McWilliams, J. C.; Lane, E.; Melville, K.; Restrepo, J.; Sullivan, P.
2004-12-01
Oceanic surface gravity waves are approximately irrotational, weakly nonlinear, and conservative, and they have a much shorter time scale than oceanic currents and longer waves (e.g., infragravity waves) --- except where the primary surface waves break. This provides a framework for an asymptotic theory, based on separation of time (and space) scales, of wave-averaged effects associated with the conservative primary wave dynamics combined with a stochastic representation of the momentum transfer and induced mixing associated with non-conservative wave breaking. Such a theory requires only modest information about the primary wave field from measurements or operational model forecasts and thus avoids the enormous burden of calculating the waves on their intrinsically small space and time scales. For the conservative effects, the result is a vortex force associated with the primary wave's Stokes drift; a wave-averaged Bernoulli head and sea-level set-up; and an incremental material advection by the Stokes drift. This can be compared to the "radiation stress" formalism of Longuet-Higgins, Stewart, and Hasselmann; it is shown to be a preferable representation since the radiation stress is trivial at its apparent leading order. For the non-conservative breaking effects, a population of stochastic impulses is added to the current and infragravity momentum equations with distribution functions taken from measurements. In offshore wind-wave equilibria, these impulses replace the conventional surface wind stress and cause significant differences in the surface boundary layer currents and entrainment rate, particularly when acting in combination with the conservative vortex force. In the surf zone, where breaking associated with shoaling removes nearly all of the primary wave momentum and energy, the stochastic forcing plays an analogous role as the widely used nearshore radiation stress parameterizations. This talk describes the theoretical framework and presents some
Stochastic models for surface diffusion of molecules
Energy Technology Data Exchange (ETDEWEB)
Shea, Patrick, E-mail: patrick.shea@dal.ca; Kreuzer, Hans Jürgen [Department of Physics and Atmospheric Science, Dalhousie University, Halifax, Nova Scotia B3H 3J5 (Canada)
2014-07-28
We derive a stochastic model for the surface diffusion of molecules, starting from the classical equations of motion for an N-atom molecule on a surface. The equation of motion becomes a generalized Langevin equation for the center of mass of the molecule, with a non-Markovian friction kernel. In the Markov approximation, a standard Langevin equation is recovered, and the effect of the molecular vibrations on the diffusion is seen to lead to an increase in the friction for center of mass motion. This effective friction has a simple form that depends on the curvature of the lowest energy diffusion path in the 3N-dimensional coordinate space. We also find that so long as the intramolecular forces are sufficiently strong, memory effects are usually not significant and the Markov approximation can be employed, resulting in a simple one-dimensional model that can account for the effect of the dynamics of the molecular vibrations on the diffusive motion.
Stochastic Effects in Microstructure
Directory of Open Access Journals (Sweden)
Glicksman M.E.
2002-01-01
Full Text Available We are currently studying microstructural responses to diffusion-limited coarsening in two-phase materials. A mathematical solution to late-stage multiparticle diffusion in finite systems is formulated with account taken of particle-particle interactions and their microstructural correlations, or "locales". The transition from finite system behavior to that for an infinite microstructure is established analytically. Large-scale simulations of late-stage phase coarsening dynamics show increased fluctuations with increasing volume fraction, Vv, of the mean flux entering or leaving particles of a given size class. Fluctuations about the mean flux were found to depend on the scaled particle size, R/, where R is the radius of a particle and is the radius of the dispersoid averaged over the population within the microstructure. Specifically, small (shrinking particles tend to display weak fluctuations about their mean flux, whereas particles of average, or above average size, exhibit strong fluctuations. Remarkably, even in cases of microstructures with a relatively small volume fraction (Vv ~ 10-4, the particle size distribution is broader than that for the well-known Lifshitz-Slyozov limit predicted at zero volume fraction. The simulation results reported here provide some additional surprising insights into the effect of diffusion interactions and stochastic effects during evolution of a microstructure, as it approaches its thermodynamic end-state.
Stochastic and non-stochastic effects - a conceptual analysis
International Nuclear Information System (INIS)
Karhausen, L.R.
1980-01-01
The attempt to divide radiation effects into stochastic and non-stochastic effects is discussed. It is argued that radiation or toxicological effects are contingently related to radiation or chemical exposure. Biological effects in general can be described by general laws but these laws never represent a necessary connection. Actually stochastic effects express contingent, or empirical, connections while non-stochastic effects represent semantic and non-factual connections. These two expressions stem from two different levels of discourse. The consequence of this analysis for radiation biology and radiation protection is discussed. (author)
Memory effects on stochastic resonance
Neiman, Alexander; Sung, Wokyung
1996-02-01
We study the phenomenon of stochastic resonance (SR) in a bistable system with internal colored noise. In this situation the system possesses time-dependent memory friction connected with noise via the fluctuation-dissipation theorem, so that in the absence of periodic driving the system approaches the thermodynamic equilibrium state. For this non-Markovian case we find that memory usually suppresses stochastic resonance. However, for a large memory time SR can be enhanced by the memory.
Stochastic effects on the nonlinear Schroedinger equation
International Nuclear Information System (INIS)
Flessas, G P; Leach, P G L; Yannacopoulos, A N
2004-01-01
The aim of this article is to provide a brief review of recent advances in the field of stochastic effects on the nonlinear Schroedinger equation. The article reviews rigorous and perturbative results. (review article)
Stochastic Effects; Application in Nuclear Physics
International Nuclear Information System (INIS)
Mazonka, O.
2000-04-01
Stochastic effects in nuclear physics refer to the study of the dynamics of nuclear systems evolving under stochastic equations of motion. In this dissertation we restrict our attention to classical scattering models. We begin with introduction of the model of nuclear dynamics and deterministic equations of evolution. We apply a Langevin approach - an additional property of the model, which reflect the statistical nature of low energy nuclear behaviour. We than concentrate our attention on the problem of calculating tails of distribution functions, which actually is the problem of calculating probabilities of rare outcomes. Two general strategies are proposed. Result and discussion follow. Finally in the appendix we consider stochastic effects in nonequilibrium systems. A few exactly solvable models are presented. For one model we show explicitly that stochastic behaviour in a microscopic description can lead to ordered collective effects on the macroscopic scale. Two others are solved to confirm the predictions of the fluctuation theorem. (author)
Robust authentication through stochastic femtosecond laser filament induced scattering surfaces
International Nuclear Information System (INIS)
Zhang, Haisu; Tzortzakis, Stelios
2016-01-01
We demonstrate a reliable authentication method by femtosecond laser filament induced scattering surfaces. The stochastic nonlinear laser fabrication nature results in unique authentication robust properties. This work provides a simple and viable solution for practical applications in product authentication, while also opens the way for incorporating such elements in transparent media and coupling those in integrated optical circuits.
Robust authentication through stochastic femtosecond laser filament induced scattering surfaces
Energy Technology Data Exchange (ETDEWEB)
Zhang, Haisu [Institute of Electronic Structure and Laser, Foundation for Research and Technology Hellas, Heraklion 71110 (Greece); Tzortzakis, Stelios, E-mail: stzortz@iesl.forth.gr [Institute of Electronic Structure and Laser, Foundation for Research and Technology Hellas, Heraklion 71110 (Greece); Materials Science and Technology Department, University of Crete, 71003 Heraklion (Greece); Science Program, Texas A& M University at Qatar, P.O. Box 23874, Doha (Qatar)
2016-05-23
We demonstrate a reliable authentication method by femtosecond laser filament induced scattering surfaces. The stochastic nonlinear laser fabrication nature results in unique authentication robust properties. This work provides a simple and viable solution for practical applications in product authentication, while also opens the way for incorporating such elements in transparent media and coupling those in integrated optical circuits.
Stochastic effects in hybrid inflation
Martin, Jérôme; Vennin, Vincent
2012-02-01
Hybrid inflation is a two-field model where inflation ends due to an instability. In the neighborhood of the instability point, the potential is very flat and the quantum fluctuations dominate over the classical motion of the inflaton and waterfall fields. In this article, we study this regime in the framework of stochastic inflation. We numerically solve the two coupled Langevin equations controlling the evolution of the fields and compute the probability distributions of the total number of e-folds and of the inflation exit point. Then, we discuss the physical consequences of our results, in particular, the question of how the quantum diffusion can affect the observable predictions of hybrid inflation.
Stochastic pump effect and geometric phases in dissipative and stochastic systems
Energy Technology Data Exchange (ETDEWEB)
Sinitsyn, Nikolai [Los Alamos National Laboratory
2008-01-01
The success of Berry phases in quantum mechanics stimulated the study of similar phenomena in other areas of physics, including the theory of living cell locomotion and motion of patterns in nonlinear media. More recently, geometric phases have been applied to systems operating in a strongly stochastic environment, such as molecular motors. We discuss such geometric effects in purely classical dissipative stochastic systems and their role in the theory of the stochastic pump effect (SPE).
Stochastic Modeling and Deterministic Limit of Catalytic Surface Processes
DEFF Research Database (Denmark)
Starke, Jens; Reichert, Christian; Eiswirth, Markus
2007-01-01
Three levels of modeling, microscopic, mesoscopic and macroscopic are discussed for the CO oxidation on low-index platinum single crystal surfaces. The introduced models on the microscopic and mesoscopic level are stochastic while the model on the macroscopic level is deterministic. It can......, such that in contrast to the microscopic model the spatial resolution is reduced. The derivation of deterministic limit equations is in correspondence with the successful description of experiments under low-pressure conditions by deterministic reaction-diffusion equations while for intermediate pressures phenomena...
Recursive stochastic effects in valley hybrid inflation
Levasseur, Laurence Perreault; Vennin, Vincent; Brandenberger, Robert
2013-10-01
Hybrid inflation is a two-field model where inflation ends because of a tachyonic instability, the duration of which is determined by stochastic effects and has important observational implications. Making use of the recursive approach to the stochastic formalism presented in [L. P. Levasseur, preceding article, Phys. Rev. D 88, 083537 (2013)], these effects are consistently computed. Through an analysis of backreaction, this method is shown to converge in the valley but points toward an (expected) instability in the waterfall. It is further shown that the quasistationarity of the auxiliary field distribution breaks down in the case of a short-lived waterfall. We find that the typical dispersion of the waterfall field at the critical point is then diminished, thus increasing the duration of the waterfall phase and jeopardizing the possibility of a short transition. Finally, we find that stochastic effects worsen the blue tilt of the curvature perturbations by an O(1) factor when compared with the usual slow-roll contribution.
Stochastic volatility and leverage effect
Josep Perello; Jaume Masoliver
2002-01-01
We prove that Brownian market models with random diffusion coefficients provide an exact measure of the leverage effect [J-P. Bouchaud et al., Phys. Rev. Lett. 87, 228701 (2001)]. This empirical fact asserts that past returns are anticorrelated with future diffusion coefficient. Several models with random diffusion have been suggested but without a quantitative study of the leverage effect. Our analysis lets us to fully estimate all parameters involved and allows a deeper study of correlated ...
Proistosescu, C.; Donohoe, A.; Armour, K.; Roe, G.; Stuecker, M. F.; Bitz, C. M.
2017-12-01
Joint observations of global surface temperature and energy imbalance provide for a unique opportunity to empirically constrain radiative feedbacks. However, the satellite record of Earth's radiative imbalance is relatively short and dominated by stochastic fluctuations. Estimates of radiative feedbacks obtained by regressing energy imbalance against surface temperature depend strongly on sampling choices and on assumptions about whether the stochastic fluctuations are primarily forced by atmospheric or oceanic variability (e.g. Murphy and Forster 2010, Dessler 2011, Spencer and Braswell 2011, Forster 2016). We develop a framework around a stochastic energy balance model that allows us to parse the different contributions of atmospheric and oceanic forcing based on their differing impacts on the covariance structure - or lagged regression - of temperature and radiative imbalance. We validate the framework in a hierarchy of general circulation models: the impact of atmospheric forcing is examined in unforced control simulations of fixed sea-surface temperature and slab ocean model versions; the impact of oceanic forcing is examined in coupled simulations with prescribed ENSO variability. With the impact of atmospheric and oceanic forcing constrained, we are able to predict the relationship between temperature and radiative imbalance in a fully coupled control simulation, finding that both forcing sources are needed to explain the structure of the lagged-regression. We further model the dependence of feedback estimates on sampling interval by considering the effects of a finite equilibration time for the atmosphere, and issues of smoothing and aliasing. Finally, we develop a method to fit the stochastic model to the short timeseries of temperature and radiative imbalance by performing a Bayesian inference based on a modified version of the spectral Whittle likelihood. We are thus able to place realistic joint uncertainty estimates on both stochastic forcing and
Stochastic Description of Activated Surface Diffusion with Interacting Adsorbates
Martínez-Casado, Ruth; Vega, José Luis; Sanz, Ángel S.; Miret-Artés, Salvador
Activated surface diffusion on metal surfaces is receiving much attention both experimentally and theoretically. One of the main theoretical problems in this field is to explain the line-shape broadening observed when the surface coverage is increased. Recently, we have proposed a fully stochastic model, the interacting single adsorbate (ISA) model, aimed at explaining and understanding this type of experiments, which essentially consists of considering the classical Langevin formulation with two types of noise forces: (i) a Gaussian white noise accounting for the substrate friction, and (ii) a shot noise simulating the interacting adsorbates at different coverages. No interaction potential between adsorbates is included because any trace of microscopic interaction seems to be wiped out in a Markovian regime. This model describes in a good approximation, and at a very low computational cost, the line-shape broadening observed experimentally. Furthermore, its mathematical simplicity also allows to derive some analytical expressions which are of much help in the interpretation of the physics underlying surface diffusion processes.
