

Full Text Available The reliability of wireless communication in a network of mobile wireless robot nodes depends on the received radio signal strength (RSS. When the robot nodes are deployed in hostile environments with ionizing radiations (such as in some scientific facilities, there is a possibility that some electronic components may fail randomly (due to radiation effects, which causes problems in wireless connectivity. The objective of this paper is to maximize robot mission capabilities by maximizing the wireless network capacity and to reduce the risk of communication failure. Thus, in this paper, we consider a multi-node wireless tethering structure called the “server-relay-client” framework that uses (multiple relay nodes in between a server and a client node. We propose a robust stochastic optimization (RSO algorithm using a multi-sensor-based RSS sampling method at the relay nodes to efficiently improve and balance the RSS between the source and client nodes to improve the network capacity and to provide redundant networking abilities. We use pre-processing techniques, such as exponential moving averaging and spatial averaging filters on the RSS data for smoothing. We apply a receiver spatial diversity concept and employ a position controller on the relay node using a stochastic gradient ascent method for self-positioning the relay node to achieve the RSS balancing task. The effectiveness of the proposed solution is validated by extensive simulations and field experiments in CERN facilities. For the field trials, we used a youBot mobile robot platform as the relay node, and two stand-alone Raspberry Pi computers as the client and server nodes. The algorithm has been proven to be robust to noise in the radio signals and to work effectively even under non-line-of-sight conditions.

A Hybrid Interpolation Method for Geometric Nonlinear Spatial Beam Elements with Explicit Nodal Force

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Huiqing Fang

2016-01-01

Full Text Available Based on geometrically exact beam theory, a hybrid interpolation is proposed for geometric nonlinear spatial Euler-Bernoulli beam elements. First, the Hermitian interpolation of the beam centerline was used for calculating nodal curvatures for two ends. Then, internal curvatures of the beam were interpolated with a second interpolation. At this point, C1 continuity was satisfied and nodal strain measures could be consistently derived from nodal displacement and rotation parameters. The explicit expression of nodal force without integration, as a function of global parameters, was founded by using the hybrid interpolation. Furthermore, the proposed beam element can be degenerated into linear beam element under the condition of small deformation. Objectivity of strain measures and patch tests are also discussed. Finally, four numerical examples are discussed to prove the validity and effectivity of the proposed beam element.

An unified framework to integrate biotic, abiotic processes and human activities in spatially explicit models of agricultural landscapes

Directory of Open Access Journals (Sweden)

Fabrice eVinatier

2016-02-01

Full Text Available Recent concern over possible ways to sustain ecosystem services has triggered important research worldwide on ecosystem processes at the landscape scale. Understanding this complexity of landscape functioning calls for coupled and spatially-explicit modelling approaches. However, disciplinary boundaries have limited the number of multi-process studies at the landscape scale, and current progress in coupling processes at this scale often reveals strong imbalance between biotic and abiotic processes, depending on the core discipline of the modellers. We propose a spatially-explicit, unified conceptual framework that allows researchers from different fields to develop a shared view of agricultural landscapes. In particular,we distinguish landscape elements that are mobile in space and represent biotic or abiotic objects (for example water, fauna or flora populations, and elements that are immobile and represent fixed landscape elements with a given geometry (for example ditch section or plot. The shared representation of these elements allows setting common objects and spatio-temporal process boundaries that may otherwise differ between disciplines. We present guidelines and an assessment of the applicability of this framework to a virtual landscape system with realistic properties. This framework allows the complex system to be represented with a limited set of concepts but leaves the possibility to include current modelling strategies specific to biotic or abiotic disciplines. Future operational challenges include model design, space and time discretization, and the availability of both landscape modelling platforms and data.

Groundwater management under uncertainty using a stochastic multi-cell model

Science.gov (United States)

Joodavi, Ata; Zare, Mohammad; Ziaei, Ali Naghi; Ferré, Ty P. A.

2017-08-01

The optimization of spatially complex groundwater management models over long time horizons requires the use of computationally efficient groundwater flow models. This paper presents a new stochastic multi-cell lumped-parameter aquifer model that explicitly considers uncertainty in groundwater recharge. To achieve this, the multi-cell model is combined with the constrained-state formulation method. In this method, the lower and upper bounds of groundwater heads are incorporated into the mass balance equation using indicator functions. This provides expressions for the means, variances and covariances of the groundwater heads, which can be included in the constraint set in an optimization model. This method was used to formulate two separate stochastic models: (i) groundwater flow in a two-cell aquifer model with normal and non-normal distributions of groundwater recharge; and (ii) groundwater management in a multiple cell aquifer in which the differences between groundwater abstractions and water demands are minimized. The comparison between the results obtained from the proposed modeling technique with those from Monte Carlo simulation demonstrates the capability of the proposed models to approximate the means, variances and covariances. Significantly, considering covariances between the heads of adjacent cells allows a more accurate estimate of the variances of the groundwater heads. Moreover, this modeling technique requires no discretization of state variables, thus offering an efficient alternative to computationally demanding methods.

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

Quantifying multiple telecouplings using an integrated suite of spatially-explicit tools

Science.gov (United States)

Tonini, F.; Liu, J.

2016-12-01

Telecoupling is an interdisciplinary research umbrella concept that enables natural and social scientists to understand and generate information for managing how humans and nature can sustainably coexist worldwide. To systematically study telecoupling, it is essential to build a comprehensive set of spatially-explicit tools for describing and quantifying multiple reciprocal socioeconomic and environmental interactions between a focal area and other areas. Here we introduce the Telecoupling Toolbox, a new free and open-source set of tools developed to map and identify the five major interrelated components of the telecoupling framework: systems, flows, agents, causes, and effects. The modular design of the toolbox allows the integration of existing tools and software (e.g. InVEST) to assess synergies and tradeoffs associated with policies and other local to global interventions. We show applications of the toolbox using a number of representative studies that address a variety of scientific and management issues related to telecouplings throughout the world. The results suggest that the toolbox can thoroughly map and quantify multiple telecouplings under various contexts while providing users with an easy-to-use interface. It provides a powerful platform to address globally important issues, such as land use and land cover change, species invasion, migration, flows of ecosystem services, and international trade of goods and products.

Spatially Explicit Estimation of Optimal Light Use Efficiency for Improved Satellite Data Driven Ecosystem Productivity Modeling

Science.gov (United States)

Madani, N.; Kimball, J. S.; Running, S. W.

2014-12-01

Remote sensing based light use efficiency (LUE) models, including the MODIS (MODerate resolution Imaging Spectroradiometer) MOD17 algorithm are commonly used for regional estimation and monitoring of vegetation gross primary production (GPP) and photosynthetic carbon (CO2) uptake. A common model assumption is that plants in a biome matrix operate at their photosynthetic capacity under optimal climatic conditions. A prescribed biome maximum light use efficiency parameter defines the maximum photosynthetic carbon conversion rate under prevailing climate conditions and is a large source of model uncertainty. Here, we used tower (FLUXNET) eddy covariance measurement based carbon flux data for estimating optimal LUE (LUEopt) over a North American domain. LUEopt was first estimated using tower observed daily carbon fluxes, meteorology and satellite (MODIS) observed fraction of photosynthetically active radiation (FPAR). LUEopt was then spatially interpolated over the domain using empirical models derived from independent geospatial data including global plant traits, surface soil moisture, terrain aspect, land cover type and percent tree cover. The derived LUEopt maps were then used as primary inputs to the MOD17 LUE algorithm for regional GPP estimation; these results were evaluated against tower observations and alternate MOD17 GPP estimates determined using Biome-specific LUEopt constants. Estimated LUEopt shows large spatial variability within and among different land cover classes indicated from a sparse North American tower network. Leaf nitrogen content and soil moisture are two important factors explaining LUEopt spatial variability. GPP estimated from spatially explicit LUEopt inputs shows significantly improved model accuracy against independent tower observations (R2 = 0.76; Mean RMSE plant trait information can explain spatial heterogeneity in LUEopt, leading to improved GPP estimates from satellite based LUE models.

[Stochastic characteristics of daily precipitation and its spatiotemporal difference over China based on information entropy].

Science.gov (United States)

Li, Xin Xin; Sang, Yan Fang; Xie, Ping; Liu, Chang Ming

2018-04-01

Daily precipitation process in China showed obvious randomness and spatiotemporal variation. It is important to accurately understand the influence of precipitation changes on control of flood and waterlogging disaster. Using the daily precipitation data measured at 520 stations in China during 1961-2013, we quantified the stochastic characteristics of daily precipitation over China based on the index of information entropy. Results showed that the randomness of daily precipitation in the southeast region were larger than that in the northwest region. Moreover, the spatial distribution of stochastic characteristics of precipitation was different at various grades. Stochastic characteri-stics of P 0 (precipitation at 0.1-10 mm) was large, but the spatial variation was not obvious. The stochastic characteristics of P 10 (precipitation at 10-25 mm) and P 25 (precipitation at 25-50 mm) were the largest and their spatial difference was obvious. P 50 (precipitation ≥50 mm) had the smallest stochastic characteristics and the most obviously spatial difference. Generally, the entropy values of precipitation obviously increased over the last five decades, indicating more significantly stochastic characteristics of precipitation (especially the obvious increase of heavy precipitation events) in most region over China under the scenarios of global climate change. Given that the spatial distribution and long-term trend of entropy values of daily precipitation could reflect thespatial distribution of stochastic characteristics of precipitation, our results could provide scientific basis for the control of flood and waterlogging disaster, the layout of agricultural planning, and the planning of ecological environment.

Stochastic geometry and its applications

CERN Document Server

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

A multiscale extension of the Margrabe formula under stochastic volatility

International Nuclear Information System (INIS)

Kim, Jeong-Hoon; Park, Chang-Rae

2017-01-01

Highlights: • Fast-mean-reverting stochastic volatility model is chosen to extend the classical Margrabe formula. • The resultant formula is explicitly given by the greeks of Margrabe price itself. • We show how the stochastic volatility corrects the Margrabe price behavior. - Abstract: The pricing of financial derivatives based on stochastic volatility models has been a popular subject in computational finance. Although exact or approximate closed form formulas of the prices of many options under stochastic volatility have been obtained so that the option prices can be easily computed, such formulas for exchange options leave much to be desired. In this paper, we consider two different risky assets with two different scales of mean-reversion rate of volatility and use asymptotic analysis to extend the classical Margrabe formula, which corresponds to a geometric Brownian motion model, and obtain a pricing formula under a stochastic volatility. The resultant formula can be computed easily, simply by taking derivatives of the Margrabe price itself. Based on the formula, we show how the stochastic volatility corrects the Margrabe price behavior depending on the moneyness and the correlation coefficient between the two asset prices.

Verification of Stochastic Process Calculi

DEFF Research Database (Denmark)

Skrypnyuk, Nataliya

algorithms for constructing bisimulation relations, computing (overapproximations of) sets of reachable states and computing the expected time reachability, the last for a linear fragment of IMC. In all the cases we have the complexities of algorithms which are low polynomial in the size of the syntactic....... In support of this claim we have developed analysis methods that belong to a particular type of Static Analysis { Data Flow / Pathway Analysis. These methods have previously been applied to a number of non-stochastic process calculi. In this thesis we are lifting them to the stochastic calculus...... of Interactive Markov Chains (IMC). We have devised the Pathway Analysis of IMC that is not only correct in the sense of overapproximating all possible behaviour scenarios, as is usual for Static Analysis methods, but is also precise. This gives us the possibility to explicitly decide on the trade-o between...

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...

Stochastic generation of explicit pore structures by thresholding Gaussian random fields

Energy Technology Data Exchange (ETDEWEB)

Hyman, Jeffrey D., E-mail: jhyman@lanl.gov [Program in Applied Mathematics, University of Arizona, Tucson, AZ 85721-0089 (United States); Computational Earth Science, Earth and Environmental Sciences (EES-16), and Center for Nonlinear Studies, Los Alamos National Laboratory, Los Alamos, NM 87544 (United States); Winter, C. Larrabee, E-mail: winter@email.arizona.edu [Program in Applied Mathematics, University of Arizona, Tucson, AZ 85721-0089 (United States); Department of Hydrology and Water Resources, University of Arizona, Tucson, AZ 85721-0011 (United States)

2014-11-15

We provide a description and computational investigation of an efficient method to stochastically generate realistic pore structures. Smolarkiewicz and Winter introduced this specific method in pores resolving simulation of Darcy flows (Smolarkiewicz and Winter, 2010 [1]) without giving a complete formal description or analysis of the method, or indicating how to control the parameterization of the ensemble. We address both issues in this paper. The method consists of two steps. First, a realization of a correlated Gaussian field, or topography, is produced by convolving a prescribed kernel with an initial field of independent, identically distributed random variables. The intrinsic length scales of the kernel determine the correlation structure of the topography. Next, a sample pore space is generated by applying a level threshold to the Gaussian field realization: points are assigned to the void phase or the solid phase depending on whether the topography over them is above or below the threshold. Hence, the topology and geometry of the pore space depend on the form of the kernel and the level threshold. Manipulating these two user prescribed quantities allows good control of pore space observables, in particular the Minkowski functionals. Extensions of the method to generate media with multiple pore structures and preferential flow directions are also discussed. To demonstrate its usefulness, the method is used to generate a pore space with physical and hydrological properties similar to a sample of Berea sandstone. -- Graphical abstract: -- Highlights: •An efficient method to stochastically generate realistic pore structures is provided. •Samples are generated by applying a level threshold to a Gaussian field realization. •Two user prescribed quantities determine the topology and geometry of the pore space. •Multiple pore structures and preferential flow directions can be produced. •A pore space based on Berea sandstone is generated.

Enhancement of epidemic spread by noise and stochastic resonance in spatial network models with viral dynamics.

Science.gov (United States)

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

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

International Nuclear Information System (INIS)

Pham, Nhu Viet Ha

2011-02-01

To predict the space-time dependent behavior of a nuclear reactor, the conventional space-dependent kinetics equations are widely used for treating the spatial variables. However, the solutions of such deterministic space-dependent kinetics equations, which give only the mean values of the neutron population and the delayed neutron precursor concentrations, do not offer sufficient insight into the actual dynamic processes within a reactor, where the interacting populations vary randomly with space and time. It is also noted that at high power levels, the random behavior of a reactor is negligible but at low power levels, such as at start-up, random fluctuations in population dynamics can be significant. To mathematically describe the evolution of the state of a nuclear reactor using a set of stochastic kinetics equations, the forward stochastic model (FSM) in stochastic kinetics theory is devised through the concept of reactor transition probability and its probability generating function as the spatial domain of a reactor is partitioned into a number of space cells. Nevertheless, the FSM equations for the mean value of neutron and precursor distribution are deterministic-like. Furthermore, the numerical treatment of the FSM equations for the means, variances, and covariances is quite complicated and time-consuming. In the present study, a generalized stochastic model (called the stochastic space-dependent kinetics model or SSKM) based on the FSM and the Its stochastic differential equations was newly developed for the analysis of monoenergetic spacetime nuclear reactor kinetics in one dimension. First, the FSM equations for determining the mean values of neutron and delayed-neutron precursor populations were considered as the deterministic ones without taking into account their variances and covariances. Second, the system of interest was randomized again in the light of the Its stochastic differential equations in order to derive the SSKM. The proposed model

Spatially Explicit Modeling Reveals Cephalopod Distributions Match Contrasting Trophic Pathways in the Western Mediterranean Sea.

Directory of Open Access Journals (Sweden)

Patricia Puerta

Full Text Available Populations of the same species can experience different responses to the environment throughout their distributional range as a result of spatial and temporal heterogeneity in habitat conditions. This highlights the importance of understanding the processes governing species distribution at local scales. However, research on species distribution often averages environmental covariates across large geographic areas, missing variability in population-environment interactions within geographically distinct regions. We used spatially explicit models to identify interactions between species and environmental, including chlorophyll a (Chla and sea surface temperature (SST, and trophic (prey density conditions, along with processes governing the distribution of two cephalopods with contrasting life-histories (octopus and squid across the western Mediterranean Sea. This approach is relevant for cephalopods, since their population dynamics are especially sensitive to variations in habitat conditions and rarely stable in abundance and location. The regional distributions of the two cephalopod species matched two different trophic pathways present in the western Mediterranean Sea, associated with the Gulf of Lion upwelling and the Ebro river discharges respectively. The effects of the studied environmental and trophic conditions were spatially variant in both species, with usually stronger effects along their distributional boundaries. We identify areas where prey availability limited the abundance of cephalopod populations as well as contrasting effects of temperature in the warmest regions. Despite distributional patterns matching productive areas, a general negative effect of Chla on cephalopod densities suggests that competition pressure is common in the study area. Additionally, results highlight the importance of trophic interactions, beyond other common environmental factors, in shaping the distribution of cephalopod populations. Our study presents

Spatial Working Memory Interferes with Explicit, but Not Probabilistic Cuing of Spatial Attention

Science.gov (United States)

Won, Bo-Yeong; Jiang, Yuhong V.

2015-01-01

Recent empirical and theoretical work has depicted a close relationship between visual attention and visual working memory. For example, rehearsal in spatial working memory depends on spatial attention, whereas adding a secondary spatial working memory task impairs attentional deployment in visual search. These findings have led to the proposal…

Stochastic foundations in movement ecology anomalous diffusion, front propagation and random searches

CERN Document Server

Méndez, Vicenç; Bartumeus, Frederic

2014-01-01

This book presents the fundamental theory for non-standard diffusion problems in movement ecology. Lévy processes and anomalous diffusion have shown to be both powerful and useful tools for qualitatively and quantitatively describing a wide variety of spatial population ecological phenomena and dynamics, such as invasion fronts and search strategies. Adopting a self-contained, textbook-style approach, the authors provide the elements of statistical physics and stochastic processes on which the modeling of movement ecology is based and systematically introduce the physical characterization of ecological processes at the microscopic, mesoscopic and macroscopic levels. The explicit definition of these levels and their interrelations is particularly suitable to coping with the broad spectrum of space and time scales involved in bio-ecological problems.   Including numerous exercises (with solutions), this text is aimed at graduate students and newcomers in this field at the interface of theoretical ecology, mat...

Analysis of distances between inclusions in finite binary stochastic materials

International Nuclear Information System (INIS)

Griesheimer, David P.; Millman, David L.; Willis, Clarence R.

2011-01-01

A generalized probability density function (PDF) describing the distribution of inter-inclusion distances in finite, isotropic, binary stochastic materials with fixed diameter inclusions has been developed and tested. The new probability density function explicitly accounts for edge effects present in finite two- and three-dimensional stochastic materials. The generalized PDF is shown to include factors that are dependent on both the geometry of the material region as well as the statistical properties of the material. A discussion of the properties and application of this newly developed PDF is provided along with supporting numerical results for case studies in one- and two-dimensions. These numerical results demonstrate the ability of the newly derived PDF to correctly account for edge effects in finite stochastic materials, while still reproducing the expected distribution within the bulk material region.

A moment-convergence method for stochastic analysis of biochemical reaction networks.

Science.gov (United States)

Zhang, Jiajun; Nie, Qing; Zhou, Tianshou

2016-05-21

Traditional moment-closure methods need to assume that high-order cumulants of a probability distribution approximate to zero. However, this strong assumption is not satisfied for many biochemical reaction networks. Here, we introduce convergent moments (defined in mathematics as the coefficients in the Taylor expansion of the probability-generating function at some point) to overcome this drawback of the moment-closure methods. As such, we develop a new analysis method for stochastic chemical kinetics. This method provides an accurate approximation for the master probability equation (MPE). In particular, the connection between low-order convergent moments and rate constants can be more easily derived in terms of explicit and analytical forms, allowing insights that would be difficult to obtain through direct simulation or manipulation of the MPE. In addition, it provides an accurate and efficient way to compute steady-state or transient probability distribution, avoiding the algorithmic difficulty associated with stiffness of the MPE due to large differences in sizes of rate constants. Applications of the method to several systems reveal nontrivial stochastic mechanisms of gene expression dynamics, e.g., intrinsic fluctuations can induce transient bimodality and amplify transient signals, and slow switching between promoter states can increase fluctuations in spatially heterogeneous signals. The overall approach has broad applications in modeling, analysis, and computation of complex biochemical networks with intrinsic noise.

A moment-convergence method for stochastic analysis of biochemical reaction networks

Energy Technology Data Exchange (ETDEWEB)

Zhang, Jiajun [School of Mathematics and Computational Science, Sun Yat-Sen University, Guangzhou 510275 (China); Nie, Qing [Department of Mathematics, University of California at Irvine, Irvine, California 92697 (United States); Zhou, Tianshou, E-mail: mcszhtsh@mail.sysu.edu.cn [School of Mathematics and Computational Science, Sun Yat-Sen University, Guangzhou 510275 (China); Guangdong Province Key Laboratory of Computational Science and School of Mathematics and Computational Science, Sun Yat-Sen University, Guangzhou 510275 (China)

2016-05-21

Traditional moment-closure methods need to assume that high-order cumulants of a probability distribution approximate to zero. However, this strong assumption is not satisfied for many biochemical reaction networks. Here, we introduce convergent moments (defined in mathematics as the coefficients in the Taylor expansion of the probability-generating function at some point) to overcome this drawback of the moment-closure methods. As such, we develop a new analysis method for stochastic chemical kinetics. This method provides an accurate approximation for the master probability equation (MPE). In particular, the connection between low-order convergent moments and rate constants can be more easily derived in terms of explicit and analytical forms, allowing insights that would be difficult to obtain through direct simulation or manipulation of the MPE. In addition, it provides an accurate and efficient way to compute steady-state or transient probability distribution, avoiding the algorithmic difficulty associated with stiffness of the MPE due to large differences in sizes of rate constants. Applications of the method to several systems reveal nontrivial stochastic mechanisms of gene expression dynamics, e.g., intrinsic fluctuations can induce transient bimodality and amplify transient signals, and slow switching between promoter states can increase fluctuations in spatially heterogeneous signals. The overall approach has broad applications in modeling, analysis, and computation of complex biochemical networks with intrinsic noise.

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

Persistence and extinction for stochastic logistic model with Levy noise and impulsive perturbation

Directory of Open Access Journals (Sweden)

Chun Lu

2015-09-01

Full Text Available This article investigates a stochastic logistic model with Levy noise and impulsive perturbation. In the model, the impulsive perturbation and Levy noise are taken into account simultaneously. This model is new and more feasible and more accordance with the actual. The definition of solution to a stochastic differential equation with Levy noise and impulsive perturbation is established. Based on this definition, we show that our model has a unique global positive solution and obtains its explicit expression. Sufficient conditions for extinction are established as well as nonpersistence in the mean, weak persistence and stochastic permanence. The threshold between weak persistence and extinction is obtained.

Stochastic ontogenetic growth model

Science.gov (United States)

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.

Spatially explicit modeling of greater sage-grouse (Centrocercus urophasianus) habitat in Nevada and northeastern California: a decision-support tool for management

Science.gov (United States)

Coates, Peter S.; Casazza, Michael L.; Brussee, Brianne E.; Ricca, Mark A.; Gustafson, K. Benjamin; Overton, Cory T.; Sanchez-Chopitea, Erika; Kroger, Travis; Mauch, Kimberly; Niell, Lara; Howe, Kristy; Gardner, Scott; Espinosa, Shawn; Delehanty, David J.

2014-01-01

Greater sage-grouse (Centrocercus urophasianus, hereafter referred to as “sage-grouse”) populations are declining throughout the sagebrush (Artemisia spp.) ecosystem, including millions of acres of potential habitat across the West. Habitat maps derived from empirical data are needed given impending listing decisions that will affect both sage-grouse population dynamics and human land-use restrictions. This report presents the process for developing spatially explicit maps describing relative habitat suitability for sage-grouse in Nevada and northeastern California. Maps depicting habitat suitability indices (HSI) values were generated based on model-averaged resource selection functions informed by more than 31,000 independent telemetry locations from more than 1,500 radio-marked sage-grouse across 12 project areas in Nevada and northeastern California collected during a 15-year period (1998–2013). Modeled habitat covariates included land cover composition, water resources, habitat configuration, elevation, and topography, each at multiple spatial scales that were relevant to empirically observed sage-grouse movement patterns. We then present an example of how the HSI can be delineated into categories. Specifically, we demonstrate that the deviation from the mean can be used to classify habitat suitability into three categories of habitat quality (high, moderate, and low) and one non-habitat category. The classification resulted in an agreement of 93–97 percent for habitat versus non-habitat across a suite of independent validation datasets. Lastly, we provide an example of how space use models can be integrated with habitat models to help inform conservation planning. In this example, we combined probabilistic breeding density with a non-linear probability of occurrence relative to distance to nearest lek (traditional breeding ground) using count data to calculate a composite space use index (SUI). The SUI was then classified into two categories of use

Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients

CERN Document Server

Hutzenthaler, Martin

2015-01-01

Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient. Unfortunately, moments of the computationally efficient Euler-Maruyama approximation method diverge for these SDEs in finite time. This article develops a general theory based on rare events for studying integrability properties such as moment bounds for discrete-time stochastic processes. Using this approach, the authors establish moment bounds for fully and partially drift-implicit Euler methods and for a class of new explicit approximation method

A Spatially Explicit Method to Assess the Economic Suitability of a Forest Road Network for Timber Harvest in Steep Terrain

Directory of Open Access Journals (Sweden)

Leo Gallus Bont

2018-03-01

Full Text Available Despite relatively high road density in the forests of Switzerland, a large percentage of that road network does not fulfill best practice requirements. Before upgrading or rebuilding the road network, harvesting planners must first determine which areas have insufficient access. Traditional assessment methods tend to only report specific values such as road density. However, those values do not identify the exact parcels or areas that are inaccessible. Here, we present a model that assesses the economic suitability of each timbered parcel for wood-harvesting operations, including tree-felling and processing, and off- and on-road transport (hauling, based on the existing road network. The entire wood supply chain from forest (standing trees to a virtual pile at the border of the planning unit was captured. This method was particularly designed for steep terrain and was tested in the Canton of Grisons in Switzerland. Compared with classical approaches, such as the road density concept, which only deliver average values, this new method enables planners to assess the development of a road network in a spatially explicit manner and to easily identify the reason and the location of shortcomings in the road network. Moreover, while other related spatially explicit approaches focus only on harvesting operations, the assessment method proposed here also includes limitations (road standards of the road network.

Deep neural network for traffic sign recognition systems: An analysis of spatial transformers and stochastic optimisation methods.

Science.gov (United States)

Arcos-García, Álvaro; Álvarez-García, Juan A; Soria-Morillo, Luis M

2018-03-01

This paper presents a Deep Learning approach for traffic sign recognition systems. Several classification experiments are conducted over publicly available traffic sign datasets from Germany and Belgium using a Deep Neural Network which comprises Convolutional layers and Spatial Transformer Networks. Such trials are built to measure the impact of diverse factors with the end goal of designing a Convolutional Neural Network that can improve the state-of-the-art of traffic sign classification task. First, different adaptive and non-adaptive stochastic gradient descent optimisation algorithms such as SGD, SGD-Nesterov, RMSprop and Adam are evaluated. Subsequently, multiple combinations of Spatial Transformer Networks placed at distinct positions within the main neural network are analysed. The recognition rate of the proposed Convolutional Neural Network reports an accuracy of 99.71% in the German Traffic Sign Recognition Benchmark, outperforming previous state-of-the-art methods and also being more efficient in terms of memory requirements. Copyright © 2018 Elsevier Ltd. All rights reserved.

Spatially-explicit estimation of geographical representation in large-scale species distribution datasets.

Science.gov (United States)

Kalwij, Jesse M; Robertson, Mark P; Ronk, Argo; Zobel, Martin; Pärtel, Meelis

2014-01-01

Much ecological research relies on existing multispecies distribution datasets. Such datasets, however, can vary considerably in quality, extent, resolution or taxonomic coverage. We provide a framework for a spatially-explicit evaluation of geographical representation within large-scale species distribution datasets, using the comparison of an occurrence atlas with a range atlas dataset as a working example. Specifically, we compared occurrence maps for 3773 taxa from the widely-used Atlas Florae Europaeae (AFE) with digitised range maps for 2049 taxa of the lesser-known Atlas of North European Vascular Plants. We calculated the level of agreement at a 50-km spatial resolution using average latitudinal and longitudinal species range, and area of occupancy. Agreement in species distribution was calculated and mapped using Jaccard similarity index and a reduced major axis (RMA) regression analysis of species richness between the entire atlases (5221 taxa in total) and between co-occurring species (601 taxa). We found no difference in distribution ranges or in the area of occupancy frequency distribution, indicating that atlases were sufficiently overlapping for a valid comparison. The similarity index map showed high levels of agreement for central, western, and northern Europe. The RMA regression confirmed that geographical representation of AFE was low in areas with a sparse data recording history (e.g., Russia, Belarus and the Ukraine). For co-occurring species in south-eastern Europe, however, the Atlas of North European Vascular Plants showed remarkably higher richness estimations. Geographical representation of atlas data can be much more heterogeneous than often assumed. Level of agreement between datasets can be used to evaluate geographical representation within datasets. Merging atlases into a single dataset is worthwhile in spite of methodological differences, and helps to fill gaps in our knowledge of species distribution ranges. Species distribution

Spatially inhomogeneous acceleration of electrons in solar flares

Science.gov (United States)

Stackhouse, Duncan J.; Kontar, Eduard P.

2018-04-01

The imaging spectroscopy capabilities of the Reuven Ramaty high energy solar spectroscopic imager (RHESSI) enable the examination of the accelerated electron distribution throughout a solar flare region. In particular, it has been revealed that the energisation of these particles takes place over a region of finite size, sometimes resolved by RHESSI observations. In this paper, we present, for the first time, a spatially distributed acceleration model and investigate the role of inhomogeneous acceleration on the observed X-ray emission properties. We have modelled transport explicitly examining scatter-free and diffusive transport within the acceleration region and compare with the analytic leaky-box solution. The results show the importance of including this spatial variation when modelling electron acceleration in solar flares. The presence of an inhomogeneous, extended acceleration region produces a spectral index that is, in most cases, different from the simple leaky-box prediction. In particular, it results in a generally softer spectral index than predicted by the leaky-box solution, for both scatter-free and diffusive transport, and thus should be taken into account when modelling stochastic acceleration in solar flares.

The spatial limitations of current neutral models of biodiversity.

Directory of Open Access Journals (Sweden)

Rampal S Etienne

Full Text Available The unified neutral theory of biodiversity and biogeography is increasingly accepted as an informative null model of community composition and dynamics. It has successfully produced macro-ecological patterns such as species-area relationships and species abundance distributions. However, the models employed make many unrealistic auxiliary assumptions. For example, the popular spatially implicit version assumes a local plot exchanging migrants with a large panmictic regional source pool. This simple structure allows rigorous testing of its fit to data. In contrast, spatially explicit models assume that offspring disperse only limited distances from their parents, but one cannot as yet test the significance of their fit to data. Here we compare the spatially explicit and the spatially implicit model, fitting the most-used implicit model (with two levels, local and regional to data simulated by the most-used spatially explicit model (where offspring are distributed about their parent on a grid according to either a radially symmetric Gaussian or a 'fat-tailed' distribution. Based on these fits, we express spatially implicit parameters in terms of spatially explicit parameters. This suggests how we may obtain estimates of spatially explicit parameters from spatially implicit ones. The relationship between these parameters, however, makes no intuitive sense. Furthermore, the spatially implicit model usually fits observed species-abundance distributions better than those calculated from the spatially explicit model's simulated data. Current spatially explicit neutral models therefore have limited descriptive power. However, our results suggest that a fatter tail of the dispersal kernel seems to improve the fit, suggesting that dispersal kernels with even fatter tails should be studied in future. We conclude that more advanced spatially explicit models and tools to analyze them need to be developed.

Reducing storage of global wind ensembles with stochastic generators

KAUST Repository

Jeong, Jaehong

2018-03-09

Wind has the potential to make a significant contribution to future energy resources. Locating the sources of this renewable energy on a global scale is however extremely challenging, given the difficulty to store very large data sets generated by modern computer models. We propose a statistical model that aims at reproducing the data-generating mechanism of an ensemble of runs via a Stochastic Generator (SG) of global annual wind data. We introduce an evolutionary spectrum approach with spatially varying parameters based on large-scale geographical descriptors such as altitude to better account for different regimes across the Earth’s orography. We consider a multi-step conditional likelihood approach to estimate the parameters that explicitly accounts for nonstationary features while also balancing memory storage and distributed computation. We apply the proposed model to more than 18 million points of yearly global wind speed. The proposed SG requires orders of magnitude less storage for generating surrogate ensemble members from wind than does creating additional wind fields from the climate model, even if an effective lossy data compression algorithm is applied to the simulation output.

Reducing storage of global wind ensembles with stochastic generators

KAUST Repository

Jeong, Jaehong; Castruccio, Stefano; Crippa, Paola; Genton, Marc G.

2018-01-01

Wind has the potential to make a significant contribution to future energy resources. Locating the sources of this renewable energy on a global scale is however extremely challenging, given the difficulty to store very large data sets generated by modern computer models. We propose a statistical model that aims at reproducing the data-generating mechanism of an ensemble of runs via a Stochastic Generator (SG) of global annual wind data. We introduce an evolutionary spectrum approach with spatially varying parameters based on large-scale geographical descriptors such as altitude to better account for different regimes across the Earth’s orography. We consider a multi-step conditional likelihood approach to estimate the parameters that explicitly accounts for nonstationary features while also balancing memory storage and distributed computation. We apply the proposed model to more than 18 million points of yearly global wind speed. The proposed SG requires orders of magnitude less storage for generating surrogate ensemble members from wind than does creating additional wind fields from the climate model, even if an effective lossy data compression algorithm is applied to the simulation output.

Hydrological modeling using a multi-site stochastic weather generator

Science.gov (United States)

Weather data is usually required at several locations over a large watershed, especially when using distributed models for hydrological simulations. In many applications, spatially correlated weather data can be provided by a multi-site stochastic weather generator which considers the spatial correl...

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...

Analytic stochastic regularization: gauge and supersymmetry theories

International Nuclear Information System (INIS)

Abdalla, M.C.B.

1988-01-01

Analytic stochastic regularization for gauge and supersymmetric theories is considered. Gauge invariance in spinor and scalar QCD is verified to brak fown by an explicit one loop computation of the two, theree and four point vertex function of the gluon field. As a result, non gauge invariant counterterms must be added. However, in the supersymmetric multiplets there is a cancellation rendering the counterterms gauge invariant. The calculation is considered at one loop order. (author) [pt

Stochastic Blind Motion Deblurring

KAUST Repository

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.

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

Global spatially explicit CO2 emission metrics at 0.25° horizontal resolution for forest bioenergy

Science.gov (United States)

Cherubini, F.

2015-12-01

Bioenergy is the most important renewable energy option in studies designed to align with future RCP projections, reaching approximately 250 EJ/yr in RCP2.6, 145 EJ/yr in RCP4.5 and 180 EJ/yr in RCP8.5 by the end of the 21st century. However, many questions enveloping the direct carbon cycle and climate response to bioenergy remain partially unexplored. Bioenergy systems are largely assessed under the default climate neutrality assumption and the time lag between CO2 emissions from biomass combustion and CO2 uptake by vegetation is usually ignored. Emission metrics of CO2 from forest bioenergy are only available on a case-specific basis and their quantification requires processing of a wide spectrum of modelled or observed local climate and forest conditions. On the other hand, emission metrics are widely used to aggregate climate impacts of greenhouse gases to common units such as CO2-equivalents (CO2-eq.), but a spatially explicit analysis of emission metrics with global forest coverage is today lacking. Examples of emission metrics include the global warming potential (GWP), the global temperature change potential (GTP) and the absolute sustained emission temperature (aSET). Here, we couple a global forest model, a heterotrophic respiration model, and a global climate model to produce global spatially explicit emission metrics for CO2 emissions from forest bioenergy. We show their applications to global emissions in 2015 and until 2100 under the different RCP scenarios. We obtain global average values of 0.49 ± 0.03 kgCO2-eq. kgCO2-1 (mean ± standard deviation), 0.05 ± 0.05 kgCO2-eq. kgCO2-1, and 2.14·10-14 ± 0.11·10-14 °C (kg yr-1)-1, and 2.14·10-14 ± 0.11·10-14 °C (kg yr-1)-1 for GWP, GTP and aSET, respectively. We also present results aggregated at a grid, national and continental level. The metrics are found to correlate with the site-specific turnover times and local climate variables like annual mean temperature and precipitation. Simplified

Explicit strong stability preserving multistep Runge–Kutta methods

KAUST Repository

Bresten, Christopher; Gottlieb, Sigal; Grant, Zachary; Higgs, Daniel; Ketcheson, David I.; Né meth, Adrian

2015-01-01

High-order spatial discretizations of hyperbolic PDEs are often designed to have strong stability properties, such as monotonicity. We study explicit multistep Runge-Kutta strong stability preserving (SSP) time integration methods for use with such discretizations. We prove an upper bound on the SSP coefficient of explicit multistep Runge-Kutta methods of order two and above. Numerical optimization is used to find optimized explicit methods of up to five steps, eight stages, and tenth order. These methods are tested on the linear advection and nonlinear Buckley-Leverett equations, and the results for the observed total variation diminishing and/or positivity preserving time-step are presented.

Explicit strong stability preserving multistep Runge–Kutta methods

KAUST Repository

Bresten, Christopher

2015-10-15

High-order spatial discretizations of hyperbolic PDEs are often designed to have strong stability properties, such as monotonicity. We study explicit multistep Runge-Kutta strong stability preserving (SSP) time integration methods for use with such discretizations. We prove an upper bound on the SSP coefficient of explicit multistep Runge-Kutta methods of order two and above. Numerical optimization is used to find optimized explicit methods of up to five steps, eight stages, and tenth order. These methods are tested on the linear advection and nonlinear Buckley-Leverett equations, and the results for the observed total variation diminishing and/or positivity preserving time-step are presented.

Analyzing key constraints to biogas production from crop residues and manure in the EU—A spatially explicit model

Science.gov (United States)

Persson, U. Martin

2017-01-01

This paper presents a spatially explicit method for making regional estimates of the potential for biogas production from crop residues and manure, accounting for key technical, biochemical, environmental and economic constraints. Methods for making such estimates are important as biofuels from agricultural residues are receiving increasing policy support from the EU and major biogas producers, such as Germany and Italy, in response to concerns over unintended negative environmental and social impacts of conventional biofuels. This analysis comprises a spatially explicit estimate of crop residue and manure production for the EU at 250 m resolution, and a biogas production model accounting for local constraints such as the sustainable removal of residues, transportation of substrates, and the substrates’ biochemical suitability for anaerobic digestion. In our base scenario, the EU biogas production potential from crop residues and manure is about 0.7 EJ/year, nearly double the current EU production of biogas from agricultural substrates, most of which does not come from residues or manure. An extensive sensitivity analysis of the model shows that the potential could easily be 50% higher or lower, depending on the stringency of economic, technical and biochemical constraints. We find that the potential is particularly sensitive to constraints on the substrate mixtures’ carbon-to-nitrogen ratio and dry matter concentration. Hence, the potential to produce biogas from crop residues and manure in the EU depends to large extent on the possibility to overcome the challenges associated with these substrates, either by complementing them with suitable co-substrates (e.g. household waste and energy crops), or through further development of biogas technology (e.g. pretreatment of substrates and recirculation of effluent). PMID:28141827

Analyzing key constraints to biogas production from crop residues and manure in the EU-A spatially explicit model.

Science.gov (United States)

Einarsson, Rasmus; Persson, U Martin

2017-01-01

This paper presents a spatially explicit method for making regional estimates of the potential for biogas production from crop residues and manure, accounting for key technical, biochemical, environmental and economic constraints. Methods for making such estimates are important as biofuels from agricultural residues are receiving increasing policy support from the EU and major biogas producers, such as Germany and Italy, in response to concerns over unintended negative environmental and social impacts of conventional biofuels. This analysis comprises a spatially explicit estimate of crop residue and manure production for the EU at 250 m resolution, and a biogas production model accounting for local constraints such as the sustainable removal of residues, transportation of substrates, and the substrates' biochemical suitability for anaerobic digestion. In our base scenario, the EU biogas production potential from crop residues and manure is about 0.7 EJ/year, nearly double the current EU production of biogas from agricultural substrates, most of which does not come from residues or manure. An extensive sensitivity analysis of the model shows that the potential could easily be 50% higher or lower, depending on the stringency of economic, technical and biochemical constraints. We find that the potential is particularly sensitive to constraints on the substrate mixtures' carbon-to-nitrogen ratio and dry matter concentration. Hence, the potential to produce biogas from crop residues and manure in the EU depends to large extent on the possibility to overcome the challenges associated with these substrates, either by complementing them with suitable co-substrates (e.g. household waste and energy crops), or through further development of biogas technology (e.g. pretreatment of substrates and recirculation of effluent).

Spatially explicit simulation of hydrologically controlled carbon and nitrogen cycles and associated feedback mechanisms in a boreal ecosystem

Science.gov (United States)

Govind, Ajit; Chen, Jing Ming; Ju, Weimin

2009-06-01

Ecosystem models that simulate biogeochemical processes usually ignore hydrological controls that govern them. It is quite possible that topographically driven water fluxes significantly influence the spatial distribution of C sources and sinks because of their large contribution to the local water balance. To investigate this, we simulated biogeochemical processes along with the associated feedback mechanisms in a boreal ecosystem using a spatially explicit hydroecological model, boreal ecosystem productivity simulator (BEPS)-TerrainLab V2.0, that has a tight coupling of ecophysiological, hydrological, and biogeochemical processes. First, the simulated dynamics of snowpack, soil temperature, net ecosystem productivity (NEP), and total ecosystem respiration (TER) were validated with high-frequency measurements for 2 years. The model was able to explain 80% of the variability in NEP and 84% of the variability in TER. Further, we investigated the influence of topographically driven subsurface base flow on soil C and N cycling and on the spatiotemporal patterns of C sources and sinks using three hydrological modeling scenarios that differed in hydrological conceptualizations. In general, the scenarios that had nonexplicit hydrological representation overestimated NEP, as opposed to the scenario that had an explicit (realistic) representation. The key processes controlling the NEP differences were attributed to the combined effects of variations in photosynthesis (due to changes in stomatal conductance and nitrogen (N) availability), heterotrophic respiration, and autotrophic respiration, all of which occur simultaneously affecting NEP. Feedback relationships were also found to exacerbate the differences. We identified six types of NEP differences (biases), of which the most commonly found was due to an underestimation of the existing C sources, highlighting the vulnerability of regional-scale ecosystem models that ignore hydrological processes.

Analyzing key constraints to biogas production from crop residues and manure in the EU-A spatially explicit model.

Directory of Open Access Journals (Sweden)

Rasmus Einarsson

Full Text Available This paper presents a spatially explicit method for making regional estimates of the potential for biogas production from crop residues and manure, accounting for key technical, biochemical, environmental and economic constraints. Methods for making such estimates are important as biofuels from agricultural residues are receiving increasing policy support from the EU and major biogas producers, such as Germany and Italy, in response to concerns over unintended negative environmental and social impacts of conventional biofuels. This analysis comprises a spatially explicit estimate of crop residue and manure production for the EU at 250 m resolution, and a biogas production model accounting for local constraints such as the sustainable removal of residues, transportation of substrates, and the substrates' biochemical suitability for anaerobic digestion. In our base scenario, the EU biogas production potential from crop residues and manure is about 0.7 EJ/year, nearly double the current EU production of biogas from agricultural substrates, most of which does not come from residues or manure. An extensive sensitivity analysis of the model shows that the potential could easily be 50% higher or lower, depending on the stringency of economic, technical and biochemical constraints. We find that the potential is particularly sensitive to constraints on the substrate mixtures' carbon-to-nitrogen ratio and dry matter concentration. Hence, the potential to produce biogas from crop residues and manure in the EU depends to large extent on the possibility to overcome the challenges associated with these substrates, either by complementing them with suitable co-substrates (e.g. household waste and energy crops, or through further development of biogas technology (e.g. pretreatment of substrates and recirculation of effluent.

Modeling spatially explicit fire impact on gross primary production in interior Alaska using satellite images coupled with eddy covariance

Science.gov (United States)

Huang, Shengli; Liu, Heping; Dahal, Devendra; Jin, Suming; Welp, Lisa R.; Liu, Jinxun; Liu, Shuguang

2013-01-01

In interior Alaska, wildfires change gross primary production (GPP) after the initial disturbance. The impact of fires on GPP is spatially heterogeneous, which is difficult to evaluate by limited point-based comparisons or is insufficient to assess by satellite vegetation index. The direct prefire and postfire comparison is widely used, but the recovery identification may become biased due to interannual climate variability. The objective of this study is to propose a method to quantify the spatially explicit GPP change caused by fires and succession. We collected three Landsat images acquired on 13 July 2004, 5 August 2004, and 6 September 2004 to examine the GPP recovery of burned area from 1987 to 2004. A prefire Landsat image acquired in 1986 was used to reconstruct satellite images assuming that the fires of 1987–2004 had not occurred. We used a light-use efficiency model to estimate the GPP. This model was driven by maximum light-use efficiency (Emax) and fraction of photosynthetically active radiation absorbed by vegetation (FPAR). We applied this model to two scenarios (i.e., an actual postfire scenario and an assuming-no-fire scenario), where the changes in Emax and FPAR were taken into account. The changes in Emax were represented by the change in land cover of evergreen needleleaf forest, deciduous broadleaf forest, and shrub/grass mixed, whose Emax was determined from three fire chronosequence flux towers as 1.1556, 1.3336, and 0.5098 gC/MJ PAR. The changes in FPAR were inferred from NDVI change between the actual postfire NDVI and the reconstructed NDVI. After GPP quantification for July, August, and September 2004, we calculated the difference between the two scenarios in absolute and percent GPP changes. Our results showed rapid recovery of GPP post-fire with a 24% recovery immediately after burning and 43% one year later. For the fire scars with an age range of 2–17 years, the recovery rate ranged from 54% to 95%. In addition to the averaging

Integral assessment of floodplains as a basis for spatially-explicit flood loss forecasts

Science.gov (United States)

Zischg, Andreas Paul; Mosimann, Markus; Weingartner, Rolf

2016-04-01

A key aspect of disaster prevention is flood discharge forecasting which is used for early warning and therefore as a decision support for intervention forces. Hereby, the phase between the issued forecast and the time when the expected flood occurs is crucial for an optimal planning of the intervention. Typically, river discharge forecasts cover the regional level only, i.e. larger catchments. However, it is important to note that these forecasts are not useable directly for specific target groups on local level because these forecasts say nothing about the consequences of the predicted flood in terms of affected areas, number of exposed residents and houses. For this, on one hand simulations of the flooding processes and on the other hand data of vulnerable objects are needed. Furthermore, flood modelling in a high spatial and temporal resolution is required for robust flood loss estimation. This is a resource-intensive task from a computing time point of view. Therefore, in real-time applications flood modelling in 2D is not suited. Thus, forecasting flood losses in the short-term (6h-24h in advance) requires a different approach. Here, we propose a method to downscale the river discharge forecast to a spatially-explicit flood loss forecast. The principal procedure is to generate as many flood scenarios as needed in advance to represent the flooded areas for all possible flood hydrographs, e.g. very high peak discharges of short duration vs. high peak discharges with high volumes. For this, synthetic flood hydrographs were derived from the hydrologic time series. Then, the flooded areas of each scenario were modelled with a 2D flood simulation model. All scenarios were intersected with the dataset of vulnerable objects, in our case residential, agricultural and industrial buildings with information about the number of residents, the object-specific vulnerability, and the monetary value of the objects. This dataset was prepared by a data-mining approach. For each

Optimal Stochastic Control Problem for General Linear Dynamical Systems in Neuroscience

Directory of Open Access Journals (Sweden)

Yan Chen

2017-01-01

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

A Spatially Explicit Approach for Sensitivity and Uncertainty Analysis of GIS-Multicriteria Landslide Susceptibility Mapping. GI_Forum 2013 – Creating the GISociety|

OpenAIRE

Feizizadeh, Bakhtiar; Jankowski, Piotr; Blaschke, Thomas

2016-01-01

GIS multicriteria decision analysis (MCDA) methods are increasingly being used in landslide susceptibility mapping for the prediction of future hazards, decision making, as well as hazard mitigation plans. However, the uncertainties associated with MCDA techniques are inevitable and model outcomes are prone to multiple types of uncertainty. In this paper, the spatiality explicitly method is employed to assess the uncertainty associated with two methods of GIS-MCDA namely, Analytical Hierarchi...

Exact Finite-Difference Schemes for d-Dimensional Linear Stochastic Systems with Constant Coefficients

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Peng Jiang

2013-01-01

Full Text Available The authors attempt to construct the exact finite-difference schemes for linear stochastic differential equations with constant coefficients. The explicit solutions to Itô and Stratonovich linear stochastic differential equations with constant coefficients are adopted with the view of providing exact finite-difference schemes to solve them. In particular, the authors utilize the exact finite-difference schemes of Stratonovich type linear stochastic differential equations to solve the Kubo oscillator that is widely used in physics. Further, the authors prove that the exact finite-difference schemes can preserve the symplectic structure and first integral of the Kubo oscillator. The authors also use numerical examples to prove the validity of the numerical methods proposed in this paper.

Scattering theory of stochastic electromagnetic light waves.

Science.gov (United States)

Wang, Tao; Zhao, Daomu

2010-07-15

We generalize scattering theory to stochastic electromagnetic light waves. It is shown that when a stochastic electromagnetic light wave is scattered from a medium, the properties of the scattered field can be characterized by a 3 x 3 cross-spectral density matrix. An example of scattering of a spatially coherent electromagnetic light wave from a deterministic medium is discussed. Some interesting phenomena emerge, including the changes of the spectral degree of coherence and of the spectral degree of polarization of the scattered field.

Avoiding negative populations in explicit Poisson tau-leaping.

Science.gov (United States)

Cao, Yang; Gillespie, Daniel T; Petzold, Linda R

2005-08-01

The explicit tau-leaping procedure attempts to speed up the stochastic simulation of a chemically reacting system by approximating the number of firings of each reaction channel during a chosen time increment tau as a Poisson random variable. Since the Poisson random variable can have arbitrarily large sample values, there is always the possibility that this procedure will cause one or more reaction channels to fire so many times during tau that the population of some reactant species will be driven negative. Two recent papers have shown how that unacceptable occurrence can be avoided by replacing the Poisson random variables with binomial random variables, whose values are naturally bounded. This paper describes a modified Poisson tau-leaping procedure that also avoids negative populations, but is easier to implement than the binomial procedure. The new Poisson procedure also introduces a second control parameter, whose value essentially dials the procedure from the original Poisson tau-leaping at one extreme to the exact stochastic simulation algorithm at the other; therefore, the modified Poisson procedure will generally be more accurate than the original Poisson procedure.

Scalable domain decomposition solvers for stochastic PDEs in high performance computing

International Nuclear Information System (INIS)

Desai, Ajit; Pettit, Chris; Poirel, Dominique; Sarkar, Abhijit

2017-01-01

Stochastic spectral finite element models of practical engineering systems may involve solutions of linear systems or linearized systems for non-linear problems with billions of unknowns. For stochastic modeling, it is therefore essential to design robust, parallel and scalable algorithms that can efficiently utilize high-performance computing to tackle such large-scale systems. Domain decomposition based iterative solvers can handle such systems. And though these algorithms exhibit excellent scalabilities, significant algorithmic and implementational challenges exist to extend them to solve extreme-scale stochastic systems using emerging computing platforms. Intrusive polynomial chaos expansion based domain decomposition algorithms are extended here to concurrently handle high resolution in both spatial and stochastic domains using an in-house implementation. Sparse iterative solvers with efficient preconditioners are employed to solve the resulting global and subdomain level local systems through multi-level iterative solvers. We also use parallel sparse matrix–vector operations to reduce the floating-point operations and memory requirements. Numerical and parallel scalabilities of these algorithms are presented for the diffusion equation having spatially varying diffusion coefficient modeled by a non-Gaussian stochastic process. Scalability of the solvers with respect to the number of random variables is also investigated.

Spatially Explicit Landscape-Level Ecological Risks Induced by Land Use and Land Cover Change in a National Ecologically Representative Region in China

Directory of Open Access Journals (Sweden)

Jian Gong

2015-11-01

Full Text Available Land use and land cover change is driven by multiple influential factors from environmental and social dimensions in a land system. Land use practices of human decision-makers modify the landscape of the land system, possibly leading to landscape fragmentation, biodiversity loss, or environmental pollution—severe environmental or ecological impacts. While landscape-level ecological risk assessment supports the evaluation of these impacts, investigations on how these ecological risks induced by land use practices change over space and time in response to alternative policy intervention remain inadequate. In this article, we conducted spatially explicit landscape ecological risk analysis in Ezhou City, China. Our study area is a national ecologically representative region experiencing drastic land use and land cover change, and is regulated by multiple policies represented by farmland protection, ecological conservation, and urban development. We employed landscape metrics to consider the influence of potential landscape-level disturbance for the evaluation of landscape ecological risks. Using spatiotemporal simulation, we designed scenarios to examine spatiotemporal patterns in landscape ecological risks in response to policy intervention. Our study demonstrated that spatially explicit landscape ecological risk analysis combined with simulation-driven scenario analysis is of particular importance for guiding the sustainable development of ecologically vulnerable land systems.

Analysis of Spatial Concepts, Spatial Skills and Spatial Representations in New York State Regents Earth Science Examinations

Science.gov (United States)

Kastens, Kim A.; Pistolesi, Linda; Passow, Michael J.

2014-01-01

Research has shown that spatial thinking is important in science in general, and in Earth Science in particular, and that performance on spatially demanding tasks can be fostered through instruction. Because spatial thinking is rarely taught explicitly in the U.S. education system, improving spatial thinking may be "low-hanging fruit" as…

Remote Sensing of Vegetation Nitrogen Content for Spatially Explicit Carbon and Water Cycle Estimation

Science.gov (United States)

Zhang, Y. L.; Miller, J. R.; Chen, J. M.

2009-05-01

Foliage nitrogen concentration is a determinant of photosynthetic capacity of leaves, thereby an important input to ecological models for estimating terrestrial carbon and water budgets. Recently, spectrally continuous airborne hyperspectral remote sensing imagery has proven to be useful for retrieving an important related parameter, total chlorophyll content at both leaf and canopy scales. Thus remote sensing of vegetation biochemical parameters has promising potential for improving the prediction of global carbon and water balance patterns. In this research, we explored the feasibility of estimating leaf nitrogen content using hyperspectral remote sensing data for spatially explicit estimation of carbon and water budgets. Multi-year measurements of leaf biochemical contents of seven major boreal forest species were carried out in northeastern Ontario, Canada. The variation of leaf chlorophyll and nitrogen content in response to various growth conditions, and the relationship between them,were investigated. Despite differences in plant type (deciduous and evergreen), leaf age, stand growth conditions and developmental stages, leaf nitrogen content was strongly correlated with leaf chlorophyll content on a mass basis during the active growing season (r2=0.78). With this general correlation, leaf nitrogen content was estimated from leaf chlorophyll content at an accuracy of RMSE=2.2 mg/g, equivalent to 20.5% of the average measured leaf nitrogen content. Based on this correlation and a hyperspectral remote sensing algorithm for leaf chlorophyll content retrieval, the spatial variation of leaf nitrogen content was inferred from the airborne hyperspectral remote sensing imagery acquired by Compact Airborne Spectrographic Imager (CASI). A process-based ecological model Boreal Ecosystem Productivity Simulator (BEPS) was used for estimating terrestrial carbon and water budgets. In contrast to the scenario with leaf nitrogen content assigned as a constant value without

Depletion benchmarks calculation of random media using explicit modeling approach of RMC

International Nuclear Information System (INIS)

Liu, Shichang; She, Ding; Liang, Jin-gang; Wang, Kan

2016-01-01

Highlights: • Explicit modeling of RMC is applied to depletion benchmark for HTGR fuel element. • Explicit modeling can provide detailed burnup distribution and burnup heterogeneity. • The results would serve as a supplement for the HTGR fuel depletion benchmark. • The method of adjacent burnup regions combination is proposed for full-core problems. • The combination method can reduce memory footprint, keeping the computing accuracy. - Abstract: Monte Carlo method plays an important role in accurate simulation of random media, owing to its advantages of the flexible geometry modeling and the use of continuous-energy nuclear cross sections. Three stochastic geometry modeling methods including Random Lattice Method, Chord Length Sampling and explicit modeling approach with mesh acceleration technique, have been implemented in RMC to simulate the particle transport in the dispersed fuels, in which the explicit modeling method is regarded as the best choice. In this paper, the explicit modeling method is applied to the depletion benchmark for HTGR fuel element, and the method of combination of adjacent burnup regions has been proposed and investigated. The results show that the explicit modeling can provide detailed burnup distribution of individual TRISO particles, and this work would serve as a supplement for the HTGR fuel depletion benchmark calculations. The combination of adjacent burnup regions can effectively reduce the memory footprint while keeping the computational accuracy.

Improved Satellite-based Crop Yield Mapping by Spatially Explicit Parameterization of Crop Phenology

Science.gov (United States)

Jin, Z.; Azzari, G.; Lobell, D. B.

2016-12-01

Field-scale mapping of crop yields with satellite data often relies on the use of crop simulation models. However, these approaches can be hampered by inaccuracies in the simulation of crop phenology. Here we present and test an approach to use dense time series of Landsat 7 and 8 acquisitions data to calibrate various parameters related to crop phenology simulation, such as leaf number and leaf appearance rates. These parameters are then mapped across the Midwestern United States for maize and soybean, and for two different simulation models. We then implement our recently developed Scalable satellite-based Crop Yield Mapper (SCYM) with simulations reflecting the improved phenology parameterizations, and compare to prior estimates based on default phenology routines. Our preliminary results show that the proposed method can effectively alleviate the underestimation of early-season LAI by the default Agricultural Production Systems sIMulator (APSIM), and that spatially explicit parameterization for the phenology model substantially improves the SCYM performance in capturing the spatiotemporal variation in maize and soybean yield. The scheme presented in our study thus preserves the scalability of SCYM, while significantly reducing its uncertainty.

Stochastic samples versus vacuum expectation values in cosmology

International Nuclear Information System (INIS)

Tsamis, N.C.; Tzetzias, Aggelos; Woodard, R.P.

2010-01-01

Particle theorists typically use expectation values to study the quantum back-reaction on inflation, whereas many cosmologists stress the stochastic nature of the process. While expectation values certainly give misleading results for some things, such as the stress tensor, we argue that operators exist for which there is no essential problem. We quantify this by examining the stochastic properties of a noninteracting, massless, minimally coupled scalar on a locally de Sitter background. The square of the stochastic realization of this field seems to provide an example of great relevance for which expectation values are not misleading. We also examine the frequently expressed concern that significant back-reaction from expectation values necessarily implies large stochastic fluctuations between nearby spatial points. Rather than viewing the stochastic formalism in opposition to expectation values, we argue that it provides a marvelously simple way of capturing the leading infrared logarithm corrections to the latter, as advocated by Starobinsky

Compositional divergence and convergence in local communities and spatially structured landscapes.

Directory of Open Access Journals (Sweden)

Tancredi Caruso

Full Text Available Community structure depends on both deterministic and stochastic processes. However, patterns of community dissimilarity (e.g. difference in species composition are difficult to interpret in terms of the relative roles of these processes. Local communities can be more dissimilar (divergence than, less dissimilar (convergence than, or as dissimilar as a hypothetical control based on either null or neutral models. However, several mechanisms may result in the same pattern, or act concurrently to generate a pattern, and much research has recently been focusing on unravelling these mechanisms and their relative contributions. Using a simulation approach, we addressed the effect of a complex but realistic spatial structure in the distribution of the niche axis and we analysed patterns of species co-occurrence and beta diversity as measured by dissimilarity indices (e.g. Jaccard index using either expectations under a null model or neutral dynamics (i.e., based on switching off the niche effect. The strength of niche processes, dispersal, and environmental noise strongly interacted so that niche-driven dynamics may result in local communities that either diverge or converge depending on the combination of these factors. Thus, a fundamental result is that, in real systems, interacting processes of community assembly can be disentangled only by measuring traits such as niche breadth and dispersal. The ability to detect the signal of the niche was also dependent on the spatial resolution of the sampling strategy, which must account for the multiple scale spatial patterns in the niche axis. Notably, some of the patterns we observed correspond to patterns of community dissimilarities previously observed in the field and suggest mechanistic explanations for them or the data required to solve them. Our framework offers a synthesis of the patterns of community dissimilarity produced by the interaction of deterministic and stochastic determinants of community

Spatially Explicit Simulation of Mesotopographic Controls on Peatland Hydrology and Carbon Fluxes

Science.gov (United States)

Sonnentag, O.; Chen, J. M.; Roulet, N. T.

2006-12-01

A number of field carbon flux measurements, paleoecological records, and model simulations have acknowledged the importance of northern peatlands in terrestrial carbon cycling and methane emissions. An important parameter in peatlands that influences both net primary productivity, the net gain of carbon through photosynthesis, and decomposition under aerobic and anaerobic conditions, is the position of the water table. Biological and physical processes involved in peatland carbon dynamics and their hydrological controls operate at different spatial scales. The highly variable hydraulic characteristics of the peat profile and the overall shape of the peat body as defined by its surface topography at the mesoscale (104 m2) are of major importance for peatland water table dynamics. Common types of peatlands include bogs with a slightly domed centre. As a result of the convex profile, their water supply is restricted to atmospheric inputs, and water is mainly shed by shallow subsurface flow. From a modelling perspective the influence of mesotopographic controls on peatland hydrology and thus carbon balance requires that process-oriented models that examine the links between peatland hydrology, ecosystem functioning, and climate must incorporate some form of lateral subsurface flow consideration. Most hydrological and ecological modelling studies in complex terrain explicitly account for the topographic controls on lateral subsurface flow through digital elevation models. However, modelling studies in peatlands often employ simple empirical parameterizations of lateral subsurface flow, neglecting the influence of peatlands low relief mesoscale topography. Our objective is to explicitly simulate the mesotopographic controls on peatland hydrology and carbon fluxes using the Boreal Ecosystem Productivity Simulator (BEPS) adapted to northern peatlands. BEPS is a process-oriented ecosystem model in a remote sensing framework that takes into account peatlands multi

Kinetic theory of age-structured stochastic birth-death processes

Science.gov (United States)

Greenman, Chris D.; Chou, Tom

2016-01-01

Classical age-structured mass-action models such as the McKendrick-von Foerster equation have been extensively studied but are unable to describe stochastic fluctuations or population-size-dependent birth and death rates. Stochastic theories that treat semi-Markov age-dependent processes using, e.g., the Bellman-Harris equation do not resolve a population's age structure and are unable to quantify population-size dependencies. Conversely, current theories that include size-dependent population dynamics (e.g., mathematical models that include carrying capacity such as the logistic equation) cannot be easily extended to take into account age-dependent birth and death rates. In this paper, we present a systematic derivation of a new, fully stochastic kinetic theory for interacting age-structured populations. By defining multiparticle probability density functions, we derive a hierarchy of kinetic equations for the stochastic evolution of an aging population undergoing birth and death. We show that the fully stochastic age-dependent birth-death process precludes factorization of the corresponding probability densities, which then must be solved by using a Bogoliubov--Born--Green--Kirkwood--Yvon-like hierarchy. Explicit solutions are derived in three limits: no birth, no death, and steady state. These are then compared with their corresponding mean-field results. Our results generalize both deterministic models and existing master equation approaches by providing an intuitive and efficient way to simultaneously model age- and population-dependent stochastic dynamics applicable to the study of demography, stem cell dynamics, and disease evolution.

EdgeMaps: visualizing explicit and implicit relations

Science.gov (United States)

Dörk, Marian; Carpendale, Sheelagh; Williamson, Carey

2011-01-01

In this work, we introduce EdgeMaps as a new method for integrating the visualization of explicit and implicit data relations. Explicit relations are specific connections between entities already present in a given dataset, while implicit relations are derived from multidimensional data based on shared properties and similarity measures. Many datasets include both types of relations, which are often difficult to represent together in information visualizations. Node-link diagrams typically focus on explicit data connections, while not incorporating implicit similarities between entities. Multi-dimensional scaling considers similarities between items, however, explicit links between nodes are not displayed. In contrast, EdgeMaps visualize both implicit and explicit relations by combining and complementing spatialization and graph drawing techniques. As a case study for this approach we chose a dataset of philosophers, their interests, influences, and birthdates. By introducing the limitation of activating only one node at a time, interesting visual patterns emerge that resemble the aesthetics of fireworks and waves. We argue that the interactive exploration of these patterns may allow the viewer to grasp the structure of a graph better than complex node-link visualizations.

Age distribution dynamics with stochastic jumps in mortality.

Science.gov (United States)

Calabrese, Salvatore; Porporato, Amilcare; Laio, Francesco; D'Odorico, Paolo; Ridolfi, Luca

2017-11-01

While deterministic age distribution models have been extensively studied and applied in various disciplines, little work has been devoted to understanding the role of stochasticity in birth and mortality terms. In this paper, we analyse a stochastic M'Kendrick-von Foerster equation in which jumps in mortality represent intense losses of population due to external events. We present explicit solutions for the probability density functions of the age distribution and the total population and for the temporal dynamics of their moments. We also derive the dynamics of the mean age of the population and its harmonic mean. The framework is then used to calculate the age distribution of salt in the soil root zone, where the accumulation of salt by atmospheric deposition is counteracted by plant uptake and by jump losses due to percolation events.

A spatially explicit model of functional connectivity for the endangered Przewalski's gazelle (Procapra przewalskii in a patchy landscape.

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Chunlin Li

Full Text Available Habitat fragmentation, associated with human population expansion, impedes dispersal, reduces gene flow and aggravates inbreeding in species on the brink of extinction. Both scientific and conservation communities increasingly realize that maintaining and restoring landscape connectivity is of vital importance in biodiversity conservation. Prior to any conservation initiatives, it is helpful to present conservation practitioners with a spatially explicit model of functional connectivity for the target species or landscape.Using Przewalski's gazelle (Procapra przewalskii as a model of endangered ungulate species in highly fragmented landscape, we present a model providing spatially explicit information to inform the long-term preservation of well-connected metapopulations. We employed a Geographic Information System (GIS and expert-literature method to create a habitat suitability map, to identify potential habitats and to delineate a functional connectivity network (least-cost movement corridors and paths for the gazelle. Results indicated that there were limited suitable habitats for the gazelle, mainly found to the north and northwest of the Qinghai Lake where four of five potential habitat patches were identified. Fifteen pairs of least-cost corridors and paths were mapped connecting eleven extant populations and two neighboring potential patches. The least-cost paths ranged from 0.2 km to 26.8 km in length (averaging 12.4 km and were all longer than corresponding Euclidean distances.The model outputs were validated and supported by the latest findings in landscape genetics of the species, and may provide impetus for connectivity conservation programs. Dispersal barriers were examined and appropriate mitigation strategies were suggested. This study provides conservation practitioners with thorough and visualized information to reserve the landscape connectivity for Przewalski's gazelle. In a general sense, we proposed a heuristic framework

Coherence and extensions of stochastic matrices

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Angelo Gilio

1995-11-01

Full Text Available In this paper a review of some general results on coherence of conditional probability assessments is given. Then, a necessary and sufficient condition on coherence of two finite families of discrete conditianal probability distributions, represented by two stochastic matrices P and Q, is obtained. Moreover, the possible extensions of the assessment (P,Q to the marginal distributions are examined and explicit formulas for them are given in some special case. Finally, a general algorithm to check coherence of (P,Q and to derive its extensions is proposed.

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

Science.gov (United States)

Lv, Qiming; Schneider, Manuel K; Pitchford, Jonathan W

2008-08-01

We study individual plant growth and size hierarchy formation in an experimental population of Arabidopsis thaliana, within an integrated analysis that explicitly accounts for size-dependent growth, size- and space-dependent competition, and environmental stochasticity. It is shown that a Gompertz-type stochastic differential equation (SDE) model, involving asymmetric competition kernels and a stochastic term which decreases with the logarithm of plant weight, efficiently describes individual plant growth, competition, and variability in the studied population. The model is evaluated within a Bayesian framework and compared to its deterministic counterpart, and to several simplified stochastic models, using distributional validation. We show that stochasticity is an important determinant of size hierarchy and that SDE models outperform the deterministic model if and only if structural components of competition (asymmetry; size- and space-dependence) are accounted for. Implications of these results are discussed in the context of plant ecology and in more general modelling situations.

Spatially explicit measures of production of young alewives in Lake Michigan: Linkage between essential fish habitat and recruitment

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Hook, Tomas O.; Rutherford, Edward S.; Brines, Shannon J.; Mason, Doran M.; Schwab, David J.; McCormick, Michael; Desorcie, Timothy J.

2003-01-01

The identification and protection of essential habitats for early life stages of fishes are necessary to sustain fish stocks. Essential fish habitat for early life stages may be defined as areas where fish densities, growth, survival, or production rates are relatively high. To identify critical habitats for young-of-year (YOY) alewives (Alosa pseud oharengus) in Lake Michigan, we integrated bioenergetics models with GIS (Geographic Information Systems) to generate spatially explicit estimates of potential population production (an index of habitat quality). These estimates were based upon YOY alewife bioenergetic growth rate potential and their salmonine predators’ consumptive demand. We compared estimates of potential population production to YOY alewife yield (an index of habitat importance). Our analysis suggested that during 1994–1995, YOY alewife habitat quality and yield varied widely throughout Lake Michigan. Spatial patterns of alewife yield were not significantly correlated to habitat quality. Various mechanisms (e.g., predator migrations, lake circulation patterns, alternative strategies) may preclude YOY alewives from concentrating in areas of high habitat quality in Lake Michigan.

H∞ state estimation of stochastic memristor-based neural networks with time-varying delays.

Science.gov (United States)

Bao, Haibo; Cao, Jinde; Kurths, Jürgen; Alsaedi, Ahmed; Ahmad, Bashir

2018-03-01

This paper addresses the problem of H ∞ state estimation for a class of stochastic memristor-based neural networks with time-varying delays. Under the framework of Filippov solution, the stochastic memristor-based neural networks are transformed into systems with interval parameters. The present paper is the first to investigate the H ∞ state estimation problem for continuous-time Itô-type stochastic memristor-based neural networks. By means of Lyapunov functionals and some stochastic technique, sufficient conditions are derived to ensure that the estimation error system is asymptotically stable in the mean square with a prescribed H ∞ performance. An explicit expression of the state estimator gain is given in terms of linear matrix inequalities (LMIs). Compared with other results, our results reduce control gain and control cost effectively. Finally, numerical simulations are provided to demonstrate the efficiency of the theoretical results. Copyright © 2018 Elsevier Ltd. All rights reserved.

The spatial resolution of epidemic peaks.

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Harriet L Mills

2014-04-01

Full Text Available The emergence of novel respiratory pathogens can challenge the capacity of key health care resources, such as intensive care units, that are constrained to serve only specific geographical populations. An ability to predict the magnitude and timing of peak incidence at the scale of a single large population would help to accurately assess the value of interventions designed to reduce that peak. However, current disease-dynamic theory does not provide a clear understanding of the relationship between: epidemic trajectories at the scale of interest (e.g. city; population mobility; and higher resolution spatial effects (e.g. transmission within small neighbourhoods. Here, we used a spatially-explicit stochastic meta-population model of arbitrary spatial resolution to determine the effect of resolution on model-derived epidemic trajectories. We simulated an influenza-like pathogen spreading across theoretical and actual population densities and varied our assumptions about mobility using Latin-Hypercube sampling. Even though, by design, cumulative attack rates were the same for all resolutions and mobilities, peak incidences were different. Clear thresholds existed for all tested populations, such that models with resolutions lower than the threshold substantially overestimated population-wide peak incidence. The effect of resolution was most important in populations which were of lower density and lower mobility. With the expectation of accurate spatial incidence datasets in the near future, our objective was to provide a framework for how to use these data correctly in a spatial meta-population model. Our results suggest that there is a fundamental spatial resolution for any pathogen-population pair. If underlying interactions between pathogens and spatially heterogeneous populations are represented at this resolution or higher, accurate predictions of peak incidence for city-scale epidemics are feasible.

Stochastic models of the Social Security trust funds.

Science.gov (United States)

Burdick, Clark; Manchester, Joyce

Each year in March, the Board of Trustees of the Social Security trust funds reports on the current and projected financial condition of the Social Security programs. Those programs, which pay monthly benefits to retired workers and their families, to the survivors of deceased workers, and to disabled workers and their families, are financed through the Old-Age, Survivors, and Disability Insurance (OASDI) Trust Funds. In their 2003 report, the Trustees present, for the first time, results from a stochastic model of the combined OASDI trust funds. Stochastic modeling is an important new tool for Social Security policy analysis and offers the promise of valuable new insights into the financial status of the OASDI trust funds and the effects of policy changes. The results presented in this article demonstrate that several stochastic models deliver broadly consistent results even though they use very different approaches and assumptions. However, they also show that the variation in trust fund outcomes differs as the approach and assumptions are varied. Which approach and assumptions are best suited for Social Security policy analysis remains an open question. Further research is needed before the promise of stochastic modeling is fully realized. For example, neither parameter uncertainty nor variability in ultimate assumption values is recognized explicitly in the analyses. Despite this caveat, stochastic modeling results are already shedding new light on the range and distribution of trust fund outcomes that might occur in the future.

Risk Minimization for Insurance Products via F-Doubly Stochastic Markov Chains

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Francesca Biagini

2016-07-01

Full Text Available We study risk-minimization for a large class of insurance contracts. Given that the individual progress in time of visiting an insurance policy’s states follows an F -doubly stochastic Markov chain, we describe different state-dependent types of insurance benefits. These cover single payments at maturity, annuity-type payments and payments at the time of a transition. Based on the intensity of the F -doubly stochastic Markov chain, we provide the Galtchouk-Kunita-Watanabe decomposition for a general insurance contract and specify risk-minimizing strategies in a Brownian financial market setting. The results are further illustrated explicitly within an affine structure for the intensity.

Global Research on Artificial Intelligence from 1990–2014: Spatially-Explicit Bibliometric Analysis

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Jiqiang Niu

2016-05-01

Full Text Available In this article, we conducted the evaluation of artificial intelligence research from 1990–2014 by using bibliometric analysis. We introduced spatial analysis and social network analysis as geographic information retrieval methods for spatially-explicit bibliometric analysis. This study is based on the analysis of data obtained from database of the Science Citation Index Expanded (SCI-Expanded and Conference Proceedings Citation Index-Science (CPCI-S. Our results revealed scientific outputs, subject categories and main journals, author productivity and geographic distribution, international productivity and collaboration, and hot issues and research trends. The growth of article outputs in artificial intelligence research has exploded since the 1990s, along with increasing collaboration, reference, and citations. Computer science and engineering were the most frequently-used subject categories in artificial intelligence studies. The top twenty productive authors are distributed in countries with a high investment of research and development. The United States has the highest number of top research institutions in artificial intelligence, producing most single-country and collaborative articles. Although there is more and more collaboration among institutions, cooperation, especially international ones, are not highly prevalent in artificial intelligence research as expected. The keyword analysis revealed interesting research preferences, confirmed that methods, models, and application are in the central position of artificial intelligence. Further, we found interesting related keywords with high co-occurrence frequencies, which have helped identify new models and application areas in recent years. Bibliometric analysis results from our study will greatly facilitate the understanding of the progress and trends in artificial intelligence, in particular, for those researchers interested in domain-specific AI-driven problem-solving. This will be

Asymptotic problems for stochastic partial differential equations

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Salins, Michael

Stochastic partial differential equations (SPDEs) can be used to model systems in a wide variety of fields including physics, chemistry, and engineering. The main SPDEs of interest in this dissertation are the semilinear stochastic wave equations which model the movement of a material with constant mass density that is exposed to both determinstic and random forcing. Cerrai and Freidlin have shown that on fixed time intervals, as the mass density of the material approaches zero, the solutions of the stochastic wave equation converge uniformly to the solutions of a stochastic heat equation, in probability. This is called the Smoluchowski-Kramers approximation. In Chapter 2, we investigate some of the multi-scale behaviors that these wave equations exhibit. In particular, we show that the Freidlin-Wentzell exit place and exit time asymptotics for the stochastic wave equation in the small noise regime can be approximated by the exit place and exit time asymptotics for the stochastic heat equation. We prove that the exit time and exit place asymptotics are characterized by quantities called quasipotentials and we prove that the quasipotentials converge. We then investigate the special case where the equation has a gradient structure and show that we can explicitly solve for the quasipotentials, and that the quasipotentials for the heat equation and wave equation are equal. In Chapter 3, we study the Smoluchowski-Kramers approximation in the case where the material is electrically charged and exposed to a magnetic field. Interestingly, if the system is frictionless, then the Smoluchowski-Kramers approximation does not hold. We prove that the Smoluchowski-Kramers approximation is valid for systems exposed to both a magnetic field and friction. Notably, we prove that the solutions to the second-order equations converge to the solutions of the first-order equation in an Lp sense. This strengthens previous results where convergence was proved in probability.