Non-stochastic effects: compatibility with present ICRP recommendations
International Nuclear Information System (INIS)
Field, S.B.; Upton, A.C.; New York Univ., NY
1985-01-01
The present recommendations of the ICRP (International Commission on Radiological Protection) are almost entirely based on 'stochastic effects' of ionizing radiation, i.e. cancer induction and heritable effects. In a recent report the compatibility of present recommendations with non-stochastic effects has been considered. The present paper is a summary of these findings. (author)
International Nuclear Information System (INIS)
Dreimann, Karsten; Linz, Stefan J.
2010-01-01
Graphical abstract: Deterministic surface pattern (left) and its stochastic counterpart (right) arising in a stochastic damped Kuramoto-Sivashinsky equation that serves as a model equation for ion-beam eroded surfaces and is systematically investigated. - Abstract: Using a recently proposed field equation for the surface evolution of ion-beam eroded semiconductor target materials under normal incidence, we systematically explore the impact of additive stochastic fluctuations that are permanently present during the erosion process. Specifically, we investigate the dependence of the surface roughness, the underlying pattern forming properties and the bifurcation behavior on the strength of the fluctuations.
Full particle orbit effects in regular and stochastic magnetic fields
Energy Technology Data Exchange (ETDEWEB)
Ogawa, Shun, E-mail: shun.ogawa@cpt.univ-mrs.fr [Aix Marseille Univ., Univ. Toulon, CNRS, CPT, Marseille (France); CEA, IRFM, F-13108 St. Paul-lez-Durance Cedex (France); Cambon, Benjamin; Leoncini, Xavier; Vittot, Michel [Aix Marseille Univ., Univ. Toulon, CNRS, CPT, Marseille (France); Castillo-Negrete, Diego del [Oak Ridge National Laboratory, Oak Ridge, Tennessee 37831-6169 (United States); Dif-Pradalier, Guilhem; Garbet, Xavier [CEA, IRFM, F-13108 St. Paul-lez-Durance Cedex (France)
2016-07-15
We present a numerical study of charged particle motion in a time-independent magnetic field in cylindrical geometry. The magnetic field model consists of an unperturbed reversed-shear (non-monotonic q-profile) helical part and a perturbation consisting of a superposition of modes. Contrary to most of the previous studies, the particle trajectories are computed by directly solving the full Lorentz force equations of motion in a six-dimensional phase space using a sixth-order, implicit, symplectic Gauss-Legendre method. The level of stochasticity in the particle orbits is diagnosed using averaged, effective Poincare sections. It is shown that when only one mode is present, the particle orbits can be stochastic even though the magnetic field line orbits are not stochastic (i.e., fully integrable). The lack of integrability of the particle orbits in this case is related to separatrix crossing and the breakdown of the global conservation of the magnetic moment. Some perturbation consisting of two modes creates resonance overlapping, leading to Hamiltonian chaos in magnetic field lines. Then, the particle orbits exhibit a nontrivial dynamics depending on their energy and pitch angle. It is shown that the regions where the particle motion is stochastic decrease as the energy increases. The non-monotonicity of the q-profile implies the existence of magnetic ITBs (internal transport barriers) which correspond to shearless flux surfaces located in the vicinity of the q-profile minimum. It is shown that depending on the energy, these magnetic ITBs might or might not confine particles. That is, magnetic ITBs act as an energy-dependent particle confinement filter. Magnetic field lines in reversed-shear configurations exhibit topological bifurcations (from homoclinic to heteroclinic) due to separatrix reconnection. We show that a similar but more complex scenario appears in the case of particle orbits that depend in a non-trivial way on the energy and pitch angle of the
Stochastic Electrodynamics and the Compton effect
International Nuclear Information System (INIS)
Franca, H.M.; Barranco, A.V.
1987-12-01
Some of the main qualitative features of the Compton effect are tried to be described within the realm of Classical Stochastic Electrodynamics (SED). It is found indications that the combined action of the incident wave (frequency ω), the radiation reaction force and the zero point fluctuating electromagnetic fields of SED, are able to given a high average recoil velocity v/c=α/(1+α) to the charged particle. The estimate of the parameter α gives α ∼ ℎω/mc 2 where 2Πℎ is the constant and mc 2 is the rest energy of the particle. It is verified that this recoil is just that necessary to explain the frequency shift, observed in the scattered radiation as due to a classical double Doppler shift. The differential cross section for the radiation scattered by the recoiling charge using classical electromagnetism also calculated. The same expression as obtained by Compton in his fundamental work of 1923 is found. (author) [pt
Effect of Stochastic Charge Fluctuations on Dust Dynamics
Matthews, Lorin; Shotorban, Babak; Hyde, Truell
2017-10-01
The charging of particles in a plasma environment occurs through the collection of electrons and ions on the particle surface. Depending on the particle size and the plasma density, the standard deviation of the number of collected elementary charges, which fluctuates due to the randomness in times of collisions with electrons or ions, may be a significant fraction of the equilibrium charge. We use a discrete stochastic charging model to simulate the variations in charge across the dust surface as well as in time. The resultant asymmetric particle potentials, even for spherical grains, has a significant impact on the particle coagulation rate as well as the structure of the resulting aggregates. We compare the effects on particle collisions and growth in typical laboratory and astrophysical plasma environments. This work was supported by the National Science Foundation under Grant PHY-1414523.
Non-stochastic effects of irradiation. Annex J
International Nuclear Information System (INIS)
1982-01-01
The main purpose of this Annex is to review damage to normal tissues caused by ionizing radiation. Only non-stochastic effects are considered, that is, those effects resulting from changes taking place in large numbers of cells for which a threshold dose may occur. Therefore, in this Annex, the effects on normal tissues are reviewed, in animals and in man, in order to determine the threshold dose levels for non-stochastic effects.
Spatial stochasticity and non-continuum effects in gas flows
Energy Technology Data Exchange (ETDEWEB)
Dadzie, S. Kokou, E-mail: k.dadzie@glyndwr.ac.uk [Mechanical and Aeronautical Engineering, Glyndwr University, Mold Road, Wrexham LL11 2AW (United Kingdom); Reese, Jason M., E-mail: jason.reese@strath.ac.uk [Department of Mechanical and Aerospace Engineering, University of Strathclyde, Glasgow G1 1XJ (United Kingdom)
2012-02-06
We investigate the relationship between spatial stochasticity and non-continuum effects in gas flows. A kinetic model for a dilute gas is developed using strictly a stochastic molecular model reasoning, without primarily referring to either the Liouville or the Boltzmann equations for dilute gases. The kinetic equation, a stochastic version of the well-known deterministic Boltzmann equation for dilute gas, is then associated with a set of macroscopic equations for the case of a monatomic gas. Tests based on a heat conduction configuration and sound wave dispersion show that spatial stochasticity can explain some non-continuum effects seen in gases. -- Highlights: ► We investigate effects of molecular spatial stochasticity in non-continuum regime. ► Present a simplify spatial stochastic kinetic equation. ► Present a spatial stochastic macroscopic flow equations. ► Show effects of the new model on sound wave dispersion prediction. ► Show effects of the new approach in density profiles in a heat conduction.
Stochastic Modeling and Deterministic Limit of Catalytic Surface Processes
DEFF Research Database (Denmark)
Starke, Jens; Reichert, Christian; Eiswirth, Markus
2007-01-01
of stochastic origin can be observed in experiments. The models include a new approach to the platinum phase transition, which allows for a unification of existing models for Pt(100) and Pt(110). The rich nonlinear dynamical behavior of the macroscopic reaction kinetics is investigated and shows good agreement...
Stochastic dynamic stiffness of surface footing for offshore wind turbines
DEFF Research Database (Denmark)
Vahdatirad, Mohammadjavad; Andersen, Lars Vabbersgaard; Ibsen, Lars Bo
2014-01-01
Highlights •This study concerns the stochastic dynamic stiffness of foundations for large offshore wind turbines. •A simple model of wind turbine structure with equivalent coupled springs at the base is utilized. •The level of uncertainties is quantified through a sensitivity analysis. •Estimation...
Gompertzian stochastic model with delay effect to cervical cancer growth
International Nuclear Information System (INIS)
Mazlan, Mazma Syahidatul Ayuni binti; Rosli, Norhayati binti; Bahar, Arifah
2015-01-01
In this paper, a Gompertzian stochastic model with time delay is introduced to describe the cervical cancer growth. The parameters values of the mathematical model are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic model numerically. The efficiency of mathematical model is measured by comparing the simulated result and the clinical data of cervical cancer growth. Low values of Mean-Square Error (MSE) of Gompertzian stochastic model with delay effect indicate good fits
Gompertzian stochastic model with delay effect to cervical cancer growth
Energy Technology Data Exchange (ETDEWEB)
Mazlan, Mazma Syahidatul Ayuni binti; Rosli, Norhayati binti [Faculty of Industrial Sciences and Technology, Universiti Malaysia Pahang, Lebuhraya Tun Razak, 26300 Gambang, Pahang (Malaysia); Bahar, Arifah [Department of Mathematical Sciences, Faculty of Science, Universiti Teknologi Malaysia, 81310 Johor Bahru, Johor and UTM Centre for Industrial and Applied Mathematics (UTM-CIAM), Universiti Teknologi Malaysia, 81310 Johor Bahru, Johor (Malaysia)
2015-02-03
In this paper, a Gompertzian stochastic model with time delay is introduced to describe the cervical cancer growth. The parameters values of the mathematical model are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic model numerically. The efficiency of mathematical model is measured by comparing the simulated result and the clinical data of cervical cancer growth. Low values of Mean-Square Error (MSE) of Gompertzian stochastic model with delay effect indicate good fits.
Effective action for stochastic partial differential equations
International Nuclear Information System (INIS)
Hochberg, David; Molina-Paris, Carmen; Perez-Mercader, Juan; Visser, Matt
1999-01-01
Stochastic partial differential equations (SPDEs) are the basic tool for modeling systems where noise is important. SPDEs are used for models of turbulence, pattern formation, and the structural development of the universe itself. It is reasonably well known that certain SPDEs can be manipulated to be equivalent to (nonquantum) field theories that nevertheless exhibit deep and important relationships with quantum field theory. In this paper we systematically extend these ideas: We set up a functional integral formalism and demonstrate how to extract all the one-loop physics for an arbitrary SPDE subject to arbitrary Gaussian noise. It is extremely important to realize that Gaussian noise does not imply that the field variables undergo Gaussian fluctuations, and that these nonquantum field theories are fully interacting. The limitation to one loop is not as serious as might be supposed: Experience with quantum field theories (QFTs) has taught us that one-loop physics is often quite adequate to give a good description of the salient issues. The limitation to one loop does, however, offer marked technical advantages: Because at one loop almost any field theory can be rendered finite using zeta function technology, we can sidestep the complications inherent in the Martin-Siggia-Rose formalism (the SPDE analog of the Becchi-Rouet-Stora-Tyutin formalism used in QFT) and instead focus attention on a minimalist approach that uses only the physical fields (this ''direct approach'' is the SPDE analog of canonical quantization using physical fields). After setting up the general formalism for the characteristic functional (partition function), we show how to define the effective action to all loops, and then focus on the one-loop effective action and its specialization to constant fields: the effective potential. The physical interpretation of the effective action and effective potential for SPDEs is addressed and we show that key features carry over from QFT to the case of
Effective action for stochastic partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Hochberg, David [Laboratorio de Astrofisica Espacial y Fisica Fundamental, Apartado 50727, 28080 Madrid, (Spain); Centro de Astrobiologia, INTA, Carratera Ajalvir, Km. 4, 28850 Torrejon, Madrid, (Spain); Molina-Paris, Carmen [Theoretical Division, Los Alamos National Laboratory, Los Alamos, New Mexico 87545 (United States); Perez-Mercader, Juan [Laboratorio de Astrofisica Espacial y Fisica Fundamental, Apartado 50727, 28080 Madrid, (Spain); Visser, Matt [Physics Department, Washington University, Saint Louis, Missouri 63130-4899 (United States)
1999-12-01
Stochastic partial differential equations (SPDEs) are the basic tool for modeling systems where noise is important. SPDEs are used for models of turbulence, pattern formation, and the structural development of the universe itself. It is reasonably well known that certain SPDEs can be manipulated to be equivalent to (nonquantum) field theories that nevertheless exhibit deep and important relationships with quantum field theory. In this paper we systematically extend these ideas: We set up a functional integral formalism and demonstrate how to extract all the one-loop physics for an arbitrary SPDE subject to arbitrary Gaussian noise. It is extremely important to realize that Gaussian noise does not imply that the field variables undergo Gaussian fluctuations, and that these nonquantum field theories are fully interacting. The limitation to one loop is not as serious as might be supposed: Experience with quantum field theories (QFTs) has taught us that one-loop physics is often quite adequate to give a good description of the salient issues. The limitation to one loop does, however, offer marked technical advantages: Because at one loop almost any field theory can be rendered finite using zeta function technology, we can sidestep the complications inherent in the Martin-Siggia-Rose formalism (the SPDE analog of the Becchi-Rouet-Stora-Tyutin formalism used in QFT) and instead focus attention on a minimalist approach that uses only the physical fields (this ''direct approach'' is the SPDE analog of canonical quantization using physical fields). After setting up the general formalism for the characteristic functional (partition function), we show how to define the effective action to all loops, and then focus on the one-loop effective action and its specialization to constant fields: the effective potential. The physical interpretation of the effective action and effective potential for SPDEs is addressed and we show that key features carry over from
Evidence of stochastic region near a rational surface in core plasmas of LHD
International Nuclear Information System (INIS)
Ida, K.; Tamura, N.; Tuchiya, H.