On stability and monotonicity requirements of finite difference approximations of stochastic conservation laws with random viscosity

KAUST Repository

Pettersson, Per

2013-05-01

The stochastic Galerkin and collocation methods are used to solve an advection-diffusion equation with uncertain and spatially varying viscosity. We investigate well-posedness, monotonicity and stability for the extended system resulting from the Galerkin projection of the advection-diffusion equation onto the stochastic basis functions. High-order summation-by-parts operators and weak imposition of boundary conditions are used to prove stability of the semi-discrete system.It is essential that the eigenvalues of the resulting viscosity matrix of the stochastic Galerkin system are positive and we investigate conditions for this to hold. When the viscosity matrix is diagonalizable, stochastic Galerkin and stochastic collocation are similar in terms of computational cost, and for some cases the accuracy is higher for stochastic Galerkin provided that monotonicity requirements are met. We also investigate the total spatial operator of the semi-discretized system and its impact on the convergence to steady-state. © 2013 Elsevier B.V.

On stability and monotonicity requirements of finite difference approximations of stochastic conservation laws with random viscosity

KAUST Repository

Pettersson, Per; Doostan, Alireza; Nordströ m, Jan

2013-01-01

The stochastic Galerkin and collocation methods are used to solve an advection-diffusion equation with uncertain and spatially varying viscosity. We investigate well-posedness, monotonicity and stability for the extended system resulting from the Galerkin projection of the advection-diffusion equation onto the stochastic basis functions. High-order summation-by-parts operators and weak imposition of boundary conditions are used to prove stability of the semi-discrete system.It is essential that the eigenvalues of the resulting viscosity matrix of the stochastic Galerkin system are positive and we investigate conditions for this to hold. When the viscosity matrix is diagonalizable, stochastic Galerkin and stochastic collocation are similar in terms of computational cost, and for some cases the accuracy is higher for stochastic Galerkin provided that monotonicity requirements are met. We also investigate the total spatial operator of the semi-discretized system and its impact on the convergence to steady-state. © 2013 Elsevier B.V.

Long-range spatial dependence in fractured rock. Empirical evidence and implications for tracer transport

International Nuclear Information System (INIS)

Painter, S.

1999-02-01

Nonclassical stochastic continuum models incorporating long-range spatial dependence are evaluated as models for fractured crystalline rock. Open fractures and fracture zones are not modeled explicitly in this approach. The fracture zones and intact rock are modeled as a single stochastic continuum. The large contrasts between the fracture zones and unfractured rock are accounted for by making use of random field models specifically designed for highly variable systems. Hydraulic conductivity data derived from packer tests in the vicinity of the Aespoe Hard Rock Laboratory form the basis for the evaluation. The Aespoe log K data were found to be consistent with a fractal scaling model based on bounded fractional Levy motion (bfLm), a model that has been used previously to model highly variable sedimentary formations. However, the data are not sufficient to choose between this model, a fractional Brownian motion model for the normal-score transform of log K, and a conventional geostatistical model. Stochastic simulations conditioned by the Aespoe data coupled with flow and tracer transport calculations demonstrate that the models with long-range dependence predict earlier arrival times for contaminants. This demonstrates the need to evaluate this class of models when assessing the performance of proposed waste repositories. The relationship between intermediate-scale and large-scale transport properties in media with long-range dependence is also addressed. A new Monte Carlo method for stochastic upscaling of intermediate-scale field data is proposed

A spatially explicit hydro-ecological modeling framework (BEPS-TerrainLab V2.0): Model description and test in a boreal ecosystem in Eastern North America

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Govind, Ajit; Chen, Jing Ming; Margolis, Hank; Ju, Weimin; Sonnentag, Oliver; Giasson, Marc-André

2009-04-01

SummaryA spatially explicit, process-based hydro-ecological model, BEPS-TerrainLab V2.0, was developed to improve the representation of ecophysiological, hydro-ecological and biogeochemical processes of boreal ecosystems in a tightly coupled manner. Several processes unique to boreal ecosystems were implemented including the sub-surface lateral water fluxes, stratification of vegetation into distinct layers for explicit ecophysiological representation, inclusion of novel spatial upscaling strategies and biogeochemical processes. To account for preferential water fluxes common in humid boreal ecosystems, a novel scheme was introduced based on laboratory analyses. Leaf-scale ecophysiological processes were upscaled to canopy-scale by explicitly considering leaf physiological conditions as affected by light and water stress. The modified model was tested with 2 years of continuous measurements taken at the Eastern Old Black Spruce Site of the Fluxnet-Canada Research Network located in a humid boreal watershed in eastern Canada. Comparison of the simulated and measured ET, water-table depth (WTD), volumetric soil water content (VSWC) and gross primary productivity (GPP) revealed that BEPS-TerrainLab V2.0 simulates hydro-ecological processes with reasonable accuracy. The model was able to explain 83% of the ET, 92% of the GPP variability and 72% of the WTD dynamics. The model suggests that in humid ecosystems such as eastern North American boreal watersheds, topographically driven sub-surface baseflow is the main mechanism of soil water partitioning which significantly affects the local-scale hydrological conditions.

An open and extensible framework for spatially explicit land use change modelling: the lulcc R package

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Moulds, S.; Buytaert, W.; Mijic, A.

2015-10-01

We present the lulcc software package, an object-oriented framework for land use change modelling written in the R programming language. The contribution of the work is to resolve the following limitations associated with the current land use change modelling paradigm: (1) the source code for model implementations is frequently unavailable, severely compromising the reproducibility of scientific results and making it impossible for members of the community to improve or adapt models for their own purposes; (2) ensemble experiments to capture model structural uncertainty are difficult because of fundamental differences between implementations of alternative models; and (3) additional software is required because existing applications frequently perform only the spatial allocation of change. The package includes a stochastic ordered allocation procedure as well as an implementation of the CLUE-S algorithm. We demonstrate its functionality by simulating land use change at the Plum Island Ecosystems site, using a data set included with the package. It is envisaged that lulcc will enable future model development and comparison within an open environment.

Analytic Approximation of the Solutions of Stochastic Differential Delay Equations with Poisson Jump and Markovian Switching

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Hua Yang

2012-01-01

Full Text Available We are concerned with the stochastic differential delay equations with Poisson jump and Markovian switching (SDDEsPJMSs. Most SDDEsPJMSs cannot be solved explicitly as stochastic differential equations. Therefore, numerical solutions have become an important issue in the study of SDDEsPJMSs. The key contribution of this paper is to investigate the strong convergence between the true solutions and the numerical solutions to SDDEsPJMSs when the drift and diffusion coefficients are Taylor approximations.

Exploring the Dynamic Mechanisms of Farmland Abandonment Based on a Spatially Explicit Economic Model for Environmental Sustainability: A Case Study in Jiangxi Province, China

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Hualin Xie

2014-03-01

Full Text Available Farmland abandonment has important impacts on biodiversity and ecosystem recovery, as well as food security and rural sustainable development. Due to rapid urbanization and industrialization, farmland abandonment has become an increasingly important problem in many countries, particularly in China. To promote sustainable land-use management and environmental sustainability, it is important to understand the socioeconomic causes and spatial patterns of farmland abandonment. In this study, we explored the dynamic mechanisms of farmland abandonment in Jiangxi province of China using a spatially explicit economical model. The results show that the variables associated with the agricultural products yield are significantly correlated with farmland abandonment. The increasing opportunity cost of farming labor is the main factor in farmland abandonment in conjunction with a rural labor shortage due to rural-to-urban population migration and regional industrialization. Farmlands are more likely to be abandoned in areas located far from the villages and towns due to higher transportation costs. Additionally, farmers with more land but lower net income are more likely to abandon poor-quality farmland. Our results support the hypothesis that farmland abandonment takes place in locations in which the costs of cultivation are high and the potential crop yield is low. In addition, our study also demonstrates that a spatially explicit economic model is necessary to distinguish between the main driving forces of farmland abandonment. Policy implications are also provided for potential future policy decisions.

Modeling Behavior by Coastal River Otter (Lontra Canadensis in Response to Prey Availability in Prince William Sound, Alaska: A Spatially-Explicit Individual-Based Approach.

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Shannon E Albeke

Full Text Available Effects of climate change on animal behavior and cascading ecosystem responses are rarely evaluated. In coastal Alaska, social river otters (Lontra Canadensis, largely males, cooperatively forage on schooling fish and use latrine sites to communicate group associations and dominance. Conversely, solitary otters, mainly females, feed on intertidal-demersal fish and display mutual avoidance via scent marking. This behavioral variability creates "hotspots" of nutrient deposition and affects plant productivity and diversity on the terrestrial landscape. Because the abundance of schooling pelagic fish is predicted to decline with climate change, we developed a spatially-explicit individual-based model (IBM of otter behavior and tested six scenarios based on potential shifts to distribution patterns of schooling fish. Emergent patterns from the IBM closely mimicked observed otter behavior and landscape use in the absence of explicit rules of intraspecific attraction or repulsion. Model results were most sensitive to rules regarding spatial memory and activity state following an encounter with a fish school. With declining availability of schooling fish, the number of social groups and the time simulated otters spent in the company of conspecifics declined. Concurrently, model results suggested an elevation of defecation rate, a 25% increase in nitrogen transport to the terrestrial landscape, and significant changes to the spatial distribution of "hotspots" with declines in schooling fish availability. However, reductions in availability of schooling fish could lead to declines in otter density over time.

Extinction and quasi-stationarity in the stochastic logistic SIS model

CERN Document Server

Nåsell, Ingemar

2011-01-01

This volume presents explicit approximations of the quasi-stationary distribution and of the expected time to extinction from the state one and from quasi-stationarity for the stochastic logistic SIS model. The approximations are derived separately in three different parameter regions, and then combined into a uniform approximation across all three regions. Subsequently, the results are used to derive thresholds as functions of the population size N.

Spatially-Explicit Simulation Modeling of Ecological Response to Climate Change: Methodological Considerations in Predicting Shifting Population Dynamics of Infectious Disease Vectors

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Justin V. Remais

2013-07-01

Full Text Available Poikilothermic disease vectors can respond to altered climates through spatial changes in both population size and phenology. Quantitative descriptors to characterize, analyze and visualize these dynamic responses are lacking, particularly across large spatial domains. In order to demonstrate the value of a spatially explicit, dynamic modeling approach, we assessed spatial changes in the population dynamics of Ixodes scapularis, the Lyme disease vector, using a temperature-forced population model simulated across a grid of 4 × 4 km cells covering the eastern United States, using both modeled (Weather Research and Forecasting (WRF 3.2.1 baseline/current (2001–2004 and projected (Representative Concentration Pathway (RCP 4.5 and RCP 8.5; 2057–2059 climate data. Ten dynamic population features (DPFs were derived from simulated populations and analyzed spatially to characterize the regional population response to current and future climate across the domain. Each DPF under the current climate was assessed for its ability to discriminate observed Lyme disease risk and known vector presence/absence, using data from the US Centers for Disease Control and Prevention. Peak vector population and month of peak vector population were the DPFs that performed best as predictors of current Lyme disease risk. When examined under baseline and projected climate scenarios, the spatial and temporal distributions of DPFs shift and the seasonal cycle of key questing life stages is compressed under some scenarios. Our results demonstrate the utility of spatial characterization, analysis and visualization of dynamic population responses—including altered phenology—of disease vectors to altered climate.

Spatially-Explicit Simulation Modeling of Ecological Response to Climate Change: Methodological Considerations in Predicting Shifting Population Dynamics of Infectious Disease Vectors.

Science.gov (United States)

Dhingra, Radhika; Jimenez, Violeta; Chang, Howard H; Gambhir, Manoj; Fu, Joshua S; Liu, Yang; Remais, Justin V

2013-09-01

Poikilothermic disease vectors can respond to altered climates through spatial changes in both population size and phenology. Quantitative descriptors to characterize, analyze and visualize these dynamic responses are lacking, particularly across large spatial domains. In order to demonstrate the value of a spatially explicit, dynamic modeling approach, we assessed spatial changes in the population dynamics of Ixodes scapularis , the Lyme disease vector, using a temperature-forced population model simulated across a grid of 4 × 4 km cells covering the eastern United States, using both modeled (Weather Research and Forecasting (WRF) 3.2.1) baseline/current (2001-2004) and projected (Representative Concentration Pathway (RCP) 4.5 and RCP 8.5; 2057-2059) climate data. Ten dynamic population features (DPFs) were derived from simulated populations and analyzed spatially to characterize the regional population response to current and future climate across the domain. Each DPF under the current climate was assessed for its ability to discriminate observed Lyme disease risk and known vector presence/absence, using data from the US Centers for Disease Control and Prevention. Peak vector population and month of peak vector population were the DPFs that performed best as predictors of current Lyme disease risk. When examined under baseline and projected climate scenarios, the spatial and temporal distributions of DPFs shift and the seasonal cycle of key questing life stages is compressed under some scenarios. Our results demonstrate the utility of spatial characterization, analysis and visualization of dynamic population responses-including altered phenology-of disease vectors to altered climate.

A web-tool to find spatially explicit climate-smart solutions for the sector agriculture

Science.gov (United States)

Verzandvoort, Simone; Kuikman, Peter; Walvoort, Dennis

2017-04-01

Europe faces the challenge to produce more food and more biomass for the bio-economy, to adapt its agricultural sector to negative consequences of climate change, and to reduce greenhouse gas emissions from agriculture. Climate-smart agriculture (CSA) solutions and technologies improve agriculture's productivity and provide economic growth and stability, increase resilience, and help to reduce GHG emissions from agricultural activities. The Climate Smart Agriculture Booster (CSAb) (http://csabooster.climate-kic.org/) is a Flagship Program under Climate-KIC, aiming to facilitate the adoption of CSA solutions and technologies in the European agro-food sector. This adoption requires spatially explicit, contextual information on farming activities and risks and opportunities related to climate change in regions across Europe. Other spatial information supporting adoption includes Information on where successful implementations were already done, on where CSA would profit from enabling policy conditions, and where markets or business opportunities for selling or purchasing technology and knowledge are located or emerging. The Spatial Solution Finder is a web-based spatial tool aiming to help agri-food companies (supply and processing), authorities or agricultural organisations find CSA solutions and technologies that fit local farmers and regions, and to demonstrate examples of successful implementations as well as expected impact at the farm and regional level. The tool is based on state of the art (geo)datasets of environmental and socio-economic conditions (partly open access, partly derived from previous research) and open source web-technology. The philosophy of the tool is that combining existing datasets with contextual information on the region of interest with personalized information entered by the user provides a suitable basis for offering a basket of options for CSA solutions and technologies. Solutions and technologies are recommended to the user based on

Stochastic Recursive Algorithms for Optimization Simultaneous Perturbation Methods

CERN Document Server

Bhatnagar, S; Prashanth, L A

2013-01-01

Stochastic Recursive Algorithms for Optimization presents algorithms for constrained and unconstrained optimization and for reinforcement learning. Efficient perturbation approaches form a thread unifying all the algorithms considered. Simultaneous perturbation stochastic approximation and smooth fractional estimators for gradient- and Hessian-based methods are presented. These algorithms: • are easily implemented; • do not require an explicit system model; and • work with real or simulated data. Chapters on their application in service systems, vehicular traffic control and communications networks illustrate this point. The book is self-contained with necessary mathematical results placed in an appendix. The text provides easy-to-use, off-the-shelf algorithms that are given detailed mathematical treatment so the material presented will be of significant interest to practitioners, academic researchers and graduate students alike. The breadth of applications makes the book appropriate for reader from sim...

Nonzero-Sum Stochastic Differential Portfolio Games under a Markovian Regime Switching Model

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Chaoqun Ma

2015-01-01

Full Text Available We consider a nonzero-sum stochastic differential portfolio game problem in a continuous-time Markov regime switching environment when the price dynamics of the risky assets are governed by a Markov-modulated geometric Brownian motion (GBM. The market parameters, including the bank interest rate and the appreciation and volatility rates of the risky assets, switch over time according to a continuous-time Markov chain. We formulate the nonzero-sum stochastic differential portfolio game problem as two utility maximization problems of the sum process between two investors’ terminal wealth. We derive a pair of regime switching Hamilton-Jacobi-Bellman (HJB equations and two systems of coupled HJB equations at different regimes. We obtain explicit optimal portfolio strategies and Feynman-Kac representations of the two value functions. Furthermore, we solve the system of coupled HJB equations explicitly in a special case where there are only two states in the Markov chain. Finally we provide comparative statics and numerical simulation analysis of optimal portfolio strategies and investigate the impact of regime switching on optimal portfolio strategies.

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

Science.gov (United States)

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

2017-12-01

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

Statistical methods in spatial genetics

DEFF Research Database (Denmark)

Guillot, Gilles; Leblois, Raphael; Coulon, Aurelie

2009-01-01

The joint analysis of spatial and genetic data is rapidly becoming the norm in population genetics. More and more studies explicitly describe and quantify the spatial organization of genetic variation and try to relate it to underlying ecological processes. As it has become increasingly difficult...... to keep abreast with the latest methodological developments, we review the statistical toolbox available to analyse population genetic data in a spatially explicit framework. We mostly focus on statistical concepts but also discuss practical aspects of the analytical methods, highlighting not only...

Stochastic Averaging Principle for Spatial Birth-and-Death Evolutions in the Continuum

Science.gov (United States)

Friesen, Martin; Kondratiev, Yuri

2018-06-01

We study a spatial birth-and-death process on the phase space of locally finite configurations Γ^+ × Γ^- over R}^d. Dynamics is described by an non-equilibrium evolution of states obtained from the Fokker-Planck equation and associated with the Markov operator L^+(γ ^-) + 1/ɛ L^-, ɛ > 0. Here L^- describes the environment process on Γ^- and L^+(γ ^-) describes the system process on Γ^+, where γ ^- indicates that the corresponding birth-and-death rates depend on another locally finite configuration γ ^- \\in Γ^-. We prove that, for a certain class of birth-and-death rates, the corresponding Fokker-Planck equation is well-posed, i.e. there exists a unique evolution of states μ _t^{ɛ } on Γ^+ × Γ^-. Moreover, we give a sufficient condition such that the environment is ergodic with exponential rate. Let μ _{inv} be the invariant measure for the environment process on Γ^-. In the main part of this work we establish the stochastic averaging principle, i.e. we prove that the marginal of μ _t^{ɛ } onto Γ^+ converges weakly to an evolution of states on {Γ}^+ associated with the averaged Markov birth-and-death operator {\\overline{L}} = \\int _{Γ}^- L^+(γ ^-)d μ _{inv}(γ ^-).

Stochastic Averaging Principle for Spatial Birth-and-Death Evolutions in the Continuum

Science.gov (United States)

Friesen, Martin; Kondratiev, Yuri

2018-04-01

We study a spatial birth-and-death process on the phase space of locally finite configurations Γ^+ × Γ^- over R^d . Dynamics is described by an non-equilibrium evolution of states obtained from the Fokker-Planck equation and associated with the Markov operator L^+(γ ^-) + 1/ɛ L^- , ɛ > 0 . Here L^- describes the environment process on Γ^- and L^+(γ ^-) describes the system process on Γ^+ , where γ ^- indicates that the corresponding birth-and-death rates depend on another locally finite configuration γ ^- \\in Γ^- . We prove that, for a certain class of birth-and-death rates, the corresponding Fokker-Planck equation is well-posed, i.e. there exists a unique evolution of states μ _t^{ɛ } on Γ^+ × Γ^- . Moreover, we give a sufficient condition such that the environment is ergodic with exponential rate. Let μ _{inv} be the invariant measure for the environment process on Γ^- . In the main part of this work we establish the stochastic averaging principle, i.e. we prove that the marginal of μ _t^{ɛ } onto Γ^+ converges weakly to an evolution of states on Γ^+ associated with the averaged Markov birth-and-death operator \\overline{L} = \\int _{Γ}^-}L^+(γ ^-)d μ _{inv}(γ ^-).

Stochastic Averaging and Stochastic Extremum Seeking

CERN Document Server

Liu, Shu-Jun

2012-01-01

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

Preserved memory-based orienting of attention with impaired explicit memory in healthy ageing.

Science.gov (United States)

Salvato, Gerardo; Patai, Eva Z; Nobre, Anna C

2016-01-01

It is increasingly recognised that spatial contextual long-term memory (LTM) prepares neural activity for guiding visuo-spatial attention in a proactive manner. In the current study, we investigated whether the decline in explicit memory observed in healthy ageing would compromise this mechanism. We compared the behavioural performance of younger and older participants on learning new contextual memories, on orienting visual attention based on these learnt contextual associations, and on explicit recall of contextual memories. We found a striking dissociation between older versus younger participants in the relationship between the ability to retrieve contextual memories versus the ability to use these to guide attention to enhance performance on a target-detection task. Older participants showed significant deficits in the explicit retrieval task, but their behavioural benefits from memory-based orienting of attention were equivalent to those in young participants. Furthermore, memory-based orienting correlated significantly with explicit contextual LTM in younger adults but not in older adults. These results suggest that explicit memory deficits in ageing might not compromise initial perception and encoding of events. Importantly, the results also shed light on the mechanisms of memory-guided attention, suggesting that explicit contextual memories are not necessary. Copyright © 2015 The Authors. Published by Elsevier Ltd.. All rights reserved.

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

International Nuclear Information System (INIS)

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

2011-01-01

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

Spatially explicit analysis of field inventories for national forest carbon monitoring

Directory of Open Access Journals (Sweden)

David C. Marvin

2016-06-01

Full Text Available Abstract Background Tropical forests provide a crucial carbon sink for a sizable portion of annual global CO2 emissions. Policies that incentivize tropical forest conservation by monetizing forest carbon ultimately depend on accurate estimates of national carbon stocks, which are often based on field inventory sampling. As an exercise to understand the limitations of field inventory sampling, we tested whether two common field-plot sampling approaches could accurately estimate carbon stocks across approximately 76 million ha of Perúvian forests. A 1-ha resolution LiDAR-based map of carbon stocks was used as a model of the country’s carbon geography. Results Both field inventory sampling approaches worked well in estimating total national carbon stocks, almost always falling within 10 % of the model national total. However, the sampling approaches were unable to produce accurate spatially-explicit estimates of the carbon geography of Perú, with estimates falling within 10 % of the model carbon geography across no more than 44 % of the country. We did not find any associations between carbon stock errors from the field plot estimates and six different environmental variables. Conclusions Field inventory plot sampling does not provide accurate carbon geography for a tropical country with wide ranging environmental gradients such as Perú. The lack of association between estimated carbon errors and environmental variables suggests field inventory sampling results from other nations would not differ from those reported here. Tropical forest nations should understand the risks associated with primarily field-based sampling approaches, and consider alternatives leading to more effective forest conservation and climate change mitigation.

Simple stochastic simulation.

Science.gov (United States)

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.

Explicit simulation of ice particle habits in a Numerical Weather Prediction Model

Science.gov (United States)

Hashino, Tempei

2007-05-01

This study developed a scheme for explicit simulation of ice particle habits in Numerical Weather Prediction (NWP) Models. The scheme is called Spectral Ice Habit Prediction System (SHIPS), and the goal is to retain growth history of ice particles in the Eulerian dynamics framework. It diagnoses characteristics of ice particles based on a series of particle property variables (PPVs) that reflect history of microphysieal processes and the transport between mass bins and air parcels in space. Therefore, categorization of ice particles typically used in bulk microphysical parameterization and traditional bin models is not necessary, so that errors that stem from the categorization can be avoided. SHIPS predicts polycrystals as well as hexagonal monocrystals based on empirically derived habit frequency and growth rate, and simulates the habit-dependent aggregation and riming processes by use of the stochastic collection equation with predicted PPVs. Idealized two dimensional simulations were performed with SHIPS in a NWP model. The predicted spatial distribution of ice particle habits and types, and evolution of particle size distributions showed good quantitative agreement with observation This comprehensive model of ice particle properties, distributions, and evolution in clouds can be used to better understand problems facing wide range of research disciplines, including microphysics processes, radiative transfer in a cloudy atmosphere, data assimilation, and weather modification.

A spatially explicit model for an Allee effect: why wolves recolonize so slowly in Greater Yellowstone.

Science.gov (United States)

Hurford, Amy; Hebblewhite, Mark; Lewis, Mark A

2006-11-01

A reduced probability of finding mates at low densities is a frequently hypothesized mechanism for a component Allee effect. At low densities dispersers are less likely to find mates and establish new breeding units. However, many mathematical models for an Allee effect do not make a distinction between breeding group establishment and subsequent population growth. Our objective is to derive a spatially explicit mathematical model, where dispersers have a reduced probability of finding mates at low densities, and parameterize the model for wolf recolonization in the Greater Yellowstone Ecosystem (GYE). In this model, only the probability of establishing new breeding units is influenced by the reduced probability of finding mates at low densities. We analytically and numerically solve the model to determine the effect of a decreased probability in finding mates at low densities on population spread rate and density. Our results suggest that a reduced probability of finding mates at low densities may slow recolonization rate.

Time evolution of one-dimensional gapless models from a domain wall initial state: stochastic Loewner evolution continued?

International Nuclear Information System (INIS)

Calabrese, Pasquale; Hagendorf, Christian; Doussal, Pierre Le

2008-01-01

We study the time evolution of quantum one-dimensional gapless systems evolving from initial states with a domain wall. We generalize the path integral imaginary time approach that together with boundary conformal field theory allows us to derive the time and space dependence of general correlation functions. The latter are explicitly obtained for the Ising universality class, and the typical behavior of one- and two-point functions is derived for the general case. Possible connections with the stochastic Loewner evolution are discussed and explicit results for one-point time dependent averages are obtained for generic κ for boundary conditions corresponding to stochastic Loewner evolution. We use this set of results to predict the time evolution of the entanglement entropy and obtain the universal constant shift due to the presence of a domain wall in the initial state

SPATIALLY-EXPLICIT BAT IMPACT SCREENING TOOL FOR WIND TURBINE SITING

Energy Technology Data Exchange (ETDEWEB)

Versar, Inc.; Exponent, Inc.

2013-10-28

As the U.S. seeks to increase energy production from renewable energy sources, development of wind power resources continues to grow. One of the most important ecological issues restricting wind energy development, especially the siting of wind turbines, is the potential adverse effect on bats. High levels of bat fatality have been recorded at a number of wind energy facilities, especially in the eastern United States. The U.S. Department of Energy contracted with Versar, Inc., and Exponent to develop a spatially-explicit site screening tool to evaluate the mortality of bats resulting from interactions (collisions or barotrauma) with wind turbines. The resulting Bat Vulnerability Assessment Tool (BVAT) presented in this report integrates spatial information about turbine locations, bat habitat features, and bat behavior as it relates to possible interactions with turbines. A model demonstration was conducted that focuses on two bat species, the eastern red bat (Lasiurus borealis) and the Indiana bat (Myotis sodalis). The eastern red bat is a relatively common tree-roosting species that ranges broadly during migration in the Eastern U.S., whereas the Indiana bat is regional species that migrates between a summer range and cave hibernacula. Moreover, Indiana bats are listed as endangered, and so the impacts to this species are of particular interest. The model demonstration used conditions at the Mountaineer Wind Energy Center (MWEC), which consists of 44 wind turbines arranged in a linear array near Thomas, West Virginia (Tucker County), to illustrate model functions and not to represent actual or potential impacts of the facility. The turbines at MWEC are erected on the ridge of Backbone Mountain with a nacelle height of 70 meters and a collision area of 72 meters (blade height) or 4,071 meters square. The habitat surrounding the turbines is an Appalachian mixed mesophytic forest. Model sensitivity runs showed that bat mortality in the model was most sensitive to

Environmental versus demographic variability in stochastic predator–prey models

International Nuclear Information System (INIS)

Dobramysl, U; Täuber, U C

2013-01-01

In contrast to the neutral population cycles of the deterministic mean-field Lotka–Volterra rate equations, including spatial structure and stochastic noise in models for predator–prey interactions yields complex spatio-temporal structures associated with long-lived erratic population oscillations. Environmental variability in the form of quenched spatial randomness in the predation rates results in more localized activity patches. Our previous study showed that population fluctuations in rare favorable regions in turn cause a remarkable increase in the asymptotic densities of both predators and prey. Very intriguing features are found when variable interaction rates are affixed to individual particles rather than lattice sites. Stochastic dynamics with demographic variability in conjunction with inheritable predation efficiencies generate non-trivial time evolution for the predation rate distributions, yet with overall essentially neutral optimization. (paper)

Explicit Solution of Reinsurance-Investment Problem for an Insurer with Dynamic Income under Vasicek Model

Directory of Open Access Journals (Sweden)

De-Lei Sheng

2016-01-01

Full Text Available Unlike traditionally used reserves models, this paper focuses on a reserve process with dynamic income to study the reinsurance-investment problem for an insurer under Vasicek stochastic interest rate model. The insurer’s dynamic income is given by the remainder after a dynamic reward budget being subtracted from the insurer’s net premium which is calculated according to expected premium principle. Applying stochastic control technique, a Hamilton-Jacobi-Bellman equation is established and the explicit solution is obtained under the objective of maximizing the insurer’s power utility of terminal wealth. Some economic interpretations of the obtained results are explained in detail. In addition, numerical analysis and several graphics are given to illustrate our results more meticulous.

Dynamic asset allocation for bank under stochastic interest rates.

OpenAIRE

Chakroun, Fatma; Abid, Fathi

2014-01-01

This paper considers the optimal asset allocation strategy for bank with stochastic interest rates when there are three types of asset: Bank account, loans and securities. The asset allocation problem is to maximize the expected utility from terminal wealth of a bank's shareholders over a finite time horizon. As a consequence, we apply a dynamic programming principle to solve the Hamilton-Jacobi-Bellman (HJB) equation explicitly in the case of the CRRA utility function. A case study is given ...

H∞ state estimation for discrete-time memristive recurrent neural networks with stochastic time-delays

Science.gov (United States)

Liu, Hongjian; Wang, Zidong; Shen, Bo; Alsaadi, Fuad E.

2016-07-01

This paper deals with the robust H∞ state estimation problem for a class of memristive recurrent neural networks with stochastic time-delays. The stochastic time-delays under consideration are governed by a Bernoulli-distributed stochastic sequence. The purpose of the addressed problem is to design the robust state estimator such that the dynamics of the estimation error is exponentially stable in the mean square, and the prescribed ? performance constraint is met. By utilizing the difference inclusion theory and choosing a proper Lyapunov-Krasovskii functional, the existence condition of the desired estimator is derived. Based on it, the explicit expression of the estimator gain is given in terms of the solution to a linear matrix inequality. Finally, a numerical example is employed to demonstrate the effectiveness and applicability of the proposed estimation approach.

Quantum noise and stochastic reduction

International Nuclear Information System (INIS)

Brody, Dorje C; Hughston, Lane P

2006-01-01

In standard nonrelativistic quantum mechanics the expectation of the energy is a conserved quantity. It is possible to extend the dynamical law associated with the evolution of a quantum state consistently to include a nonlinear stochastic component, while respecting the conservation law. According to the dynamics thus obtained, referred to as the energy-based stochastic Schroedinger equation, an arbitrary initial state collapses spontaneously to one of the energy eigenstates, thus describing the phenomenon of quantum state reduction. In this paper, two such models are investigated: one that achieves state reduction in infinite time and the other in finite time. The properties of the associated energy expectation process and the energy variance process are worked out in detail. By use of a novel application of a nonlinear filtering method, closed-form solutions-algebraic in character and involving no integration-are obtained of both these models. In each case, the solution is expressed in terms of a random variable representing the terminal energy of the system and an independent noise process. With these solutions at hand it is possible to simulate explicitly the dynamics of the quantum states of complicated physical systems

Can a microscopic stochastic model explain the emergence of pain cycles in patients?

International Nuclear Information System (INIS)

Di Patti, Francesca; Fanelli, Duccio

2009-01-01

A stochastic model is introduced here to investigate the molecular mechanisms which trigger the perception of pain. The action of analgesic drug compounds is discussed in a dynamical context, where the competition with inactive species is explicitly accounted for. Finite size effects inevitably perturb the mean-field dynamics: oscillations in the amount of bound receptors are spontaneously manifested, driven by the noise which is intrinsic to the system under scrutiny. These effects are investigated both numerically, via stochastic simulations, and analytically, through a large size expansion. The claim that our findings could provide a consistent interpretative framework for explaining the emergence of cyclic behaviors in response to analgesic treatments is substantiated

Spatially explicit models of full-season productivity and implications for landscape management of Golden-winged Warblers in the western Great Lakes Region: Chapter 9

Science.gov (United States)

Peterson, Sean M.; Streby, Henry M.; Andersen, David E.

2016-01-01

The relationship between landscape structure and composition and full-season productivity (FSP) is poorly understood for most birds. For species of high conservation concern, insight into how productivity is related to landscape structure and composition can be used to develop more effective conservation strategies that increase recruitment. We monitored nest productivity and fledgling survival of Golden-winged Warblers (Vermivora chrysoptera), a species of high conservation concern, in managed forest landscapes at two sites in northern Minnesota, and one site in southeastern Manitoba, Canada from 2010 to 2012. We used logistic exposure models to identify the influence of landscape structure and composition on nest productivity and fledgling survival. We used the models to predict spatially explicit, FSP across our study sites to identify areas of low relative productivity that could be targeted for management. We then used our models of spatially explicit, FSP to simulate the impact of potential management actions on our study sites with the goal of increasing total population productivity. Unlike previous studies that suggested wetland cover types provide higher quality breeding habitat for Golden-winged Warblers, our models predicted 14% greater productivity in upland cover types. Simulated succession of a 9-ha grassland patch to a shrubby upland suitable for nesting increased the total number of fledglings produced by that patch and adjacent upland shrublands by 30%, despite decreasing individual productivity by 13%. Further simulated succession of the same patch described above into deciduous forest reduced the total number of fledglings produced to independence on a landscape by 18% because of a decrease in the area available for nesting. Simulated reduction in the cumulative length of shrubby edge within a 50-m radius of any location in our landscapes from 0.6 to 0.3 km increased FSP by 5%. Our models demonstrated that the effects of any single management

An Improved Asymptotic Sampling Approach For Stochastic Finite Element Stiffness of a Laterally Loaded Monopile

DEFF Research Database (Denmark)

Vahdatirad, Mohammadjavad; Bayat, Mehdi; Andersen, Lars Vabbersgaard

2012-01-01

In this study a stochastic approach is conducted to obtain the horizontal and rotational stiffness of an offshore monopile foundation. A nonlinear stochastic p-y curve is integrated into a finite element scheme for calculation of the monopile response in over-consolidated clay having spatial...

Breaking the theoretical scaling limit for predicting quasiparticle energies: the stochastic GW approach.

Science.gov (United States)

Neuhauser, Daniel; Gao, Yi; Arntsen, Christopher; Karshenas, Cyrus; Rabani, Eran; Baer, Roi

2014-08-15

We develop a formalism to calculate the quasiparticle energy within the GW many-body perturbation correction to the density functional theory. The occupied and virtual orbitals of the Kohn-Sham Hamiltonian are replaced by stochastic orbitals used to evaluate the Green function G, the polarization potential W, and, thereby, the GW self-energy. The stochastic GW (sGW) formalism relies on novel theoretical concepts such as stochastic time-dependent Hartree propagation, stochastic matrix compression, and spatial or temporal stochastic decoupling techniques. Beyond the theoretical interest, the formalism enables linear scaling GW calculations breaking the theoretical scaling limit for GW as well as circumventing the need for energy cutoff approximations. We illustrate the method for silicon nanocrystals of varying sizes with N_{e}>3000 electrons.

A probabilistic approach to quantifying spatial patterns of flow regimes and network-scale connectivity

Science.gov (United States)

Garbin, Silvia; Alessi Celegon, Elisa; Fanton, Pietro; Botter, Gianluca

2017-04-01

The temporal variability of river flow regime is a key feature structuring and controlling fluvial ecological communities and ecosystem processes. In particular, streamflow variability induced by climate/landscape heterogeneities or other anthropogenic factors significantly affects the connectivity between streams with notable implication for river fragmentation. Hydrologic connectivity is a fundamental property that guarantees species persistence and ecosystem integrity in riverine systems. In riverine landscapes, most ecological transitions are flow-dependent and the structure of flow regimes may affect ecological functions of endemic biota (i.e., fish spawning or grazing of invertebrate species). Therefore, minimum flow thresholds must be guaranteed to support specific ecosystem services, like fish migration, aquatic biodiversity and habitat suitability. In this contribution, we present a probabilistic approach aiming at a spatially-explicit, quantitative assessment of hydrologic connectivity at the network-scale as derived from river flow variability. Dynamics of daily streamflows are estimated based on catchment-scale climatic and morphological features, integrating a stochastic, physically based approach that accounts for the stochasticity of rainfall with a water balance model and a geomorphic recession flow model. The non-exceedance probability of ecologically meaningful flow thresholds is used to evaluate the fragmentation of individual stream reaches, and the ensuing network-scale connectivity metrics. A multi-dimensional Poisson Process for the stochastic generation of rainfall is used to evaluate the impact of climate signature on reach-scale and catchment-scale connectivity. The analysis shows that streamflow patterns and network-scale connectivity are influenced by the topology of the river network and the spatial variability of climatic properties (rainfall, evapotranspiration). The framework offers a robust basis for the prediction of the impact of

Human Mobility Patterns and Cholera Epidemics: a Spatially Explicit Modeling Approach

Science.gov (United States)

Mari, L.; Bertuzzo, E.; Righetto, L.; Casagrandi, R.; Gatto, M.; Rodriguez-Iturbe, I.; Rinaldo, A.

2010-12-01

Cholera is an acute enteric disease caused by the ingestion of water or food contaminated by the bacterium Vibrio cholerae. Although most infected individuals do not develop severe symptoms, their stool may contain huge quantities of V.~cholerae cells. Therefore, while traveling or commuting, asymptomatic carriers can be responsible for the long-range dissemination of the disease. As a consequence, human mobility is an alternative and efficient driver for the spread of cholera, whose primary propagation pathway is hydrological transport through river networks. We present a multi-layer network model that accounts for the interplay between epidemiological dynamics, hydrological transport and long-distance dissemination of V.~cholerae due to human movement. In particular, building on top of state-of-the-art spatially explicit models for cholera spread through surface waters, we describe human movement and its effects on the propagation of the disease by means of a gravity-model approach borrowed from transportation theory. Gravity-like contact processes have been widely used in epidemiology, because they can satisfactorily depict human movement when data on actual mobility patterns are not available. We test our model against epidemiological data recorded during the cholera outbreak occurred in the KwaZulu-Natal province of South Africa during years 2000--2001. We show that human mobility does actually play an important role in the formation of the spatiotemporal patterns of cholera epidemics. In particular, long-range human movement may determine inter-catchment dissemination of V.~cholerae cells, thus in turn explaining the emergence of epidemic patterns that cannot be produced by hydrological transport alone. We also show that particular attention has to be devoted to study how heterogeneously distributed drinking water supplies and sanitation conditions may affect cholera transmission.

Minimizing Erosion and Agro-Pollutants Transport from Furrow Irrigated Fields to the Nearby Water Body Using Spatially-Explicit Agent Based Model and Decision Optimization Platform

Science.gov (United States)

Ghoveisi, H.; Al Dughaishi, U.; Kiker, G.

2017-12-01

Maintaining water quality in agricultural watersheds is a worldwide challenge, especially where furrow irrigation is being practiced. The Yakima River Basin watershed in south central Washington State, (USA) is an example of these impacted areas with elevated load of sediments and other agricultural products due to runoff from furrow-irrigated fields. Within the Yakima basin, the Granger Drain watershed (area of 75 km2) is particularly challenged in this regard with more than 400 flood-irrigated individual parcels (area of 21 km2) growing a variety of crops from maize to grapes. Alternatives for improving water quality from furrow-irrigated parcels include vegetated filter strip (VFS) implementation, furrow water application efficiency, polyacrylamide (PAM) application and irrigation scheduling. These alternatives were simulated separately and in combinations to explore potential Best Management Practices (BMPs) for runoff-related-pollution reduction in a spatially explicit, agent based modeling system (QnD:GrangerDrain). Two regulatory scenarios were tested to BMP adoption within individual parcels. A blanket-style regulatory scenario simulated a total of 60 BMP combinations implemented in all 409 furrow-irrigated parcels. A second regulatory scenario simulated the BMPs in 119 furrow-irrigated parcels designated as "hotspots" based on a standard 12 Mg ha-1 seasonal sediment load. The simulated cumulative runoff and sediment loading from all BMP alternatives were ranked using Multiple Criteria Decision Analysis (MCDA), specifically the Stochastic Multi-Attribute Acceptability Analysis (SMAA) method. Several BMP combinations proved successful in reducing loads below a 25 NTU (91 mg L-1) regulatory sediment concentration. The QnD:GrangerDrain simulations and subsequent MCDA ranking revealed that the BMP combinations of 5 m-VFS and high furrow water efficiency were highly ranked alternatives for both the blanket and hotspot scenarios.

Stochastic weighted particle methods for population balance equations with coagulation, fragmentation and spatial inhomogeneity

International Nuclear Information System (INIS)

Lee, Kok Foong; Patterson, Robert I.A.; Wagner, Wolfgang; Kraft, Markus

2015-01-01

Graphical abstract: -- Highlights: •Problems concerning multi-compartment population balance equations are studied. •A class of fragmentation weight transfer functions is presented. •Three stochastic weighted algorithms are compared against the direct simulation algorithm. •The numerical errors of the stochastic solutions are assessed as a function of fragmentation rate. •The algorithms are applied to a multi-dimensional granulation model. -- Abstract: This paper introduces stochastic weighted particle algorithms for the solution of multi-compartment population balance equations. In particular, it presents a class of fragmentation weight transfer functions which are constructed such that the number of computational particles stays constant during fragmentation events. The weight transfer functions are constructed based on systems of weighted computational particles and each of it leads to a stochastic particle algorithm for the numerical treatment of population balance equations. Besides fragmentation, the algorithms also consider physical processes such as coagulation and the exchange of mass with the surroundings. The numerical properties of the algorithms are compared to the direct simulation algorithm and an existing method for the fragmentation of weighted particles. It is found that the new algorithms show better numerical performance over the two existing methods especially for systems with significant amount of large particles and high fragmentation rates.

Stochastic weighted particle methods for population balance equations with coagulation, fragmentation and spatial inhomogeneity

Energy Technology Data Exchange (ETDEWEB)

Lee, Kok Foong [Department of Chemical Engineering and Biotechnology, University of Cambridge, New Museums Site, Pembroke Street, Cambridge CB2 3RA (United Kingdom); Patterson, Robert I.A.; Wagner, Wolfgang [Weierstrass Institute for Applied Analysis and Stochastics, Mohrenstraße 39, 10117 Berlin (Germany); Kraft, Markus, E-mail: mk306@cam.ac.uk [Department of Chemical Engineering and Biotechnology, University of Cambridge, New Museums Site, Pembroke Street, Cambridge CB2 3RA (United Kingdom); School of Chemical and Biomedical Engineering, Nanyang Technological University, 62 Nanyang Drive, Singapore, 637459 (Singapore)

2015-12-15

Graphical abstract: -- Highlights: •Problems concerning multi-compartment population balance equations are studied. •A class of fragmentation weight transfer functions is presented. •Three stochastic weighted algorithms are compared against the direct simulation algorithm. •The numerical errors of the stochastic solutions are assessed as a function of fragmentation rate. •The algorithms are applied to a multi-dimensional granulation model. -- Abstract: This paper introduces stochastic weighted particle algorithms for the solution of multi-compartment population balance equations. In particular, it presents a class of fragmentation weight transfer functions which are constructed such that the number of computational particles stays constant during fragmentation events. The weight transfer functions are constructed based on systems of weighted computational particles and each of it leads to a stochastic particle algorithm for the numerical treatment of population balance equations. Besides fragmentation, the algorithms also consider physical processes such as coagulation and the exchange of mass with the surroundings. The numerical properties of the algorithms are compared to the direct simulation algorithm and an existing method for the fragmentation of weighted particles. It is found that the new algorithms show better numerical performance over the two existing methods especially for systems with significant amount of large particles and high fragmentation rates.

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

International Nuclear Information System (INIS)

Subber, Waad; Sarkar, Abhijit

2012-01-01

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

Spatially and temporally explicit water footprint accounting

OpenAIRE

Mekonnen, Mesfin

2011-01-01

The earth’s freshwater resources are subject to increasing pressure in the form of consumptive water use and pollution (Postel, 2000; WWAP, 2003, 2006, 2009). Quantitative assessment of the green, blue and grey water footprint of global production and consumption can be regarded as a key in understanding the pressure put on the global freshwater resources. The overall objective of this thesis is, therefore, to analyse the spatial and temporal pattern of the water footprint of humans from both...

A High-Resolution Spatially Explicit Monte-Carlo Simulation Approach to Commercial and Residential Electricity and Water Demand Modeling

Energy Technology Data Exchange (ETDEWEB)

Morton, April M [ORNL; McManamay, Ryan A [ORNL; Nagle, Nicholas N [ORNL; Piburn, Jesse O [ORNL; Stewart, Robert N [ORNL; Surendran Nair, Sujithkumar [ORNL

2016-01-01

Abstract As urban areas continue to grow and evolve in a world of increasing environmental awareness, the need for high resolution spatially explicit estimates for energy and water demand has become increasingly important. Though current modeling efforts mark significant progress in the effort to better understand the spatial distribution of energy and water consumption, many are provided at a course spatial resolution or rely on techniques which depend on detailed region-specific data sources that are not publicly available for many parts of the U.S. Furthermore, many existing methods do not account for errors in input data sources and may therefore not accurately reflect inherent uncertainties in model outputs. We propose an alternative and more flexible Monte-Carlo simulation approach to high-resolution residential and commercial electricity and water consumption modeling that relies primarily on publicly available data sources. The method s flexible data requirement and statistical framework ensure that the model is both applicable to a wide range of regions and reflective of uncertainties in model results. Key words: Energy Modeling, Water Modeling, Monte-Carlo Simulation, Uncertainty Quantification Acknowledgment This manuscript has been authored by employees of UT-Battelle, LLC, under contract DE-AC05-00OR22725 with the U.S. Department of Energy. Accordingly, the United States Government retains and the publisher, by accepting the article for publication, acknowledges that the United States Government retains a non-exclusive, paid-up, irrevocable, world-wide license to publish or reproduce the published form of this manuscript, or allow others to do so, for United States Government purposes.

A stochastic model for intermittent search strategies

International Nuclear Information System (INIS)

Benichou, O; Coppey, M; Moreau, M; Suet, P H; Voituriez, R

2005-01-01

It is often necessary, in scientific or everyday life problems, to find a randomly hidden target. What is then the optimal strategy to reach it as rapidly as possible? In this article, we develop a stochastic theory for intermittent search behaviours, which are often observed: the searcher alternates phases of intensive search and slow motion with fast displacements. The first results of this theory have already been announced recently. Here we provide a detailed presentation of the theory, as well as the full derivation of the results. Furthermore, we explicitly discuss the minimization of the time needed to find the target

Development of a spatial stochastic multimedia exposure model to assess population exposure at a regional scale.

Science.gov (United States)

Caudeville, Julien; Bonnard, Roseline; Boudet, Céline; Denys, Sébastien; Govaert, Gérard; Cicolella, André

2012-08-15

Analyzing the relationship between the environment and health has become a major focus of public health efforts in France, as evidenced by the national action plans for health and the environment. These plans have identified the following two priorities: - identify and manage geographic areas where hotspot exposures are a potential risk to human health; and - reduce exposure inequalities. The aim of this study is to develop a spatial stochastic multimedia exposure model for detecting vulnerable populations and analyzing exposure determinants at a fine resolution and regional scale. A multimedia exposure model was developed by INERIS to assess the transfer of substances from the environment to humans through inhalation and ingestion pathways. The RESPIR project adds a spatial dimension by linking GIS (Geographic Information System) to the model. Tools are developed using modeling, spatial analysis and geostatistic methods to build and discretize interesting variables and indicators from different supports and resolutions on a 1-km(2) regular grid. We applied this model to the risk assessment of exposure to metals (cadmium, lead and nickel) using data from a region in France (Nord-Pas-de-Calais). The considered exposure pathways include the atmospheric contaminant inhalation and ingestion of soil, vegetation, meat, egg, milk, fish and drinking water. Exposure scenarios are defined for different reference groups (age, dietary properties, and the fraction of food produced locally). The two largest risks correspond to an ancient industrial site (Metaleurop) and the Lille agglomeration. In these areas, cadmium, vegetation ingestion and soil contamination are the principal determinants of the computed risk. Copyright © 2012 Elsevier B.V. All rights reserved.

The two-regime method for optimizing stochastic reaction-diffusion simulations

KAUST Repository

Flegg, M. B.; Chapman, S. J.; Erban, R.

2011-01-01

Spatial organization and noise play an important role in molecular systems biology. In recent years, a number of software packages have been developed for stochastic spatio-temporal simulation, ranging from detailed molecular-based approaches

Hitting probabilities for nonlinear systems of stochastic waves

CERN Document Server

Dalang, Robert C

2015-01-01

The authors consider a d-dimensional random field u = \\{u(t,x)\\} that solves a non-linear system of stochastic wave equations in spatial dimensions k \\in \\{1,2,3\\}, driven by a spatially homogeneous Gaussian noise that is white in time. They mainly consider the case where the spatial covariance is given by a Riesz kernel with exponent \\beta. Using Malliavin calculus, they establish upper and lower bounds on the probabilities that the random field visits a deterministic subset of \\mathbb{R}^d, in terms, respectively, of Hausdorff measure and Newtonian capacity of this set. The dimension that ap

Stochastic Spatial Models in Ecology: A Statistical Physics Approach

Science.gov (United States)

Pigolotti, Simone; Cencini, Massimo; Molina, Daniel; Muñoz, Miguel A.

2017-11-01

Ecosystems display a complex spatial organization. Ecologists have long tried to characterize them by looking at how different measures of biodiversity change across spatial scales. Ecological neutral theory has provided simple predictions accounting for general empirical patterns in communities of competing species. However, while neutral theory in well-mixed ecosystems is mathematically well understood, spatial models still present several open problems, limiting the quantitative understanding of spatial biodiversity. In this review, we discuss the state of the art in spatial neutral theory. We emphasize the connection between spatial ecological models and the physics of non-equilibrium phase transitions and how concepts developed in statistical physics translate in population dynamics, and vice versa. We focus on non-trivial scaling laws arising at the critical dimension D = 2 of spatial neutral models, and their relevance for biological populations inhabiting two-dimensional environments. We conclude by discussing models incorporating non-neutral effects in the form of spatial and temporal disorder, and analyze how their predictions deviate from those of purely neutral theories.

Mean-variance portfolio selection for defined-contribution pension funds with stochastic salary.

Science.gov (United States)

Zhang, Chubing

2014-01-01

This paper focuses on a continuous-time dynamic mean-variance portfolio selection problem of defined-contribution pension funds with stochastic salary, whose risk comes from both financial market and nonfinancial market. By constructing a special Riccati equation as a continuous (actually a viscosity) solution to the HJB equation, we obtain an explicit closed form solution for the optimal investment portfolio as well as the efficient frontier.

Mean-Variance Portfolio Selection for Defined-Contribution Pension Funds with Stochastic Salary

OpenAIRE

Chubing Zhang

2014-01-01

This paper focuses on a continuous-time dynamic mean-variance portfolio selection problem of defined-contribution pension funds with stochastic salary, whose risk comes from both financial market and nonfinancial market. By constructing a special Riccati equation as a continuous (actually a viscosity) solution to the HJB equation, we obtain an explicit closed form solution for the optimal investment portfolio as well as the efficient frontier.

Effects on ground motion related to spatial variability

International Nuclear Information System (INIS)

Vanmarcke, E.H.

1987-01-01

Models of the spectral content and the space-time correlation structure of strong earthquake ground motion are combined with transient random vibration analysis to yield site-specific response spectra that can account for the effect of local spatial averaging of the ground motion across a rigid foundation of prescribed size. The methodology is presented with reference to sites in eastern North America, although the basic approach is applicable to other seismic regions provided the source and attenuation parameters are regionally adjusted. Parameters in the spatial correlation model are based on data from the SMART-I accelerograph array, and the sensitivity of response spectra reduction factors with respect to these parameters is examined. The starting point of the analysis is the Fourier amplitude spectrum of site displacement expresses as a function of earthquake source parameters and source-to-site distance. The bedrock acceleration spectral density function at a point, derived from the displacement spectrum, is modified to account for anelastic attenuation, and where appropriate, for local soil effects and/or local spatial averaging across a foundation. Transient random vibration analysis yields approximate analytical expressions for median ground motion amplitudes and median response spectra of an earthquake defined in terms of its spectral density function and strong motion duration. The methodology is illustrated for three events characterized by their m b magnitude and epicentral distance. The focus in this paper is on the stochastic response prediction methodology enabling explicit accounting for strong motion duration and the effect of local spatial averaging on response spectra. The numerical examples enable a preliminary assessment of the reduction of response spectral amplitudes attributable to local spatial averaging across rigid foundations of different sizes. 36 refs

A stage-structured, spatially explicit migration model for Myotis bats: mortality location affects system dynamics

Science.gov (United States)

Erickson, Richard A.; Thogmartin, Wayne E.; Russell, Robin E.; Diffendorfer, James E.; Szymanski, Jennifer A.

2014-01-01

Bats are ecologically and economically important species because they consume insects, transport nutrients, and pollinate flowers.  Many species of bats, including those in the Myotis genus, are facing population decline and increased extinction risk.  Despite these conservation concerns, few models exist for providing insight into the population dynamics of bats in a spatially explicit context.  We developed a model for bats by considering the stage-structured colonial life history of Myotis bats with their annual migration behavior.  This model provided insight into network dynamics.  We specifically focused on two Myotis species living in the eastern United States: the Indiana bat (M. sodalis), which is a Federally listed endangered species, and the little brown bat (M. lucifugus), which is under consideration for listing as an endangered species.  We found that multiple equilibria exist for the local, migratory subpopulations even though the total population was constant.  These equilibria suggest the location and magnitude of stressors such as White-nose Syndrome, meteorological phenomena, or impacts of wind turbines on survival influence system dynamics and risk of population extirpation in difficult to predict ways.

An Approach to Stochastic Peridynamic Theory.

Energy Technology Data Exchange (ETDEWEB)

Demmie, Paul N.

2018-04-01

In many material systems, man-made or natural, we have an incomplete knowledge of geometric or material properties, which leads to uncertainty in predicting their performance under dynamic loading. Given the uncertainty and a high degree of spatial variability in properties of materials subjected to impact, a stochastic theory of continuum mechanics would be useful for modeling dynamic response of such systems. Peridynamic theory is such a theory. It is formulated as an integro- differential equation that does not employ spatial derivatives, and provides for a consistent formulation of both deformation and failure of materials. We discuss an approach to stochastic peridynamic theory and illustrate the formulation with examples of impact loading of geological materials with uncorrelated or correlated material properties. We examine wave propagation and damage to the material. The most salient feature is the absence of spallation, referred to as disorder toughness, which generalizes similar results from earlier quasi-static damage mechanics. Acknowledgements This research was made possible by the support from DTRA grant HDTRA1-08-10-BRCWM. I thank Dr. Martin Ostoja-Starzewski for introducing me to the mechanics of random materials and collaborating with me throughout and after this DTRA project.

Stochastic solution of population balance equations for reactor networks

International Nuclear Information System (INIS)

Menz, William J.; Akroyd, Jethro; Kraft, Markus

2014-01-01

This work presents a sequential modular approach to solve a generic network of reactors with a population balance model using a stochastic numerical method. Full-coupling to the gas-phase is achieved through operator-splitting. The convergence of the stochastic particle algorithm in test networks is evaluated as a function of network size, recycle fraction and numerical parameters. These test cases are used to identify methods through which systematic and statistical error may be reduced, including by use of stochastic weighted algorithms. The optimal algorithm was subsequently used to solve a one-dimensional example of silicon nanoparticle synthesis using a multivariate particle model. This example demonstrated the power of stochastic methods in resolving particle structure by investigating the transient and spatial evolution of primary polydispersity, degree of sintering and TEM-style images. Highlights: •An algorithm is presented to solve reactor networks with a population balance model. •A stochastic method is used to solve the population balance equations. •The convergence and efficiency of the reported algorithms are evaluated. •The algorithm is applied to simulate silicon nanoparticle synthesis in a 1D reactor. •Particle structure is reported as a function of reactor length and time

Spatially explicit animal response to composition of habitat

Science.gov (United States)

Benjamin P. Pauli; Nicholas P. McCann; Patrick A. Zollner; Robert Cummings; Jonathan H. Gilbert; Eric J. Gustafson

2013-01-01

Complex decisions dramatically affect animal dispersal and space use. Dispersing individuals respond to a combination of fine-scale environmental stimuli and internal attributes. Individual-based modeling offers a valuable approach for the investigation of such interactions because it combines the heterogeneity of animal behaviors with spatial detail. Most individual-...

Capacity expansion of stochastic power generation under two-stage electricity markets

DEFF Research Database (Denmark)

Pineda, Salvador; Morales González, Juan Miguel

2016-01-01

are first formulated from the standpoint of a social planner to characterize a perfectly competitive market. We investigate the effect of two paradigmatic market designs on generation expansion planning: a day-ahead market that is cleared following a conventional cost merit-order principle, and an ideal...... of stochastic power generating units. This framework includes the explicit representation of a day-ahead and a balancing market-clearing mechanisms to properly capture the impact of forecast errors of power production on the short-term operation of a power system. The proposed generation expansion problems...... market-clearing procedure that determines day-ahead dispatch decisions accounting for their impact on balancing operation costs. Furthermore, we reformulate the proposed models to determine the optimal expansion decisions that maximize the profit of a collusion of stochastic power producers in order...

GillespieSSA: Implementing the Gillespie Stochastic Simulation Algorithm in R

Directory of Open Access Journals (Sweden)

Mario Pineda-Krch

2008-02-01

Full Text Available The deterministic dynamics of populations in continuous time are traditionally described using coupled, first-order ordinary differential equations. While this approach is accurate for large systems, it is often inadequate for small systems where key species may be present in small numbers or where key reactions occur at a low rate. The Gillespie stochastic simulation algorithm (SSA is a procedure for generating time-evolution trajectories of finite populations in continuous time and has become the standard algorithm for these types of stochastic models. This article presents a simple-to-use and flexible framework for implementing the SSA using the high-level statistical computing language R and the package GillespieSSA. Using three ecological models as examples (logistic growth, Rosenzweig-MacArthur predator-prey model, and Kermack-McKendrick SIRS metapopulation model, this paper shows how a deterministic model can be formulated as a finite-population stochastic model within the framework of SSA theory and how it can be implemented in R. Simulations of the stochastic models are performed using four different SSA Monte Carlo methods: one exact method (Gillespie's direct method; and three approximate methods (explicit, binomial, and optimized tau-leap methods. Comparison of simulation results confirms that while the time-evolution trajectories obtained from the different SSA methods are indistinguishable, the approximate methods are up to four orders of magnitude faster than the exact methods.

Hydroclimatology of Dual Peak Cholera Incidence in Bengal Region: Inferences from a Spatial Explicit Model

Science.gov (United States)

Bertuzzo, E.; Mari, L.; Righetto, L.; Casagrandi, R.; Gatto, M.; Rodriguez-Iturbe, I.; Rinaldo, A.

2010-12-01

The seasonality of cholera and its relation with environmental drivers are receiving increasing interest and research efforts, yet they remain unsatisfactorily understood. A striking example is the observed annual cycle of cholera incidence in the Bengal region which exhibits two peaks despite the main environmental drivers that have been linked to the disease (air and sea surface temperature, zooplankton density, river discharge) follow a synchronous single-peak annual pattern. A first outbreak, mainly affecting the coastal regions, occurs in spring and it is followed, after a period of low incidence during summer, by a second, usually larger, peak in autumn also involving regions situated farther inland. A hydroclimatological explanation for this unique seasonal cycle has been recently proposed: the low river spring flows favor the intrusion of brackish water (the natural environment of the causative agent of the disease) which, in turn, triggers the first outbreak. The summer rising river discharges have a temporary dilution effect and prompt the repulsion of contaminated water which lowers the disease incidence. However, the monsoon flooding, together with the induced crowding of the population and the failure of the sanitation systems, can possibly facilitate the spatial transmission of the disease and promote the autumn outbreak. We test this hypothesis using a mechanistic, spatially explicit model of cholera epidemic. The framework directly accounts for the role of the river network in transporting and redistributing cholera bacteria among human communities as well as for the annual fluctuation of the river flow. The model is forced with the actual environmental drivers of the region, namely river flow and temperature. Our results show that these two drivers, both having a single peak in the summer, can generate a double peak cholera incidence pattern. Besides temporal patterns, the model is also able to qualitatively reproduce spatial patterns characterized

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

Science.gov (United States)

Santos, Fernando A N; Gadêlha, Hermes; Gaffney, Eamonn A

2015-12-01

Randomness is ubiquitous in nature. From single-molecule biochemical reactions to macroscale biological systems, stochasticity permeates individual interactions and often regulates emergent properties of the system. While such systems are regularly studied from a modeling viewpoint using stochastic simulation algorithms, numerous potential analytical tools can be inherited from statistical and quantum physics, replacing randomness due to quantum fluctuations with low-copy-number stochasticity. Nevertheless, classical studies remained limited to the abstract level, demonstrating a more general applicability and equivalence between systems in physics and biology rather than exploiting the physics tools to study biological systems. Here the Fock space representation, used in quantum mechanics, is combined with the symbolic algebra of creation and annihilation operators to consider explicit solutions for the chemical master equations describing small, well-mixed, biochemical, or biological systems. This is illustrated with an exact solution for a Michaelis-Menten single enzyme interacting with limited substrate, including a consideration of very short time scales, which emphasizes when stiffness is present even for small copy numbers. Furthermore, we present a general matrix representation for Michaelis-Menten kinetics with an arbitrary number of enzymes and substrates that, following diagonalization, leads to the solution of this ubiquitous, nonlinear enzyme kinetics problem. For this, a flexible symbolic maple code is provided, demonstrating the prospective advantages of this framework compared to stochastic simulation algorithms. This further highlights the possibilities for analytically based studies of stochastic systems in biology and chemistry using tools from theoretical quantum physics.

Mean-Variance Portfolio Selection for Defined-Contribution Pension Funds with Stochastic Salary

Directory of Open Access Journals (Sweden)

Chubing Zhang

2014-01-01

Full Text Available This paper focuses on a continuous-time dynamic mean-variance portfolio selection problem of defined-contribution pension funds with stochastic salary, whose risk comes from both financial market and nonfinancial market. By constructing a special Riccati equation as a continuous (actually a viscosity solution to the HJB equation, we obtain an explicit closed form solution for the optimal investment portfolio as well as the efficient frontier.

Mean-Variance Portfolio Selection for Defined-Contribution Pension Funds with Stochastic Salary

Science.gov (United States)

Zhang, Chubing

2014-01-01

This paper focuses on a continuous-time dynamic mean-variance portfolio selection problem of defined-contribution pension funds with stochastic salary, whose risk comes from both financial market and nonfinancial market. By constructing a special Riccati equation as a continuous (actually a viscosity) solution to the HJB equation, we obtain an explicit closed form solution for the optimal investment portfolio as well as the efficient frontier. PMID:24782667

Application of Stochastic Unsaturated Flow Theory, Numerical Simulations, and Comparisons to Field Observations

DEFF Research Database (Denmark)

Jensen, Karsten Høgh; Mantoglou, Aristotelis

1992-01-01

unsaturated flow equation representing the mean system behavior is solved using a finite difference numerical solution technique. The effective parameters are evaluated from the stochastic theory formulas before entering them into the numerical solution for each iteration. The stochastic model is applied...... seems to offer a rational framework for modeling large-scale unsaturated flow and estimating areal averages of soil-hydrological processes in spatially variable soils....

Using stochastic models to incorporate spatial and temporal variability [Exercise 14

Science.gov (United States)

Carolyn Hull Sieg; Rudy M. King; Fred Van Dyke

2003-01-01

To this point, our analysis of population processes and viability in the western prairie fringed orchid has used only deterministic models. In this exercise, we conduct a similar analysis, using a stochastic model instead. This distinction is of great importance to population biology in general and to conservation biology in particular. In deterministic models,...

Stochastic network optimization with application to communication and queueing systems

CERN Document Server

Neely, Michael

2010-01-01

This text presents a modern theory of analysis, control, and optimization for dynamic networks. Mathematical techniques of Lyapunov drift and Lyapunov optimization are developed and shown to enable constrained optimization of time averages in general stochastic systems. The focus is on communication and queueing systems, including wireless networks with time-varying channels, mobility, and randomly arriving traffic. A simple drift-plus-penalty framework is used to optimize time averages such as throughput, throughput-utility, power, and distortion. Explicit performance-delay tradeoffs are prov

Behavioral response to contamination risk information in a spatially explicit groundwater environment: Experimental evidence

Science.gov (United States)

Li, Jingyuan; Michael, Holly A.; Duke, Joshua M.; Messer, Kent D.; Suter, Jordan F.

2014-08-01

This paper assesses the effectiveness of aquifer monitoring information in achieving more sustainable use of a groundwater resource in the absence of management policy. Groundwater user behavior in the face of an irreversible contamination threat is studied by applying methods of experimental economics to scenarios that combine a physics-based, spatially explicit, numerical groundwater model with different representations of information about an aquifer and its risk of contamination. The results suggest that the threat of catastrophic contamination affects pumping decisions: pumping is significantly reduced in experiments where contamination is possible compared to those where pumping cost is the only factor discouraging groundwater use. The level of information about the state of the aquifer also affects extraction behavior. Pumping rates differ when information that synthesizes data on aquifer conditions (a "risk gauge") is provided, despite invariant underlying economic incentives, and this result does not depend on whether the risk information is location-specific or from a whole aquifer perspective. Interestingly, users increase pumping when the risk gauge signals good aquifer status compared to a no-gauge treatment. When the gauge suggests impending contamination, however, pumping declines significantly, resulting in a lower probability of contamination. The study suggests that providing relatively simple aquifer condition guidance derived from monitoring data can lead to more sustainable use of groundwater resources.

Outbreak and Extinction Dynamics in a Stochastic Ebola Model

Science.gov (United States)

Nieddu, Garrett; Bianco, Simone; Billings, Lora; Forgoston, Eric; Kaufman, James

A zoonotic disease is a disease that can be passed between animals and humans. In many cases zoonotic diseases can persist in the animal population even if there are no infections in the human population. In this case we call the infected animal population the reservoir for the disease. Ebola virus disease (EVD) and SARS are both notable examples of such diseases. There is little work devoted to understanding stochastic disease extinction and reintroduction in the presence of a reservoir. Here we build a stochastic model for EVD and explicitly consider the presence of an animal reservoir. Using a master equation approach and a WKB ansatz, we determine the associated Hamiltonian of the system. Hamilton's equations are then used to numerically compute the 12-dimensional optimal path to extinction, which is then used to estimate mean extinction times. We also numerically investigate the behavior of the model for dynamic population size. Our results provide an improved understanding of outbreak and extinction dynamics in diseases like EVD.

Constrained Optimization via Stochastic approximation with a simultaneous perturbation gradient approximation

DEFF Research Database (Denmark)

Sadegh, Payman

1997-01-01

This paper deals with a projection algorithm for stochastic approximation using simultaneous perturbation gradient approximation for optimization under inequality constraints where no direct gradient of the loss function is available and the inequality constraints are given as explicit functions...... of the optimization parameters. It is shown that, under application of the projection algorithm, the parameter iterate converges almost surely to a Kuhn-Tucker point, The procedure is illustrated by a numerical example, (C) 1997 Elsevier Science Ltd....

A proposal on alternative sampling-based modeling method of spherical particles in stochastic media for Monte Carlo simulation

Energy Technology Data Exchange (ETDEWEB)

Kim, Song Hyun; Lee, Jae Yong; KIm, Do Hyun; Kim, Jong Kyung [Dept. of Nuclear Engineering, Hanyang University, Seoul (Korea, Republic of); Noh, Jae Man [Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of)

2015-08-15

Chord length sampling method in Monte Carlo simulations is a method used to model spherical particles with random sampling technique in a stochastic media. It has received attention due to the high calculation efficiency as well as user convenience; however, a technical issue regarding boundary effect has been noted. In this study, after analyzing the distribution characteristics of spherical particles using an explicit method, an alternative chord length sampling method is proposed. In addition, for modeling in finite media, a correction method of the boundary effect is proposed. Using the proposed method, sample probability distributions and relative errors were estimated and compared with those calculated by the explicit method. The results show that the reconstruction ability and modeling accuracy of the particle probability distribution with the proposed method were considerably high. Also, from the local packing fraction results, the proposed method can successfully solve the boundary effect problem. It is expected that the proposed method can contribute to the increasing of the modeling accuracy in stochastic media.

A proposal on alternative sampling-based modeling method of spherical particles in stochastic media for Monte Carlo simulation

International Nuclear Information System (INIS)

Kim, Song Hyun; Lee, Jae Yong; KIm, Do Hyun; Kim, Jong Kyung; Noh, Jae Man

2015-01-01

Chord length sampling method in Monte Carlo simulations is a method used to model spherical particles with random sampling technique in a stochastic media. It has received attention due to the high calculation efficiency as well as user convenience; however, a technical issue regarding boundary effect has been noted. In this study, after analyzing the distribution characteristics of spherical particles using an explicit method, an alternative chord length sampling method is proposed. In addition, for modeling in finite media, a correction method of the boundary effect is proposed. Using the proposed method, sample probability distributions and relative errors were estimated and compared with those calculated by the explicit method. The results show that the reconstruction ability and modeling accuracy of the particle probability distribution with the proposed method were considerably high. Also, from the local packing fraction results, the proposed method can successfully solve the boundary effect problem. It is expected that the proposed method can contribute to the increasing of the modeling accuracy in stochastic media

Stochastic Analysis 2010

CERN Document Server

Crisan, Dan

2011-01-01

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

How and Why Do Number-Space Associations Co-Vary in Implicit and Explicit Magnitude Processing Tasks?

Directory of Open Access Journals (Sweden)

Carrie Georges

2017-12-01

Full Text Available Evidence for number-space associations in implicit and explicit magnitude processing tasks comes from the parity and magnitude SNARC effect respectively. Different spatial accounts were suggested to underlie these spatial-numerical associations (SNAs with some inconsistencies in the literature. To determine whether the parity and magnitude SNAs arise from a single predominant account or task-dependent coding mechanisms, we adopted an individual differences approach to study their correlation and the extent of their association with arithmetic performance, spatial visualization ability and visualization profile. Additionally, we performed moderation analyses to determine whether the relation between these SNAs depended on individual differences in those cognitive factors. The parity and magnitude SNAs did not correlate and were differentially predicted by arithmetic performance and visualization profile respectively. These variables, however, also moderated the relation between the SNAs. While positive correlations were observed in object-visualizers with lower arithmetic performances, correlations were negative in spatial-visualizers with higher arithmetic performances. This suggests the predominance of a single account for both implicit and explicit SNAs in the two types of visualizers. However, the spatial nature of the account differs between object- and spatial-visualizers. No relation occurred in mixed-visualizers, indicating the activation of task-dependent coding mechanisms. Individual differences in arithmetic performance and visualization profile thus determined whether SNAs in implicit and explicit tasks co-varied and supposedly relied on similar or unrelated spatial coding mechanisms. This explains some inconsistencies in the literature regarding SNAs and highlights the usefulness of moderation analyses for understanding how the relation between different numerical concepts varies between individuals.

Spatial variability and parametric uncertainty in performance assessment models

International Nuclear Information System (INIS)

Pensado, Osvaldo; Mancillas, James; Painter, Scott; Tomishima, Yasuo

2011-01-01

The problem of defining an appropriate treatment of distribution functions (which could represent spatial variability or parametric uncertainty) is examined based on a generic performance assessment model for a high-level waste repository. The generic model incorporated source term models available in GoldSim ® , the TDRW code for contaminant transport in sparse fracture networks with a complex fracture-matrix interaction process, and a biosphere dose model known as BDOSE TM . Using the GoldSim framework, several Monte Carlo sampling approaches and transport conceptualizations were evaluated to explore the effect of various treatments of spatial variability and parametric uncertainty on dose estimates. Results from a model employing a representative source and ensemble-averaged pathway properties were compared to results from a model allowing for stochastic variation of transport properties along streamline segments (i.e., explicit representation of spatial variability within a Monte Carlo realization). We concluded that the sampling approach and the definition of an ensemble representative do influence consequence estimates. In the examples analyzed in this paper, approaches considering limited variability of a transport resistance parameter along a streamline increased the frequency of fast pathways resulting in relatively high dose estimates, while those allowing for broad variability along streamlines increased the frequency of 'bottlenecks' reducing dose estimates. On this basis, simplified approaches with limited consideration of variability may suffice for intended uses of the performance assessment model, such as evaluation of site safety. (author)

Multi-Index Stochastic Collocation for random PDEs

KAUST Repository

Haji Ali, Abdul Lateef

2016-03-28

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

Multi-Index Stochastic Collocation for random PDEs

KAUST Repository

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

2016-01-01

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

Universal resources for approximate and stochastic measurement-based quantum computation

International Nuclear Information System (INIS)

Mora, Caterina E.; Piani, Marco; Miyake, Akimasa; Van den Nest, Maarten; Duer, Wolfgang; Briegel, Hans J.

2010-01-01

We investigate which quantum states can serve as universal resources for approximate and stochastic measurement-based quantum computation in the sense that any quantum state can be generated from a given resource by means of single-qubit (local) operations assisted by classical communication. More precisely, we consider the approximate and stochastic generation of states, resulting, for example, from a restriction to finite measurement settings or from possible imperfections in the resources or local operations. We show that entanglement-based criteria for universality obtained in M. Van den Nest et al. [New J. Phys. 9, 204 (2007)] for the exact, deterministic case can be lifted to the much more general approximate, stochastic case. This allows us to move from the idealized situation (exact, deterministic universality) considered in previous works to the practically relevant context of nonperfect state preparation. We find that any entanglement measure fulfilling some basic requirements needs to reach its maximum value on some element of an approximate, stochastic universal family of resource states, as the resource size grows. This allows us to rule out various families of states as being approximate, stochastic universal. We prove that approximate, stochastic universality is in general a weaker requirement than deterministic, exact universality and provide resources that are efficient approximate universal, but not exact deterministic universal. We also study the robustness of universal resources for measurement-based quantum computation under realistic assumptions about the (imperfect) generation and manipulation of entangled states, giving an explicit expression for the impact that errors made in the preparation of the resource have on the possibility to use it for universal approximate and stochastic state preparation. Finally, we discuss the relation between our entanglement-based criteria and recent results regarding the uselessness of states with a high

WKB theory of large deviations in stochastic populations

Science.gov (United States)

Assaf, Michael; Meerson, Baruch

2017-06-01

Stochasticity can play an important role in the dynamics of biologically relevant populations. These span a broad range of scales: from intra-cellular populations of molecules to population of cells and then to groups of plants, animals and people. Large deviations in stochastic population dynamics—such as those determining population extinction, fixation or switching between different states—are presently in a focus of attention of statistical physicists. We review recent progress in applying different variants of dissipative WKB approximation (after Wentzel, Kramers and Brillouin) to this class of problems. The WKB approximation allows one to evaluate the mean time and/or probability of population extinction, fixation and switches resulting from either intrinsic (demographic) noise, or a combination of the demographic noise and environmental variations, deterministic or random. We mostly cover well-mixed populations, single and multiple, but also briefly consider populations on heterogeneous networks and spatial populations. The spatial setting also allows one to study large fluctuations of the speed of biological invasions. Finally, we briefly discuss possible directions of future work.

WKB theory of large deviations in stochastic populations

International Nuclear Information System (INIS)

Assaf, Michael; Meerson, Baruch

2017-01-01

Stochasticity can play an important role in the dynamics of biologically relevant populations. These span a broad range of scales: from intra-cellular populations of molecules to population of cells and then to groups of plants, animals and people. Large deviations in stochastic population dynamics—such as those determining population extinction, fixation or switching between different states—are presently in a focus of attention of statistical physicists. We review recent progress in applying different variants of dissipative WKB approximation (after Wentzel, Kramers and Brillouin) to this class of problems. The WKB approximation allows one to evaluate the mean time and/or probability of population extinction, fixation and switches resulting from either intrinsic (demographic) noise, or a combination of the demographic noise and environmental variations, deterministic or random. We mostly cover well-mixed populations, single and multiple, but also briefly consider populations on heterogeneous networks and spatial populations. The spatial setting also allows one to study large fluctuations of the speed of biological invasions. Finally, we briefly discuss possible directions of future work. (topical review)

Stochastic lattice model of synaptic membrane protein domains.

Science.gov (United States)

Li, Yiwei; Kahraman, Osman; Haselwandter, Christoph A

2017-05-01

Neurotransmitter receptor molecules, concentrated in synaptic membrane domains along with scaffolds and other kinds of proteins, are crucial for signal transmission across chemical synapses. In common with other membrane protein domains, synaptic domains are characterized by low protein copy numbers and protein crowding, with rapid stochastic turnover of individual molecules. We study here in detail a stochastic lattice model of the receptor-scaffold reaction-diffusion dynamics at synaptic domains that was found previously to capture, at the mean-field level, the self-assembly, stability, and characteristic size of synaptic domains observed in experiments. We show that our stochastic lattice model yields quantitative agreement with mean-field models of nonlinear diffusion in crowded membranes. Through a combination of analytic and numerical solutions of the master equation governing the reaction dynamics at synaptic domains, together with kinetic Monte Carlo simulations, we find substantial discrepancies between mean-field and stochastic models for the reaction dynamics at synaptic domains. Based on the reaction and diffusion properties of synaptic receptors and scaffolds suggested by previous experiments and mean-field calculations, we show that the stochastic reaction-diffusion dynamics of synaptic receptors and scaffolds provide a simple physical mechanism for collective fluctuations in synaptic domains, the molecular turnover observed at synaptic domains, key features of the observed single-molecule trajectories, and spatial heterogeneity in the effective rates at which receptors and scaffolds are recycled at the cell membrane. Our work sheds light on the physical mechanisms and principles linking the collective properties of membrane protein domains to the stochastic dynamics that rule their molecular components.