2010-11-01
Clear evidence of stochastization of the magnetic surfaces near a rational surface is observed in the core plasma with weak magnetic shear in the Large Helical Device (LHD) by applying heat pulses driven by modulated electron cyclotron heating (MECH). The stochastization of the magnetic surfaces is confirmed by the observation of flattening of electron temperature (T e ) profiles and very fast propagation of the heat pulse, which is in contrast to the slow heat pulse propagation observed in the T e flat region of the nested magnetic island. (author)
International Nuclear Information System (INIS)
Laurens, J.M.
1985-01-01
A computer code was written to model food chains in order to estimate the internal and external doses, for stochastic and non-stochastic effects, on humans (adults and infants). Results are given for 67 radionuclides, for unit concentration in water (1 Bq/L) and in atmosphere (1 Bq/m 3 )
Stochastic volatility and stochastic leverage
DEFF Research Database (Denmark)
Veraart, Almut; Veraart, Luitgard A. M.
This paper proposes the new concept of stochastic leverage in stochastic volatility models. Stochastic leverage refers to a stochastic process which replaces the classical constant correlation parameter between the asset return and the stochastic volatility process. We provide a systematic...... treatment of stochastic leverage and propose to model the stochastic leverage effect explicitly, e.g. by means of a linear transformation of a Jacobi process. Such models are both analytically tractable and allow for a direct economic interpretation. In particular, we propose two new stochastic volatility...... models which allow for a stochastic leverage effect: the generalised Heston model and the generalised Barndorff-Nielsen & Shephard model. We investigate the impact of a stochastic leverage effect in the risk neutral world by focusing on implied volatilities generated by option prices derived from our new...
Anomalous scaling of stochastic processes and the Moses effect.
Chen, Lijian; Bassler, Kevin E; McCauley, Joseph L; Gunaratne, Gemunu H
2017-04-01
The state of a stochastic process evolving over a time t is typically assumed to lie on a normal distribution whose width scales like t^{1/2}. However, processes in which the probability distribution is not normal and the scaling exponent differs from 1/2 are known. The search for possible origins of such "anomalous" scaling and approaches to quantify them are the motivations for the work reported here. In processes with stationary increments, where the stochastic process is time-independent, autocorrelations between increments and infinite variance of increments can cause anomalous scaling. These sources have been referred to as the Joseph effect and the Noah effect, respectively. If the increments are nonstationary, then scaling of increments with t can also lead to anomalous scaling, a mechanism we refer to as the Moses effect. Scaling exponents quantifying the three effects are defined and related to the Hurst exponent that characterizes the overall scaling of the stochastic process. Methods of time series analysis that enable accurate independent measurement of each exponent are presented. Simple stochastic processes are used to illustrate each effect. Intraday financial time series data are analyzed, revealing that their anomalous scaling is due only to the Moses effect. In the context of financial market data, we reiterate that the Joseph exponent, not the Hurst exponent, is the appropriate measure to test the efficient market hypothesis.
Anomalous scaling of stochastic processes and the Moses effect
Chen, Lijian; Bassler, Kevin E.; McCauley, Joseph L.; Gunaratne, Gemunu H.
2017-04-01
The state of a stochastic process evolving over a time t is typically assumed to lie on a normal distribution whose width scales like t1/2. However, processes in which the probability distribution is not normal and the scaling exponent differs from 1/2 are known. The search for possible origins of such "anomalous" scaling and approaches to quantify them are the motivations for the work reported here. In processes with stationary increments, where the stochastic process is time-independent, autocorrelations between increments and infinite variance of increments can cause anomalous scaling. These sources have been referred to as the Joseph effect and the Noah effect, respectively. If the increments are nonstationary, then scaling of increments with t can also lead to anomalous scaling, a mechanism we refer to as the Moses effect. Scaling exponents quantifying the three effects are defined and related to the Hurst exponent that characterizes the overall scaling of the stochastic process. Methods of time series analysis that enable accurate independent measurement of each exponent are presented. Simple stochastic processes are used to illustrate each effect. Intraday financial time series data are analyzed, revealing that their anomalous scaling is due only to the Moses effect. In the context of financial market data, we reiterate that the Joseph exponent, not the Hurst exponent, is the appropriate measure to test the efficient market hypothesis.
Acoustic wave propagation and stochastic effects in metamaterial absorbers
DEFF Research Database (Denmark)
Christensen, Johan; Willatzen, Morten
2014-01-01
We show how stochastic variations of the effective parameters of anisotropic structured metamaterials can lead to increased absorption of sound. For this, we derive an analytical model based on the Bourret approximation and illustrate the immediate connection between material disorder and attenua...
Stochastic clustering of material surface under high-heat plasma load
Budaev, Viacheslav P.
2017-11-01
The results of a study of a surface formed by high-temperature plasma loads on various materials such as tungsten, carbon and stainless steel are presented. High-temperature plasma irradiation leads to an inhomogeneous stochastic clustering of the surface with self-similar granularity - fractality on the scale from nanoscale to macroscales. Cauliflower-like structure of tungsten and carbon materials are formed under high heat plasma load in fusion devices. The statistical characteristics of hierarchical granularity and scale invariance are estimated. They differ qualitatively from the roughness of the ordinary Brownian surface, which is possibly due to the universal mechanisms of stochastic clustering of material surface under the influence of high-temperature plasma.
A stochastic DNA walker that traverses a microparticle surface
Jung, C.; Allen, P. B.; Ellington, A. D.
2016-02-01
Molecular machines have previously been designed that are propelled by DNAzymes, protein enzymes and strand displacement. These engineered machines typically move along precisely defined one- and two-dimensional tracks. Here, we report a DNA walker that uses hybridization to drive walking on DNA-coated microparticle surfaces. Through purely DNA:DNA hybridization reactions, the nanoscale movements of the walker can lead to the generation of a single-stranded product and the subsequent immobilization of fluorescent labels on the microparticle surface. This suggests that the system could be of use in analytical and diagnostic applications, similar to how strand exchange reactions in solution have been used for transducing and quantifying signals from isothermal molecular amplification assays. The walking behaviour is robust and the walker can take more than 30 continuous steps. The traversal of an unprogrammed, inhomogeneous surface is also due entirely to autonomous decisions made by the walker, behaviour analogous to amorphous chemical reaction network computations, which have been shown to lead to pattern formation.
Optical absorption of hyperbolic metamaterial with stochastic surfaces
DEFF Research Database (Denmark)
Liu, Jingjing; Naik, Gururaj V.; Ishii, Satoshi
2014-01-01
We investigate the absorption properties of planar hyperbolic metamaterials (HMMs) consisting of metal-dielectric multilayers, which support propagating plane waves with anomalously large wavevectors and high photonic-density-of-states over a broad bandwidth. An interface formed by depositing...... indium-tin-oxide nanoparticles on an HMM surface scatters light into the high-k propagating modes of the metamaterial and reduces reflection. We compare the reflection and absorption from an HMM with the nanoparticle cover layer versus those of a metal film with the same thickness also covered...... with the nanoparticles. It is predicted that the super absorption properties of HMM show up when exceedingly large amounts of high-k modes are excited by strong plasmonic resonances. In the case that the coupling interface is formed by non-resonance scatterers, there is almost the same enhancement in the absorption...
DEFF Research Database (Denmark)
Duun-Henriksen, Anne Katrine; Schmidt, S.; Nørgaard, K.
2013-01-01
extension incorporating exercise effects on insulin and glucose dynamics. Our model is constructed as a stochastic state space model consisting of a set of stochastic differential equations (SDEs). In a stochastic state space model, the residual error is split into random measurement error...
Directory of Open Access Journals (Sweden)
Qinghai Zhao
2015-01-01
Full Text Available A mathematical framework is developed which integrates the reliability concept into topology optimization to solve reliability-based topology optimization (RBTO problems under uncertainty. Two typical methodologies have been presented and implemented, including the performance measure approach (PMA and the sequential optimization and reliability assessment (SORA. To enhance the computational efficiency of reliability analysis, stochastic response surface method (SRSM is applied to approximate the true limit state function with respect to the normalized random variables, combined with the reasonable design of experiments generated by sparse grid design, which was proven to be an effective and special discretization technique. The uncertainties such as material property and external loads are considered on three numerical examples: a cantilever beam, a loaded knee structure, and a heat conduction problem. Monte-Carlo simulations are also performed to verify the accuracy of the failure probabilities computed by the proposed approach. Based on the results, it is demonstrated that application of SRSM with SGD can produce an efficient reliability analysis in RBTO which enables a more reliable design than that obtained by DTO. It is also found that, under identical accuracy, SORA is superior to PMA in view of computational efficiency.
The stochastic effects on the Brazilian Electrical Sector
International Nuclear Information System (INIS)
Ferreira, Pedro Guilherme Costa; Oliveira, Fernando Luiz Cyrino; Souza, Reinaldo Castro
2015-01-01
The size and characteristics of the Brazilian Electrical Sector (BES) are unique. The system includes a large-scale hydrothermal power system with many hydroelectric plants and multiple owners. Due to the historical harnessing of natural resources, the National Interconnected System (NIS) was developed outside of the economic scale of the BES. The central components of the NIS enable energy generated in any part of Brazil to be consumed in distant regions, considering certain technical configurations. This interconnection results in a large-scale complex system and is controlled by robust computational models, used to support the planning and operation of the NIS. This study presents a different vision of the SEB, demonstrating the intrinsic relationship between hydrological stochasticity and the activities executed by the system, which is an important sector of the infrastructure in Brazil. The simulation of energy scenarios is crucial to the optimal manner to operate the sector and to supporting decisions about whether expansion is necessary, thus, avoiding unnecessary costs and/or losses. These scenarios are an imposing factor in the determination of the spot cost of electrical energy, given that the simulated quantities of water in the reservoirs are one of the determinants for the short-term energy price. - Highlights: • The relationship between the hydrological regimes and the energy policy and planning in Brazil; • An overview about the stochastic effects on the Brazilian Electrical Sector; • The stochasticity associated with the Brazilian electrical planning; • The importance of hydro resources management for energy generation in Brazil;
DEFF Research Database (Denmark)
Klim, Søren; Mortensen, Stig Bousgaard; Kristensen, Niels Rode
2009-01-01
are often partly ignored in PK/PD modelling although violating the hypothesis for many standard statistical tests. This article presents a package for the statistical program R that is able to handle SDEs in a mixed-effects setting. The estimation method implemented is the FOCE1 approximation......The extension from ordinary to stochastic differential equations (SDEs) in pharmacokinetic and pharmacodynamic (PK/PD) modelling is an emerging field and has been motivated in a number of articles [N.R. Kristensen, H. Madsen, S.H. Ingwersen, Using stochastic differential equations for PK/PD model...... development, J. Pharmacokinet. Pharmacodyn. 32 (February(l)) (2005) 109-141; C.W. Tornoe, R.V Overgaard, H. Agerso, H.A. Nielsen, H. Madsen, E.N. Jonsson, Stochastic differential equations in NONMEM: implementation, application, and comparison with ordinary differential equations, Pharm. Res. 22 (August(8...
DEFF Research Database (Denmark)
Davidsen, Claus; Liu, Suxia; Mo, Xinguo
2014-01-01
. A stochastic dynamic programming (SDP) approach is used to minimize the basin-wide total costs arising from water allocations and water curtailments. Dynamic allocation problems with inclusion of groundwater resources proved to be more complex to solve with SDP than pure surface water allocation problems due...... to head-dependent pumping costs. These dynamic pumping costs strongly affect the total costs and can lead to non-convexity of the future cost function. The water user groups (agriculture, industry, domestic) are characterized by inelastic demands and fixed water allocation and water supply curtailment...
The stochastic system approach for estimating dynamic treatments effect.
Commenges, Daniel; Gégout-Petit, Anne
2015-10-01
The problem of assessing the effect of a treatment on a marker in observational studies raises the difficulty that attribution of the treatment may depend on the observed marker values. As an example, we focus on the analysis of the effect of a HAART on CD4 counts, where attribution of the treatment may depend on the observed marker values. This problem has been treated using marginal structural models relying on the counterfactual/potential response formalism. Another approach to causality is based on dynamical models, and causal influence has been formalized in the framework of the Doob-Meyer decomposition of stochastic processes. Causal inference however needs assumptions that we detail in this paper and we call this approach to causality the "stochastic system" approach. First we treat this problem in discrete time, then in continuous time. This approach allows incorporating biological knowledge naturally. When working in continuous time, the mechanistic approach involves distinguishing the model for the system and the model for the observations. Indeed, biological systems live in continuous time, and mechanisms can be expressed in the form of a system of differential equations, while observations are taken at discrete times. Inference in mechanistic models is challenging, particularly from a numerical point of view, but these models can yield much richer and reliable results.
Effective stochastic generator with site-dependent interactions
Khamehchi, Masoumeh; Jafarpour, Farhad H.
2017-11-01
It is known that the stochastic generators of effective processes associated with the unconditioned dynamics of rare events might consist of non-local interactions; however, it can be shown that there are special cases for which these generators can include local interactions. In this paper, we investigate this possibility by considering systems of classical particles moving on a one-dimensional lattice with open boundaries. The particles might have hard-core interactions similar to the particles in an exclusion process, or there can be many arbitrary particles at a single site in a zero-range process. Assuming that the interactions in the original process are local and site-independent, we will show that under certain constraints on the microscopic reaction rules, the stochastic generator of an unconditioned process can be local but site-dependent. As two examples, the asymmetric zero-temperature Glauber model and the A-model with diffusion are presented and studied under the above-mentioned constraints.