Parameter estimation in stochastic differential equations

CERN Document Server

Bishwal, Jaya P N

2008-01-01

Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modelling complex phenomena and making beautiful decisions. The subject has attracted researchers from several areas of mathematics and other related fields like economics and finance. This volume presents the estimation of the unknown parameters in the corresponding continuous models based on continuous and discrete observations and examines extensively maximum likelihood, minimum contrast and Bayesian methods. Useful because of the current availability of high frequency data is the study of refined asymptotic properties of several estimators when the observation time length is large and the observation time interval is small. Also space time white noise driven models, useful for spatial data, and more sophisticated non-Markovian and non-semimartingale models like fractional diffusions that model the long memory phenomena are examined in this volume.

Stochastic Optical Reconstruction Microscopy (STORM).

Science.gov (United States)

Xu, Jianquan; Ma, Hongqiang; Liu, Yang

2017-07-05

Super-resolution (SR) fluorescence microscopy, a class of optical microscopy techniques at a spatial resolution below the diffraction limit, has revolutionized the way we study biology, as recognized by the Nobel Prize in Chemistry in 2014. Stochastic optical reconstruction microscopy (STORM), a widely used SR technique, is based on the principle of single molecule localization. STORM routinely achieves a spatial resolution of 20 to 30 nm, a ten-fold improvement compared to conventional optical microscopy. Among all SR techniques, STORM offers a high spatial resolution with simple optical instrumentation and standard organic fluorescent dyes, but it is also prone to image artifacts and degraded image resolution due to improper sample preparation or imaging conditions. It requires careful optimization of all three aspects-sample preparation, image acquisition, and image reconstruction-to ensure a high-quality STORM image, which will be extensively discussed in this unit. © 2017 by John Wiley & Sons, Inc. Copyright © 2017 John Wiley & Sons, Inc.

Stochastic analysis for Poisson point processes Malliavin calculus, Wiener-Itô chaos expansions and stochastic geometry

CERN Document Server

Peccati, Giovanni

2016-01-01

Stochastic geometry is the branch of mathematics that studies geometric structures associated with random configurations, such as random graphs, tilings and mosaics. Due to its close ties with stereology and spatial statistics, the results in this area are relevant for a large number of important applications, e.g. to the mathematical modeling and statistical analysis of telecommunication networks, geostatistics and image analysis. In recent years – due mainly to the impetus of the authors and their collaborators – a powerful connection has been established between stochastic geometry and the Malliavin calculus of variations, which is a collection of probabilistic techniques based on the properties of infinite-dimensional differential operators. This has led in particular to the discovery of a large number of new quantitative limit theorems for high-dimensional geometric objects. This unique book presents an organic collection of authoritative surveys written by the principal actors in this rapidly evolvi...

A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control

KAUST Repository

Djehiche, Boualem; Tembine, Hamidou; Tempone, Raul

2015-01-01

In this paper we study mean-field type control problems with risk-sensitive performance functionals. We establish a stochastic maximum principle (SMP) for optimal control of stochastic differential equations (SDEs) of mean-field type, in which the drift and the diffusion coefficients as well as the performance functional depend not only on the state and the control but also on the mean of the distribution of the state. Our result extends the risk-sensitive SMP (without mean-field coupling) of Lim and Zhou (2005), derived for feedback (or Markov) type optimal controls, to optimal control problems for non-Markovian dynamics which may be time-inconsistent in the sense that the Bellman optimality principle does not hold. In our approach to the risk-sensitive SMP, the smoothness assumption on the value-function imposed in Lim and Zhou (2005) needs not be satisfied. For a general action space a Peng's type SMP is derived, specifying the necessary conditions for optimality. Two examples are carried out to illustrate the proposed risk-sensitive mean-field type SMP under linear stochastic dynamics with exponential quadratic cost function. Explicit solutions are given for both mean-field free and mean-field models.

Development of a Stochastically-driven, Forward Predictive Performance Model for PEMFCs

Science.gov (United States)

Harvey, David Benjamin Paul

A one-dimensional multi-scale coupled, transient, and mechanistic performance model for a PEMFC membrane electrode assembly has been developed. The model explicitly includes each of the 5 layers within a membrane electrode assembly and solves for the transport of charge, heat, mass, species, dissolved water, and liquid water. Key features of the model include the use of a multi-step implementation of the HOR reaction on the anode, agglomerate catalyst sub-models for both the anode and cathode catalyst layers, a unique approach that links the composition of the catalyst layer to key properties within the agglomerate model and the implementation of a stochastic input-based approach for component material properties. The model employs a new methodology for validation using statistically varying input parameters and statistically-based experimental performance data; this model represents the first stochastic input driven unit cell performance model. The stochastic input driven performance model was used to identify optimal ionomer content within the cathode catalyst layer, demonstrate the role of material variation in potential low performing MEA materials, provide explanation for the performance of low-Pt loaded MEAs, and investigate the validity of transient-sweep experimental diagnostic methods.

A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control

KAUST Repository

Djehiche, Boualem

2015-02-24

In this paper we study mean-field type control problems with risk-sensitive performance functionals. We establish a stochastic maximum principle (SMP) for optimal control of stochastic differential equations (SDEs) of mean-field type, in which the drift and the diffusion coefficients as well as the performance functional depend not only on the state and the control but also on the mean of the distribution of the state. Our result extends the risk-sensitive SMP (without mean-field coupling) of Lim and Zhou (2005), derived for feedback (or Markov) type optimal controls, to optimal control problems for non-Markovian dynamics which may be time-inconsistent in the sense that the Bellman optimality principle does not hold. In our approach to the risk-sensitive SMP, the smoothness assumption on the value-function imposed in Lim and Zhou (2005) needs not be satisfied. For a general action space a Peng\\'s type SMP is derived, specifying the necessary conditions for optimality. Two examples are carried out to illustrate the proposed risk-sensitive mean-field type SMP under linear stochastic dynamics with exponential quadratic cost function. Explicit solutions are given for both mean-field free and mean-field models.

Bond and CDS Pricing via the Stochastic Recovery Black-Cox Model

Directory of Open Access Journals (Sweden)

Albert Cohen

2017-04-01

Full Text Available Building on recent work incorporating recovery risk into structural models by Cohen & Costanzino (2015, we consider the Black-Cox model with an added recovery risk driver. The recovery risk driver arises naturally in the context of imperfect information implicit in the structural framework. This leads to a two-factor structural model we call the Stochastic Recovery Black-Cox model, whereby the asset risk driver At defines the default trigger and the recovery risk driver Rt defines the amount recovered in the event of default. We then price zero-coupon bonds and credit default swaps under the Stochastic Recovery Black-Cox model. Finally, we compare our results with the classic Black-Cox model, give explicit expressions for the recovery risk premium in the Stochastic Recovery Black-Cox model, and detail how the introduction of separate but correlated risk drivers leads to a decoupling of the default and recovery risk premiums in the credit spread. We conclude this work by computing the effect of adding coupons that are paid continuously until default, and price perpetual (consol bonds in our two-factor firm value model, extending calculations in the seminal paper by Leland (1994.

Reconstructing satellite images to quantify spatially explicit land surface change caused by fires and succession: A demonstration in the Yukon River Basin of interior Alaska

Science.gov (United States)

Huang, Shengli; Jin, Suming; Dahal, Devendra; Chen, Xuexia; Young, Claudia; Liu, Heping; Liu, Shuguang

2013-01-01

Land surface change caused by fires and succession is confounded by many site-specific factors and requires further study. The objective of this study was to reveal the spatially explicit land surface change by minimizing the confounding factors of weather variability, seasonal offset, topography, land cover, and drainage. In a pilot study of the Yukon River Basin of interior Alaska, we retrieved Normalized Difference Vegetation Index (NDVI), albedo, and land surface temperature (LST) from a postfire Landsat image acquired on August 5th, 2004. With a Landsat reference image acquired on June 26th, 1986, we reconstructed NDVI, albedo, and LST of 1987–2004 fire scars for August 5th, 2004, assuming that these fires had not occurred. The difference between actual postfire and assuming-no-fire scenarios depicted the fires and succession impact. Our results demonstrated the following: (1) NDVI showed an immediate decrease after burning but gradually recovered to prefire levels in the following years, in which burn severity might play an important role during this process; (2) Albedo showed an immediate decrease after burning but then recovered and became higher than prefire levels; and (3) Most fires caused surface warming, but cooler surfaces did exist; time-since-fire affected the prefire and postfire LST difference but no absolute trend could be found. Our approach provided spatially explicit land surface change rather than average condition, enabling a better understanding of fires and succession impact on ecological consequences at the pixel level.

The 3-D global spatial data model foundation of the spatial data infrastructure

CERN Document Server

Burkholder, Earl F

2008-01-01

Traditional methods for handling spatial data are encumbered by the assumption of separate origins for horizontal and vertical measurements. Modern measurement systems operate in a 3-D spatial environment. The 3-D Global Spatial Data Model: Foundation of the Spatial Data Infrastructure offers a new model for handling digital spatial data, the global spatial data model or GSDM. The GSDM preserves the integrity of three-dimensional spatial data while also providing additional benefits such as simpler equations, worldwide standardization, and the ability to track spatial data accuracy with greater specificity and convenience. This groundbreaking spatial model incorporates both a functional model and a stochastic model to connect the physical world to the ECEF rectangular system. Combining horizontal and vertical data into a single, three-dimensional database, this authoritative monograph provides a logical development of theoretical concepts and practical tools that can be used to handle spatial data mo...

The effect of stochasticity on the lac operon: an evolutionary perspective.

Directory of Open Access Journals (Sweden)

Milan van Hoek

2007-06-01

Full Text Available The role of stochasticity on gene expression is widely discussed. Both potential advantages and disadvantages have been revealed. In some systems, noise in gene expression has been quantified, in among others the lac operon of Escherichia coli. Whether stochastic gene expression in this system is detrimental or beneficial for the cells is, however, still unclear. We are interested in the effects of stochasticity from an evolutionary point of view. We study this question in the lac operon, taking a computational approach: using a detailed, quantitative, spatial model, we evolve through a mutation-selection process the shape of the promoter function and therewith the effective amount of stochasticity. We find that noise values for lactose, the natural inducer, are much lower than for artificial, nonmetabolizable inducers, because these artificial inducers experience a stronger positive feedback. In the evolved promoter functions, noise due to stochasticity in gene expression, when induced by lactose, only plays a very minor role in short-term physiological adaptation, because other sources of population heterogeneity dominate. Finally, promoter functions evolved in the stochastic model evolve to higher repressed transcription rates than those evolved in a deterministic version of the model. This causes these promoter functions to experience less stochasticity in gene expression. We show that a high repression rate and hence high stochasticity increases the delay in lactose uptake in a variable environment. We conclude that the lac operon evolved such that the impact of stochastic gene expression is minor in its natural environment, but happens to respond with much stronger stochasticity when confronted with artificial inducers. In this particular system, we have shown that stochasticity is detrimental. Moreover, we demonstrate that in silico evolution in a quantitative model, by mutating the parameters of interest, is a promising way to unravel

Parallel PWTD-Accelerated Explicit Solution of the Time Domain Electric Field Volume Integral Equation

KAUST Repository

Liu, Yang

2016-03-25

A parallel plane-wave time-domain (PWTD)-accelerated explicit marching-on-in-time (MOT) scheme for solving the time domain electric field volume integral equation (TD-EFVIE) is presented. The proposed scheme leverages pulse functions and Lagrange polynomials to spatially and temporally discretize the electric flux density induced throughout the scatterers, and a finite difference scheme to compute the electric fields from the Hertz electric vector potentials radiated by the flux density. The flux density is explicitly updated during time marching by a predictor-corrector (PC) scheme and the vector potentials are efficiently computed by a scalar PWTD scheme. The memory requirement and computational complexity of the resulting explicit PWTD-PC-EFVIE solver scale as ( log ) s s O N N and ( ) s t O N N , respectively. Here, s N is the number of spatial basis functions and t N is the number of time steps. A scalable parallelization of the proposed MOT scheme on distributed- memory CPU clusters is described. The efficiency, accuracy, and applicability of the resulting (parallelized) PWTD-PC-EFVIE solver are demonstrated via its application to the analysis of transient electromagnetic wave interactions on canonical and real-life scatterers represented with up to 25 million spatial discretization elements.

Parallel PWTD-Accelerated Explicit Solution of the Time Domain Electric Field Volume Integral Equation

KAUST Repository

Liu, Yang; Al-Jarro, Ahmed; Bagci, Hakan; Michielssen, Eric

2016-01-01

A parallel plane-wave time-domain (PWTD)-accelerated explicit marching-on-in-time (MOT) scheme for solving the time domain electric field volume integral equation (TD-EFVIE) is presented. The proposed scheme leverages pulse functions and Lagrange polynomials to spatially and temporally discretize the electric flux density induced throughout the scatterers, and a finite difference scheme to compute the electric fields from the Hertz electric vector potentials radiated by the flux density. The flux density is explicitly updated during time marching by a predictor-corrector (PC) scheme and the vector potentials are efficiently computed by a scalar PWTD scheme. The memory requirement and computational complexity of the resulting explicit PWTD-PC-EFVIE solver scale as ( log ) s s O N N and ( ) s t O N N , respectively. Here, s N is the number of spatial basis functions and t N is the number of time steps. A scalable parallelization of the proposed MOT scheme on distributed- memory CPU clusters is described. The efficiency, accuracy, and applicability of the resulting (parallelized) PWTD-PC-EFVIE solver are demonstrated via its application to the analysis of transient electromagnetic wave interactions on canonical and real-life scatterers represented with up to 25 million spatial discretization elements.

Doubly stochastic Poisson process models for precipitation at fine time-scales

Science.gov (United States)

Ramesh, Nadarajah I.; Onof, Christian; Xie, Dichao

2012-09-01

This paper considers a class of stochastic point process models, based on doubly stochastic Poisson processes, in the modelling of rainfall. We examine the application of this class of models, a neglected alternative to the widely-known Poisson cluster models, in the analysis of fine time-scale rainfall intensity. These models are mainly used to analyse tipping-bucket raingauge data from a single site but an extension to multiple sites is illustrated which reveals the potential of this class of models to study the temporal and spatial variability of precipitation at fine time-scales.

Modelling non-homogeneous stochastic reaction-diffusion systems: the case study of gemcitabine-treated non-small cell lung cancer growth.

Science.gov (United States)

Lecca, Paola; Morpurgo, Daniele

2012-01-01

Reaction-diffusion based models have been widely used in the literature for modeling the growth of solid tumors. Many of the current models treat both diffusion/consumption of nutrients and cell proliferation. The majority of these models use classical transport/mass conservation equations for describing the distribution of molecular species in tumor spheroids, and the Fick's law for describing the flux of uncharged molecules (i.e oxygen, glucose). Commonly, the equations for the cell movement and proliferation are first order differential equations describing the rate of change of the velocity of the cells with respect to the spatial coordinates as a function of the nutrient's gradient. Several modifications of these equations have been developed in the last decade to explicitly indicate that the tumor includes cells, interstitial fluids and extracellular matrix: these variants provided a model of tumor as a multiphase material with these as the different phases. Most of the current reaction-diffusion tumor models are deterministic and do not model the diffusion as a local state-dependent process in a non-homogeneous medium at the micro- and meso-scale of the intra- and inter-cellular processes, respectively. Furthermore, a stochastic reaction-diffusion model in which diffusive transport of the molecular species of nutrients and chemotherapy drugs as well as the interactions of the tumor cells with these species is a novel approach. The application of this approach to he scase of non-small cell lung cancer treated with gemcitabine is also novel. We present a stochastic reaction-diffusion model of non-small cell lung cancer growth in the specification formalism of the tool Redi, we recently developed for simulating reaction-diffusion systems. We also describe how a spatial gradient of nutrients and oncological drugs affects the tumor progression. Our model is based on a generalization of the Fick's first diffusion law that allows to model diffusive transport in non

Spatially explicit modeling of conflict zones between wildlife and snow sports: prioritizing areas for winter refuges.

Science.gov (United States)

Braunisch, Veronika; Patthey, Patrick; Arlettaz, Raphaël

2011-04-01

Outdoor winter recreation exerts an increasing pressure upon mountain ecosystems, with unpredictable, free-ranging activities (e.g., ski mountaineering, snowboarding, and snowshoeing) representing a major source of stress for wildlife. Mitigating anthropogenic disturbance requires the spatially explicit prediction of the interference between the activities of humans and wildlife. We applied spatial modeling to localize conflict zones between wintering Black Grouse (Tetrao tetrix), a declining species of Alpine timberline ecosystems, and two free-ranging winter sports (off-piste skiing [including snow-boarding] and snowshoeing). Track data (snow-sports and birds' traces) obtained from aerial photographs taken over a 585-km transect running along the timberline, implemented within a maximum entropy model, were used to predict the occurrence of snow sports and Black Grouse as a function of landscape characteristics. By modeling Black Grouse presence in the theoretical absence of free-ranging activities and ski infrastructure, we first estimated the amount of habitat reduction caused by these two factors. The models were then extrapolated to the altitudinal range occupied by Black Grouse, while the spatial extent and intensity of potential conflict were assessed by calculating the probability of human-wildlife co-occurrence. The two snow-sports showed different distribution patterns. Skiers' occurrence was mainly determined by ski-lift presence and a smooth terrain, while snowshoers' occurrence was linked to hiking or skiing routes and moderate slopes. Wintering Black Grouse avoided ski lifts and areas frequented by free-ranging snow sports. According to the models, Black Grouse have faced a substantial reduction of suitable wintering habitat along the timberline transect: 12% due to ski infrastructure and another 16% when adding free-ranging activities. Extrapolating the models over the whole study area results in an overall habitat loss due to ski infrastructure of

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)

Efficient computation of discounted asymmetric information zero-sum stochastic games

KAUST Repository

Li, Lichun; Shamma, Jeff S.

2015-01-01

In asymmetric information zero-sum games, one player has superior information about the game over the other. Asymmetric information games are particularly relevant for security problems, e.g., where an attacker knows its own skill set or alternatively a system administrator knows the state of its resources. In such settings, the informed player is faced with the tradeoff of exploiting its superior information at the cost of revealing its superior information. This tradeoff is typically addressed through randomization, in an effort to keep the uninformed player informationally off balance. A lingering issue is the explicit computation of such strategies. This paper, building on prior work for repeated games, presents an LP formulation to compute suboptimal strategies for the informed player in discounted asymmetric information stochastic games in which state transitions are not affected by the uninformed player. Furthermore, the paper presents bounds between the security level guaranteed by the sub-optimal strategy and the optimal value. The results are illustrated on a stochastic intrusion detection problem.

Efficient computation of discounted asymmetric information zero-sum stochastic games

KAUST Repository

Li, Lichun

2015-12-15

In asymmetric information zero-sum games, one player has superior information about the game over the other. Asymmetric information games are particularly relevant for security problems, e.g., where an attacker knows its own skill set or alternatively a system administrator knows the state of its resources. In such settings, the informed player is faced with the tradeoff of exploiting its superior information at the cost of revealing its superior information. This tradeoff is typically addressed through randomization, in an effort to keep the uninformed player informationally off balance. A lingering issue is the explicit computation of such strategies. This paper, building on prior work for repeated games, presents an LP formulation to compute suboptimal strategies for the informed player in discounted asymmetric information stochastic games in which state transitions are not affected by the uninformed player. Furthermore, the paper presents bounds between the security level guaranteed by the sub-optimal strategy and the optimal value. The results are illustrated on a stochastic intrusion detection problem.

Universal Stochastic Multiscale Image Fusion: An Example Application for Shale Rock.

Science.gov (United States)

Gerke, Kirill M; Karsanina, Marina V; Mallants, Dirk

2015-11-02

Spatial data captured with sensors of different resolution would provide a maximum degree of information if the data were to be merged into a single image representing all scales. We develop a general solution for merging multiscale categorical spatial data into a single dataset using stochastic reconstructions with rescaled correlation functions. The versatility of the method is demonstrated by merging three images of shale rock representing macro, micro and nanoscale spatial information on mineral, organic matter and porosity distribution. Merging multiscale images of shale rock is pivotal to quantify more reliably petrophysical properties needed for production optimization and environmental impacts minimization. Images obtained by X-ray microtomography and scanning electron microscopy were fused into a single image with predefined resolution. The methodology is sufficiently generic for implementation of other stochastic reconstruction techniques, any number of scales, any number of material phases, and any number of images for a given scale. The methodology can be further used to assess effective properties of fused porous media images or to compress voluminous spatial datasets for efficient data storage. Practical applications are not limited to petroleum engineering or more broadly geosciences, but will also find their way in material sciences, climatology, and remote sensing.

Stochastic Approaches Within a High Resolution Rapid Refresh Ensemble

Science.gov (United States)

Jankov, I.

2017-12-01

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

Stochastic dynamic modeling of regular and slow earthquakes

Science.gov (United States)

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

2017-12-01

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

Relationship between Maximum Principle and Dynamic Programming for Stochastic Recursive Optimal Control Problems and Applications

Directory of Open Access Journals (Sweden)

Jingtao Shi

2013-01-01

Full Text Available This paper is concerned with the relationship between maximum principle and dynamic programming for stochastic recursive optimal control problems. Under certain differentiability conditions, relations among the adjoint processes, the generalized Hamiltonian function, and the value function are given. A linear quadratic recursive utility portfolio optimization problem in the financial engineering is discussed as an explicitly illustrated example of the main result.

Development of a spatial stochastic multimedia exposure model to assess population exposure at a regional scale

Energy Technology Data Exchange (ETDEWEB)

Caudeville, Julien, E-mail: Julien.CAUDEVILLE@ineris.fr [INERIS (French National Institute for Industrial Environment and Risks), Parc Technologique Alata, BP 2, 60550 Verneuil-en-Halatte (France); Joint research unit UMR 6599, Heudiasyc (Heuristic and Diagnoses of Complex Systems), University of Technology of Compiegne and CNRS, Rue du Dr Schweitzer, 60200 Compiegne (France); Bonnard, Roseline, E-mail: Roseline.BONNARD@ineris.fr [INERIS (French National Institute for Industrial Environment and Risks), Parc Technologique Alata, BP 2, 60550 Verneuil-en-Halatte (France); Boudet, Celine, E-mail: Celine.BOUDET@ineris.fr [INERIS (French National Institute for Industrial Environment and Risks), Parc Technologique Alata, BP 2, 60550 Verneuil-en-Halatte (France); Denys, Sebastien, E-mail: Sebastien.DENYS@ineris.fr [INERIS (French National Institute for Industrial Environment and Risks), Parc Technologique Alata, BP 2, 60550 Verneuil-en-Halatte (France); Govaert, Gerard, E-mail: gerard.govaert@utc.fr [Joint research unit UMR 6599, Heudiasyc (Heuristic and Diagnoses of Complex Systems), University of Technology of Compiegne and CNRS, Rue du Dr Schweitzer, 60200 Compiegne (France); Cicolella, Andre, E-mail: Andre.CICOLELLA@ineris.fr [INERIS (French National Institute for Industrial Environment and Risks), Parc Technologique Alata, BP 2, 60550 Verneuil-en-Halatte (France)

2012-08-15

Analyzing the relationship between the environment and health has become a major focus of public health efforts in France, as evidenced by the national action plans for health and the environment. These plans have identified the following two priorities: -identify and manage geographic areas where hotspot exposures are a potential risk to human health; and -reduce exposure inequalities. The aim of this study is to develop a spatial stochastic multimedia exposure model for detecting vulnerable populations and analyzing exposure determinants at a fine resolution and regional scale. A multimedia exposure model was developed by INERIS to assess the transfer of substances from the environment to humans through inhalation and ingestion pathways. The RESPIR project adds a spatial dimension by linking GIS (Geographic Information System) to the model. Tools are developed using modeling, spatial analysis and geostatistic methods to build and discretize interesting variables and indicators from different supports and resolutions on a 1-km{sup 2} regular grid. We applied this model to the risk assessment of exposure to metals (cadmium, lead and nickel) using data from a region in France (Nord-Pas-de-Calais). The considered exposure pathways include the atmospheric contaminant inhalation and ingestion of soil, vegetation, meat, egg, milk, fish and drinking water. Exposure scenarios are defined for different reference groups (age, dietary properties, and the fraction of food produced locally). The two largest risks correspond to an ancient industrial site (Metaleurop) and the Lille agglomeration. In these areas, cadmium, vegetation ingestion and soil contamination are the principal determinants of the computed risk. -- Highlights: Black-Right-Pointing-Pointer We present a multimedia exposure model for mapping environmental disparities. Black-Right-Pointing-Pointer We perform a risk assessment on a region of France at a fine scale for three metals. Black-Right-Pointing-Pointer We

Development of a spatial stochastic multimedia exposure model to assess population exposure at a regional scale

International Nuclear Information System (INIS)

Caudeville, Julien; Bonnard, Roseline; Boudet, Céline; Denys, Sébastien; Govaert, Gérard; Cicolella, André

2012-01-01

Analyzing the relationship between the environment and health has become a major focus of public health efforts in France, as evidenced by the national action plans for health and the environment. These plans have identified the following two priorities: -identify and manage geographic areas where hotspot exposures are a potential risk to human health; and -reduce exposure inequalities. The aim of this study is to develop a spatial stochastic multimedia exposure model for detecting vulnerable populations and analyzing exposure determinants at a fine resolution and regional scale. A multimedia exposure model was developed by INERIS to assess the transfer of substances from the environment to humans through inhalation and ingestion pathways. The RESPIR project adds a spatial dimension by linking GIS (Geographic Information System) to the model. Tools are developed using modeling, spatial analysis and geostatistic methods to build and discretize interesting variables and indicators from different supports and resolutions on a 1-km 2 regular grid. We applied this model to the risk assessment of exposure to metals (cadmium, lead and nickel) using data from a region in France (Nord-Pas-de-Calais). The considered exposure pathways include the atmospheric contaminant inhalation and ingestion of soil, vegetation, meat, egg, milk, fish and drinking water. Exposure scenarios are defined for different reference groups (age, dietary properties, and the fraction of food produced locally). The two largest risks correspond to an ancient industrial site (Metaleurop) and the Lille agglomeration. In these areas, cadmium, vegetation ingestion and soil contamination are the principal determinants of the computed risk. -- Highlights: ► We present a multimedia exposure model for mapping environmental disparities. ► We perform a risk assessment on a region of France at a fine scale for three metals. ► We examine exposure determinants and detect vulnerable population. ► The largest

A stochastic spatial model of HIV dynamics with an asymmetric battle between the virus and the immune system

International Nuclear Information System (INIS)

Lin Hai; Shuai, J W

2010-01-01

A stochastic spatial model based on the Monte Carlo approach is developed to study the dynamics of human immunodeficiency virus (HIV) infection. We aim to propose a more detailed and realistic simulation frame by incorporating many important features of HIV dynamics, which include infections, replications and mutations of viruses, antigen recognitions, activations and proliferations of lymphocytes, and diffusions, encounters and interactions of virions and lymphocytes. Our model successfully reproduces the three-phase pattern observed in HIV infection, and the simulation results for the time distribution from infection to AIDS onset are also in good agreement with the clinical data. The interactions of viruses and the immune system in all the three phases are investigated. We assess the relative importance of various immune system components in the acute phase. The dynamics of how the two important factors, namely the viral diversity and the asymmetric battle between HIV and the immune system, result in AIDS are investigated in detail with the model.

Stochastic Geometric Network Models for Groups of Functional and Structural Connectomes

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Friedman, Eric J.; Landsberg, Adam S.; Owen, Julia P.; Li, Yi-Ou; Mukherjee, Pratik

2014-01-01

Structural and functional connectomes are emerging as important instruments in the study of normal brain function and in the development of new biomarkers for a variety of brain disorders. In contrast to single-network studies that presently dominate the (non-connectome) network literature, connectome analyses typically examine groups of empirical networks and then compare these against standard (stochastic) network models. Current practice in connectome studies is to employ stochastic network models derived from social science and engineering contexts as the basis for the comparison. However, these are not necessarily best suited for the analysis of connectomes, which often contain groups of very closely related networks, such as occurs with a set of controls or a set of patients with a specific disorder. This paper studies important extensions of standard stochastic models that make them better adapted for analysis of connectomes, and develops new statistical fitting methodologies that account for inter-subject variations. The extensions explicitly incorporate geometric information about a network based on distances and inter/intra hemispherical asymmetries (to supplement ordinary degree-distribution information), and utilize a stochastic choice of networks' density levels (for fixed threshold networks) to better capture the variance in average connectivity among subjects. The new statistical tools introduced here allow one to compare groups of networks by matching both their average characteristics and the variations among them. A notable finding is that connectomes have high “smallworldness” beyond that arising from geometric and degree considerations alone. PMID:25067815

Inefficiency, heterogeneity and spillover effects in maternal care in India: a spatial stochastic frontier analysis.

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Kinfu, Yohannes; Sawhney, Monika

2015-03-25

Institutional delivery is one of the key and proven strategies to reduce maternal deaths. Since the 1990s, the government of India has made substantial investment on maternal care to reduce the huge burden of maternal deaths in the country. However, despite the effort access to institutional delivery in India remains below the global average. In addition, even in places where health investments have been comparable, inter- and intra-state difference in access to maternal care services remain wide and substantial. This raises a fundamental question on whether the sub-national units themselves differ in terms of the efficiency with which they use available resources, and if so, why? Data obtained from round 3 of the country's District Level Health and Facility Survey was analyzed to measure the level and determinants of inefficiency of institutional delivery in the country. Analysis was conducted using spatial stochastic frontier models that correct for heterogeneity and spatial interactions between sub-national units. Inefficiency differences in maternal care services between and within states are substantial. The top one third of districts in the country has a mean efficiency score of 90 per cent or more, while the bottom 10 per cent of districts exhibit mean inefficiency score of as high as over 75 per cent or more. Overall mean inefficiency is about 30 per cent. The result also reveals the existence of both heterogeneity and spatial correlation in institutional delivery in the country. Given the high level of inefficiency in the system, further progress in improving coverage of institutional delivery in the country should focus both on improving the efficiency of resource utilization--especially where inefficiency levels are extremely high--and on bringing new resources in to the system. The additional investment should specifically focus on those parts of the country where coverage rates are still low but efficiency levels are already at a high level. In

Stochastic and Spatial Equivalences for PALOMA

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Paul Piho

2016-07-01

Full Text Available We concentrate our study on a recent process algebra – PALOMA – intended to capture interactions between spatially distributed agents, for example in collective adaptive systems. New agent-based semantic rules for deriving the underlying continuous time Markov chain are given in terms of State to Function Labelled Transition Systems. Furthermore we define a bisimulation with respect to an isometric transformation of space allowing us to compare PALOMA models with respect to their relative rather than absolute locations.

Reconstructing the 2003/2004 H3N2 influenza epidemic in Switzerland with a spatially explicit, individual-based model

Science.gov (United States)

2011-01-01

Background Simulation models of influenza spread play an important role for pandemic preparedness. However, as the world has not faced a severe pandemic for decades, except the rather mild H1N1 one in 2009, pandemic influenza models are inherently hypothetical and validation is, thus, difficult. We aim at reconstructing a recent seasonal influenza epidemic that occurred in Switzerland and deem this to be a promising validation strategy for models of influenza spread. Methods We present a spatially explicit, individual-based simulation model of influenza spread. The simulation model bases upon (i) simulated human travel data, (ii) data on human contact patterns and (iii) empirical knowledge on the epidemiology of influenza. For model validation we compare the simulation outcomes with empirical knowledge regarding (i) the shape of the epidemic curve, overall infection rate and reproduction number, (ii) age-dependent infection rates and time of infection, (iii) spatial patterns. Results The simulation model is capable of reproducing the shape of the 2003/2004 H3N2 epidemic curve of Switzerland and generates an overall infection rate (14.9 percent) and reproduction numbers (between 1.2 and 1.3), which are realistic for seasonal influenza epidemics. Age and spatial patterns observed in empirical data are also reflected by the model: Highest infection rates are in children between 5 and 14 and the disease spreads along the main transport axes from west to east. Conclusions We show that finding evidence for the validity of simulation models of influenza spread by challenging them with seasonal influenza outbreak data is possible and promising. Simulation models for pandemic spread gain more credibility if they are able to reproduce seasonal influenza outbreaks. For more robust modelling of seasonal influenza, serological data complementing sentinel information would be beneficial. PMID:21554680

Preserved memory-based orienting of attention with impaired explicit memory in healthy ageing.

OpenAIRE

Salvato, G; Patai, EZ; Nobre, AC

2015-01-01

It is increasingly recognised that spatial contextual long-term memory (LTM) prepares neural activity for guiding visuo-spatial attention in a proactive manner. In the current study, we investigated whether the decline in explicit memory observed in healthy ageing would compromise this mechanism. We compared the behavioural performance of younger and older participants on learning new contextual memories, on orienting visual attention based on these learnt contextual associations, and on expl...

The “Destabilizing” Effect of Cannibalism in a Spatially Explicit Three-Species Age Structured Predator-Prey Model

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Aladeen Al Basheer

2017-01-01

Full Text Available Cannibalism, the act of killing and consumption of conspecifics, is generally considered to be a stabilising process in ODE models of predator-prey systems. On the other hand, Sun et al. were the first to show that cannibalism can cause Turing instability, in the classical Rosenzweig-McArthur two-species PDE model, which is an impossibility without cannibalism. Magnússon’s classic work is the first to show that cannibalism in a structured three-species predator-prey ODE model can actually be destabilising. In the current manuscript we consider the PDE form of the three-species model proposed in Magnússon’s classic work. We prove that, in the absence of cannibalism, Turing instability is an impossibility in this model, for any range of parameters. However, the inclusion of cannibalism can cause Turing instability. Thus, to the best of our knowledge, we report the first cannibalism induced Turing instability result, in spatially explicit three-species age structured predator-prey systems. We also show that, in the classical ODE model proposed by Magnússon, cannibalism can act as a life boat mechanism, for the prey.

Spatially explicit simulation of peatland hydrology and carbon dioxide exchange: Influence of mesoscale topography

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Sonnentag, O.; Chen, J. M.; Roulet, N. T.; Ju, W.; Govind, A.

2008-06-01

Carbon dynamics in peatlands are controlled, in large part, by their wetness as defined by water table depth and volumetric liquid soil moisture content. A common type of peatland is raised bogs that typically have a multiple-layer canopy of vascular plants over a Sphagnum moss ground cover. Their convex form restricts water supply to precipitation and water is shed toward the margins, usually by lateral subsurface flow. The hydraulic gradient for lateral subsurface flow is governed by the peat surface topography at the mesoscale (˜200 m to 5 km). To investigate the influence of mesoscale topography on wetness, evapotranspiration (ET), and gross primary productivity (GPP) in a bog during the snow-free period, we compare the outputs of a further developed version of the daily Boreal Ecosystem Productivity Simulator (BEPS) with observations made at the Mer Bleue peatland, located near Ottawa, Canada. Explicitly considering mesoscale topography, simulated total ET and GPP correlate well with measured ET (r = 0.91) and derived gross ecosystem productivity (GEP; r = 0.92). Both measured ET and derived GEP are simulated similarly well when mesoscale topography is neglected, but daily simulated values are systematically underestimated by about 10% and 12% on average, respectively, due to greater wetness resulting from the lack of lateral subsurface flow. Owing to the differences in moss surface conductances of water vapor and carbon dioxide with increasing moss water content, the differences in the spatial patterns of simulated total ET and GPP are controlled by the mesotopographic position of the moss ground cover.

Nonlinear stochastic dynamics of mesoscopic homogeneous biochemical reaction systems—an analytical theory

International Nuclear Information System (INIS)

Qian, Hong

2011-01-01

The nonlinear dynamics of biochemical reactions in a small-sized system on the order of a cell are stochastic. Assuming spatial homogeneity, the populations of n molecular species follow a multi-dimensional birth-and-death process on Z n . We introduce the Delbrück–Gillespie process, a continuous-time Markov jump process, whose Kolmogorov forward equation has been known as the chemical master equation, and whose stochastic trajectories can be computed via the Gillespie algorithm. Using simple models, we illustrate that a system of nonlinear ordinary differential equations on R n emerges in the infinite system size limit. For finite system size, transitions among multiple attractors of the nonlinear dynamical system are rare events with exponentially long transit times. There is a separation of time scales between the deterministic ODEs and the stochastic Markov jumps between attractors. No diffusion process can provide a global representation that is accurate on both short and long time scales for the nonlinear, stochastic population dynamics. On the short time scale and near deterministic stable fixed points, Ornstein–Uhlenbeck Gaussian processes give linear stochastic dynamics that exhibit time-irreversible circular motion for open, driven chemical systems. Extending this individual stochastic behaviour-based nonlinear population theory of molecular species to other biological systems is discussed. (invited article)

Spatially explicit exposure assessment for small streams in catchments of the orchard growing region `Lake Constance

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Golla, B.; Bach, M.; Krumpe, J.

2009-04-01

1. Introduction Small streams differ greatly from the standardised water body used in the context of aquatic risk assessment for the regulation of plant protection products in Germany. The standard water body is static, with a depth of 0.3 m and a width of 1.0 m. No dilution or water replacement takes place. Spray drift happens always in direction to the water body. There is no variability in drift deposition rate (90th percentile spray drift deposition values [2]). There is no spray drift filtering by vegetation. The application takes place directly adjacent to the water body. In order to establish a more realistic risk assessment procedure the Federal Office for Consumer Protection and Food Safety (BVL) and the Federal Environment Agency (UBA) aggreed to replace deterministic assumptions with data distributions and spatially explicit data and introduce probabilistic methods [3, 4, 5]. To consider the spatial and temporal variability in the exposure situations of small streams the hydraulic and morphological characteristics of catchments need to be described as well as the spatial distribution of fields treated with pesticides. As small streams are the dominant type of water body in most German orchard regions, we use the growing region Lake Constance as pilot region. 2. Materials and methods During field surveys we derive basic morphological parameters for small streams in the Lake Constance region. The mean water width/depth ratio is 13 with a mean depth of 0.12 m. The average residence time is 5.6 s/m (n=87) [1]. Orchards are mostly located in the upper parts of the catchments. Based on an authoritative dataset on rivers and streams of Germany (ATKIS DLM25) we constructed a directed network topology for the Lake Constance region. The gradient of the riverbed is calculated for river stretches of > 500 m length. The network for the pilot region consists of 2000 km rivers and streams. 500 km stream length are located within a distance of 150 m to orchards. Within

Optimising stochastic trajectories in exact quantum jump approaches of interacting systems

International Nuclear Information System (INIS)

Lacroix, D.

2004-11-01

The standard methods used to substitute the quantum dynamics of two interacting systems by a quantum jump approach based on the Stochastic Schroedinger Equation (SSE) are described. It turns out that for a given situation, there exists an infinite number of SSE reformulation. This fact is used to propose general strategies to optimise the stochastic paths in order to reduce the statistical fluctuations. In this procedure, called the 'adaptative noise method', a specific SSE is obtained for which the noise depends explicitly on both the initial state and on the properties of the interaction Hamiltonian. It is also shown that this method can be further improved by the introduction of a mean-field dynamics. The different optimisation procedures are illustrated quantitatively in the case of interacting spins. A significant reduction of the statistical fluctuations is obtained. Consequently, a much smaller number of trajectories is needed to accurately reproduce the exact dynamics as compared to the standard SSE method. (author)

Expected utility and catastrophic risk in a stochastic economy-climate model

Energy Technology Data Exchange (ETDEWEB)

Ikefuji, M. [Institute of Social and Economic Research, Osaka University, Osaka (Japan); Laeven, R.J.A.; Magnus, J.R. [Department of Econometrics and Operations Research, Tilburg University, Tilburg (Netherlands); Muris, C. [CentER, Tilburg University, Tilburg (Netherlands)

2010-11-15

In the context of extreme climate change, we ask how to conduct expected utility analysis in the presence of catastrophic risks. Economists typically model decision making under risk and uncertainty by expected utility with constant relative risk aversion (power utility); statisticians typically model economic catastrophes by probability distributions with heavy tails. Unfortunately, the expected utility framework is fragile with respect to heavy-tailed distributional assumptions. We specify a stochastic economy-climate model with power utility and explicitly demonstrate this fragility. We derive necessary and sufficient compatibility conditions on the utility function to avoid fragility and solve our stochastic economy-climate model for two examples of such compatible utility functions. We further develop and implement a procedure to learn the input parameters of our model and show that the model thus specified produces quite robust optimal policies. The numerical results indicate that higher levels of uncertainty (heavier tails) lead to less abatement and consumption, and to more investment, but this effect is not unlimited.

Weak-periodic stochastic resonance in a parallel array of static nonlinearities.

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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.

Multivariate Non-Symmetric Stochastic Models for Spatial Dependence Models

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Haslauer, C. P.; Bárdossy, A.

2017-12-01

A copula based multivariate framework allows more flexibility to describe different kind of dependences than what is possible using models relying on the confining assumption of symmetric Gaussian models: different quantiles can be modelled with a different degree of dependence; it will be demonstrated how this can be expected given process understanding. maximum likelihood based multivariate quantitative parameter estimation yields stable and reliable results; not only improved results in cross-validation based measures of uncertainty are obtained but also a more realistic spatial structure of uncertainty compared to second order models of dependence; as much information as is available is included in the parameter estimation: incorporation of censored measurements (e.g., below detection limit, or ones that are above the sensitive range of the measurement device) yield to more realistic spatial models; the proportion of true zeros can be jointly estimated with and distinguished from censored measurements which allow estimates about the age of a contaminant in the system; secondary information (categorical and on the rational scale) has been used to improve the estimation of the primary variable; These copula based multivariate statistical techniques are demonstrated based on hydraulic conductivity observations at the Borden (Canada) site, the MADE site (USA), and a large regional groundwater quality data-set in south-west Germany. Fields of spatially distributed K were simulated with identical marginal simulation, identical second order spatial moments, yet substantially differing solute transport characteristics when numerical tracer tests were performed. A statistical methodology is shown that allows the delineation of a boundary layer separating homogenous parts of a spatial data-set. The effects of this boundary layer (macro structure) and the spatial dependence of K (micro structure) on solute transport behaviour is shown.

System Entropy Measurement of Stochastic Partial Differential Systems

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Bor-Sen Chen

2016-03-01

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

Potential and flux field landscape theory. I. Global stability and dynamics of spatially dependent non-equilibrium systems.

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Wu, Wei; Wang, Jin

2013-09-28

We established a potential and flux field landscape theory to quantify the global stability and dynamics of general spatially dependent non-equilibrium deterministic and stochastic systems. We extended our potential and flux landscape theory for spatially independent non-equilibrium stochastic systems described by Fokker-Planck equations to spatially dependent stochastic systems governed by general functional Fokker-Planck equations as well as functional Kramers-Moyal equations derived from master equations. Our general theory is applied to reaction-diffusion systems. For equilibrium spatially dependent systems with detailed balance, the potential field landscape alone, defined in terms of the steady state probability distribution functional, determines the global stability and dynamics of the system. The global stability of the system is closely related to the topography of the potential field landscape in terms of the basins of attraction and barrier heights in the field configuration state space. The effective driving force of the system is generated by the functional gradient of the potential field alone. For non-equilibrium spatially dependent systems, the curl probability flux field is indispensable in breaking detailed balance and creating non-equilibrium condition for the system. A complete characterization of the non-equilibrium dynamics of the spatially dependent system requires both the potential field and the curl probability flux field. While the non-equilibrium potential field landscape attracts the system down along the functional gradient similar to an electron moving in an electric field, the non-equilibrium flux field drives the system in a curly way similar to an electron moving in a magnetic field. In the small fluctuation limit, the intrinsic potential field as the small fluctuation limit of the potential field for spatially dependent non-equilibrium systems, which is closely related to the steady state probability distribution functional, is

Modeling Agricultural Watersheds with the Soil and Water Assessment Tool (SWAT): Calibration and Validation with a Novel Procedure for Spatially Explicit HRUs.

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Teshager, Awoke Dagnew; Gassman, Philip W; Secchi, Silvia; Schoof, Justin T; Misgna, Girmaye

2016-04-01

Applications of the Soil and Water Assessment Tool (SWAT) model typically involve delineation of a watershed into subwatersheds/subbasins that are then further subdivided into hydrologic response units (HRUs) which are homogeneous areas of aggregated soil, landuse, and slope and are the smallest modeling units used within the model. In a given standard SWAT application, multiple potential HRUs (farm fields) in a subbasin are usually aggregated into a single HRU feature. In other words, the standard version of the model combines multiple potential HRUs (farm fields) with the same landuse/landcover, soil, and slope, but located at different places of a subbasin (spatially non-unique), and considers them as one HRU. In this study, ArcGIS pre-processing procedures were developed to spatially define a one-to-one match between farm fields and HRUs (spatially unique HRUs) within a subbasin prior to SWAT simulations to facilitate input processing, input/output mapping, and further analysis at the individual farm field level. Model input data such as landuse/landcover (LULC), soil, crop rotation, and other management data were processed through these HRUs. The SWAT model was then calibrated/validated for Raccoon River watershed in Iowa for 2002-2010 and Big Creek River watershed in Illinois for 2000-2003. SWAT was able to replicate annual, monthly, and daily streamflow, as well as sediment, nitrate and mineral phosphorous within recommended accuracy in most cases. The one-to-one match between farm fields and HRUs created and used in this study is a first step in performing LULC change, climate change impact, and other analyses in a more spatially explicit manner.

Random migration processes between two stochastic epidemic centers.

Science.gov (United States)

Sazonov, Igor; Kelbert, Mark; Gravenor, Michael B

2016-04-01

We consider the epidemic dynamics in stochastic interacting population centers coupled by random migration. Both the epidemic and the migration processes are modeled by Markov chains. We derive explicit formulae for the probability distribution of the migration process, and explore the dependence of outbreak patterns on initial parameters, population sizes and coupling parameters, using analytical and numerical methods. We show the importance of considering the movement of resident and visitor individuals separately. The mean field approximation for a general migration process is derived and an approximate method that allows the computation of statistical moments for networks with highly populated centers is proposed and tested numerically. Copyright © 2016 Elsevier Inc. All rights reserved.

Stochastic dynamics for two biological species and ecological niches

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Ruziska, Flávia M.; Arashiro, Everaldo; Tomé, Tânia

2018-01-01

We consider an ecological system in which two species interact with two niches. To this end we introduce a stochastic model with four states. Our analysis is founded in three approaches: Monte Carlo simulations of the model on a square lattice, mean-field approximation, and birth and death master equation. From this last approach we obtain a description in terms of Langevin equations which show in an explicit way the role of noise in population biology. We focus mainly on the description of time oscillations of the species population and the alternating dominance between them. The model treated here may provide insights on these properties.

Noncausal stochastic calculus

CERN Document Server

Ogawa, Shigeyoshi

2017-01-01

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

A GIS based spatially-explicit sensitivity and uncertainty analysis approach for multi-criteria decision analysis☆

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Feizizadeh, Bakhtiar; Jankowski, Piotr; Blaschke, Thomas

2014-01-01

GIS multicriteria decision analysis (MCDA) techniques are increasingly used in landslide susceptibility mapping for the prediction of future hazards, land use planning, as well as for hazard preparedness. However, the uncertainties associated with MCDA techniques are inevitable and model outcomes are open to multiple types of uncertainty. In this paper, we present a systematic approach to uncertainty and sensitivity analysis. We access the uncertainty of landslide susceptibility maps produced with GIS-MCDA techniques. A new spatially-explicit approach and Dempster–Shafer Theory (DST) are employed to assess the uncertainties associated with two MCDA techniques, namely Analytical Hierarchical Process (AHP) and Ordered Weighted Averaging (OWA) implemented in GIS. The methodology is composed of three different phases. First, weights are computed to express the relative importance of factors (criteria) for landslide susceptibility. Next, the uncertainty and sensitivity of landslide susceptibility is analyzed as a function of weights using Monte Carlo Simulation and Global Sensitivity Analysis. Finally, the results are validated using a landslide inventory database and by applying DST. The comparisons of the obtained landslide susceptibility maps of both MCDA techniques with known landslides show that the AHP outperforms OWA. However, the OWA-generated landslide susceptibility map shows lower uncertainty than the AHP-generated map. The results demonstrate that further improvement in the accuracy of GIS-based MCDA can be achieved by employing an integrated uncertainty–sensitivity analysis approach, in which the uncertainty of landslide susceptibility model is decomposed and attributed to model's criteria weights. PMID:25843987

A GIS based spatially-explicit sensitivity and uncertainty analysis approach for multi-criteria decision analysis.

Science.gov (United States)

Feizizadeh, Bakhtiar; Jankowski, Piotr; Blaschke, Thomas

2014-03-01

GIS multicriteria decision analysis (MCDA) techniques are increasingly used in landslide susceptibility mapping for the prediction of future hazards, land use planning, as well as for hazard preparedness. However, the uncertainties associated with MCDA techniques are inevitable and model outcomes are open to multiple types of uncertainty. In this paper, we present a systematic approach to uncertainty and sensitivity analysis. We access the uncertainty of landslide susceptibility maps produced with GIS-MCDA techniques. A new spatially-explicit approach and Dempster-Shafer Theory (DST) are employed to assess the uncertainties associated with two MCDA techniques, namely Analytical Hierarchical Process (AHP) and Ordered Weighted Averaging (OWA) implemented in GIS. The methodology is composed of three different phases. First, weights are computed to express the relative importance of factors (criteria) for landslide susceptibility. Next, the uncertainty and sensitivity of landslide susceptibility is analyzed as a function of weights using Monte Carlo Simulation and Global Sensitivity Analysis. Finally, the results are validated using a landslide inventory database and by applying DST. The comparisons of the obtained landslide susceptibility maps of both MCDA techniques with known landslides show that the AHP outperforms OWA. However, the OWA-generated landslide susceptibility map shows lower uncertainty than the AHP-generated map. The results demonstrate that further improvement in the accuracy of GIS-based MCDA can be achieved by employing an integrated uncertainty-sensitivity analysis approach, in which the uncertainty of landslide susceptibility model is decomposed and attributed to model's criteria weights.

Cholera in the Lake Kivu region (DRC): Integrating remote sensing and spatially explicit epidemiological modeling

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Finger, Flavio; Knox, Allyn; Bertuzzo, Enrico; Mari, Lorenzo; Bompangue, Didier; Gatto, Marino; Rodriguez-Iturbe, Ignacio; Rinaldo, Andrea

2014-07-01

Mathematical models of cholera dynamics can not only help in identifying environmental drivers and processes that influence disease transmission, but may also represent valuable tools for the prediction of the epidemiological patterns in time and space as well as for the allocation of health care resources. Cholera outbreaks have been reported in the Democratic Republic of the Congo since the 1970s. They have been ravaging the shore of Lake Kivu in the east of the country repeatedly during the last decades. Here we employ a spatially explicit, inhomogeneous Markov chain model to describe cholera incidence in eight health zones on the shore of the lake. Remotely sensed data sets of chlorophyll a concentration in the lake, precipitation and indices of global climate anomalies are used as environmental drivers in addition to baseline seasonality. The effect of human mobility is also modelled mechanistically. We test several models on a multiyear data set of reported cholera cases. The best fourteen models, accounting for different environmental drivers, and selected using the Akaike information criterion, are formally compared via proper cross validation. Among these, the one accounting for seasonality, El Niño Southern Oscillation, precipitation and human mobility outperforms the others in cross validation. Some drivers (such as human mobility and rainfall) are retained only by a few models, possibly indicating that the mechanisms through which they influence cholera dynamics in the area will have to be investigated further.

Large scale spatially explicit modeling of blue and green water dynamics in a temperate mid-latitude basin

Science.gov (United States)

Du, Liuying; Rajib, Adnan; Merwade, Venkatesh

2018-07-01

Looking only at climate change impacts provides partial information about a changing hydrologic regime. Understanding the spatio-temporal nature of change in hydrologic processes, and the explicit contributions from both climate and land use drivers, holds more practical value for water resources management and policy intervention. This study presents a comprehensive assessment on the spatio-temporal trend of Blue Water (BW) and Green Water (GW) in a 490,000 km2 temperate mid-latitude basin (Ohio River Basin) over the past 80 years (1935-2014), and from thereon, quantifies the combined as well as relative contributions of climate and land use changes. The Soil and Water Assessment Tool (SWAT) is adopted to simulate hydrologic fluxes. Mann-Kendall and Theil-Sen statistical tests are performed on the modeled outputs to detect respectively the trend and magnitude of changes at three different spatial scales - the entire basin, regional level, and sub-basin level. Despite the overall volumetric increase of both BW and GW in the entire basin, changes in their annual average values during the period of simulation reveal a distinctive spatial pattern. GW has increased significantly in the upper and lower parts of the basin, which can be related to the prominent land use change in those areas. BW has increased significantly only in the lower part, likely being associated with the notable precipitation change there. Furthermore, the simulation under a time-varying climate but constant land use scenario identifies climate change in the Ohio River Basin to be influential on BW, while the impact is relatively nominal on GW; whereas, land use change increases GW remarkably, but is counterproductive on BW. The approach to quantify combined/relative effects of climate and land use change as shown in this study can be replicated to understand BW-GW dynamics in similar large basins around the globe.

SMART: a spatially explicit bio-economic model for assessing and managing demersal fisheries, with an application to italian trawlers in the strait of sicily.

Directory of Open Access Journals (Sweden)

Tommaso Russo

Full Text Available Management of catches, effort and exploitation pattern are considered the most effective measures to control fishing mortality and ultimately ensure productivity and sustainability of fisheries. Despite the growing concerns about the spatial dimension of fisheries, the distribution of resources and fishing effort in space is seldom considered in assessment and management processes. Here we propose SMART (Spatial MAnagement of demersal Resources for Trawl fisheries, a tool for assessing bio-economic feedback in different management scenarios. SMART combines information from different tasks gathered within the European Data Collection Framework on fisheries and is composed of: 1 spatial models of fishing effort, environmental characteristics and distribution of demersal resources; 2 an Artificial Neural Network which captures the relationships among these aspects in a spatially explicit way and uses them to predict resources abundances; 3 a deterministic module which analyzes the size structure of catches and the associated revenues, according to different spatially-based management scenarios. SMART is applied to demersal fishery in the Strait of Sicily, one of the most productive fisheries of the Mediterranean Sea. Three of the main target species are used as proxies for the whole range exploited by trawlers. After training, SMART is used to evaluate different management scenarios, including spatial closures, using a simulation approach that mimics the recent exploitation patterns. Results evidence good model performance, with a noteworthy coherence and reliability of outputs for the different components. Among others, the main finding is that a partial improvement in resource conditions can be achieved by means of nursery closures, even if the overall fishing effort in the area remains stable. Accordingly, a series of strategically designed areas of trawling closures could significantly improve the resource conditions of demersal fisheries in

SMART: a spatially explicit bio-economic model for assessing and managing demersal fisheries, with an application to italian trawlers in the strait of sicily.

Science.gov (United States)

Russo, Tommaso; Parisi, Antonio; Garofalo, Germana; Gristina, Michele; Cataudella, Stefano; Fiorentino, Fabio

2014-01-01

Management of catches, effort and exploitation pattern are considered the most effective measures to control fishing mortality and ultimately ensure productivity and sustainability of fisheries. Despite the growing concerns about the spatial dimension of fisheries, the distribution of resources and fishing effort in space is seldom considered in assessment and management processes. Here we propose SMART (Spatial MAnagement of demersal Resources for Trawl fisheries), a tool for assessing bio-economic feedback in different management scenarios. SMART combines information from different tasks gathered within the European Data Collection Framework on fisheries and is composed of: 1) spatial models of fishing effort, environmental characteristics and distribution of demersal resources; 2) an Artificial Neural Network which captures the relationships among these aspects in a spatially explicit way and uses them to predict resources abundances; 3) a deterministic module which analyzes the size structure of catches and the associated revenues, according to different spatially-based management scenarios. SMART is applied to demersal fishery in the Strait of Sicily, one of the most productive fisheries of the Mediterranean Sea. Three of the main target species are used as proxies for the whole range exploited by trawlers. After training, SMART is used to evaluate different management scenarios, including spatial closures, using a simulation approach that mimics the recent exploitation patterns. Results evidence good model performance, with a noteworthy coherence and reliability of outputs for the different components. Among others, the main finding is that a partial improvement in resource conditions can be achieved by means of nursery closures, even if the overall fishing effort in the area remains stable. Accordingly, a series of strategically designed areas of trawling closures could significantly improve the resource conditions of demersal fisheries in the Strait of

Determining disease intervention strategies using spatially resolved simulations.

Directory of Open Access Journals (Sweden)

Mark Read

Full Text Available Predicting efficacy and optimal drug delivery strategies for small molecule and biological therapeutics is challenging due to the complex interactions between diverse cell types in different tissues that determine disease outcome. Here we present a new methodology to simulate inflammatory disease manifestation and test potential intervention strategies in silico using agent-based computational models. Simulations created using this methodology have explicit spatial and temporal representations, and capture the heterogeneous and stochastic cellular behaviours that lead to emergence of pathology or disease resolution. To demonstrate this methodology we have simulated the prototypic murine T cell-mediated autoimmune disease experimental autoimmune encephalomyelitis, a mouse model of multiple sclerosis. In the simulation immune cell dynamics, neuronal damage and tissue specific pathology emerge, closely resembling behaviour found in the murine model. Using the calibrated simulation we have analysed how changes in the timing and efficacy of T cell receptor signalling inhibition leads to either disease exacerbation or resolution. The technology described is a powerful new method to understand cellular behaviours in complex inflammatory disease, permits rational design of drug interventional strategies and has provided new insights into the role of TCR signalling in autoimmune disease progression.

The stochastic energy-Casimir method

Science.gov (United States)

Arnaudon, Alexis; Ganaba, Nader; Holm, Darryl D.

2018-04-01

In this paper, we extend the energy-Casimir stability method for deterministic Lie-Poisson Hamiltonian systems to provide sufficient conditions for stability in probability of stochastic dynamical systems with symmetries. We illustrate this theory with classical examples of coadjoint motion, including the rigid body, the heavy top, and the compressible Euler equation in two dimensions. The main result is that stable deterministic equilibria remain stable in probability up to a certain stopping time that depends on the amplitude of the noise for finite-dimensional systems and on the amplitude of the spatial derivative of the noise for infinite-dimensional systems. xml:lang="fr"

Dynamic Stochastic Superresolution of sparsely observed turbulent systems

International Nuclear Information System (INIS)

Branicki, M.; Majda, A.J.

2013-01-01

Real-time capture of the relevant features of the unresolved turbulent dynamics of complex natural systems from sparse noisy observations and imperfect models is a notoriously difficult problem. The resulting lack of observational resolution and statistical accuracy in estimating the important turbulent processes, which intermittently send significant energy to the large-scale fluctuations, hinders efficient parameterization and real-time prediction using discretized PDE models. This issue is particularly subtle and important when dealing with turbulent geophysical systems with an vast range of interacting spatio-temporal scales and rough energy spectra near the mesh scale of numerical models. Here, we introduce and study a suite of general Dynamic Stochastic Superresolution (DSS) algorithms and show that, by appropriately filtering sparse regular observations with the help of cheap stochastic exactly solvable models, one can derive stochastically ‘superresolved’ velocity fields and gain insight into the important characteristics of the unresolved dynamics, including the detection of the so-called black swans. The DSS algorithms operate in Fourier domain and exploit the fact that the coarse observation network aliases high-wavenumber information into the resolved waveband. It is shown that these cheap algorithms are robust and have significant skill on a test bed of turbulent solutions from realistic nonlinear turbulent spatially extended systems in the presence of a significant model error. In particular, the DSS algorithms are capable of successfully capturing time-localized extreme events in the unresolved modes, and they provide good and robust skill for recovery of the unresolved processes in terms of pattern correlation. Moreover, we show that DSS improves the skill for recovering the primary modes associated with the sparse observation mesh which is equally important in applications. The skill of the various DSS algorithms depends on the energy spectrum

Simulating biological processes: stochastic physics from whole cells to colonies

Science.gov (United States)

Earnest, Tyler M.; Cole, John A.; Luthey-Schulten, Zaida

2018-05-01

The last few decades have revealed the living cell to be a crowded spatially heterogeneous space teeming with biomolecules whose concentrations and activities are governed by intrinsically random forces. It is from this randomness, however, that a vast array of precisely timed and intricately coordinated biological functions emerge that give rise to the complex forms and behaviors we see in the biosphere around us. This seemingly paradoxical nature of life has drawn the interest of an increasing number of physicists, and recent years have seen stochastic modeling grow into a major subdiscipline within biological physics. Here we review some of the major advances that have shaped our understanding of stochasticity in biology. We begin with some historical context, outlining a string of important experimental results that motivated the development of stochastic modeling. We then embark upon a fairly rigorous treatment of the simulation methods that are currently available for the treatment of stochastic biological models, with an eye toward comparing and contrasting their realms of applicability, and the care that must be taken when parameterizing them. Following that, we describe how stochasticity impacts several key biological functions, including transcription, translation, ribosome biogenesis, chromosome replication, and metabolism, before considering how the functions may be coupled into a comprehensive model of a ‘minimal cell’. Finally, we close with our expectation for the future of the field, focusing on how mesoscopic stochastic methods may be augmented with atomic-scale molecular modeling approaches in order to understand life across a range of length and time scales.

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

KAUST Repository

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

2016-01-01

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

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

KAUST Repository

Haji Ali, Abdul Lateef

2016-01-06

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

Improved stochastic approximation methods for discretized parabolic partial differential equations

Science.gov (United States)

Guiaş, Flavius

2016-12-01

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

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)

From quantum stochastic differential equations to Gisin-Percival state diffusion

Science.gov (United States)

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

2017-08-01

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

ML-Space: Hybrid Spatial Gillespie and Particle Simulation of Multi-Level Rule-Based Models in Cell Biology.

Science.gov (United States)

Bittig, Arne T; Uhrmacher, Adelinde M

2017-01-01

Spatio-temporal dynamics of cellular processes can be simulated at different levels of detail, from (deterministic) partial differential equations via the spatial Stochastic Simulation algorithm to tracking Brownian trajectories of individual particles. We present a spatial simulation approach for multi-level rule-based models, which includes dynamically hierarchically nested cellular compartments and entities. Our approach ML-Space combines discrete compartmental dynamics, stochastic spatial approaches in discrete space, and particles moving in continuous space. The rule-based specification language of ML-Space supports concise and compact descriptions of models and to adapt the spatial resolution of models easily.

A Macroscopic Multifractal Analysis of Parabolic Stochastic PDEs

Science.gov (United States)

Khoshnevisan, Davar; Kim, Kunwoo; Xiao, Yimin

2018-05-01

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

A Macroscopic Multifractal Analysis of Parabolic Stochastic PDEs

Science.gov (United States)

Khoshnevisan, Davar; Kim, Kunwoo; Xiao, Yimin

2018-04-01

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

A general analytical solution for the stochastic Milne problem using Karhunen–Loeve (K–L) expansion

International Nuclear Information System (INIS)

Hussein, A.; Selim, M.M.

2013-01-01

This paper considers the solution of the stochastic integro-differential equation of Milne problem with random operator. The Pomraning–Eddington method is implemented to get a closed form solution deterministically. Relying on the spectral properties of the covariance function, the Karhunen–Loeve (K–L) expansion is used to represent the input stochastic process in the deterministic solution. This leads to an explicit expression for the solution process as a multivariate functional of a set of uncorrelated random variables. By using different distributions for these variables, the work is realized through computing the mean and the variance of the solution. The numerical results are found in agreement with those obtained in the literature. -- Highlights: •The solution of the stochastic Milne problem is considered. •We dealt with the random cross-section itself not with the optical transformation of it. •Pomraning–Eddington method together with the (K–L) expansion were implemented. •The solution process is obtained as a functional of a set of uncorrelated random variables. •Good results are obtained for different distributions of these variables

Time-dependent density functional theory (TD-DFT) coupled with reference interaction site model self-consistent field explicitly including spatial electron density distribution (RISM-SCF-SEDD)

Energy Technology Data Exchange (ETDEWEB)

Yokogawa, D., E-mail: d.yokogawa@chem.nagoya-u.ac.jp [Department of Chemistry, Graduate School of Science, Nagoya University, Chikusa, Nagoya 464-8602 (Japan); Institute of Transformative Bio-Molecules (WPI-ITbM), Nagoya University, Chikusa, Nagoya 464-8602 (Japan)

2016-09-07

Theoretical approach to design bright bio-imaging molecules is one of the most progressing ones. However, because of the system size and computational accuracy, the number of theoretical studies is limited to our knowledge. To overcome the difficulties, we developed a new method based on reference interaction site model self-consistent field explicitly including spatial electron density distribution and time-dependent density functional theory. We applied it to the calculation of indole and 5-cyanoindole at ground and excited states in gas and solution phases. The changes in the optimized geometries were clearly explained with resonance structures and the Stokes shift was correctly reproduced.

Expansions of general stationary stochastic optical fields: general formalism

International Nuclear Information System (INIS)

Martinez-Herrero, R.; Mejias, P.M.

1985-01-01

A new expansion of a general stationary stochastic optical field is derived. Each term of the series is seen to represent a recently defined new class of optical fields, the so-called spectrally quasi-factorizable fields. Alternative expansion in terms of nonstationary fields that obey the wave equation is also shown. A relationship between temporal and spatial features of stationary free optical fields is discussed

Error analysis of stochastic gradient descent ranking.

Science.gov (United States)

Chen, Hong; Tang, Yi; Li, Luoqing; Yuan, Yuan; Li, Xuelong; Tang, Yuanyan

2013-06-01

Ranking is always an important task in machine learning and information retrieval, e.g., collaborative filtering, recommender systems, drug discovery, etc. A kernel-based stochastic gradient descent algorithm with the least squares loss is proposed for ranking in this paper. The implementation of this algorithm is simple, and an expression of the solution is derived via a sampling operator and an integral operator. An explicit convergence rate for leaning a ranking function is given in terms of the suitable choices of the step size and the regularization parameter. The analysis technique used here is capacity independent and is novel in error analysis of ranking learning. Experimental results on real-world data have shown the effectiveness of the proposed algorithm in ranking tasks, which verifies the theoretical analysis in ranking error.

STOCHASTIC FLOWS OF MAPPINGS

Institute of Scientific and Technical Information of China (English)

无

2007-01-01

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

Statistical mechanics of spatial evolutionary games

International Nuclear Information System (INIS)

Miekisz, Jacek

2004-01-01

We discuss the long-run behaviour of stochastic dynamics of many interacting players in spatial evolutionary games. In particular, we investigate the effect of the number of players and the noise level on the stochastic stability of Nash equilibria. We discuss similarities and differences between systems of interacting players maximizing their individual payoffs and particles minimizing their interaction energy. We use concepts and techniques of statistical mechanics to study game-theoretic models. In order to obtain results in the case of the so-called potential games, we analyse the thermodynamic limit of the appropriate models of interacting particles

Producing Distribution Maps for a Spatially-Explicit Ecosystem Model Using Large Monitoring and Environmental Databases and a Combination of Interpolation and Extrapolation

Directory of Open Access Journals (Sweden)

Arnaud Grüss

2018-01-01

Full Text Available To be able to simulate spatial patterns of predator-prey interactions, many spatially-explicit ecosystem modeling platforms, including Atlantis, need to be provided with distribution maps defining the annual or seasonal spatial distributions of functional groups and life stages. We developed a methodology combining extrapolation and interpolation of the predictions made by statistical habitat models to produce distribution maps for the fish and invertebrates represented in the Atlantis model of the Gulf of Mexico (GOM Large Marine Ecosystem (LME (“Atlantis-GOM”. This methodology consists of: (1 compiling a large monitoring database, gathering all the fisheries-independent and fisheries-dependent data collected in the northern (U.S. GOM since 2000; (2 compiling a large environmental database, storing all the environmental parameters known to influence the spatial distribution patterns of fish and invertebrates of the GOM; (3 fitting binomial generalized additive models (GAMs to the large monitoring and environmental databases, and geostatistical binomial generalized linear mixed models (GLMMs to the large monitoring database; and (4 employing GAM predictions to infer spatial distributions in the southern GOM, and GLMM predictions to infer spatial distributions in the U.S. GOM. Thus, our methodology allows for reasonable extrapolation in the southern GOM based on a large amount of monitoring and environmental data, and for interpolation in the U.S. GOM accurately reflecting the probability of encountering fish and invertebrates in that region. We used an iterative cross-validation procedure to validate GAMs. When a GAM did not pass the validation test, we employed a GAM for a related functional group/life stage to generate distribution maps for the southern GOM. In addition, no geostatistical GLMMs were fit for the functional groups and life stages whose depth, longitudinal and latitudinal ranges within the U.S. GOM are not entirely covered by

Explicit memory creation during sleep demonstrates a causal role of place cells in navigation.

Science.gov (United States)

de Lavilléon, Gaetan; Lacroix, Marie Masako; Rondi-Reig, Laure; Benchenane, Karim

2015-04-01

Hippocampal place cells assemblies are believed to support the cognitive map, and their reactivations during sleep are thought to be involved in spatial memory consolidation. By triggering intracranial rewarding stimulations by place cell spikes during sleep, we induced an explicit memory trace, leading to a goal-directed behavior toward the place field. This demonstrates that place cells' activity during sleep still conveys relevant spatial information and that this activity is functionally significant for navigation.

Spatial allocation of forest recreation value

Science.gov (United States)

Kenneth A. Baerenklau; Armando Gonzalez-Caban; Catrina Paez; Edgard Chavez

2009-01-01

Non-market valuation methods and geographic information systems are useful planning and management tools for public land managers. Recent attention has been given to investigation and demonstration of methods for combining these tools to provide spatially-explicit representations of non-market value. Most of these efforts have focused on spatial allocation of...

Towards anatomic scale agent-based modeling with a massively parallel spatially explicit general-purpose model of enteric tissue (SEGMEnT_HPC).

Science.gov (United States)

Cockrell, Robert Chase; Christley, Scott; Chang, Eugene; An, Gary

2015-01-01

Perhaps the greatest challenge currently facing the biomedical research community is the ability to integrate highly detailed cellular and molecular mechanisms to represent clinical disease states as a pathway to engineer effective therapeutics. This is particularly evident in the representation of organ-level pathophysiology in terms of abnormal tissue structure, which, through histology, remains a mainstay in disease diagnosis and staging. As such, being able to generate anatomic scale simulations is a highly desirable goal. While computational limitations have previously constrained the size and scope of multi-scale computational models, advances in the capacity and availability of high-performance computing (HPC) resources have greatly expanded the ability of computational models of biological systems to achieve anatomic, clinically relevant scale. Diseases of the intestinal tract are exemplary examples of pathophysiological processes that manifest at multiple scales of spatial resolution, with structural abnormalities present at the microscopic, macroscopic and organ-levels. In this paper, we describe a novel, massively parallel computational model of the gut, the Spatially Explicitly General-purpose Model of Enteric Tissue_HPC (SEGMEnT_HPC), which extends an existing model of the gut epithelium, SEGMEnT, in order to create cell-for-cell anatomic scale simulations. We present an example implementation of SEGMEnT_HPC that simulates the pathogenesis of ileal pouchitis, and important clinical entity that affects patients following remedial surgery for ulcerative colitis.

Stochastic processes

CERN Document Server

Parzen, Emanuel

1962-01-01

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

Developing stochastic model of thrust and flight dynamics for small UAVs

Science.gov (United States)

Tjhai, Chandra

This thesis presents a stochastic thrust model and aerodynamic model for small propeller driven UAVs whose power plant is a small electric motor. First a model which relates thrust generated by a small propeller driven electric motor as a function of throttle setting and commanded engine RPM is developed. A perturbation of this model is then used to relate the uncertainty in throttle and engine RPM commanded to the error in the predicted thrust. Such a stochastic model is indispensable in the design of state estimation and control systems for UAVs where the performance requirements of the systems are specied in stochastic terms. It is shown that thrust prediction models for small UAVs are not a simple, explicit functions relating throttle input and RPM command to thrust generated. Rather they are non-linear, iterative procedures which depend on a geometric description of the propeller and mathematical model of the motor. A detailed derivation of the iterative procedure is presented and the impact of errors which arise from inaccurate propeller and motor descriptions are discussed. Validation results from a series of wind tunnel tests are presented. The results show a favorable statistical agreement between the thrust uncertainty predicted by the model and the errors measured in the wind tunnel. The uncertainty model of aircraft aerodynamic coefficients developed based on wind tunnel experiment will be discussed at the end of this thesis.

Generalized Langevin equation with colored noise description of the stochastic oscillations of accretion disks

International Nuclear Information System (INIS)

Harko, Tiberiu; Leung, Chun Sing; Mocanu, Gabriela

2014-01-01

We consider a description of the stochastic oscillations of the general relativistic accretion disks around compact astrophysical objects interacting with their external medium based on a generalized Langevin equation with colored noise and on the fluctuation-dissipation theorems. The former accounts for the general memory and retarded effects of the frictional force. The presence of the memory effects influences the response of the disk to external random interactions, and it modifies the dynamical behavior of the disk, as well as the energy dissipation processes. The generalized Langevin equation of the motion of the disk in the vertical direction is studied numerically, and the vertical displacements, velocities, and luminosities of the stochastically perturbed disks are explicitly obtained for both the Schwarzschild and the Kerr cases. The power spectral distribution of the disk luminosity is also obtained. As a possible astrophysical application of the formalism we investigate the possibility that the intra-day variability of the active galactic nuclei may be due to the stochastic disk instabilities. The perturbations due to colored/nontrivially correlated noise induce a complicated disk dynamics, which could explain some astrophysical observational features related to disk variability. (orig.)

Generalized Langevin equation with colored noise description of the stochastic oscillations of accretion disks

Energy Technology Data Exchange (ETDEWEB)

Harko, Tiberiu [University College London, Department of Mathematics, London (United Kingdom); Leung, Chun Sing [Polytechnic University, Department of Applied Mathematics, Hong Kong (China); Mocanu, Gabriela [Babes-Bolyai University, Faculty of Physics, Cluj-Napoca (Romania)

2014-05-15

We consider a description of the stochastic oscillations of the general relativistic accretion disks around compact astrophysical objects interacting with their external medium based on a generalized Langevin equation with colored noise and on the fluctuation-dissipation theorems. The former accounts for the general memory and retarded effects of the frictional force. The presence of the memory effects influences the response of the disk to external random interactions, and it modifies the dynamical behavior of the disk, as well as the energy dissipation processes. The generalized Langevin equation of the motion of the disk in the vertical direction is studied numerically, and the vertical displacements, velocities, and luminosities of the stochastically perturbed disks are explicitly obtained for both the Schwarzschild and the Kerr cases. The power spectral distribution of the disk luminosity is also obtained. As a possible astrophysical application of the formalism we investigate the possibility that the intra-day variability of the active galactic nuclei may be due to the stochastic disk instabilities. The perturbations due to colored/nontrivially correlated noise induce a complicated disk dynamics, which could explain some astrophysical observational features related to disk variability. (orig.)

Generalized Langevin equation with colored noise description of the stochastic oscillations of accretion disks

Science.gov (United States)

Harko, Tiberiu; Leung, Chun Sing; Mocanu, Gabriela

2014-05-01

We consider a description of the stochastic oscillations of the general relativistic accretion disks around compact astrophysical objects interacting with their external medium based on a generalized Langevin equation with colored noise and on the fluctuation-dissipation theorems. The former accounts for the general memory and retarded effects of the frictional force. The presence of the memory effects influences the response of the disk to external random interactions, and it modifies the dynamical behavior of the disk, as well as the energy dissipation processes. The generalized Langevin equation of the motion of the disk in the vertical direction is studied numerically, and the vertical displacements, velocities, and luminosities of the stochastically perturbed disks are explicitly obtained for both the Schwarzschild and the Kerr cases. The power spectral distribution of the disk luminosity is also obtained. As a possible astrophysical application of the formalism we investigate the possibility that the intra-day variability of the active galactic nuclei may be due to the stochastic disk instabilities. The perturbations due to colored/nontrivially correlated noise induce a complicated disk dynamics, which could explain some astrophysical observational features related to disk variability.

The Tacit-Explicit Dimension of the Learning of Mathematics: An Investigation Report

Science.gov (United States)

Frade, Cristina; Borges, Oto

2006-01-01

This paper reports on study that investigated the tacit-explicit dimension of the learning of mathematics. The study was carried out in a secondary school and consisted of an episode analysis related to a class discussion about the difference between plane figures and spatial figures. The data analysis was based on integration between some aspects…

Stochastic model of the near-to-injector spray formation assisted by a high-speed coaxial gas jet

Energy Technology Data Exchange (ETDEWEB)

Gorokhovski, M [Laboratoire de Mecanique des Fluides et d' Acoustique, CNRS-Ecole Centrale de Lyon-INSA Lyon-Universite Claude Bernard Lyon 1, 36 Avenue Guy de Collongue, 69131 Ecully Cedex (France); Jouanguy, J [Laboratoire de Mecanique de Lille, Ecole Centrale de Lille, Blvd Paul Langevin, 59655 Villeneuve d' Ascq Cedex (France); Chtab-Desportes, A [CD-adapco, 31 rue Delizy 93698 Pantin Cedex (France)], E-mail: mikhael.gorokhovski@ec-lyon.fr

2009-06-01

The stochastic model of spray formation in the vicinity of the air-blast atomizer has been described and assessed by comparison with measurements. In this model, the 3D configuration of a continuous liquid core is simulated by spatial trajectories of specifically introduced stochastic particles. The stochastic process is based on the assumption that due to a high Weber number, the exiting continuous liquid jet is depleted in the framework of statistical universalities of a cascade fragmentation under scaling symmetry. The parameters of the stochastic process have been determined according to observations from Lasheras's, Hopfinger's and Villermaux's scientific groups. The spray formation model, based on the computation of spatial distribution of the probability of finding the non-fragmented liquid jet in the near-to-injector region, is combined with the large-eddy simulation (LES) in the coaxial gas jet. Comparison with measurements reported in the literature for different values of the gas-to-liquid dynamic pressure ratio showed that the model predicts correctly the distribution of liquid in the close-to-injector region, the mean length of the liquid core, the spray angle and the typical size of droplets in the far field of spray.