Klim, Søren; Mortensen, Stig Bousgaard; Kristensen, Niels Rode; Overgaard, Rune Viig; Madsen, Henrik
2009-06-01
The extension from ordinary to stochastic differential equations (SDEs) in pharmacokinetic and pharmacodynamic (PK/PD) modelling is an emerging field and has been motivated in a number of articles [N.R. Kristensen, H. Madsen, S.H. Ingwersen, Using stochastic differential equations for PK/PD model development, J. Pharmacokinet. Pharmacodyn. 32 (February(1)) (2005) 109-141; C.W. Tornøe, R.V. Overgaard, H. Agersø, H.A. Nielsen, H. Madsen, E.N. Jonsson, Stochastic differential equations in NONMEM: implementation, application, and comparison with ordinary differential equations, Pharm. Res. 22 (August(8)) (2005) 1247-1258; R.V. Overgaard, N. Jonsson, C.W. Tornøe, H. Madsen, Non-linear mixed-effects models with stochastic differential equations: implementation of an estimation algorithm, J. Pharmacokinet. Pharmacodyn. 32 (February(1)) (2005) 85-107; U. Picchini, S. Ditlevsen, A. De Gaetano, Maximum likelihood estimation of a time-inhomogeneous stochastic differential model of glucose dynamics, Math. Med. Biol. 25 (June(2)) (2008) 141-155]. PK/PD models are traditionally based ordinary differential equations (ODEs) with an observation link that incorporates noise. This state-space formulation only allows for observation noise and not for system noise. Extending to SDEs allows for a Wiener noise component in the system equations. This additional noise component enables handling of autocorrelated residuals originating from natural variation or systematic model error. Autocorrelated residuals are often partly ignored in PK/PD modelling although violating the hypothesis for many standard statistical tests. This article presents a package for the statistical program R that is able to handle SDEs in a mixed-effects setting. The estimation method implemented is the FOCE(1) approximation to the population likelihood which is generated from the individual likelihoods that are approximated using the Extended Kalman Filter's one-step predictions.
Stochastic dynamics of spatial effects in fragmentation of clusters
International Nuclear Information System (INIS)
Salinas-Rodriguez, E.; Rodriguez, R.F.; Zamora, J.M.
1991-01-01
We use a stochastic approach to study the effects of spatial in homogeneities in the kinetics of a fragmentation model which occurs in cluster breakup and polymer degradation. The analytical form of the cluster size distribution function is obtained for both the discrete and continuous limits. From it we calculate numerically the average size and volume of the clusters, their total concentration and the total scattering of the dispersion in both limits. The influence of spatial effects is explicitly shown in the last two quantities. From our description the equations for the equal-time and the two times density correlation functions are also derived in the continuous limit. Finally, the perspectives and limitations of our approach are discussed (Author)
Energy Technology Data Exchange (ETDEWEB)
Wang, Lijin, E-mail: ljwang@ucas.ac.cn [School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing 100049 (China)
2016-06-08
The stochastic protein kinetic equations can be stiff for certain parameters, which makes their numerical simulation rely on very small time step sizes, resulting in large computational cost and accumulated round-off errors. For such situation, we provide a method of reducing stiffness of the stochastic protein kinetic equation by means of a kind of variable transformation. Theoretical and numerical analysis show effectiveness of this method. Its generalization to a more general class of stochastic differential equation models is also discussed.
Effects of Colored Noise on Stochastic Resonance in Sensory Neurons
International Nuclear Information System (INIS)
Nozaki, D.; Mar, D.J.; Collins, J.J.; Grigg, P.
1999-01-01
Noise can assist neurons in the detection of weak signals via a mechanism known as stochastic resonance (SR). We demonstrate experimentally that SR-type effects can be obtained in rat sensory neurons with white noise, 1/f noise, or 1/f 2 noise. For low-frequency input noise, we show that the optimal noise intensity is the lowest and the output signal-to-noise ratio the highest for conventional white noise. We also show that under certain circumstances, 1/f noise can be better than white noise for enhancing the response of a neuron to a weak signal. We present a theory to account for these results and discuss the biological implications of 1/f noise. copyright 1999 The American Physical Society
Chang, Wen-Ruey; Matz, Simon; Chang, Chien-Chi
2014-05-01
The maximum coefficient of friction that can be supported at the shoe and floor interface without a slip is usually called the available coefficient of friction (ACOF) for human locomotion. The probability of a slip could be estimated using a statistical model by comparing the ACOF with the required coefficient of friction (RCOF), assuming that both coefficients have stochastic distributions. An investigation of the stochastic distributions of the ACOF of five different floor surfaces under dry, water and glycerol conditions is presented in this paper. One hundred friction measurements were performed on each floor surface under each surface condition. The Kolmogorov-Smirnov goodness-of-fit test was used to determine if the distribution of the ACOF was a good fit with the normal, log-normal and Weibull distributions. The results indicated that the ACOF distributions had a slightly better match with the normal and log-normal distributions than with the Weibull in only three out of 15 cases with a statistical significance. The results are far more complex than what had heretofore been published and different scenarios could emerge. Since the ACOF is compared with the RCOF for the estimate of slip probability, the distribution of the ACOF in seven cases could be considered a constant for this purpose when the ACOF is much lower or higher than the RCOF. A few cases could be represented by a normal distribution for practical reasons based on their skewness and kurtosis values without a statistical significance. No representation could be found in three cases out of 15. Copyright © 2013 Elsevier Ltd and The Ergonomics Society. All rights reserved.
Stochastic analysis of 1D and 2D surface topography of x-ray mirrors
Tyurina, Anastasia Y.; Tyurin, Yury N.; Yashchuk, Valeriy V.
2017-08-01
The design and evaluation of the expected performance of new optical systems requires sophisticated and reliable information about the surface topography for planned optical elements before they are fabricated. The problem is especially complex in the case of x-ray optics, particularly for the X-ray Surveyor under development and other missions. Modern x-ray source facilities are reliant upon the availability of optics with unprecedented quality (surface slope accuracy quality optics. The uniqueness of the optics and limited number of proficient vendors makes the fabrication extremely time consuming and expensive, mostly due to the limitations in accuracy and measurement rate of metrology used in fabrication. We discuss improvements in metrology efficiency via comprehensive statistical analysis of a compact volume of metrology data. The data is considered stochastic and a new statistical model called Invertible Time Invariant Linear Filter (InTILF) is developed now for 2D surface profiles to provide compact description of the 2D data additionally to 1D data treated so far. The model captures faint patterns in the data and serves as a quality metric and feedback to polishing processes, avoiding high resolution metrology measurements over the entire optical surface. The modeling, implemented in our Beatmark software, allows simulating metrology data for optics made by the same vendor and technology. The forecast data is vital for reliable specification for optical fabrication, to be exactly adequate for the required system performance.
Parsakhoo, Zahra; Shao, Yaping
2017-04-01
Near-surface turbulent mixing has considerable effect on surface fluxes, cloud formation and convection in the atmospheric boundary layer (ABL). Its quantifications is however a modeling and computational challenge since the small eddies are not fully resolved in Eulerian models directly. We have developed a Lagrangian stochastic model to demonstrate multi-scale interactions between convection and land surface heterogeneity in the atmospheric boundary layer based on the Ito Stochastic Differential Equation (SDE) for air parcels (particles). Due to the complexity of the mixing in the ABL, we find that linear Ito SDE cannot represent convections properly. Three strategies have been tested to solve the problem: 1) to make the deterministic term in the Ito equation non-linear; 2) to change the random term in the Ito equation fractional, and 3) to modify the Ito equation by including Levy flights. We focus on the third strategy and interpret mixing as interaction between at least two stochastic processes with different Lagrangian time scales. The model is in progress to include the collisions among the particles with different characteristic and to apply the 3D model for real cases. One application of the model is emphasized: some land surface patterns are generated and then coupled with the Large Eddy Simulation (LES).
The effect of stochasticity on the lac operon: an evolutionary perspective.
Directory of Open Access Journals (Sweden)
Milan van Hoek
2007-06-01
Full Text Available The role of stochasticity on gene expression is widely discussed. Both potential advantages and disadvantages have been revealed. In some systems, noise in gene expression has been quantified, in among others the lac operon of Escherichia coli. Whether stochastic gene expression in this system is detrimental or beneficial for the cells is, however, still unclear. We are interested in the effects of stochasticity from an evolutionary point of view. We study this question in the lac operon, taking a computational approach: using a detailed, quantitative, spatial model, we evolve through a mutation-selection process the shape of the promoter function and therewith the effective amount of stochasticity. We find that noise values for lactose, the natural inducer, are much lower than for artificial, nonmetabolizable inducers, because these artificial inducers experience a stronger positive feedback. In the evolved promoter functions, noise due to stochasticity in gene expression, when induced by lactose, only plays a very minor role in short-term physiological adaptation, because other sources of population heterogeneity dominate. Finally, promoter functions evolved in the stochastic model evolve to higher repressed transcription rates than those evolved in a deterministic version of the model. This causes these promoter functions to experience less stochasticity in gene expression. We show that a high repression rate and hence high stochasticity increases the delay in lactose uptake in a variable environment. We conclude that the lac operon evolved such that the impact of stochastic gene expression is minor in its natural environment, but happens to respond with much stronger stochasticity when confronted with artificial inducers. In this particular system, we have shown that stochasticity is detrimental. Moreover, we demonstrate that in silico evolution in a quantitative model, by mutating the parameters of interest, is a promising way to unravel
Mean, covariance, and effective dimension of stochastic distributed delay dynamics
René, Alexandre; Longtin, André
2017-11-01
Dynamical models are often required to incorporate both delays and noise. However, the inherently infinite-dimensional nature of delay equations makes formal solutions to stochastic delay differential equations (SDDEs) challenging. Here, we present an approach, similar in spirit to the analysis of functional differential equations, but based on finite-dimensional matrix operators. This results in a method for obtaining both transient and stationary solutions that is directly amenable to computation, and applicable to first order differential systems with either discrete or distributed delays. With fewer assumptions on the system's parameters than other current solution methods and no need to be near a bifurcation, we decompose the solution to a linear SDDE with arbitrary distributed delays into natural modes, in effect the eigenfunctions of the differential operator, and show that relatively few modes can suffice to approximate the probability density of solutions. Thus, we are led to conclude that noise makes these SDDEs effectively low dimensional, which opens the possibility of practical definitions of probability densities over their solution space.
International Nuclear Information System (INIS)
Tarik Ogurtani, Omer; Celik, Aytac; Emre Oren, Ersin
2014-01-01
Quantum dots (QD) have discrete energy spectrum, which can be adjusted over a wide range by tuning composition, density, size, lattice strain, and morphology. These features make quantum dots attractive for the design and fabrication of novel electronic, magnetic and photonic devices and other functional materials used in cutting-edge applications. The formation of QD on epitaxially strained thin film surfaces, known as Stranski-Krastanow (SK) islands, has attracted great attention due to their unique electronic properties. Here, we present a systematic dynamical simulation study for the spontaneous evolution of the SK islands on the stochastically rough surfaces (nucleationless growth). During the development of SK islands through the mass accumulation at randomly selected regions of the film via surface drift-diffusion (induced by the capillary and mismatch stresses) with and/or without growth, one also observes the formation of an extremely thin wetting layer having a thickness of a few Angstroms. Above a certain threshold level of the mismatch strain and/or the size of the patch, the formation of multiple islands separated by shallow wetting layers is also observed as metastable states such as doublets even multiplets. These islands are converted into a distinct SK islands after long annealing times by coalescence through the long range surface diffusion. Extensive computer simulation studies demonstrated that after an initial transient regime, there is a strong quadratic relationship between the height of the SK singlet and the intensity of the lattice mismatch strain (in a wide range of stresses up to 8.5 GPa for germanium thin crystalline films), with the exception at those critical points where the morphological (shape change with necking) transition takes place.
International Nuclear Information System (INIS)
Puri, P.S.
1982-01-01
The author briefly describes a stochastic model for radiation effects in single cells, discusses some results based on this model and then raises several questions which need further attention. While the ultimate goal is to develop appropriate stochastic models of phenomena arising in irradiated experimental animals, the present concern however is limited to irradiation effects on cells of some homogeneous tissue. The basic assumptions underlying the stochastic model are presented. Some of the model implications are compared with empirical findings in the literature. The question of whether or not a primary particle of UV radiation generates any secondary particles is also considered. (Auth.)
The threshold of a stochastic avian-human influenza epidemic model with psychological effect
Zhang, Fengrong; Zhang, Xinhong
2018-02-01
In this paper, a stochastic avian-human influenza epidemic model with psychological effect in human population and saturation effect within avian population is investigated. This model describes the transmission of avian influenza among avian population and human population in random environments. For stochastic avian-only system, persistence in the mean and extinction of the infected avian population are studied. For the avian-human influenza epidemic system, sufficient conditions for the existence of an ergodic stationary distribution are obtained. Furthermore, a threshold of this stochastic model which determines the outcome of the disease is obtained. Finally, numerical simulations are given to support the theoretical results.
Stabilization and destabilization effects of the electric field on stochastic precipitate pattern
Lagzi, István; Izsak, F.
2004-01-01
Stabilization and destabilization effects of an applied electric field on the Liesegang pattern formation in low concentration gradient were studied with numerical model simulations. In the absence of an electric field pattern formation exhibits increasingly stochastic behaviour as the initial
Wetland Ecohydrology: stochastic description of water level fluctuations across the soil surface
Tamea, S.; Muneepeerakul, R.; Laio, F.; Ridolfi, L.; Rodriguez-Iturbe, I.
2009-12-01
Wetlands provide a suite of social and ecological critical functions such as being habitats of disease-carrying vectors, providing buffer zones against hurricanes, controlling sediment transport, filtering nutrients and contaminants, and a repository of great biological diversity. More recently, wetlands have also been recognized as crucial for carbon storage in the context of global climate change. Despite such importance, quantitative approaches to many aspects of wetlands are far from adequate. Therefore, improving our quantitative understanding of wetlands is necessary to our ability to maintain, manage, and restore these invaluable environments. In wetlands, hydrologic factors and ecosystem processes interplay and generate unique characteristics and a delicate balance between biotic and abiotic elements. The main hydrologic driver of wetland ecosystems is the position of the water level that, being above or below ground, determines the submergence or exposure of soil. When the water level is above the soil surface, soil saturation and lack of oxygen causes hypoxia, anaerobic functioning of microorganisms and anoxic stress in plants, that might lead to the death of non-adapted organisms. When the water level lies below the soil surface, the ecosystem becomes groundwater-dependent, and pedological and physiological aspects play their role in the soil water balance. We propose here a quantitative description of wetland ecohydrology, through a stochastic process-based water balance, driven by a marked compound Poisson noise representing rainfall events. The model includes processes such as rainfall infiltration, evapotranspiration, capillary rise, and the contribution of external water bodies, which are quantified in a simple yet realistic way. The semi-analytical steady-state probability distributions of water level spanning across the soil surface are validated with data from the Everglades (Florida, USA). The model and its results allow for a quantitative
Dynamics of the stochastic Lorenz chaotic system with long memory effects
Energy Technology Data Exchange (ETDEWEB)
Zeng, Caibin, E-mail: zeng.cb@mail.scut.edu.cn; Yang, Qigui, E-mail: qgyang@scut.edu.cn [School of Mathematics, South China University of Technology, Guangzhou 510640 (China)
2015-12-15
Little seems to be known about the ergodic dynamics of stochastic systems with fractional noise. This paper is devoted to discern such long time dynamics through the stochastic Lorenz chaotic system (SLCS) with long memory effects. By a truncation technique, the SLCS is proved to generate a continuous stochastic dynamical system Λ. Based on the Krylov-Bogoliubov criterion, the required Lyapunov function is further established to ensure the existence of the invariant measure of Λ. Meanwhile, the uniqueness of the invariant measure of Λ is proved by examining the strong Feller property, together with an irreducibility argument. Therefore, the SLCS has exactly one adapted stationary solution.
STOCHASTIC ASSESSMENT OF NIGERIAN STOCHASTIC ...
African Journals Online (AJOL)
eobe
STOCHASTIC ASSESSMENT OF NIGERIAN WOOD FOR BRIDGE DECKS ... abandoned bridges with defects only in their decks in both rural and urban locations can be effectively .... which can be seen as the detection of rare physical.
Effects of stochastic time-delayed feedback on a dynamical system modeling a chemical oscillator
González Ochoa, Héctor O.; Perales, Gualberto Solís; Epstein, Irving R.; Femat, Ricardo
2018-05-01
We examine how stochastic time-delayed negative feedback affects the dynamical behavior of a model oscillatory reaction. We apply constant and stochastic time-delayed negative feedbacks to a point Field-Körös-Noyes photosensitive oscillator and compare their effects. Negative feedback is applied in the form of simulated inhibitory electromagnetic radiation with an intensity proportional to the concentration of oxidized light-sensitive catalyst in the oscillator. We first characterize the system under nondelayed inhibitory feedback; then we explore and compare the effects of constant (deterministic) versus stochastic time-delayed feedback. We find that the oscillatory amplitude, frequency, and waveform are essentially preserved when low-dispersion stochastic delayed feedback is used, whereas small but measurable changes appear when a large dispersion is applied.
Huang, Si-Da; Shang, Cheng; Zhang, Xiao-Jie; Liu, Zhi-Pan
2017-09-01
While the underlying potential energy surface (PES) determines the structure and other properties of a material, it has been frustrating to predict new materials from theory even with the advent of supercomputing facilities. The accuracy of the PES and the efficiency of PES sampling are two major bottlenecks, not least because of the great complexity of the material PES. This work introduces a "Global-to-Global" approach for material discovery by combining for the first time a global optimization method with neural network (NN) techniques. The novel global optimization method, named the stochastic surface walking (SSW) method, is carried out massively in parallel for generating a global training data set, the fitting of which by the atom-centered NN produces a multi-dimensional global PES; the subsequent SSW exploration of large systems with the analytical NN PES can provide key information on the thermodynamics and kinetics stability of unknown phases identified from global PESs. We describe in detail the current implementation of the SSW-NN method with particular focuses on the size of the global data set and the simultaneous energy/force/stress NN training procedure. An important functional material, TiO 2 , is utilized as an example to demonstrate the automated global data set generation, the improved NN training procedure and the application in material discovery. Two new TiO 2 porous crystal structures are identified, which have similar thermodynamics stability to the common TiO 2 rutile phase and the kinetics stability for one of them is further proved from SSW pathway sampling. As a general tool for material simulation, the SSW-NN method provides an efficient and predictive platform for large-scale computational material screening.
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.
Effects of stochastic noise on dynamical decoupling procedures
Energy Technology Data Exchange (ETDEWEB)
Bernad, Jozsef Zsolt; Frydrych, Holger; Alber, Gernot [Institut fuer Angewandte Physik, Technische Universitaet Darmstadt, D-64289 Darmstadt (Germany)
2013-07-01
Dynamical decoupling is a well-established technique to protect quantum systems from unwanted influences of their environment by exercising active control. It has been used experimentally to drastically increase the lifetime of qubit states in various implementations. The efficiency of different dynamical decoupling schemes defines the lifetime. However, errors in control operations always limit this efficiency. We propose a stochastic model as a possible description of imperfect control pulses and discuss the impact of this kind of error on different decoupling schemes. In the limit of continuous control, i.e. if the number of pulses N → ∞, we derive a stochastic differential equation for the evolution of the density operator of the controlled system and its environment. In the context of this modified time evolution we discuss possibilities of protecting qubit states against environmental noise.
Stantcheva, T.; Herbst, E.
2004-08-01
We present a gas-grain model of homogeneous cold cloud cores with time-independent physical conditions. In the model, the gas-phase chemistry is treated via rate equations while the diffusive granular chemistry is treated stochastically. The two phases are coupled through accretion and evaporation. A small network of surface reactions accounts for the surface production of the stable molecules water, formaldehyde, methanol, carbon dioxide, ammonia, and methane. The calculations are run for a time of 107 years at three different temperatures: 10 K, 15 K, and 20 K. The results are compared with those produced in a totally deterministic gas-grain model that utilizes the rate equation method for both the gas-phase and surface chemistry. The results of the different models are in agreement for the abundances of the gaseous species except for later times when the surface chemistry begins to affect the gas. The agreement for the surface species, however, is somewhat mixed. The average abundances of highly reactive surface species can be orders of magnitude larger in the stochastic-deterministic model than in the purely deterministic one. For non-reactive species, the results of the models can disagree strongly at early times, but agree to well within an order of magnitude at later times for most molecules. Strong exceptions occur for CO and H2CO at 10 K, and for CO2 at 20 K. The agreement seems to be best at a temperature of 15 K. As opposed to the use of the normal rate equation method of surface chemistry, the modified rate method is in significantly better agreement with the stochastic-deterministic approach. Comparison with observations of molecular ices in dense clouds shows mixed agreement.
Spatial effect on stochastic dynamics of bistable evolutionary games
International Nuclear Information System (INIS)
So, Kohaku H Z; Ohtsuki, Hisashi; Kato, Takeo
2014-01-01
We consider the lifetimes of metastable states in bistable evolutionary games (coordination games), and examine how they are affected by spatial structure. A semiclassical approximation based on a path integral method is applied to stochastic evolutionary game dynamics with and without spatial structure, and the lifetimes of the metastable states are evaluated. It is shown that the population dependence of the lifetimes is qualitatively different in these two models. Our result indicates that spatial structure can accelerate the transitions between metastable states. (paper)
Internal additive noise effects in stochastic resonance using organic field effect transistor
Energy Technology Data Exchange (ETDEWEB)
Suzuki, Yoshiharu; Asakawa, Naoki [Division of Molecular Science, Graduate School of Science and Technology, Gunma University, 1-5-1 Tenjin-cho, Kiryu, Gunma 376-8515 (Japan); Matsubara, Kiyohiko [KOOROGI LLC, 6-1585-1-B Sakaino-cho, Kiryu, Gunma 376-0002 (Japan)
2016-08-29
Stochastic resonance phenomenon was observed in organic field effect transistor using poly(3-hexylthiophene), which enhances performance of signal transmission with application of noise. The enhancement of correlation coefficient between the input and output signals was low, and the variation of correlation coefficient was not remarkable with respect to the intensity of external noise, which was due to the existence of internal additive noise following the nonlinear threshold response. In other words, internal additive noise plays a positive role on the capability of approximately constant signal transmission regardless of noise intensity, which can be said “homeostatic” behavior or “noise robustness” against external noise. Furthermore, internal additive noise causes emergence of the stochastic resonance effect even on the threshold unit without internal additive noise on which the correlation coefficient usually decreases monotonically.
Risk estimates of stochastic effects due to exposure to radiation - a stochastic harm index
International Nuclear Information System (INIS)
Gonen, Y.G.
1980-01-01
The effects of exposure to low level radiation on the survival probability and life expectancy were investigated. The 1977 vital statistics of Jewish males in Israel were used as a baseline, mainly the data on normalized survival probability and life expectation as functions of age. Assumed effects of exposure were superposed on these data and the net differences calculated. It was found that the realistic rate effects of exposure to radiation are generally less than calculated by multiplying the collective dose by the risk factor. The effects are strongly age-dependent, decreasing sharply with age at exposure. The assumed harm due to exposure can be more than offset by improvements in medical care and safety. (H.K.)
Effect of multiplicative noise on stationary stochastic process
Kargovsky, A. V.; Chikishev, A. Yu.; Chichigina, O. A.
2018-03-01
An open system that can be analyzed using the Langevin equation with multiplicative noise is considered. The stationary state of the system results from a balance of deterministic damping and random pumping simulated as noise with controlled periodicity. The dependence of statistical moments of the variable that characterizes the system on parameters of the problem is studied. A nontrivial decrease in the mean value of the main variable with an increase in noise stochasticity is revealed. Applications of the results in several physical, chemical, biological, and technical problems of natural and humanitarian sciences are discussed.
AN EXAMINATION OF THE LEVERAGE EFFECT IN THE ISE WITH STOCHASTIC VOLATILITY MODEL
Directory of Open Access Journals (Sweden)
YELİZ YALÇIN
2013-06-01
Full Text Available The purpose of this paper is the asses the leverage effect of the Istanbul Stock Exchange within the Stochastic Volatility framework in the period 01.01.1990 – 11.08.2006. The relationship between risk and return is a well established phenomenon in Financial Econometerics. Both positive and negative relationship has been reported in the empirical literature. That use the conditional variance the empirical evidence provided in this paper from the Stochastic Volatility is to be negative feed back effect and statistically insignificant leverage effect.
Effect of the Potential Shape on the Stochastic Resonance Processes
Kenmoé, G. Djuidjé; Ngouongo, Y. J. Wadop; Kofané, T. C.
2015-10-01
The stochastic resonance (SR) induced by periodic signal and white noises in a periodic nonsinusoidal potential is investigated. This phenomenon is studied as a function of the friction coefficient as well as the shape of the potential. It is done through an investigation of the hysteresis loop area which is equivalent to the input energy lost by the system to the environment per period of the external force. SR is evident in some range of the shape parameter of the potential, but cannot be observed in the other range. Specially, variation of the shape potential affects significantly and not trivially the heigh of the potential barrier in the Kramers rate as well as the occurrence of SR. The finding results show crucial dependence of the temperature of occurrence of SR on the shape of the potential. It is noted that the maximum of the input energy generally decreases when the friction coefficient is increased.
Effects of demographic stochasticity on biological community assembly on evolutionary time scales
Murase, Yohsuke
2010-04-13
We study the effects of demographic stochasticity on the long-term dynamics of biological coevolution models of community assembly. The noise is induced in order to check the validity of deterministic population dynamics. While mutualistic communities show little dependence on the stochastic population fluctuations, predator-prey models show strong dependence on the stochasticity, indicating the relevance of the finiteness of the populations. For a predator-prey model, the noise causes drastic decreases in diversity and total population size. The communities that emerge under influence of the noise consist of species strongly coupled with each other and have stronger linear stability around the fixed-point populations than the corresponding noiseless model. The dynamics on evolutionary time scales for the predator-prey model are also altered by the noise. Approximate 1/f fluctuations are observed with noise, while 1/ f2 fluctuations are found for the model without demographic noise. © 2010 The American Physical Society.
Effects of demographic stochasticity on biological community assembly on evolutionary time scales
Murase, Yohsuke; Shimada, Takashi; Ito, Nobuyasu; Rikvold, Per Arne
2010-01-01
We study the effects of demographic stochasticity on the long-term dynamics of biological coevolution models of community assembly. The noise is induced in order to check the validity of deterministic population dynamics. While mutualistic communities show little dependence on the stochastic population fluctuations, predator-prey models show strong dependence on the stochasticity, indicating the relevance of the finiteness of the populations. For a predator-prey model, the noise causes drastic decreases in diversity and total population size. The communities that emerge under influence of the noise consist of species strongly coupled with each other and have stronger linear stability around the fixed-point populations than the corresponding noiseless model. The dynamics on evolutionary time scales for the predator-prey model are also altered by the noise. Approximate 1/f fluctuations are observed with noise, while 1/ f2 fluctuations are found for the model without demographic noise. © 2010 The American Physical Society.