Developing spatial biophysical accounting for multiple ecosystem services

NARCIS (Netherlands)

Remme, R.P.; Schroter, M.; Hein, L.G.

2014-01-01

Ecosystem accounting is receiving increasing interest as a way to systematically monitor the conditions of ecosystems and the ecosystem services they provide. A critical element of ecosystem accounting is understanding spatially explicit flows of ecosystem services. We developed spatial biophysical

Spatially Explicit Modelling of the Belgian Major Endurance Event 'The 100 km Dodentocht'.

Directory of Open Access Journals (Sweden)

Steffie Van Nieuland

Full Text Available 'The 100 km Dodentocht', which takes place annually and has its start in Bornem, Belgium, is a long distance march where participants have to cover a 100 km trail in at most 24 hours. The approximately 11 000 marchers per edition are tracked by making use of passive radio-frequency-identification (RFID. These tracking data were analyzed to build a spatially explicit marching model that gives insights into the dynamics of the event and allows to evaluate the effect of changes in the starting procedure of the event. For building the model, the empirical distribution functions (edf of the marching speeds at every section of the trail in between two consecutive checkpoints and of the checkpoints where marchers retire, are determined, taking into account age, gender, and marching speeds at previous sections. These distribution functions are then used to sample the consecutive speeds and retirement, and as such to simulate the times when individual marchers pass by the consecutive checkpoints. We concluded that the data-driven model simulates the event reliably. Furthermore, we tested three scenarios to reduce the crowdiness along the first part of the trail and in this way were able to conclude that either the start should be moved to a location outside the town center where the streets are at least 25% wider, or that the marchers should start in two groups at two different locations, and that these groups should ideally merge at about 20 km after the start. The crowdiness at the start might also be reduced by installing a bottleneck at the start in order to limit the number of marchers that can pass per unit of time. Consequently, the operating hours of the consecutive checkpoints would be longer. The developed framework can likewise be used to analyze and improve the operation of other endurance events if sufficient tracking data are available.

A spatially explicit model for the future progression of the current Haiti cholera epidemic

Science.gov (United States)

Bertuzzo, E.; Mari, L.; Righetto, L.; Gatto, M.; Casagrandi, R.; Rodriguez-Iturbe, I.; Rinaldo, A.

2011-12-01

As a major cholera epidemic progresses in Haiti, and the figures of the infection, up to July 2011, climb to 385,000 cases and 5,800 deaths, the development of general models to track and predict the evolution of the outbreak, so as to guide the allocation of medical supplies and staff, is gaining notable urgency. We propose here a spatially explicit epidemic model that accounts for the dynamics of susceptible and infected individuals as well as the redistribution of textit{Vibrio cholera}, the causative agent of the disease, among different human communities. In particular, we model two spreading pathways: the advection of pathogens through hydrologic connections and the dissemination due to human mobility described by means of a gravity-like model. To this end the country has been divided into hydrologic units based on drainage directions derived from a digital terrain model. Moreover the population of each unit has been estimated from census data downscaled to 1 km x 1 km resolution via remotely sensed geomorphological information (LandScan texttrademark project). The model directly account for the role of rainfall patterns in driving the seasonality of cholera outbreaks. The two main outbreaks in fact occurred during the rainy seasons (October and May) when extensive floodings severely worsened the sanitation conditions and, in turn, raised the risk of infection. The model capability to reproduce the spatiotemporal features of the epidemic up to date grants robustness to the foreseen future development. In this context, the duration of acquired immunity, a hotly debated topic in the scientific community, emerges as a controlling factor for progression of the epidemic in the near future. The framework presented here can straightforwardly be used to evaluate the effectiveness of alternative intervention strategies like mass vaccinations, clean water supply and educational campaigns, thus emerging as an essential component of the control of future cholera

Analytical study on the criticality of the stochastic optimal velocity model

International Nuclear Information System (INIS)

Kanai, Masahiro; Nishinari, Katsuhiro; Tokihiro, Tetsuji

2006-01-01

In recent works, we have proposed a stochastic cellular automaton model of traffic flow connecting two exactly solvable stochastic processes, i.e., the asymmetric simple exclusion process and the zero range process, with an additional parameter. It is also regarded as an extended version of the optimal velocity model, and moreover it shows particularly notable properties. In this paper, we report that when taking optimal velocity function to be a step function, all of the flux-density graph (i.e. the fundamental diagram) can be estimated. We first find that the fundamental diagram consists of two line segments resembling an inversed-λ form, and next identify their end-points from a microscopic behaviour of vehicles. It is notable that by using a microscopic parameter which indicates a driver's sensitivity to the traffic situation, we give an explicit formula for the critical point at which a traffic jam phase arises. We also compare these analytical results with those of the optimal velocity model, and point out the crucial differences between them

Improved estimation of hydraulic conductivity by combining stochastically simulated hydrofacies with geophysical data.

Science.gov (United States)

Zhu, Lin; Gong, Huili; Chen, Yun; Li, Xiaojuan; Chang, Xiang; Cui, Yijiao

2016-03-01

Hydraulic conductivity is a major parameter affecting the output accuracy of groundwater flow and transport models. The most commonly used semi-empirical formula for estimating conductivity is Kozeny-Carman equation. However, this method alone does not work well with heterogeneous strata. Two important parameters, grain size and porosity, often show spatial variations at different scales. This study proposes a method for estimating conductivity distributions by combining a stochastic hydrofacies model with geophysical methods. The Markov chain model with transition probability matrix was adopted to re-construct structures of hydrofacies for deriving spatial deposit information. The geophysical and hydro-chemical data were used to estimate the porosity distribution through the Archie's law. Results show that the stochastic simulated hydrofacies model reflects the sedimentary features with an average model accuracy of 78% in comparison with borehole log data in the Chaobai alluvial fan. The estimated conductivity is reasonable and of the same order of magnitude of the outcomes of the pumping tests. The conductivity distribution is consistent with the sedimentary distributions. This study provides more reliable spatial distributions of the hydraulic parameters for further numerical modeling.

Confinement and diffusion modulate bistability and stochastic switching in a reaction network with positive feedback

International Nuclear Information System (INIS)

Mlynarczyk, Paul J.; Pullen, Robert H.; Abel, Steven M.

2016-01-01

Positive feedback is a common feature in signal transduction networks and can lead to phenomena such as bistability and signal propagation by domain growth. Physical features of the cellular environment, such as spatial confinement and the mobility of proteins, play important but inadequately understood roles in shaping the behavior of signaling networks. Here, we use stochastic, spatially resolved kinetic Monte Carlo simulations to explore a positive feedback network as a function of system size, system shape, and mobility of molecules. We show that these physical properties can markedly alter characteristics of bistability and stochastic switching when compared with well-mixed simulations. Notably, systems of equal volume but different shapes can exhibit qualitatively different behaviors under otherwise identical conditions. We show that stochastic switching to a state maintained by positive feedback occurs by cluster formation and growth. Additionally, the frequency at which switching occurs depends nontrivially on the diffusion coefficient, which can promote or suppress switching relative to the well-mixed limit. Taken together, the results provide a framework for understanding how confinement and protein mobility influence emergent features of the positive feedback network by modulating molecular concentrations, diffusion-influenced rate parameters, and spatiotemporal correlations between molecules

Spatial equity analysis on expressway network development in Japan: Empirical approach using the spatial computable general equilibrium model RAEM-light

NARCIS (Netherlands)

Koike, A.; Tavasszy, L.; Sato, K.

2009-01-01

The authors apply the RAEM-Light model to analyze the distribution of social benefits from expressway network projects from the viewpoint of spatial equity. The RAEM-Light model has some innovative features. The spatial behavior of producers and consumers is explicitly described and is endogenously

Optimized Explicit Runge--Kutta Schemes for the Spectral Difference Method Applied to Wave Propagation Problems

KAUST Repository

Parsani, Matteo

2013-04-10

Explicit Runge--Kutta schemes with large stable step sizes are developed for integration of high-order spectral difference spatial discretizations on quadrilateral grids. The new schemes permit an effective time step that is substantially larger than the maximum admissible time step of standard explicit Runge--Kutta schemes available in the literature. Furthermore, they have a small principal error norm and admit a low-storage implementation. The advantages of the new schemes are demonstrated through application to the Euler equations and the linearized Euler equations.

Optimized Explicit Runge--Kutta Schemes for the Spectral Difference Method Applied to Wave Propagation Problems

KAUST Repository

Parsani, Matteo; Ketcheson, David I.; Deconinck, W.

2013-01-01

Explicit Runge--Kutta schemes with large stable step sizes are developed for integration of high-order spectral difference spatial discretizations on quadrilateral grids. The new schemes permit an effective time step that is substantially larger than the maximum admissible time step of standard explicit Runge--Kutta schemes available in the literature. Furthermore, they have a small principal error norm and admit a low-storage implementation. The advantages of the new schemes are demonstrated through application to the Euler equations and the linearized Euler equations.

Stochastic microstructure characterization and reconstruction via supervised learning

International Nuclear Information System (INIS)

Bostanabad, Ramin; Bui, Anh Tuan; Xie, Wei; Apley, Daniel W.; Chen, Wei

2016-01-01

Microstructure characterization and reconstruction have become indispensable parts of computational materials science. The main contribution of this paper is to introduce a general methodology for practical and efficient characterization and reconstruction of stochastic microstructures based on supervised learning. The methodology is general in that it can be applied to a broad range of microstructures (clustered, porous, and anisotropic). By treating the digitized microstructure image as a set of training data, we generically learn the stochastic nature of the microstructure via fitting a supervised learning model to it (we focus on classification trees). The fitted supervised learning model provides an implicit characterization of the joint distribution of the collection of pixel phases in the image. Based on this characterization, we propose two different approaches to efficiently reconstruct any number of statistically equivalent microstructure samples. We test the approach on five examples and show that the spatial dependencies within the microstructures are well preserved, as evaluated via correlation and lineal-path functions. The main advantages of our approach stem from having a compact empirically-learned model that characterizes the stochastic nature of the microstructure, which not only makes reconstruction more computationally efficient than existing methods, but also provides insight into morphological complexity.

Stochastic Turing Patterns: Analysis of Compartment-Based Approaches

KAUST Repository

Cao, Yang; Erban, Radek

2014-01-01

© 2014, Society for Mathematical Biology. Turing patterns can be observed in reaction-diffusion systems where chemical species have different diffusion constants. In recent years, several studies investigated the effects of noise on Turing patterns and showed that the parameter regimes, for which stochastic Turing patterns are observed, can be larger than the parameter regimes predicted by deterministic models, which are written in terms of partial differential equations (PDEs) for species concentrations. A common stochastic reaction-diffusion approach is written in terms of compartment-based (lattice-based) models, where the domain of interest is divided into artificial compartments and the number of molecules in each compartment is simulated. In this paper, the dependence of stochastic Turing patterns on the compartment size is investigated. It has previously been shown (for relatively simpler systems) that a modeler should not choose compartment sizes which are too small or too large, and that the optimal compartment size depends on the diffusion constant. Taking these results into account, we propose and study a compartment-based model of Turing patterns where each chemical species is described using a different set of compartments. It is shown that the parameter regions where spatial patterns form are different from the regions obtained by classical deterministic PDE-based models, but they are also different from the results obtained for the stochastic reaction-diffusion models which use a single set of compartments for all chemical species. In particular, it is argued that some previously reported results on the effect of noise on Turing patterns in biological systems need to be reinterpreted.

Stochastic Turing Patterns: Analysis of Compartment-Based Approaches

KAUST Repository

Cao, Yang

2014-11-25

© 2014, Society for Mathematical Biology. Turing patterns can be observed in reaction-diffusion systems where chemical species have different diffusion constants. In recent years, several studies investigated the effects of noise on Turing patterns and showed that the parameter regimes, for which stochastic Turing patterns are observed, can be larger than the parameter regimes predicted by deterministic models, which are written in terms of partial differential equations (PDEs) for species concentrations. A common stochastic reaction-diffusion approach is written in terms of compartment-based (lattice-based) models, where the domain of interest is divided into artificial compartments and the number of molecules in each compartment is simulated. In this paper, the dependence of stochastic Turing patterns on the compartment size is investigated. It has previously been shown (for relatively simpler systems) that a modeler should not choose compartment sizes which are too small or too large, and that the optimal compartment size depends on the diffusion constant. Taking these results into account, we propose and study a compartment-based model of Turing patterns where each chemical species is described using a different set of compartments. It is shown that the parameter regions where spatial patterns form are different from the regions obtained by classical deterministic PDE-based models, but they are also different from the results obtained for the stochastic reaction-diffusion models which use a single set of compartments for all chemical species. In particular, it is argued that some previously reported results on the effect of noise on Turing patterns in biological systems need to be reinterpreted.

Solving the problem of imaging resolution: stochastic multi-scale image fusion

Science.gov (United States)

Karsanina, Marina; Mallants, Dirk; Gilyazetdinova, Dina; Gerke, Kiril

2016-04-01

Structural features of porous materials define the majority of its physical properties, including water infiltration and redistribution, multi-phase flow (e.g. simultaneous water/air flow, gas exchange between biologically active soil root zone and atmosphere, etc.) and solute transport. To characterize soil and rock microstructure X-ray microtomography is extremely useful. However, as any other imaging technique, this one also has a significant drawback - a trade-off between sample size and resolution. The latter is a significant problem for multi-scale complex structures, especially such as soils and carbonates. Other imaging techniques, for example, SEM/FIB-SEM or X-ray macrotomography can be helpful in obtaining higher resolution or wider field of view. The ultimate goal is to create a single dataset containing information from all scales or to characterize such multi-scale structure. In this contribution we demonstrate a general solution for merging multiscale categorical spatial data into a single dataset using stochastic reconstructions with rescaled correlation functions. The versatility of the method is demonstrated by merging three images representing macro, micro and nanoscale spatial information on porous media structure. Images obtained by X-ray microtomography and scanning electron microscopy were fused into a single image with predefined resolution. The methodology is sufficiently generic for implementation of other stochastic reconstruction techniques, any number of scales, any number of material phases, and any number of images for a given scale. The methodology can be further used to assess effective properties of fused porous media images or to compress voluminous spatial datasets for efficient data storage. Potential practical applications of this method are abundant in soil science, hydrology and petroleum engineering, as well as other geosciences. This work was partially supported by RSF grant 14-17-00658 (X-ray microtomography study of shale

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

NARCIS (Netherlands)

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

2009-01-01

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

The interpolation method of stochastic functions and the stochastic variational principle

International Nuclear Information System (INIS)

Liu Xianbin; Chen Qiu

1993-01-01

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

Modeling the fate of nitrogen on the catchment scale using a spatially explicit hydro-biogeochemical simulation system

Science.gov (United States)

Klatt, S.; Butterbach-Bahl, K.; Kiese, R.; Haas, E.; Kraus, D.; Molina-Herrera, S. W.; Kraft, P.

2015-12-01

The continuous growth of the human population demands an equally growing supply for fresh water and food. As a result, available land for efficient agriculture is constantly diminishing which forces farmers to cultivate inferior croplands and intensify agricultural practices, e.g., increase the use of synthetic fertilizers. This intensification of marginal areas in particular will cause a dangerous rise in nitrate discharge into open waters or even drinking water resources. In order to reduce the amount of nitrate lost by surface runoff or lateral subsurface transport, bufferstrips have proved to be a valuable means. Current laws, however, promote rather static designs (i.e., width and usage) even though a multitude of factors, e.g., soil type, slope, vegetation and the nearby agricultural management, determines its effectiveness. We propose a spatially explicit modeling approach enabling to assess the effects of those factors on nitrate discharge from arable lands using the fully distributed hydrology model CMF coupled to the complex biogeochemical model LandscapeDNDC. Such a modeling scheme allows to observe the displacement of dissolved nutrients in both vertical and horizontal directions and serves to estimate both their uptake by the vegetated bufferstrip and loss to the environment. First results indicate a significant reduction of nitrate loss in the presence of a bufferstrip (2.5 m). We show effects induced by various buffer strip widths and plant cover on the nitrate retention.

Neutron stochastic transport theory with delayed neutrons

International Nuclear Information System (INIS)

Munoz-Cobo, J.L.; Verdu, G.

1987-01-01

From the stochastic transport theory with delayed neutrons, the Boltzmann transport equation with delayed neutrons for the average flux emerges in a natural way without recourse to any approximation. From this theory a general expression is obtained for the Feynman Y-function when delayed neutrons are included. The single mode approximation for the particular case of a subcritical assembly is developed, and it is shown that Y-function reduces to the familiar expression quoted in many books, when delayed neutrons are not considered, and spatial and source effects are not included. (author)

Model-based stochastic-deterministic State and Force Estimation using Kalman filtering with Application to Hanko-1 Channel Marker

OpenAIRE

Petersen, Øyvind Wiig

2014-01-01

Force identification in structural dynamics is an inverse problem concerned with finding loads from measured structural response. The main objective of this thesis is to perform and study state (displacement and velocity) and force estimation by Kalman filtering. Theory on optimal control and state-space models are presented, adapted to linear structural dynamics. Accommodation for measurement noise and model inaccuracies are attained by stochastic-deterministic coupling. Explicit requirem...

Accounting for the Decreasing Reaction Potential of Heterogeneous Aquifers in a Stochastic Framework of Aquifer-Scale Reactive Transport

Science.gov (United States)

Loschko, Matthias; Wöhling, Thomas; Rudolph, David L.; Cirpka, Olaf A.

2018-01-01

Many groundwater contaminants react with components of the aquifer matrix, causing a depletion of the aquifer's reactivity with time. We discuss conceptual simplifications of reactive transport that allow the implementation of a decreasing reaction potential in reactive-transport simulations in chemically and hydraulically heterogeneous aquifers without relying on a fully explicit description. We replace spatial coordinates by travel-times and use the concept of relative reactivity, which represents the reaction-partner supply from the matrix relative to a reference. Microorganisms facilitating the reactions are not explicitly modeled. Solute mixing is neglected. Streamlines, obtained by particle tracking, are discretized in travel-time increments with variable content of reaction partners in the matrix. As exemplary reactive system, we consider aerobic respiration and denitrification with simplified reaction equations: Dissolved oxygen undergoes conditional zero-order decay, nitrate follows first-order decay, which is inhibited in the presence of dissolved oxygen. Both reactions deplete the bioavailable organic carbon of the matrix, which in turn determines the relative reactivity. These simplifications reduce the computational effort, facilitating stochastic simulations of reactive transport on the aquifer scale. In a one-dimensional test case with a more detailed description of the reactions, we derive a potential relationship between the bioavailable organic-carbon content and the relative reactivity. In a three-dimensional steady-state test case, we use the simplified model to calculate the decreasing denitrification potential of an artificial aquifer over 200 years in an ensemble of 200 members. We demonstrate that the uncertainty in predicting the nitrate breakthrough in a heterogeneous aquifer decreases with increasing scale of observation.

Stochastic thermodynamics

Science.gov (United States)

Eichhorn, Ralf; Aurell, Erik

2014-04-01

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

A stochastic cloud model for cloud and ozone retrievals from UV measurements

International Nuclear Information System (INIS)

Efremenko, Dmitry S.; Schüssler, Olena; Doicu, Adrian; Loyola, Diego

2016-01-01

The new generation of satellite instruments provides measurements in and around the Oxygen A-band on a global basis and with a relatively high spatial resolution. These data are commonly used for the determination of cloud properties. A stochastic model and radiative transfer model, previously developed by the authors, is used as the forward model component in retrievals of cloud parameters and ozone total and partial columns. The cloud retrieval algorithm combines local and global optimization routines, and yields a retrieval accuracy of about 1% and a fast computational time. Retrieved parameters are the cloud optical thickness and the cloud-top height. It was found that the use of the independent pixel approximation instead of the stochastic cloud model leads to large errors in the retrieved cloud parameters, as well as, in the retrieved ozone height resolved partial columns. The latter can be reduced by using the stochastic cloud model to compute the optimal value of the regularization parameter in the framework of Tikhonov regularization. - Highlights: • A stochastic radiative transfer model for retrieving clouds/ozone is designed. • Errors of independent pixel approximation (IPA) for O3 total column are small. • The error of IPA for ozone profile retrieval may become large. • The use of stochastic model reduces the error of ozone profile retrieval.

Optimized low-order explicit Runge-Kutta schemes for high- order spectral difference method

KAUST Repository

Parsani, Matteo

2012-01-01

Optimal explicit Runge-Kutta (ERK) schemes with large stable step sizes are developed for method-of-lines discretizations based on the spectral difference (SD) spatial discretization on quadrilateral grids. These methods involve many stages and provide the optimal linearly stable time step for a prescribed SD spectrum and the minimum leading truncation error coefficient, while admitting a low-storage implementation. Using a large number of stages, the new ERK schemes lead to efficiency improvements larger than 60% over standard ERK schemes for 4th- and 5th-order spatial discretization.

From stochastic processes to numerical methods: A new scheme for solving reaction subdiffusion fractional partial differential equations

Energy Technology Data Exchange (ETDEWEB)

Angstmann, C.N.; Donnelly, I.C. [School of Mathematics and Statistics, UNSW Australia, Sydney NSW 2052 (Australia); Henry, B.I., E-mail: B.Henry@unsw.edu.au [School of Mathematics and Statistics, UNSW Australia, Sydney NSW 2052 (Australia); Jacobs, B.A. [School of Computer Science and Applied Mathematics, University of the Witwatersrand, Johannesburg, Private Bag 3, Wits 2050 (South Africa); DST–NRF Centre of Excellence in Mathematical and Statistical Sciences (CoE-MaSS) (South Africa); Langlands, T.A.M. [Department of Mathematics and Computing, University of Southern Queensland, Toowoomba QLD 4350 (Australia); Nichols, J.A. [School of Mathematics and Statistics, UNSW Australia, Sydney NSW 2052 (Australia)

2016-02-15

We have introduced a new explicit numerical method, based on a discrete stochastic process, for solving a class of fractional partial differential equations that model reaction subdiffusion. The scheme is derived from the master equations for the evolution of the probability density of a sum of discrete time random walks. We show that the diffusion limit of the master equations recovers the fractional partial differential equation of interest. This limiting procedure guarantees the consistency of the numerical scheme. The positivity of the solution and stability results are simply obtained, provided that the underlying process is well posed. We also show that the method can be applied to standard reaction–diffusion equations. This work highlights the broader applicability of using discrete stochastic processes to provide numerical schemes for partial differential equations, including fractional partial differential equations.

Equilibrium Investment Strategy for DC Pension Plan with Inflation and Stochastic Income under Heston’s SV Model

Directory of Open Access Journals (Sweden)

Jingyun Sun

2016-01-01

Full Text Available We consider a portfolio selection problem for a defined contribution (DC pension plan under the mean-variance criteria. We take into account the inflation risk and assume that the salary income process of the pension plan member is stochastic. Furthermore, the financial market consists of a risk-free asset, an inflation-linked bond, and a risky asset with Heston’s stochastic volatility (SV. Under the framework of game theory, we derive two extended Hamilton-Jacobi-Bellman (HJB equations systems and give the corresponding verification theorems in both the periods of accumulation and distribution of the DC pension plan. The explicit expressions of the equilibrium investment strategies, corresponding equilibrium value functions, and the efficient frontiers are also obtained. Finally, some numerical simulations and sensitivity analysis are presented to verify our theoretical results.

Portfolio Optimization with Stochastic Dividends and Stochastic Volatility

Science.gov (United States)

Varga, Katherine Yvonne

2015-01-01

We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…

Effects of intrinsic stochasticity on delayed reaction-diffusion patterning systems

KAUST Repository

Woolley, Thomas E.; Baker, Ruth E.; Gaffney, Eamonn A.; Maini, Philip K.; Seirin-Lee, Sungrim

2012-01-01

Cellular gene expression is a complex process involving many steps, including the transcription of DNA and translation of mRNA; hence the synthesis of proteins requires a considerable amount of time, from ten minutes to several hours. Since diffusion-driven instability has been observed to be sensitive to perturbations in kinetic delays, the application of Turing patterning mechanisms to the problem of producing spatially heterogeneous differential gene expression has been questioned. In deterministic systems a small delay in the reactions can cause a large increase in the time it takes a system to pattern. Recently, it has been observed that in undelayed systems intrinsic stochasticity can cause pattern initiation to occur earlier than in the analogous deterministic simulations. Here we are interested in adding both stochasticity and delays to Turing systems in order to assess whether stochasticity can reduce the patterning time scale in delayed Turing systems. As analytical insights to this problem are difficult to attain and often limited in their use, we focus on stochastically simulating delayed systems. We consider four different Turing systems and two different forms of delay. Our results are mixed and lead to the conclusion that, although the sensitivity to delays in the Turing mechanism is not completely removed by the addition of intrinsic noise, the effects of the delays are clearly ameliorated in certain specific cases. © 2012 American Physical Society.

Effects of intrinsic stochasticity on delayed reaction-diffusion patterning systems

KAUST Repository

Woolley, Thomas E.

2012-05-22

Cellular gene expression is a complex process involving many steps, including the transcription of DNA and translation of mRNA; hence the synthesis of proteins requires a considerable amount of time, from ten minutes to several hours. Since diffusion-driven instability has been observed to be sensitive to perturbations in kinetic delays, the application of Turing patterning mechanisms to the problem of producing spatially heterogeneous differential gene expression has been questioned. In deterministic systems a small delay in the reactions can cause a large increase in the time it takes a system to pattern. Recently, it has been observed that in undelayed systems intrinsic stochasticity can cause pattern initiation to occur earlier than in the analogous deterministic simulations. Here we are interested in adding both stochasticity and delays to Turing systems in order to assess whether stochasticity can reduce the patterning time scale in delayed Turing systems. As analytical insights to this problem are difficult to attain and often limited in their use, we focus on stochastically simulating delayed systems. We consider four different Turing systems and two different forms of delay. Our results are mixed and lead to the conclusion that, although the sensitivity to delays in the Turing mechanism is not completely removed by the addition of intrinsic noise, the effects of the delays are clearly ameliorated in certain specific cases. © 2012 American Physical Society.

Nonlinear Stochastic Analysis of Subharmonic Response of a Shallow Cable

DEFF Research Database (Denmark)

Zhou, Q.; Stærdahl, Jesper Winther; Nielsen, Søren R.K.

2007-01-01

and stochastic subharmonic response is demonstrated upon comparison with a more involved model based on a spatial finite difference discretization of the full nonlinear partial differential equations of the cable. Since the stochastic response quantities are obtained by Monte Carlo simulation, which is extremely...... time-consuming for the finite difference model, most of the results are next based on the reduced model. Under harmonical varying support point motions the stable subharmonic motion consists of a harmonically varying component in the equilibrium plane and a large subharmonic out-of-plane component...... subharmonic response component is also present in the static equilibrium plane. Further, the time variation of the envelope process of the narrow-banded chordwise elongation process tends to enhance chaotic behaviour of the subharmonic response, which is detectable via extreme sensitivity on the initial...

Emerging of Stochastic Dynamical Equalities and Steady State Thermodynamics from Darwinian Dynamics

International Nuclear Information System (INIS)

Ao, P.

2008-01-01

The evolutionary dynamics first conceived by Darwin and Wallace, referring to as Darwinian dynamics in the present paper, has been found to be universally valid in biology. The statistical mechanics and thermodynamics, while enormous successful in physics, have been in an awkward situation of wanting a consistent dynamical understanding. Here we present from a formal point of view an exploration of the connection between thermodynamics and Darwinian dynamics and a few related topics. We first show that the stochasticity in Darwinian dynamics implies the existence temperature, hence the canonical distribution of Boltzmann-Gibbs type. In term of relative entropy the Second Law of thermodynamics is dynamically demonstrated without detailed balance condition, and is valid regardless of size of the system. In particular, the dynamical component responsible for breaking detailed balance condition does not contribute to the change of the relative entropy. Two types of stochastic dynamical equalities of current interest are explicitly discussed in the present approach: One is based on Feynman-Kac formula and another is a generalization of Einstein relation. Both are directly accessible to experimental tests. Our demonstration indicates that Darwinian dynamics represents logically a simple and straightforward starting point for statistical mechanics and thermodynamics and is complementary to and consistent with conservative dynamics that dominates the physical sciences. Present exploration suggests the existence of a unified stochastic dynamical framework both near and far from equilibrium

An explicit MOT-TDVIE scheme for analyzing electromagnetic field interactions on nonlinear scatterers

KAUST Repository

Ulku, Huseyin Arda

2015-02-01

An explicit marching on-in-time (MOT) based time domain electric field volume integral equation (TDVIE) solver for characterizing electromagnetic wave interactions on scatterers with nonlinear material properties is proposed. Discretization of the unknown electric field intensity and flux density is carried out by half and full Schaubert-Wilton-Glisson basis functions, respectively. Coupled system of spatially discretized TDVIE and the nonlinear constitutive relation between the field intensity and the flux density is integrated in time to compute the samples of the unknowns. An explicit PE(CE)m scheme is used for this purpose. Explicitness allows for \\'easy\\' incorporation of the nonlinearity as a function only to be evaluated on the right hand side of the coupled system of equations. A numerical example that demonstrates the applicability of the proposed MOT scheme to analyzing electromagnetic interactions on Kerr-nonlinear scatterers is presented. © 2015 IEEE.

A measure theoretical approach to quantum stochastic processes

CERN Document Server

Von Waldenfels, Wilhelm

2014-01-01

This monograph takes as starting point that abstract quantum stochastic processes can be understood as a quantum field theory in one space and in one time coordinate. As a result it is appropriate to represent operators as power series of creation and annihilation operators in normal-ordered form, which can be achieved using classical measure theory. Considering in detail four basic examples (e.g. a two-level atom coupled to a heat bath of oscillators), in each case the Hamiltonian of the associated one-parameter strongly continuous group is determined and the spectral decomposition is explicitly calculated in the form of generalized eigen-vectors. Advanced topics include the theory of the Hudson-Parthasarathy equation and the amplified oscillator problem. To that end, a chapter on white noise calculus has also been included.

Spatial distribution and optimal harvesting of an age-structured population in a fluctuating environment.

Science.gov (United States)

Engen, Steinar; Lee, Aline Magdalena; Sæther, Bernt-Erik

2018-02-01

We analyze a spatial age-structured model with density regulation, age specific dispersal, stochasticity in vital rates and proportional harvesting. We include two age classes, juveniles and adults, where juveniles are subject to logistic density dependence. There are environmental stochastic effects with arbitrary spatial scales on all birth and death rates, and individuals of both age classes are subject to density independent dispersal with given rates and specified distributions of dispersal distances. We show how to simulate the joint density fields of the age classes and derive results for the spatial scales of all spatial autocovariance functions for densities. A general result is that the squared scale has an additive term equal to the squared scale of the environmental noise, corresponding to the Moran effect, as well as additive terms proportional to the dispersal rate and variance of dispersal distance for the age classes and approximately inversely proportional to the strength of density regulation. We show that the optimal harvesting strategy in the deterministic case is to harvest only juveniles when their relative value (e.g. financial) is large, and otherwise only adults. With increasing environmental stochasticity there is an interval of increasing length of values of juveniles relative to adults where both age classes should be harvested. Harvesting generally tends to increase all spatial scales of the autocovariances of densities. Copyright © 2017. Published by Elsevier Inc.

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

KAUST Repository

Loizou, Nicolas

2017-12-27

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

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

KAUST Repository

Loizou, Nicolas; Richtarik, Peter

2017-01-01

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

Porters versus rowers: a unified stochastic model of motor proteins.

Science.gov (United States)

Leibler, S; Huse, D A

1993-06-01

We present a general phenomenological theory for chemical to mechanical energy transduction by motor enzymes which is based on the classical "tight-coupling" mechanism. The associated minimal stochastic model takes explicitly into account both ATP hydrolysis and thermal noise effects. It provides expressions for the hydrolysis rate and the sliding velocity, as functions of the ATP concentration and the number of motor enzymes. It explains in a unified way many results of recent in vitro motility assays. More importantly, the theory provides a natural classification scheme for the motors: it correlates the biochemical and mechanical differences between "porters" such as cellular kinesins or dyneins, and "rowers" such as muscular myosins or flagellar dyneins.

Analysis of Stochastic Radio Channels with Temporal Birth-Death Dynamics

DEFF Research Database (Denmark)

Jakobsen, Morten Lomholt; Pedersen, Troels; Fleury, Bernard Henri

2014-01-01

). The proof of this result is a consequence of the point process perspective, in particular by circumventing enumeration issues arising from the use of integer-indexed path components in traditional channel modeling approaches. The practical importance of being able to analytically characterize the birth......, with the underlying stochastic birth-death mechanism governed by two facilitating assumptions. Well-known analytical properties of this class of channel models are reestablished by simple arguments and several new results are derived. The primary tool used to obtain these results is Campbell's Theorem which enables......-death channel models is clearly evidenced, e.g., by the fact that key parameters enter explicitly in measurable quantities such as the power-delay profile....

Stochastic neuron models

CERN Document Server

Greenwood, Priscilla E

2016-01-01

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

Plasma transport in stochastic magnetic fields. III. Kinetics of test-particle diffusion

International Nuclear Information System (INIS)

Krommes, J.A.; Oberman, C.; Kleva, R.G.

1982-07-01

A discussion is given of test particle transport in the presence of specified stochastic magnetic fields, with particular emphasis on the collisional limit. Certain paradoxes and inconsistencies in the literature regarding the form of the scaling laws are resolved by carefully distinguishing a number of physically distinct correlation lengths, and thus by identifying several collisional subregimes. The common procedure of averaging the conventional fluid equations over the statistics of a random field is shown to fail in some important cases because of breakdown of the Chapman-Enskog ordering in the presence of a stochastic field component with short autocorrelation length. A modified perturbation theory is introduced which leads to a Kubo-like formula valid in all collisionality regimes. The direct-interaction approximation is shown to fail in the interesting limit in which the orbit exponentiation length L/sub K/ appears explicitly. A higher order renormalized kinetic theory in which L/sub K/ appears naturally is discussed and used to rederive more systematically the results of the heuristic scaling arguments

Stochastic tools in turbulence

CERN Document Server

Lumey, John L

2012-01-01

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

Front propagation and effect of memory in stochastic desertification models with an absorbing state

Science.gov (United States)

Herman, Dor; Shnerb, Nadav M.

2017-08-01

Desertification in dryland ecosystems is considered to be a major environmental threat that may lead to devastating consequences. The concern increases when the system admits two alternative steady states and the transition is abrupt and irreversible (catastrophic shift). However, recent studies show that the inherent stochasticity of the birth-death process, when superimposed on the presence of an absorbing state, may lead to a continuous (second order) transition even if the deterministic dynamics supports a catastrophic transition. Following these works we present here a numerical study of a one-dimensional stochastic desertification model, where the deterministic predictions are confronted with the observed dynamics. Our results suggest that a stochastic spatial system allows for a propagating front only when its active phase invades the inactive (desert) one. In the extinction phase one observes transient front propagation followed by a global collapse. In the presence of a seed bank the vegetation state is shown to be more robust against demographic stochasticity, but the transition in that case still belongs to the directed percolation equivalence class.

The position of place in governing global problems: A mechanistic account of place-as-context, and analysis of transitions towards spatially explicit approaches to climate science and policy

International Nuclear Information System (INIS)

MacGillivray, Brian H.

2015-01-01

Highlights: • Place is a central yet undertheorised concept within sustainability science. • Introduces an account of place as the context in which social and environmental mechanisms operate. • Uses this account to critique historical aspatial approaches to climate science and policy. • Traces out shifts towards spatially explicit approaches to climate governance. • A focus on place, heterogeneity, and context maximizes the credibility and policy-relevance of climate science. - Abstract: Place is a central concept within the sustainability sciences, yet it remains somewhat undertheorised, and its relationship to generalisation and scale is unclear. Here, we develop a mechanistic account of place as the fundamental context in which social and environmental mechanisms operate. It is premised on the view that the social and environmental sciences are typically concerned with causal processes and their interaction with context, rather than with a search for laws. We deploy our mechanistic account to critique the neglect of place that characterised the early stages of climate governance, ranging from the highly idealised general circulation and integrated assessment models used to analyze climate change, to the global institutions and technologies designed to manage it. We implicate this neglect of place in the limited progress in tackling climate change in both public and policy spheres, before tracing out recent shifts towards more spatially explicit approaches to climate change science and policy-making. These shifts reflect a move towards an ontology which acknowledges that even where causal drivers are in a sense global in nature (e.g. atmospheric levels of greenhouse gases), their impacts are often mediated through variables that are spatially clustered at multiple scales, moderated by contextual features of the local environment, and interact with the presence of other (localised) stressors in synergistic rather than additive ways. We conclude that a

Open space preservation, property value, and optimal spatial configuration

Science.gov (United States)

Yong Jiang; Stephen K. Swallow

2007-01-01

The public has increasingly demonstrated a strong support for open space preservation. How to finance the socially efficient level of open space with the optimal spatial structure is of high policy relevance to local governments. In this study, we developed a spatially explicit open space model to help identify the socially optimal amount and optimal spatial...

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

Science.gov (United States)

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

2016-04-07

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

Bayesian Spatial Modelling with R-INLA

Directory of Open Access Journals (Sweden)

Finn Lindgren

2015-02-01

Full Text Available The principles behind the interface to continuous domain spatial models in the R- INLA software package for R are described. The integrated nested Laplace approximation (INLA approach proposed by Rue, Martino, and Chopin (2009 is a computationally effective alternative to MCMC for Bayesian inference. INLA is designed for latent Gaussian models, a very wide and flexible class of models ranging from (generalized linear mixed to spatial and spatio-temporal models. Combined with the stochastic partial differential equation approach (SPDE, Lindgren, Rue, and Lindstrm 2011, one can accommodate all kinds of geographically referenced data, including areal and geostatistical ones, as well as spatial point process data. The implementation interface covers stationary spatial mod- els, non-stationary spatial models, and also spatio-temporal models, and is applicable in epidemiology, ecology, environmental risk assessment, as well as general geostatistics.