Structured Modeling and Analysis of Stochastic Epidemics with Immigration and Demographic Effects.
Baumann, Hendrik; Sandmann, Werner
2016-01-01
Stochastic epidemics with open populations of variable population sizes are considered where due to immigration and demographic effects the epidemic does not eventually die out forever. The underlying stochastic processes are ergodic multi-dimensional continuous-time Markov chains that possess unique equilibrium probability distributions. Modeling these epidemics as level-dependent quasi-birth-and-death processes enables efficient computations of the equilibrium distributions by matrix-analytic methods. Numerical examples for specific parameter sets are provided, which demonstrates that this approach is particularly well-suited for studying the impact of varying rates for immigration, births, deaths, infection, recovery from infection, and loss of immunity.
Structured Modeling and Analysis of Stochastic Epidemics with Immigration and Demographic Effects.
Directory of Open Access Journals (Sweden)
Hendrik Baumann
Full Text Available Stochastic epidemics with open populations of variable population sizes are considered where due to immigration and demographic effects the epidemic does not eventually die out forever. The underlying stochastic processes are ergodic multi-dimensional continuous-time Markov chains that possess unique equilibrium probability distributions. Modeling these epidemics as level-dependent quasi-birth-and-death processes enables efficient computations of the equilibrium distributions by matrix-analytic methods. Numerical examples for specific parameter sets are provided, which demonstrates that this approach is particularly well-suited for studying the impact of varying rates for immigration, births, deaths, infection, recovery from infection, and loss of immunity.
Expansion or extinction: deterministic and stochastic two-patch models with Allee effects.
Kang, Yun; Lanchier, Nicolas
2011-06-01
We investigate the impact of Allee effect and dispersal on the long-term evolution of a population in a patchy environment. Our main focus is on whether a population already established in one patch either successfully invades an adjacent empty patch or undergoes a global extinction. Our study is based on the combination of analytical and numerical results for both a deterministic two-patch model and a stochastic counterpart. The deterministic model has either two, three or four attractors. The existence of a regime with exactly three attractors only appears when patches have distinct Allee thresholds. In the presence of weak dispersal, the analysis of the deterministic model shows that a high-density and a low-density populations can coexist at equilibrium in nearby patches, whereas the analysis of the stochastic model indicates that this equilibrium is metastable, thus leading after a large random time to either a global expansion or a global extinction. Up to some critical dispersal, increasing the intensity of the interactions leads to an increase of both the basin of attraction of the global extinction and the basin of attraction of the global expansion. Above this threshold, for both the deterministic and the stochastic models, the patches tend to synchronize as the intensity of the dispersal increases. This results in either a global expansion or a global extinction. For the deterministic model, there are only two attractors, while the stochastic model no longer exhibits a metastable behavior. In the presence of strong dispersal, the limiting behavior is entirely determined by the value of the Allee thresholds as the global population size in the deterministic and the stochastic models evolves as dictated by their single-patch counterparts. For all values of the dispersal parameter, Allee effects promote global extinction in terms of an expansion of the basin of attraction of the extinction equilibrium for the deterministic model and an increase of the
Groundwater Management at Varamin Plain: The Consideration of Stochastic and Environmental Effects
International Nuclear Information System (INIS)
Najafi Alamdarlo, H.; Ahmadian, M.; Khalilian, S.
2016-01-01
Groundwater is one of the common resources in Varamin Plain, but due to over extraction it has been exposed to ruin. This phenomenon will lead to economic and environmental problems. On the other hand, the world is expected to face with more stochastic events of water supply. Furthermore, incorporating stochastic consideration of water supply becomes more acute in designing water facilities. Therefore, the strategies should be applied to improve managing resources and increase the efficiency of irrigation system. Hence, in this study the effect of efficiency improvement of irrigation system on the exploitation of groundwater and cropping pattern is examined in deterministic and stochastic condition using Nash bargaining theory. The results showed that farmers in B scenario are more willing to cooperate and as a result of their cooperation, they lose only 3 percentages of their present value of the objective function. Therefore, the efficiency improvement of irrigation system can result in improving the cooperation between farmers and increasing the amount of reserves.Groundwater is one of the common resources in Varamin Plain, but due to over extraction it has been exposed to ruin. This phenomenon will lead to economic and environmental problems. On the other hand, the world is expected to face with more stochastic events of water supply. Furthermore, incorporating stochastic consideration of water supply becomes more acute in designing water facilities. Therefore, the strategies should be applied to improve managing resources and increase the efficiency of irrigation system. Hence, in this study the effect of efficiency improvement of irrigation system on the exploitation of groundwater and cropping pattern is examined in deterministic and stochastic condition using Nash bargaining theory. The results showed that farmers in B scenario are more willing to cooperate and as a result of their cooperation, they lose only 3 percentages of their present value of the
HEALTH - module for assessment of stochastic health effects after nuclear accidents
International Nuclear Information System (INIS)
Raicevic, J.J.; Gajic, M.; Popovic, Z.
2003-01-01
In this paper the program module HEALTH for assessment of stochastic health effects in the case of nuclear accidents is presented. Program module HEALTH is a part of the new European real-time computer system RODOS for nuclear emergency and preparedness. Some of the key features of module HEALTH are presented, and some possible further improvements are discussed (author)
International Nuclear Information System (INIS)
Olson, Gordon L.
2016-01-01
One-dimensional models for the transport of radiation through binary stochastic media do not work in multi-dimensions. Authors have attempted to modify or extend the 1D models to work in multidimensions without success. Analytic one-dimensional models are successful in 1D only when assuming greatly simplified physics. State of the art theories for stochastic media radiation transport do not address multi-dimensions and temperature-dependent physics coefficients. Here, the concept of effective opacities and effective heat capacities is found to well represent the ensemble averaged transport solutions in cases with gray or multigroup temperature-dependent opacities and constant or temperature-dependent heat capacities. In every case analyzed here, effective physics coefficients fit the transport solutions over a useful range of parameter space. The transport equation is solved with the spherical harmonics method with angle orders of n=1 and 5. Although the details depend on what order of solution is used, the general results are similar, independent of angular order. - Highlights: • Gray and multigroup radiation transport is done through 2D stochastic media. • Approximate models for the mean radiation field are found for all test problems. • Effective opacities are adjusted to fit the means of stochastic media transport. • Test problems include temperature dependent opacities and heat capacities • Transport solutions are done with angle orders n=1 and 5.
Steeneveld, W.; Swinkels, J.; Hogeveen, H.
2007-01-01
Chronic subclinical mastitis is usually not treated during the lactation. However, some veterinarians regard treatment of some types of subclinical mastitis to be effective. The goal of this research was to develop a stochastic Monte Carlo simulation model to support decisions around treatment of
The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model
DEFF Research Database (Denmark)
Christensen, Bent Jesper; Posedel, Petra
We study the risk premium and leverage effect in the S&P500 market using the stochastic volatility-in-mean model of Barndor¤-Nielsen & Shephard (2001). The Merton (1973, 1980) equilibrium asset pricing condition linking the conditional mean and conditional variance of discrete time returns is rei...
International Nuclear Information System (INIS)
Martinez, Eduardo
2012-01-01
The domain wall dynamics along thin ferromagnetic strips with high perpendicular magnetocrystalline anisotropy driven by either magnetic fields or spin-polarized currents is theoretically analyzed by means of full micromagnetic simulations and a one-dimensional model, including both surface roughness and thermal effects. At finite temperature, the results show a field dependence of the domain wall velocity in good qualitative agreement with available experimental measurements, indicating a low field, low velocity creep regime, and a high field, linear regime separated by a smeared depinning region. Similar behaviors were also observed under applied currents. In the low current creep regime the velocity-current characteristic does not depend significantly on the non-adiabaticity. At high currents, where the domain wall velocity becomes insensitive to surface pinning, the domain wall shows a precessional behavior even when the non-adiabatic parameter is equal to the Gilbert damping. These analyses confirm the relevance of both thermal fluctuations and surface roughness for the domain wall dynamics, and that complete micromagnetic modeling and one-dimensional studies taking into account these effects are required to interpret the experimental measurements in order to get a better understanding of the origin, the role and the magnitude of the non-adiabaticity. (paper)
Directory of Open Access Journals (Sweden)
Yunshun Zhang
2016-10-01
Full Text Available The collection of clean power from ambient vibrations is considered a promising method for energy harvesting. For the case of wheel rotation, the present study investigates the effectiveness of a piezoelectric energy harvester, with the application of stochastic resonance to optimize the efficiency of energy harvesting. It is hypothesized that when the wheel rotates at variable speeds, the energy harvester is subjected to on-road noise as ambient excitations and a tangentially acting gravity force as a periodic modulation force, which can stimulate stochastic resonance. The energy harvester was miniaturized with a bistable cantilever structure, and the on-road noise was measured for the implementation of a vibrator in an experimental setting. A validation experiment revealed that the harvesting system was optimized to capture power that was approximately 12 times that captured under only on-road noise excitation and 50 times that captured under only the periodic gravity force. Moreover, the investigation of up-sweep excitations with increasing rotational frequency confirmed that stochastic resonance is effective in optimizing the performance of the energy harvester, with a certain bandwidth of vehicle speeds. An actual-vehicle experiment validates that the prototype harvester using stochastic resonance is capable of improving power generation performance for practical tire application.
Energy Technology Data Exchange (ETDEWEB)
Alves, A.S.M., E-mail: asergi@eletronuclear.gov.br [Eletrobrás Termonuclear – Eletronuclear S.A. , Rua da Candelária 65, 7° andar, GSN.T, 20091-906 Rio de Janeiro, RJ (Brazil); Melo, P.F. Frutuoso e, E-mail: frutuoso@nuclear.ufrj.br [Graduate Program of Nuclear Engineering, COPPE, Federal University of Rio de Janeiro, Av. Horácio Macedo 2030, Bloco G, sala 206, 21941-914 Rio de Janeiro, RJ (Brazil); Passos, E.M., E-mail: epassos@eletronuclear.gov.br [Eletrobrás Termonuclear – Eletronuclear S.A. , Rua da Candelária 65, 7° andar, GSN.T, 20091-906 Rio de Janeiro, RJ (Brazil); Fontes, G.S., E-mail: gsfontes@hotmail.com [Instituto Militar de Engenharia – IME, Praça General Tibúrcio 80, 22290-270 Rio de Janeiro, RJ (Brazil)
2015-06-15
Highlights: • The water infiltration scenario is evaluated for a near surface repository. • The main objective is the determination of the critical distance of the repository. • The column liquid height in the repository is governed by an Ito stochastic equation. • Practical results are obtained for the Abadia de Goiás repository in Brazil. - Abstract: The aim of this paper is to present the stochastic and deterministic models developed for the evaluation of the critical distance of a near surface repository for the disposal of intermediate (ILW) and low level (LLW) radioactive wastes. The critical distance of a repository is defined as the distance between the repository and a well in which the water activity concentration is able to cause a radiological dose to a member of the public equal to the dose limit set by the regulatory body. The mathematical models are developed based on the Richards equation for the liquid flow in the porous media and on the solute transport equation in this medium. The release of radioactive material from the repository to the environment is considered through its base and its flow is determined by Darcy's Law. The deterministic model is obtained from the stochastic approach by neglecting the influence of the Gaussian white noise on the rainfall and the equations are solved analytically with the help of conventional calculus (non-stochastic calculus). The equations of the stochastic model are solved analytically based on the Ito stochastic calculus and numerically by using the Euler–Maruyama method. The impact on the value of the critical distance of the Abadia de Goiás repository is analyzed, taken as a study case, when the deterministic methodology is replaced by the stochastic one, considered more appropriate for modeling rainfall as a stochastic process.
Effects of intrinsic stochasticity on delayed reaction-diffusion patterning systems
Woolley, Thomas E.; Baker, Ruth E.; Gaffney, Eamonn A.; Maini, Philip K.; Seirin-Lee, Sungrim
2012-01-01
Cellular gene expression is a complex process involving many steps, including the transcription of DNA and translation of mRNA; hence the synthesis of proteins requires a considerable amount of time, from ten minutes to several hours. Since diffusion-driven instability has been observed to be sensitive to perturbations in kinetic delays, the application of Turing patterning mechanisms to the problem of producing spatially heterogeneous differential gene expression has been questioned. In deterministic systems a small delay in the reactions can cause a large increase in the time it takes a system to pattern. Recently, it has been observed that in undelayed systems intrinsic stochasticity can cause pattern initiation to occur earlier than in the analogous deterministic simulations. Here we are interested in adding both stochasticity and delays to Turing systems in order to assess whether stochasticity can reduce the patterning time scale in delayed Turing systems. As analytical insights to this problem are difficult to attain and often limited in their use, we focus on stochastically simulating delayed systems. We consider four different Turing systems and two different forms of delay. Our results are mixed and lead to the conclusion that, although the sensitivity to delays in the Turing mechanism is not completely removed by the addition of intrinsic noise, the effects of the delays are clearly ameliorated in certain specific cases. © 2012 American Physical Society.
Effects of intrinsic stochasticity on delayed reaction-diffusion patterning systems
Woolley, Thomas E.
2012-05-22
Cellular gene expression is a complex process involving many steps, including the transcription of DNA and translation of mRNA; hence the synthesis of proteins requires a considerable amount of time, from ten minutes to several hours. Since diffusion-driven instability has been observed to be sensitive to perturbations in kinetic delays, the application of Turing patterning mechanisms to the problem of producing spatially heterogeneous differential gene expression has been questioned. In deterministic systems a small delay in the reactions can cause a large increase in the time it takes a system to pattern. Recently, it has been observed that in undelayed systems intrinsic stochasticity can cause pattern initiation to occur earlier than in the analogous deterministic simulations. Here we are interested in adding both stochasticity and delays to Turing systems in order to assess whether stochasticity can reduce the patterning time scale in delayed Turing systems. As analytical insights to this problem are difficult to attain and often limited in their use, we focus on stochastically simulating delayed systems. We consider four different Turing systems and two different forms of delay. Our results are mixed and lead to the conclusion that, although the sensitivity to delays in the Turing mechanism is not completely removed by the addition of intrinsic noise, the effects of the delays are clearly ameliorated in certain specific cases. © 2012 American Physical Society.
Schaffer, L.; Burns, J. A.
1995-01-01
Dust grains in planetary rings acquire stochastically fluctuating electric charges as they orbit through any corotating magnetospheric plasma. Here we investigate the nature of this stochastic charging and calculate its effect on the Lorentz resonance (LR). First we model grain charging as a Markov process, where the transition probabilities are identified as the ensemble-averaged charging fluxes due to plasma pickup and photoemission. We determine the distribution function P(t;N), giving the probability that a grain has N excess charges at time t. The autocorrelation function tau(sub q) for the strochastic charge process can be approximated by a Fokker-Planck treatment of the evolution equations for P(t; N). We calculate the mean square response to the stochastic fluctuations in the Lorentz force. We find that transport in phase space is very small compared to the resonant increase in amplitudes due to the mean charge, over the timescale that the oscillator is resonantly pumped up. Therefore the stochastic charge variations cannot break the resonant interaction; locally, the Lorentz resonance is a robust mechanism for the shaping of etheral dust ring systems. Slightly stronger bounds on plasma parameters are required when we consider the longer transit times between Lorentz resonances.
Dağlarli, Evren; Temeltaş, Hakan
2007-04-01
This paper presents artificial emotional system based autonomous robot control architecture. Hidden Markov model developed as mathematical background for stochastic emotional and behavior transitions. Motivation module of architecture considered as behavioral gain effect generator for achieving multi-objective robot tasks. According to emotional and behavioral state transition probabilities, artificial emotions determine sequences of behaviors. Also motivational gain effects of proposed architecture can be observed on the executing behaviors during simulation.
Surface Effects in Magnetic Nanoparticles
Fiorani, Dino
2005-01-01
This volume is a collection of articles on different approaches to the investigation of surface effects on nanosized magnetic materials, with special emphasis on magnetic nanoparticles. The book aims to provide an overview of progress in the understanding of surface properties and surface driven effects in magnetic nanoparticles through recent results of different modeling, simulation, and experimental investigations.
Directory of Open Access Journals (Sweden)
Petras Rupšys
2015-01-01
Full Text Available A stochastic modeling approach based on the Bertalanffy law gained interest due to its ability to produce more accurate results than the deterministic approaches. We examine tree crown width dynamic with the Bertalanffy type stochastic differential equation (SDE and mixed-effects parameters. In this study, we demonstrate how this simple model can be used to calculate predictions of crown width. We propose a parameter estimation method and computational guidelines. The primary goal of the study was to estimate the parameters by considering discrete sampling of the diameter at breast height and crown width and by using maximum likelihood procedure. Performance statistics for the crown width equation include statistical indexes and analysis of residuals. We use data provided by the Lithuanian National Forest Inventory from Scots pine trees to illustrate issues of our modeling technique. Comparison of the predicted crown width values of mixed-effects parameters model with those obtained using fixed-effects parameters model demonstrates the predictive power of the stochastic differential equations model with mixed-effects parameters. All results were implemented in a symbolic algebra system MAPLE.
Estimation of the risks of stochastic effects attributable to the radiological conditions in Tbilisi
International Nuclear Information System (INIS)
Vepkhvadze, N.R.; Gelashvili, K.D.; Kiladze, N.A.
1997-01-01
Radiation background in Tbilisi City has been studied; collective and annual average statistic dozes have been ascertained, parameters of stochastic effects' (cancerogenic, genetic) risks caused by low dozes of ionizing radiation have been calculated. From 21 cases of total risk 7 are stipulated by genetic defects, 14 - by lethal malignant tumor. The conclusion is that we should not expect important changes in health condition of population caused by existing in Tbilisi City radiation background. (author)
Effects of error feedback on a nonlinear bistable system with stochastic resonance
International Nuclear Information System (INIS)
Li Jian-Long; Zhou Hui
2012-01-01
In this paper, we discuss the effects of error feedback on the output of a nonlinear bistable system with stochastic resonance. The bit error rate is employed to quantify the performance of the system. The theoretical analysis and the numerical simulation are presented. By investigating the performances of the nonlinear systems with different strengths of error feedback, we argue that the presented system may provide guidance for practical nonlinear signal processing
Analysis of stochastic effects in Kaldor-type business cycle discrete model
Bashkirtseva, Irina; Ryashko, Lev; Sysolyatina, Anna
2016-07-01
We study nonlinear stochastic phenomena in the discrete Kaldor model of business cycles. A numerical parametric analysis of stochastically forced attractors (equilibria, closed invariant curves, discrete cycles) of this model is performed using the stochastic sensitivity functions technique. A spatial arrangement of random states in stochastic attractors is modeled by confidence domains. The phenomenon of noise-induced transitions ;chaos-order; is discussed.
Nyflot, Matthew J; Yang, Fei; Byrd, Darrin; Bowen, Stephen R; Sandison, George A; Kinahan, Paul E
2015-10-01
Image heterogeneity metrics such as textural features are an active area of research for evaluating clinical outcomes with positron emission tomography (PET) imaging and other modalities. However, the effects of stochastic image acquisition noise on these metrics are poorly understood. We performed a simulation study by generating 50 statistically independent PET images of the NEMA IQ phantom with realistic noise and resolution properties. Heterogeneity metrics based on gray-level intensity histograms, co-occurrence matrices, neighborhood difference matrices, and zone size matrices were evaluated within regions of interest surrounding the lesions. The impact of stochastic variability was evaluated with percent difference from the mean of the 50 realizations, coefficient of variation and estimated sample size for clinical trials. Additionally, sensitivity studies were performed to simulate the effects of patient size and image reconstruction method on the quantitative performance of these metrics. Complex trends in variability were revealed as a function of textural feature, lesion size, patient size, and reconstruction parameters. In conclusion, the sensitivity of PET textural features to normal stochastic image variation and imaging parameters can be large and is feature-dependent. Standards are needed to ensure that prospective studies that incorporate textural features are properly designed to measure true effects that may impact clinical outcomes.
The Bullwhip Effect: Applying Stochastic Models on Beer Distribution Game
Yohannes Yebabe
2014-01-01
Supply chain management is a fledgling science which concerned with synchronization of both material flow and information flow by integrating companies for a common objective to meet the requirements of the end customer. Bullwhip effect is an important research topic of the supply chain management. The Bullwhip effect is precarious to both short and long run competitive advantage, the dependability sustainability advantage of the chain. This paper proposes to show the impact of the Bullwhip e...
Dose dependence on stochastic radiobiological effect in radiation risk estimation
International Nuclear Information System (INIS)
Komochkov, M.M.
1999-01-01
The analysis of the results in dose -- effect relationship observation has been carried out on the cell and organism levels, with the aim to obtain more precise data on the risk coefficients at low doses. The results are represented by two contrasting groups of dose dependence on effect: a downwards concave and a J-shaped curve. Both types of dependence are described by the equation solutions of an assumed unified protective mechanism, which comprises two components: constitutive and adaptive or inducible ones. The latest data analysis of the downwards concave dependence curves shows a considerable underestimation of radiation risk in all types of cancer, except leukemia, for a number of critical groups in a population, at low doses comparing to the ICRP recommendations. With the dose increase, the decrease of the effect value per dose unit is observed. It may be possibly related to the switching of the activity of the adaptive protective mechanism, with some threshold dose values being exceeded
Synchronization of coupled stochastic oscillators: The effect of ...
Indian Academy of Sciences (India)
as an approximate means of accounting for a separation of time-scales between ... phase relationships between coupled oscillator systems as well as to effect a variety ... ations are often termed as internal noise since their origin is in the very ..... design and control of synthetic biological networks where synchronous ...
Moeeni, Hamid; Bonakdari, Hossein; Fatemi, Seyed Ehsan
2017-04-01
Because time series stationarization has a key role in stochastic modeling results, three methods are analyzed in this study. The methods are seasonal differencing, seasonal standardization and spectral analysis to eliminate the periodic effect on time series stationarity. First, six time series including 4 streamflow series and 2 water temperature series are stationarized. The stochastic term for these series obtained with ARIMA is subsequently modeled. For the analysis, 9228 models are introduced. It is observed that seasonal standardization and spectral analysis eliminate the periodic term completely, while seasonal differencing maintains seasonal correlation structures. The obtained results indicate that all three methods present acceptable performance overall. However, model accuracy in monthly streamflow prediction is higher with seasonal differencing than with the other two methods. Another advantage of seasonal differencing over the other methods is that the monthly streamflow is never estimated as negative. Standardization is the best method for predicting monthly water temperature although it is quite similar to seasonal differencing, while spectral analysis performed the weakest in all cases. It is concluded that for each monthly seasonal series, seasonal differencing is the best stationarization method in terms of periodic effect elimination. Moreover, the monthly water temperature is predicted with more accuracy than monthly streamflow. The criteria of the average stochastic term divided by the amplitude of the periodic term obtained for monthly streamflow and monthly water temperature were 0.19 and 0.30, 0.21 and 0.13, and 0.07 and 0.04 respectively. As a result, the periodic term is more dominant than the stochastic term for water temperature in the monthly water temperature series compared to streamflow series.
Non-stochastic effects of ionising radiations on gonads
International Nuclear Information System (INIS)
Ash, P.J.N.D.
1986-01-01
Fractionated gonad doses of 0.35 Gy cause marked temporary reduction in sperm count; fractionated ovarian doses up to 1.5 Gy have no apparent effect in women aged 20 to 30. Single testicular doses of 0.5 to 3 Gy cause aspermia; return to pre-irradiation sperm counts occurs about 30 months after single doses of 2 and 3 Gy. The ovary also has a recovery capacity, particularly in women under 40. Type B spermatogonia are the most radiosensitive germ cells for cell killing. Later stages are more radioresistant, forming a transient population in the total male reproductive life. Following radiation-induced sterilisation, fertility is restored if enough spermatogonia survive to repopulate the seminiferous tubules. Radiation effects on female fertility are explained on the basis of reduction in a fixed oocyte pool. Doses needed to induce artificial menopause are higher in younger women because their ovaries contain larger oocyte numbers. Particular fractionation regimes decrease the threshold dose for permanent male sterility. It has been inferred that human testes could tolerate 1 mGy per day indefinitely without fertility impairment. In female experimental mammals, fractionation reduces fertility damage. Fractionation may also have a protective effect on the human ovary, depending on age and total dose. (U.K.)
Calculation of the incidence of stochastic health effects in irradiated populations
International Nuclear Information System (INIS)
Clarke, R.H.; Smith, H.
1980-06-01
A procedure for the estimation of the numbers of stochastic health effects in irradiated populations is described. Three broad categories of health effects have been defined, which are summarised as fatal cancers, non-fatal cancers, and serious hereditary defects. The paper quantifies the risk coefficients and the time distributions of those risks for each identified category. These data are needed for assessments of both accidental and routine releases of radioactive materials to the environment. No attempt is made to ascribe factors to the relative importance of the three categories of health effect although this is clearly of significance when applying the results for decision-making or other purposes. (U.K.)
Leander, Jacob; Almquist, Joachim; Ahlström, Christine; Gabrielsson, Johan; Jirstrand, Mats
2015-05-01
Inclusion of stochastic differential equations in mixed effects models provides means to quantify and distinguish three sources of variability in data. In addition to the two commonly encountered sources, measurement error and interindividual variability, we also consider uncertainty in the dynamical model itself. To this end, we extend the ordinary differential equation setting used in nonlinear mixed effects models to include stochastic differential equations. The approximate population likelihood is derived using the first-order conditional estimation with interaction method and extended Kalman filtering. To illustrate the application of the stochastic differential mixed effects model, two pharmacokinetic models are considered. First, we use a stochastic one-compartmental model with first-order input and nonlinear elimination to generate synthetic data in a simulated study. We show that by using the proposed method, the three sources of variability can be successfully separated. If the stochastic part is neglected, the parameter estimates become biased, and the measurement error variance is significantly overestimated. Second, we consider an extension to a stochastic pharmacokinetic model in a preclinical study of nicotinic acid kinetics in obese Zucker rats. The parameter estimates are compared between a deterministic and a stochastic NiAc disposition model, respectively. Discrepancies between model predictions and observations, previously described as measurement noise only, are now separated into a comparatively lower level of measurement noise and a significant uncertainty in model dynamics. These examples demonstrate that stochastic differential mixed effects models are useful tools for identifying incomplete or inaccurate model dynamics and for reducing potential bias in parameter estimates due to such model deficiencies.
International Nuclear Information System (INIS)
Rupšys, P.
2015-01-01
A system of stochastic differential equations (SDE) with mixed-effects parameters and multivariate normal copula density function were used to develop tree height model for Scots pine trees in Lithuania. A two-step maximum likelihood parameter estimation method is used and computational guidelines are given. After fitting the conditional probability density functions to outside bark diameter at breast height, and total tree height, a bivariate normal copula distribution model was constructed. Predictions from the mixed-effects parameters SDE tree height model calculated during this research were compared to the regression tree height equations. The results are implemented in the symbolic computational language MAPLE
Estimation of stochastic effects risk in children from areas affected by the Chernobyl accident
International Nuclear Information System (INIS)
Jova S, L.; Garcia L, O.; Valdes R, M.