Stochastic processes in cell biology

CERN Document Server

Bressloff, Paul C

2014-01-01

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

Implicit and explicit schemes for mass consistency preservation in hybrid particle/finite-volume algorithms for turbulent reactive flows

International Nuclear Information System (INIS)

Popov, Pavel P.; Pope, Stephen B.

2014-01-01

This work addresses the issue of particle mass consistency in Large Eddy Simulation/Probability Density Function (LES/PDF) methods for turbulent reactive flows. Numerical schemes for the implicit and explicit enforcement of particle mass consistency (PMC) are introduced, and their performance is examined in a representative LES/PDF application, namely the Sandia–Sydney Bluff-Body flame HM1. A new combination of interpolation schemes for velocity and scalar fields is found to better satisfy PMC than multilinear and fourth-order Lagrangian interpolation. A second-order accurate time-stepping scheme for stochastic differential equations (SDE) is found to improve PMC relative to Euler time stepping, which is the first time that a second-order scheme is found to be beneficial, when compared to a first-order scheme, in an LES/PDF application. An explicit corrective velocity scheme for PMC enforcement is introduced, and its parameters optimized to enforce a specified PMC criterion with minimal corrective velocity magnitudes

Spatially explicit modeling of particulate nutrient flux in Large global rivers

Science.gov (United States)

Cohen, S.; Kettner, A.; Mayorga, E.; Harrison, J. A.

2017-12-01

Water, sediment, nutrient and carbon fluxes along river networks have undergone considerable alterations in response to anthropogenic and climatic changes, with significant consequences to infrastructure, agriculture, water security, ecology and geomorphology worldwide. However, in a global setting, these changes in fluvial fluxes and their spatial and temporal characteristics are poorly constrained, due to the limited availability of continuous and long-term observations. We present results from a new global-scale particulate modeling framework (WBMsedNEWS) that combines the Global NEWS watershed nutrient export model with the spatially distributed WBMsed water and sediment model. We compare the model predictions against multiple observational datasets. The results indicate that the model is able to accurately predict particulate nutrient (Nitrogen, Phosphorus and Organic Carbon) fluxes on an annual time scale. Analysis of intra-basin nutrient dynamics and fluxes to global oceans is presented.

Correlative Stochastic Optical Reconstruction Microscopy and Electron Microscopy

Science.gov (United States)

Kim, Doory; Deerinck, Thomas J.; Sigal, Yaron M.; Babcock, Hazen P.; Ellisman, Mark H.; Zhuang, Xiaowei

2015-01-01

Correlative fluorescence light microscopy and electron microscopy allows the imaging of spatial distributions of specific biomolecules in the context of cellular ultrastructure. Recent development of super-resolution fluorescence microscopy allows the location of molecules to be determined with nanometer-scale spatial resolution. However, correlative super-resolution fluorescence microscopy and electron microscopy (EM) still remains challenging because the optimal specimen preparation and imaging conditions for super-resolution fluorescence microscopy and EM are often not compatible. Here, we have developed several experiment protocols for correlative stochastic optical reconstruction microscopy (STORM) and EM methods, both for un-embedded samples by applying EM-specific sample preparations after STORM imaging and for embedded and sectioned samples by optimizing the fluorescence under EM fixation, staining and embedding conditions. We demonstrated these methods using a variety of cellular targets. PMID:25874453

Spatially explicit genetic structure in the freshwater sponge Ephydatia fluviatilis (Linnaeus, 1759 within the framework of the monopolisation hypothesis

Directory of Open Access Journals (Sweden)

Livia Lucentini

2013-02-01

Full Text Available An apparent paradox is known for crustaceans, rotifers and bryozoans living in inland small water bodies: a potential for wide distribution due to the presence of resting stages is coupled with marked genetic differences between nearby water bodies, with enclave distributions masking clear phylogeographic patterns. According to the monopolisation hypothesis, this is due to the accumulation of resting stages, monopolising each water body. Freshwater sponges could represent a useful system to assess the generality of the mo- nopolisation hypothesis: these organisms i live in the same habitats as crustaceans, rotifers and bryozoans, ii produce resting stages that can accumulate, and iii have indeed a wide distribution. Currently, no studies on spatially explicit genetic differentiation on fresh- water sponges are available. The aim of the present study is to provide additional empirical evidence in support of the generality of the scenario for small aquatic animals with resting stages by analysing genetic diversity at different spatial scales for an additional model system, the freshwater sponge ephydatia fluviatilis (Linnaeus, 1759. We expected that system genetic variability would follow enclave distributions, no clear phylogeographical patterns would be present, and nearby unconnected water bodies would show markedly different populations for this new model too. We analysed the ribosomal internal transcribed spacer regions 5.8S-ITS2-28S, the D3 domain of 28S subunit, the mitochondrial Cytochrome c Oxidase I (COI and ten specific microsatellite markers of nine Italian and one Hungarian populations. Mitochondrial and nuclear sequences showed no or very low genetic polymorphism, whereas high levels of differentiation among populations and a significant polymorphism were observed using microsatellites. Microsatellite loci also showed a high proportion of private alleles for each population and an overall correlation between geographic and genetic

Stochastic pump effect and geometric phases in dissipative and stochastic systems

Energy Technology Data Exchange (ETDEWEB)

Sinitsyn, Nikolai [Los Alamos National Laboratory

2008-01-01

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

How noise and coupling influence leading indicators of population extinction in a spatially extended ecological system.

Science.gov (United States)

O'Regan, Suzanne M

2018-12-01

Anticipating critical transitions in spatially extended systems is a key topic of interest to ecologists. Gradually declining metapopulations are an important example of a spatially extended biological system that may exhibit a critical transition. Theory for spatially extended systems approaching extinction that accounts for environmental stochasticity and coupling is currently lacking. Here, we develop spatially implicit two-patch models with additive and multiplicative forms of environmental stochasticity that are slowly forced through population collapse, through changing environmental conditions. We derive patch-specific expressions for candidate indicators of extinction and test their performance via a simulation study. Coupling and spatial heterogeneities decrease the magnitude of the proposed indicators in coupled populations relative to isolated populations, and the noise regime and the degree of coupling together determine trends in summary statistics. This theory may be readily applied to other spatially extended ecological systems, such as coupled infectious disease systems on the verge of elimination.

Spatial Contiguity and Incidental Learning in Multimedia Environments

Science.gov (United States)

Paek, Seungoh; Hoffman, Daniel L.; Saravanos, Antonios

2017-01-01

Drawing on dual-process theories of cognitive function, the degree to which spatial contiguity influences incidental learning outcomes was examined. It was hypothesized that spatial contiguity would mediate what was learned even in the absence of an explicit learning goal. To test this hypothesis, 149 adults completed a multimedia-related task…

The kinetic theory and stability of a stochastic plasma with respect to low frequency perturbations and magnetospheric convection

International Nuclear Information System (INIS)

Hurricane, O.A.

1994-09-01

In this dissertation, a new linear Vlasov kinetic theory is developed for calculating the plasma response to perturbing electromagnetic fields in cases where the particle dynamics are stochastic; for modes with frequencies less than the typical particle bounce frequency. A variational form is arrived at which allows one to properly perform a stability analysis for a stochastic plasma. In the case of stochastic dynamics, the authors demonstrate that the plasma responds to the flux tube volume average of the perturbing potentials as opposed to the usual case of adiabatic dynamics where plasma responds to the bounce average of the perturbed potentials. They show that for the stochastic plasma, the kinetic variational form maps into the Bernstein energy principle if the perturbation frequency is large compared to all drift frequencies, the perpendicular wavelength is large compared to the Larmor radius, and vanishing of the potentials associated with the parallel electric field are all assumed. By explicit minimization of the energy principle, it is established that the stochastic plasma is always less stable than an adiabatic plasma. Lastly, the effect of strictly enforcing the quasi-neutrality (QN) condition upon a gyro-kinetic type stability analysis is explored. From simple mathematical considerations, it is shown that when the QN condition is imposed convective type modes that are equipotentials along magnetic field lines are created that alter the stability properties of the plasma. The pertinent modifications to the Bernstein energy principle are given

Pan-European stochastic flood event set

Science.gov (United States)

Kadlec, Martin; Pinto, Joaquim G.; He, Yi; Punčochář, Petr; Kelemen, Fanni D.; Manful, Desmond; Palán, Ladislav

2017-04-01

predictands. Finally, the transfer functions are applied to a large ensemble of GCM simulations with forcing corresponding to present day climate conditions to generate highly resolved stochastic time series of precipitation and temperature for several thousand years. These time series form the input for the rainfall-runoff model developed by the UEA team. It is a spatially distributed model adapted from the HBV model and will be calibrated for individual basins using historical discharge data. The calibrated model will be driven by the precipitation time series generated by the KIT team to simulate discharges at a daily time step. The uncertainties in the simulated discharges will be analysed using multiple model parameter sets. A number of statistical methods will be used to assess return periods, changes in the magnitudes, changes in the characteristics of floods such as time base and time to peak, and spatial correlations of large flood events. The Pan-European flood stochastic event set will permit a better view of flood risk for market applications.

A spatially explicit estimate of the prewhaling abundance of the endangered North Atlantic right whale.

Science.gov (United States)

Monsarrat, Sophie; Pennino, M Grazia; Smith, Tim D; Reeves, Randall R; Meynard, Christine N; Kaplan, David M; Rodrigues, Ana S L

2016-08-01

The North Atlantic right whale (NARW) (Eubalaena glacialis) is one of the world's most threatened whales. It came close to extinction after nearly a millennium of exploitation and currently persists as a population of only approximately 500 individuals. Setting appropriate conservation targets for this species requires an understanding of its historical population size, as a baseline for measuring levels of depletion and progress toward recovery. This is made difficult by the scarcity of records over this species' long whaling history. We sought to estimate the preexploitation population size of the North Atlantic right whale and understand how this species was distributed across its range. We used a spatially explicit data set on historical catches of North Pacific right whales (NPRWs) (Eubalaena japonica) to model the relationship between right whale relative density and the environment during the summer feeding season. Assuming the 2 right whale species select similar environments, we projected this model to the North Atlantic to predict how the relative abundance of NARWs varied across their range. We calibrated these relative abundances with estimates of the NPRW total prewhaling population size to obtain high and low estimates for the overall NARW population size prior to exploitation. The model predicted 9,075-21,328 right whales in the North Atlantic. The current NARW population is thus <6% of the historical North Atlantic carrying capacity and has enormous potential for recovery. According to the model, in June-September NARWs concentrated in 2 main feeding areas: east of the Grand Banks of Newfoundland and in the Norwegian Sea. These 2 areas may become important in the future as feeding grounds and may already be used more regularly by this endangered species than is thought. © 2015 Society for Conservation Biology.

Spatially explicit assessment of ecosystem services in China's Loess Plateau: Patterns, interactions, drivers, and implications

Science.gov (United States)

Jiang, Chong; Zhang, Haiyan; Zhang, Zhidong

2018-02-01

Human demands for natural resources have significantly changed the natural landscape and induced ecological degradation and associated ecosystem services. An understanding of the patterns, interactions, and drivers of ecosystem services is essential for the ecosystem management and guiding targeted land use policy-making. The Losses Plateau (LP) provides ecosystem services including the carbon sequestration and soil retention, and exerts tremendous impacts on the midstream and downstream of the Yellow River. Three dominant ecosystem services between 2000 and 2012 within the LP were presented based on multiple source datasets and biophysical models. In addition, paired ecosystem services interactions were quantified using the correlation analysis and constraint line approach. The main conclusions are as follows. It was observed that the warming and wetting climate and ecological program jointly promoted the vegetation growth and carbon sequestration. The increasing precipitation throughout 2000-2012 was related to the soil retention and hydrological regulation fluctuations. The vegetation restoration played a positive role in the soil retention enhancement, thus substantially reduced water and sediment yields. The relationships between ecosystem services were not only correlations (tradeoffs or synergies), but rather constraint effects. The constraint effects between the three paired ecosystem services could be classified as the negative convex (carbon sequestration vs. hydrological regulation) and hump-shaped (soil retention vs. carbon sequestration and soil retention vs. hydrological regulation), and the coefficients of determination for the entire LP were 0.78, 0.84, and 0.65, respectively. In the LP, the rainfall (water availability) was the key constraint factor that affected the relationships between the paired ecosystem services. The spatially explicit mapping of ecosystem services and interaction analyses utilizing constraint line approach enriched the

Extinction of mammalian populations in conservation units of the Brazilian Cerrado by inbreeding depression in stochastic environments

OpenAIRE

Silva, Marcel Müller Fernandes Pereira da; Diniz-Filho, José Alexandre Felizola

2008-01-01

Despite methodological and theoretical advances in conservation genetics, data on genetic variation on broad regional spatial scales are still scarce, leading conservation planners to use general heuristic or simulation models for an integrated analysis of genetic, demographic and landscape parameters. Here, we extended previous results by evaluating spatial patterns of extinction by inbreeding depression under stochastic variation of environments for mammalian populations in 31 conservation ...

Stochastic simulation of biological reactions, and its applications for studying actin polymerization.

Science.gov (United States)

Ichikawa, Kazuhisa; Suzuki, Takashi; Murata, Noboru

2010-11-30

Molecular events in biological cells occur in local subregions, where the molecules tend to be small in number. The cytoskeleton, which is important for both the structural changes of cells and their functions, is also a countable entity because of its long fibrous shape. To simulate the local environment using a computer, stochastic simulations should be run. We herein report a new method of stochastic simulation based on random walk and reaction by the collision of all molecules. The microscopic reaction rate P(r) is calculated from the macroscopic rate constant k. The formula involves only local parameters embedded for each molecule. The results of the stochastic simulations of simple second-order, polymerization, Michaelis-Menten-type and other reactions agreed quite well with those of deterministic simulations when the number of molecules was sufficiently large. An analysis of the theory indicated a relationship between variance and the number of molecules in the system, and results of multiple stochastic simulation runs confirmed this relationship. We simulated Ca²(+) dynamics in a cell by inward flow from a point on the cell surface and the polymerization of G-actin forming F-actin. Our results showed that this theory and method can be used to simulate spatially inhomogeneous events.

Stochastic simulation of biological reactions, and its applications for studying actin polymerization

International Nuclear Information System (INIS)

Ichikawa, Kazuhisa; Suzuki, Takashi; Murata, Noboru

2010-01-01

Molecular events in biological cells occur in local subregions, where the molecules tend to be small in number. The cytoskeleton, which is important for both the structural changes of cells and their functions, is also a countable entity because of its long fibrous shape. To simulate the local environment using a computer, stochastic simulations should be run. We herein report a new method of stochastic simulation based on random walk and reaction by the collision of all molecules. The microscopic reaction rate P r is calculated from the macroscopic rate constant k. The formula involves only local parameters embedded for each molecule. The results of the stochastic simulations of simple second-order, polymerization, Michaelis–Menten-type and other reactions agreed quite well with those of deterministic simulations when the number of molecules was sufficiently large. An analysis of the theory indicated a relationship between variance and the number of molecules in the system, and results of multiple stochastic simulation runs confirmed this relationship. We simulated Ca 2+ dynamics in a cell by inward flow from a point on the cell surface and the polymerization of G-actin forming F-actin. Our results showed that this theory and method can be used to simulate spatially inhomogeneous events

A stochastic population model to evaluate Moapa dace (Moapa coriacea) population growth under alternative management scenarios

Science.gov (United States)

Perry, Russell W.; Jones, Edward; Scoppettone, G. Gary

2015-07-14

The primary goal of this research project was to evaluate the response of Moapa dace (Moapa coriacea) to the potential effects of changes in the amount of available habitat due to human influences such as ground water pumping, barriers to movement, and extirpation of Moapa dace from the mainstem Muddy River. To understand how these factors affect Moapa dace populations and to provide a tool to guide recovery actions, we developed a stochastic model to simulate Moapa dace population dynamics. Specifically, we developed an individual based model (IBM) to incorporate the critical components that drive Moapa dace population dynamics. Our model is composed of several interlinked submodels that describe changes in Moapa dace habitat as translated into carrying capacity, the influence of carrying capacity on demographic rates of dace, and the consequent effect on equilibrium population sizes. The model is spatially explicit and represents the stream network as eight discrete stream segments. The model operates at a monthly time step to incorporate seasonally varying reproduction. Growth rates of individuals vary among stream segments, with growth rates increasing along a headwater to mainstem gradient. Movement and survival of individuals are driven by density-dependent relationships that are influenced by the carrying capacity of each stream segment.

Matrix stochastic analysis of the maintainability of a machine under shocks

International Nuclear Information System (INIS)

Montoro-Cazorla, Delia; Pérez-Ocón, Rafael

2014-01-01

We study the maintenance of a machine operating under environmental conditions producing shocks affecting the lifetime of the machine. The shocks cause different types of damage depending on their strength and eventually the total failure. The maintenance of the machine is performed by repairs and replacement. The interarrival times of shocks are dependent. We introduce a multidimensional stochastic model for simulating the evolution of the lifetime of the machine. This model implies the application of the matrix-analytic methods, that are being used in stochastic modelling with interesting results. Under this methodology, the availability, the reliability, and the rates of occurrence of the different types of failures and of the replacements are calculated, obtaining mathematically tractable expressions. The results are applied to a numerical example. - Highlights: • A machine under random environmental conditions producing shocks and wear is studied under matrix-analytic methods. • There is dependence in the interarrival times of shocks. • Different types of failure producing damage in the internal and external structure of the machine are considered. • Maintenance is performed by repair and replacement. • Explicit expressions for the main reliability performance measures are given

Stochastic simulation of time-series models combined with geostatistics to predict water-table scenarios in a Guarani Aquifer System outcrop area, Brazil

Science.gov (United States)

Manzione, Rodrigo L.; Wendland, Edson; Tanikawa, Diego H.

2012-11-01

Stochastic methods based on time-series modeling combined with geostatistics can be useful tools to describe the variability of water-table levels in time and space and to account for uncertainty. Monitoring water-level networks can give information about the dynamic of the aquifer domain in both dimensions. Time-series modeling is an elegant way to treat monitoring data without the complexity of physical mechanistic models. Time-series model predictions can be interpolated spatially, with the spatial differences in water-table dynamics determined by the spatial variation in the system properties and the temporal variation driven by the dynamics of the inputs into the system. An integration of stochastic methods is presented, based on time-series modeling and geostatistics as a framework to predict water levels for decision making in groundwater management and land-use planning. The methodology is applied in a case study in a Guarani Aquifer System (GAS) outcrop area located in the southeastern part of Brazil. Communication of results in a clear and understandable form, via simulated scenarios, is discussed as an alternative, when translating scientific knowledge into applications of stochastic hydrogeology in large aquifers with limited monitoring network coverage like the GAS.

Short-term hydropower production planning by stochastic programming

DEFF Research Database (Denmark)

Fleten, Stein-Erik; Kristoffersen, Trine

2008-01-01

-term production planning a matter of spatial distribution among the reservoirs of the plant. Day-ahead market prices and reservoir inflows are, however, uncertain beyond the current operation day and water must be allocated among the reservoirs in order to strike a balance between current profits and expected......Within the framework of multi-stage mixed-integer linear stochastic programming we develop a short-term production plan for a price-taking hydropower plant operating under uncertainty. Current production must comply with the day-ahead commitments of the previous day which makes short...

Sequential stochastic optimization

CERN Document Server

Cairoli, Renzo

1996-01-01

Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior knowledge of the subject is assumed; its only prerequisites are a standard graduate course in probability theory and some familiarity with discrete-paramet

Spatial occupancy models for large data sets

Science.gov (United States)

Johnson, Devin S.; Conn, Paul B.; Hooten, Mevin B.; Ray, Justina C.; Pond, Bruce A.

2013-01-01

Since its development, occupancy modeling has become a popular and useful tool for ecologists wishing to learn about the dynamics of species occurrence over time and space. Such models require presence–absence data to be collected at spatially indexed survey units. However, only recently have researchers recognized the need to correct for spatially induced overdisperison by explicitly accounting for spatial autocorrelation in occupancy probability. Previous efforts to incorporate such autocorrelation have largely focused on logit-normal formulations for occupancy, with spatial autocorrelation induced by a random effect within a hierarchical modeling framework. Although useful, computational time generally limits such an approach to relatively small data sets, and there are often problems with algorithm instability, yielding unsatisfactory results. Further, recent research has revealed a hidden form of multicollinearity in such applications, which may lead to parameter bias if not explicitly addressed. Combining several techniques, we present a unifying hierarchical spatial occupancy model specification that is particularly effective over large spatial extents. This approach employs a probit mixture framework for occupancy and can easily accommodate a reduced-dimensional spatial process to resolve issues with multicollinearity and spatial confounding while improving algorithm convergence. Using open-source software, we demonstrate this new model specification using a case study involving occupancy of caribou (Rangifer tarandus) over a set of 1080 survey units spanning a large contiguous region (108 000 km2) in northern Ontario, Canada. Overall, the combination of a more efficient specification and open-source software allows for a facile and stable implementation of spatial occupancy models for large data sets.

A MULTISCALE FRAMEWORK FOR THE STOCHASTIC ASSIMILATION AND MODELING OF UNCERTAINTY ASSOCIATED NCF COMPOSITE MATERIALS

Energy Technology Data Exchange (ETDEWEB)

Mehrez, Loujaine [University of Southern California; Ghanem, Roger [University of Southern California; McAuliffe, Colin [Altair Engineering, Inc.; Aitharaju, Venkat [General Motors; Rodgers, William [General Motors

2016-06-06

multiscale framework to construct stochastic macroscopic constitutive material models is proposed. A spectral projection approach, specifically polynomial chaos expansion, has been used to construct explicit functional relationships between the homogenized properties and input parameters from finer scales. A homogenization engine embedded in Multiscale Designer, software for composite materials, has been used for the upscaling process. The framework is demonstrated using non-crimp fabric composite materials by constructing probabilistic models of the homogenized properties of a non-crimp fabric laminate in terms of the input parameters together with the homogenized properties from finer scales.

Asymptotic Behavior of the Stock Price Distribution Density and Implied Volatility in Stochastic Volatility Models

International Nuclear Information System (INIS)

Gulisashvili, Archil; Stein, Elias M.

2010-01-01

We study the asymptotic behavior of distribution densities arising in stock price models with stochastic volatility. The main objects of our interest in the present paper are the density of time averages of the squared volatility process and the density of the stock price process in the Stein-Stein and the Heston model. We find explicit formulas for leading terms in asymptotic expansions of these densities and give error estimates. As an application of our results, sharp asymptotic formulas for the implied volatility in the Stein-Stein and the Heston model are obtained.

A coupled stochastic inverse-management framework for dealing with nonpoint agriculture pollution under groundwater parameter uncertainty

Science.gov (United States)

Llopis-Albert, Carlos; Palacios-Marqués, Daniel; Merigó, José M.

2014-04-01

In this paper a methodology for the stochastic management of groundwater quality problems is presented, which can be used to provide agricultural advisory services. A stochastic algorithm to solve the coupled flow and mass transport inverse problem is combined with a stochastic management approach to develop methods for integrating uncertainty; thus obtaining more reliable policies on groundwater nitrate pollution control from agriculture. The stochastic inverse model allows identifying non-Gaussian parameters and reducing uncertainty in heterogeneous aquifers by constraining stochastic simulations to data. The management model determines the spatial and temporal distribution of fertilizer application rates that maximizes net benefits in agriculture constrained by quality requirements in groundwater at various control sites. The quality constraints can be taken, for instance, by those given by water laws such as the EU Water Framework Directive (WFD). Furthermore, the methodology allows providing the trade-off between higher economic returns and reliability in meeting the environmental standards. Therefore, this new technology can help stakeholders in the decision-making process under an uncertainty environment. The methodology has been successfully applied to a 2D synthetic aquifer, where an uncertainty assessment has been carried out by means of Monte Carlo simulation techniques.

Absorptive and dispersive optical profiles in fluctuating environments: A stochastic model

International Nuclear Information System (INIS)

Paz, J.L.; Mendoza-Garcia, A.; Mastrodomenico, A.

2011-01-01

In this study, we determined the absorptive and dispersive optical profiles of a molecular system coupled with a thermal bath. Solvent effects were explicitly considered by modelling the non-radiative interaction with the solute as a random variable. The optical stochastical Bloch equations (OSBE) were solved using a time-ordered cumulant expansion with white noise as a correlation function. We found a solution for the Fourier component of coherence at the third order of perturbation for the nonlinear Four-wave mixing signal and produced analytical expressions for the optical responses of the system. Finally, we examined the behaviour of these properties with respect to the noise parameter, frequency detuning of the dynamic perturbation, and relaxation times.

Flows and stochastic Taylor series in Itô calculus

Science.gov (United States)

Ebrahimi-Fard, Kurusch; Malham, Simon J. A.; Patras, Frédéric; Wiese, Anke

2015-12-01

For general stochastic systems driven by continuous semimartingales an explicit formula for the logarithm of the Itô flow map is given. The computation relies on the lift to quasi-shuffle algebras of formulas involving products of Itô integrals of semimartingales. Whereas the Chen-Strichartz formula computing the logarithm of the Stratonovich flow map is classically expanded as a formal sum indexed by permutations, the analogous formula in Itô calculus is naturally indexed by surjections. This reflects the change of algebraic background involved in the transition between the two integration theories. Lastly, we extend our formula for the quasi-shuffle Chen-Strichartz series for the logarithm of the flow map to the non-commutative case. For linear matrix-valued SDEs driven by arbitrary semimartingales we obtain a similar formula.

Solutions of the Taylor-Green Vortex Problem Using High-Resolution Explicit Finite Difference Methods

Science.gov (United States)

DeBonis, James R.

2013-01-01

A computational fluid dynamics code that solves the compressible Navier-Stokes equations was applied to the Taylor-Green vortex problem to examine the code s ability to accurately simulate the vortex decay and subsequent turbulence. The code, WRLES (Wave Resolving Large-Eddy Simulation), uses explicit central-differencing to compute the spatial derivatives and explicit Low Dispersion Runge-Kutta methods for the temporal discretization. The flow was first studied and characterized using Bogey & Bailley s 13-point dispersion relation preserving (DRP) scheme. The kinetic energy dissipation rate, computed both directly and from the enstrophy field, vorticity contours, and the energy spectra are examined. Results are in excellent agreement with a reference solution obtained using a spectral method and provide insight into computations of turbulent flows. In addition the following studies were performed: a comparison of 4th-, 8th-, 12th- and DRP spatial differencing schemes, the effect of the solution filtering on the results, the effect of large-eddy simulation sub-grid scale models, and the effect of high-order discretization of the viscous terms.

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

DEFF Research Database (Denmark)

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

2010-01-01

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

Spatially explicit multi-threat assessment of food tree species in Burkina Faso: A fine-scale approach.

Directory of Open Access Journals (Sweden)

Hannes Gaisberger

Full Text Available Over the last decades agroforestry parklands in Burkina Faso have come under increasing demographic as well as climatic pressures, which are threatening indigenous tree species that contribute substantially to income generation and nutrition in rural households. Analyzing the threats as well as the species vulnerability to them is fundamental for priority setting in conservation planning. Guided by literature and local experts we selected 16 important food tree species (Acacia macrostachya, Acacia senegal, Adansonia digitata, Annona senegalensis, Balanites aegyptiaca, Bombax costatum, Boscia senegalensis, Detarium microcarpum, Lannea microcarpa, Parkia biglobosa, Sclerocarya birrea, Strychnos spinosa, Tamarindus indica, Vitellaria paradoxa, Ximenia americana, Ziziphus mauritiana and six key threats to them (overexploitation, overgrazing, fire, cotton production, mining and climate change. We developed a species-specific and spatially explicit approach combining freely accessible datasets, species distribution models (SDMs, climate models and expert survey results to predict, at fine scale, where these threats are likely to have the greatest impact. We find that all species face serious threats throughout much of their distribution in Burkina Faso and that climate change is predicted to be the most prevalent threat in the long term, whereas overexploitation and cotton production are the most important short-term threats. Tree populations growing in areas designated as 'highly threatened' due to climate change should be used as seed sources for ex situ conservation and planting in areas where future climate is predicting suitable habitats. Assisted regeneration is suggested for populations in areas where suitable habitat under future climate conditions coincides with high threat levels due to short-term threats. In the case of Vitellaria paradoxa, we suggest collecting seed along the northern margins of its distribution and considering assisted

Singular stochastic differential equations

CERN Document Server

Cherny, Alexander S

2005-01-01

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

Pan-Antarctic analysis aggregating spatial estimates of Adélie penguin abundance reveals robust dynamics despite stochastic noise.

Science.gov (United States)

Che-Castaldo, Christian; Jenouvrier, Stephanie; Youngflesh, Casey; Shoemaker, Kevin T; Humphries, Grant; McDowall, Philip; Landrum, Laura; Holland, Marika M; Li, Yun; Ji, Rubao; Lynch, Heather J

2017-10-10

Colonially-breeding seabirds have long served as indicator species for the health of the oceans on which they depend. Abundance and breeding data are repeatedly collected at fixed study sites in the hopes that changes in abundance and productivity may be useful for adaptive management of marine resources, but their suitability for this purpose is often unknown. To address this, we fit a Bayesian population dynamics model that includes process and observation error to all known Adélie penguin abundance data (1982-2015) in the Antarctic, covering >95% of their population globally. We find that process error exceeds observation error in this system, and that continent-wide "year effects" strongly influence population growth rates. Our findings have important implications for the use of Adélie penguins in Southern Ocean feedback management, and suggest that aggregating abundance across space provides the fastest reliable signal of true population change for species whose dynamics are driven by stochastic processes.Adélie penguins are a key Antarctic indicator species, but data patchiness has challenged efforts to link population dynamics to key drivers. Che-Castaldo et al. resolve this issue using a pan-Antarctic Bayesian model to infer missing data, and show that spatial aggregation leads to more robust inference regarding dynamics.

Spatial part-set cuing facilitation.

Science.gov (United States)

Kelley, Matthew R; Parasiuk, Yuri; Salgado-Benz, Jennifer; Crocco, Megan

2016-07-01

Cole, Reysen, and Kelley [2013. Part-set cuing facilitation for spatial information. Journal of Experimental Psychology: Learning, Memory, & Cognition, 39, 1615-1620] reported robust part-set cuing facilitation for spatial information using snap circuits (a colour-coded electronics kit designed for children to create rudimentary circuit boards). In contrast, Drinkwater, Dagnall, and Parker [2006. Effects of part-set cuing on experienced and novice chess players' reconstruction of a typical chess midgame position. Perceptual and Motor Skills, 102(3), 645-653] and Watkins, Schwartz, and Lane [1984. Does part-set cuing test for memory organization? Evidence from reconstructions of chess positions. Canadian Journal of Psychology/Revue Canadienne de Psychologie, 38(3), 498-503] showed no influence of part-set cuing for spatial information when using chess boards. One key difference between the two procedures was that the snap circuit stimuli were explicitly connected to one another, whereas chess pieces were not. Two experiments examined the effects of connection type (connected vs. unconnected) and cue type (cued vs. uncued) on memory for spatial information. Using chess boards (Experiment 1) and snap circuits (Experiment 2), part-set cuing facilitation only occurred when the stimuli were explicitly connected; there was no influence of cuing with unconnected stimuli. These results are potentially consistent with the retrieval strategy disruption hypothesis, as well as the two- and three-mechanism accounts of part-set cuing.

Stochastic-hydrodynamic model of halo formation in charged particle beams

Directory of Open Access Journals (Sweden)

Nicola Cufaro Petroni

2003-03-01

Full Text Available The formation of the beam halo in charged particle accelerators is studied in the framework of a stochastic-hydrodynamic model for the collective motion of the particle beam. In such a stochastic-hydrodynamic theory the density and the phase of the charged beam obey a set of coupled nonlinear hydrodynamic equations with explicit time-reversal invariance. This leads to a linearized theory that describes the collective dynamics of the beam in terms of a classical Schrödinger equation. Taking into account space-charge effects, we derive a set of coupled nonlinear hydrodynamic equations. These equations define a collective dynamics of self-interacting systems much in the same spirit as in the Gross-Pitaevskii and Landau-Ginzburg theories of the collective dynamics for interacting quantum many-body systems. Self-consistent solutions of the dynamical equations lead to quasistationary beam configurations with enhanced transverse dispersion and transverse emittance growth. In the limit of a frozen space-charge core it is then possible to determine and study the properties of stationary, stable core-plus-halo beam distributions. In this scheme the possible reproduction of the halo after its elimination is a consequence of the stationarity of the transverse distribution which plays the role of an attractor for every other distribution.

Regionalization of the Modified Bartlett-Lewis Rectangular Pulse Stochastic Rainfall Model

OpenAIRE

Dongkyun Kim; Francisco Olivera; Huidae Cho; Scott A. Socolofsky

2013-01-01

Parameters of the Modified Bartlett-Lewis Rectangular Pulse (MBLRP) stochastic rainfall simulation model were regionalized across the contiguous United States. Three thousand four hundred forty-four National Climate Data Center (NCDC) rain gauges were used to obtain spatial and seasonal patterns of the model parameters. The MBLRP model was calibrated to minimize the discrepancy between the precipitation depth statistics between the observed and MBLRP-generated precipitation time series. These...

Resolution of the stochastic strategy spatial prisoner's dilemma by means of particle swarm optimization.

Directory of Open Access Journals (Sweden)

Jianlei Zhang

Full Text Available We study the evolution of cooperation among selfish individuals in the stochastic strategy spatial prisoner's dilemma game. We equip players with the particle swarm optimization technique, and find that it may lead to highly cooperative states even if the temptations to defect are strong. The concept of particle swarm optimization was originally introduced within a simple model of social dynamics that can describe the formation of a swarm, i.e., analogous to a swarm of bees searching for a food source. Essentially, particle swarm optimization foresees changes in the velocity profile of each player, such that the best locations are targeted and eventually occupied. In our case, each player keeps track of the highest payoff attained within a local topological neighborhood and its individual highest payoff. Thus, players make use of their own memory that keeps score of the most profitable strategy in previous actions, as well as use of the knowledge gained by the swarm as a whole, to find the best available strategy for themselves and the society. Following extensive simulations of this setup, we find a significant increase in the level of cooperation for a wide range of parameters, and also a full resolution of the prisoner's dilemma. We also demonstrate extreme efficiency of the optimization algorithm when dealing with environments that strongly favor the proliferation of defection, which in turn suggests that swarming could be an important phenomenon by means of which cooperation can be sustained even under highly unfavorable conditions. We thus present an alternative way of understanding the evolution of cooperative behavior and its ubiquitous presence in nature, and we hope that this study will be inspirational for future efforts aimed in this direction.

An adaptive algorithm for simulation of stochastic reaction-diffusion processes

International Nuclear Information System (INIS)

Ferm, Lars; Hellander, Andreas; Loetstedt, Per

2010-01-01

We propose an adaptive hybrid method suitable for stochastic simulation of diffusion dominated reaction-diffusion processes. For such systems, simulation of the diffusion requires the predominant part of the computing time. In order to reduce the computational work, the diffusion in parts of the domain is treated macroscopically, in other parts with the tau-leap method and in the remaining parts with Gillespie's stochastic simulation algorithm (SSA) as implemented in the next subvolume method (NSM). The chemical reactions are handled by SSA everywhere in the computational domain. A trajectory of the process is advanced in time by an operator splitting technique and the timesteps are chosen adaptively. The spatial adaptation is based on estimates of the errors in the tau-leap method and the macroscopic diffusion. The accuracy and efficiency of the method are demonstrated in examples from molecular biology where the domain is discretized by unstructured meshes.

Implicit and Explicit Gender Beliefs in Spatial Ability : Stronger Stereotyping in Boys than Girls

NARCIS (Netherlands)

Vander Heyden, Karin M; van Atteveldt, Nienke M; Huizinga, Mariette; Jolles, Jelle

2016-01-01

Sex differences in spatial ability are a seriously debated topic, given the importance of spatial ability for success in the fields of science, technology, engineering, and mathematics (STEM) and girls' underrepresentation in these domains. In the current study we investigated the presence of

Biased figure-ground assignment affects conscious object recognition in spatial neglect.

Science.gov (United States)

Eramudugolla, Ranmalee; Driver, Jon; Mattingley, Jason B

2010-09-01

Unilateral spatial neglect is a disorder of attention and spatial representation, in which early visual processes such as figure-ground segmentation have been assumed to be largely intact. There is evidence, however, that the spatial attention bias underlying neglect can bias the segmentation of a figural region from its background. Relatively few studies have explicitly examined the effect of spatial neglect on processing the figures that result from such scene segmentation. Here, we show that a neglect patient's bias in figure-ground segmentation directly influences his conscious recognition of these figures. By varying the relative salience of figural and background regions in static, two-dimensional displays, we show that competition between elements in such displays can modulate a neglect patient's ability to recognise parsed figures in a scene. The findings provide insight into the interaction between scene segmentation, explicit object recognition, and attention.

Spatially explicit data: stewardship and ethical challenges in science.

Science.gov (United States)

Hartter, Joel; Ryan, Sadie J; Mackenzie, Catrina A; Parker, John N; Strasser, Carly A

2013-09-01

Scholarly communication is at an unprecedented turning point created in part by the increasing saliency of data stewardship and data sharing. Formal data management plans represent a new emphasis in research, enabling access to data at higher volumes and more quickly, and the potential for replication and augmentation of existing research. Data sharing has recently transformed the practice, scope, content, and applicability of research in several disciplines, in particular in relation to spatially specific data. This lends exciting potentiality, but the most effective ways in which to implement such changes, particularly for disciplines involving human subjects and other sensitive information, demand consideration. Data management plans, stewardship, and sharing, impart distinctive technical, sociological, and ethical challenges that remain to be adequately identified and remedied. Here, we consider these and propose potential solutions for their amelioration.

Collective stochastic coherence in recurrent neuronal networks

Science.gov (United States)

Sancristóbal, Belén; Rebollo, Beatriz; Boada, Pol; Sanchez-Vives, Maria V.; Garcia-Ojalvo, Jordi

2016-09-01

Recurrent networks of dynamic elements frequently exhibit emergent collective oscillations, which can show substantial regularity even when the individual elements are considerably noisy. How noise-induced dynamics at the local level coexists with regular oscillations at the global level is still unclear. Here we show that a combination of stochastic recurrence-based initiation with deterministic refractoriness in an excitable network can reconcile these two features, leading to maximum collective coherence for an intermediate noise level. We report this behaviour in the slow oscillation regime exhibited by a cerebral cortex network under dynamical conditions resembling slow-wave sleep and anaesthesia. Computational analysis of a biologically realistic network model reveals that an intermediate level of background noise leads to quasi-regular dynamics. We verify this prediction experimentally in cortical slices subject to varying amounts of extracellular potassium, which modulates neuronal excitability and thus synaptic noise. The model also predicts that this effectively regular state should exhibit noise-induced memory of the spatial propagation profile of the collective oscillations, which is also verified experimentally. Taken together, these results allow us to construe the high regularity observed experimentally in the brain as an instance of collective stochastic coherence.