1996-01-01
Radiation risk estimation of stochastic effect was evaluated in a group of children assisted in the Cuba Republic as part of the program for medical attention with children from areas affected by the Chernobyl accident . Doses, received from different sources, were estimated for risk evaluation. The study shows total detrimental effects between 0,02 - 0,01% for different groups; values lower than expected for developed country (17-20%). Fatal thyroid cancer increased up to 0,07% in one of the studied groups. (authors). 8 refs., 4 tabs
Energy Technology Data Exchange (ETDEWEB)
Rupšys, P. [Aleksandras Stulginskis University, Studenų g. 11, Akademija, Kaunas district, LT – 53361 Lithuania (Lithuania)
2015-10-28
A system of stochastic differential equations (SDE) with mixed-effects parameters and multivariate normal copula density function were used to develop tree height model for Scots pine trees in Lithuania. A two-step maximum likelihood parameter estimation method is used and computational guidelines are given. After fitting the conditional probability density functions to outside bark diameter at breast height, and total tree height, a bivariate normal copula distribution model was constructed. Predictions from the mixed-effects parameters SDE tree height model calculated during this research were compared to the regression tree height equations. The results are implemented in the symbolic computational language MAPLE.
Gundersen, Kenneth; Kvaløy, Jan Terje; Eftestøl, Trygve; Kramer-Johansen, Jo
2015-10-15
For patients undergoing cardiopulmonary resuscitation (CPR) and being in a shockable rhythm, the coarseness of the electrocardiogram (ECG) signal is an indicator of the state of the patient. In the current work, we show how mixed effects stochastic differential equations (SDE) models, commonly used in pharmacokinetic and pharmacodynamic modelling, can be used to model the relationship between CPR quality measurements and ECG coarseness. This is a novel application of mixed effects SDE models to a setting quite different from previous applications of such models and where using such models nicely solves many of the challenges involved in analysing the available data. Copyright © 2015 John Wiley & Sons, Ltd.
Ohdachi, Satoshi; Watanabe, Kiyomasa; Sakakibara, Satoru; Suzuki, Yasuhiro; Tsuchiya, Hayato; Ming, Tingfeng; Du, Xiaodi; LHD Expriment Group Team
2014-10-01
In the Large Helical Device (LHD), the plasma is surrounded by the so-called magnetic stochastic region, where the Kolmogorov length of the magnetic field lines is very short, from several tens of meters and to thousands meters. Finite pressure gradient are formed in this region and MHD instabilities localized in this region is observed since the edge region of the LHD is always unstable against the pressure driven mode. Therefore, the saturation level of the instabilities is the key issue in order to evaluate the risk of this kind of MHD instabilities. The saturation level depends on the pressure gradient and on the magnetic Reynolds number; there results are similar to the MHD mode in the closed magnetic surface region. The saturation level in the stochastic region is affected also by the stocasticity itself. Parameter dependence of the saturation level of the MHD activities in the region is discussed in detail. It is supported by NIFS budget code ULPP021, 028 and is also partially supported by the Ministry of Education, Science, Sports and Culture, Grant-in-Aid for Scientific Research 26249144, by the JSPS-NRF-NSFC A3 Foresight Program NSFC: No. 11261140328.
Dose-rate dependent stochastic effects in radiation cell-survival models
International Nuclear Information System (INIS)
Sachs, R.K.; Hlatky, L.R.
1990-01-01
When cells are subjected to ionizing radiation the specific energy rate (microscopic analog of dose-rate) varies from cell to cell. Within one cell, this rate fluctuates during the course of time; a crossing of a sensitive cellular site by a high energy charged particle produces many ionizations almost simultaneously, but during the interval between events no ionizations occur. In any cell-survival model one can incorporate the effect of such fluctuations without changing the basic biological assumptions. Using stochastic differential equations and Monte Carlo methods to take into account stochastic effects we calculated the dose-survival rfelationships in a number of current cell survival models. Some of the models assume quadratic misrepair; others assume saturable repair enzyme systems. It was found that a significant effect of random fluctuations is to decrease the theoretically predicted amount of dose-rate sparing. In the limit of low dose-rates neglecting the stochastic nature of specific energy rates often leads to qualitatively misleading results by overestimating the surviving fraction drastically. In the opposite limit of acute irradiation, analyzing the fluctuations in rates merely amounts to analyzing fluctuations in total specific energy via the usual microdosimetric specific energy distribution function, and neglecting fluctuations usually underestimates the surviving fraction. The Monte Carlo methods interpolate systematically between the low dose-rate and high dose-rate limits. As in other approaches, the slope of the survival curve at low dose-rates is virtually independent of dose and equals the initial slope of the survival curve for acute radiation. (orig.)
A one-dimensional stochastic approach to the study of cyclic voltammetry with adsorption effects
Energy Technology Data Exchange (ETDEWEB)
Samin, Adib J. [The Department of Mechanical and Aerospace Engineering, The Ohio State University, 201 W 19" t" h Avenue, Columbus, Ohio 43210 (United States)
2016-05-15
In this study, a one-dimensional stochastic model based on the random walk approach is used to simulate cyclic voltammetry. The model takes into account mass transport, kinetics of the redox reactions, adsorption effects and changes in the morphology of the electrode. The model is shown to display the expected behavior. Furthermore, the model shows consistent qualitative agreement with a finite difference solution. This approach allows for an understanding of phenomena on a microscopic level and may be useful for analyzing qualitative features observed in experimentally recorded signals.
A one-dimensional stochastic approach to the study of cyclic voltammetry with adsorption effects
International Nuclear Information System (INIS)
Samin, Adib J.
2016-01-01
In this study, a one-dimensional stochastic model based on the random walk approach is used to simulate cyclic voltammetry. The model takes into account mass transport, kinetics of the redox reactions, adsorption effects and changes in the morphology of the electrode. The model is shown to display the expected behavior. Furthermore, the model shows consistent qualitative agreement with a finite difference solution. This approach allows for an understanding of phenomena on a microscopic level and may be useful for analyzing qualitative features observed in experimentally recorded signals.
Synchronizing spatio-temporal chaos with imperfect models: A stochastic surface growth picture
International Nuclear Information System (INIS)
Pazó, Diego; López, Juan M.; Rodríguez, Miguel A.; Gallego, Rafael
2014-01-01
We study the synchronization of two spatially extended dynamical systems where the models have imperfections. We show that the synchronization error across space can be visualized as a rough surface governed by the Kardar-Parisi-Zhang equation with both upper and lower bounding walls corresponding to nonlinearities and model discrepancies, respectively. Two types of model imperfections are considered: parameter mismatch and unresolved fast scales, finding in both cases the same qualitative results. The consistency between different setups and systems indicates that the results are generic for a wide family of spatially extended systems
Stochastization of Magnetic Field Surfaces in Tokamaks by an Inner Coil
International Nuclear Information System (INIS)
Chavez-Alarcon, Esteban; Herrera-Velazquez, J. Julio E.; Braun-Gitler, Eliezer
2006-01-01
A 3-D code has been developed in order to simulate the magnetic field lines in circular cross-section tokamaks. The toroidal magnetic field can be obtained from the individual fields of circular coils arranged around the torus, or alternatively, as a ripple-less field. The poloidal field is provided by a given toroidal current density profile. Proposing initial conditions for a magnetic filed line, it is integrated along the toroidal angle coordinate, and Poincare maps can be obtained at any desired cross section plane. Following this procedure, the code allows the mapping of magnetic field surfaces for the axisymmetric case. For this work, the density current profile is chosen to be bell-shaped, so that realistic safety factor profiles can be obtained. This code is used in order to study the braking up of external surfaces when the symmetry is broken by an inner coil with tilted circular loops, with the purpose of modelling the behaviour of ergodic divertors, such as those devised for TEXTOR
From quantum to classical modeling of radiation reaction: A focus on stochasticity effects
Niel, F.; Riconda, C.; Amiranoff, F.; Duclous, R.; Grech, M.
2018-04-01
Radiation reaction in the interaction of ultrarelativistic electrons with a strong external electromagnetic field is investigated using a kinetic approach in the nonlinear moderately quantum regime. Three complementary descriptions are discussed considering arbitrary geometries of interaction: a deterministic one relying on the quantum-corrected radiation reaction force in the Landau and Lifschitz (LL) form, a linear Boltzmann equation for the electron distribution function, and a Fokker-Planck (FP) expansion in the limit where the emitted photon energies are small with respect to that of the emitting electrons. The latter description is equivalent to a stochastic differential equation where the effect of the radiation reaction appears in the form of the deterministic term corresponding to the quantum-corrected LL friction force, and by a diffusion term accounting for the stochastic nature of photon emission. By studying the evolution of the energy moments of the electron distribution function with the three models, we are able to show that all three descriptions provide similar predictions on the temporal evolution of the average energy of an electron population in various physical situations of interest, even for large values of the quantum parameter χ . The FP and full linear Boltzmann descriptions also allow us to correctly describe the evolution of the energy variance (second-order moment) of the distribution function, while higher-order moments are in general correctly captured with the full linear Boltzmann description only. A general criterion for the limit of validity of each description is proposed, as well as a numerical scheme for the inclusion of the FP description in particle-in-cell codes. This work, not limited to the configuration of a monoenergetic electron beam colliding with a laser pulse, allows further insight into the relative importance of various effects of radiation reaction and in particular of the discrete and stochastic nature of high
International Nuclear Information System (INIS)
Singh, Kamal P.; Ropars, Guy; Brunel, Marc; Le Floch, Albert
2006-01-01
We investigate the two-dimensional optical rotor of a weakly modulated vectorial bistable laser submitted to a single or multiple stochastic perturbations. In the Langevin-type equation of the rotor the role of an even or odd input forcing function on the system dynamics is isolated. Through these two inputs of optical and magnetic natures we verify that the stochastic resonance exists only when the periodic modulation acts on the even parity optical input. When two mutually correlated noises are simultaneously submitted to the input functions of opposite parities, we find a critical regime of the noise interplay whereby one stable state becomes noise-free. In this case, the residence time of the light vector in the noise-free state diverges which leads to a collapse of the output signal-to-noise ratio. But, in this critical regime also obtained when one noise drives both the even and odd functions, if the system symmetry is broken through an independent lever control, we can recover the switching cycle due to a new response mechanism, namely, the dual stochastic response, with a specific output signal-to-noise ratio expression. Both the theoretical analysis and the experiment show that the signal-to-noise ratio now displays a robust behavior for a large range of the input noise amplitude, and a plateau with respect to the input signal amplitude. Furthermore, we isolate an original signature of this synchronization mechanism in the residence-time distribution leading to a broadband forcing frequency range. These noise interplay effects in a double well potential are of generic nature and could be found in other nonlinear systems
Effects of time delay on stochastic resonance of the stock prices in financial system
International Nuclear Information System (INIS)
Li, Jiang-Cheng; Li, Chun; Mei, Dong-Cheng
2014-01-01
The effect of time delay on stochastic resonance of the stock prices in finance system was investigated. The time delay is introduced into the Heston model driven by the extrinsic and intrinsic periodic information for stock price. The signal power amplification (SPA) was calculated by numerical simulation. The results indicate that an optimal critical value of delay time maximally enhances the reverse-resonance in the behaviors of SPA as a function of long-run variance of volatility or cross correlation coefficient between noises for both cases of intrinsic and extrinsic periodic information. Moreover, in both cases, being a critical value in the delay time, when the delay time takes value below the critical value, reverse-resonance increases with the delay time increasing, however, when the delay time takes value above the critical value, the reverse-resonance decrease with the delay time increasing. - Highlights: • The effects of delay time on stochastic resonance of the stock prices was investigated. • There is an optimal critical value of delay time maximally enhances the reverse-resonance • The reverse-resonance increases with the delay time increasing as the delay time takes value below the critical value • The reverse-resonance decrease with the delay time increasing as the delay time takes value above the critical value
The effects of noise on binocular rivalry waves: a stochastic neural field model
International Nuclear Information System (INIS)
Webber, Matthew A; Bressloff, Paul C
2013-01-01
We analyze the effects of extrinsic noise on traveling waves of visual perception in a competitive neural field model of binocular rivalry. The model consists of two one-dimensional excitatory neural fields, whose activity variables represent the responses to left-eye and right-eye stimuli, respectively. The two networks mutually inhibit each other, and slow adaptation is incorporated into the model by taking the network connections to exhibit synaptic depression. We first show how, in the absence of any noise, the system supports a propagating composite wave consisting of an invading activity front in one network co-moving with a retreating front in the other network. Using a separation of time scales and perturbation methods previously developed for stochastic reaction–diffusion equations, we then show how extrinsic noise in the activity variables leads to a diffusive-like displacement (wandering) of the composite wave from its uniformly translating position at long time scales, and fluctuations in the wave profile around its instantaneous position at short time scales. We use our analysis to calculate the first-passage-time distribution for a stochastic rivalry wave to travel a fixed distance, which we find to be given by an inverse Gaussian. Finally, we investigate the effects of noise in the depression variables, which under an adiabatic approximation lead to quenched disorder in the neural fields during propagation of a wave. (paper)
Effects of time delay on stochastic resonance of the stock prices in financial system
Energy Technology Data Exchange (ETDEWEB)
Li, Jiang-Cheng [Department of Physics, Yunnan University, Kunming, 650091 (China); Li, Chun [Department of Computer Science, Puer Teachers' College, Puer 665000 (China); Mei, Dong-Cheng, E-mail: meidch@ynu.edu.cn [Department of Physics, Yunnan University, Kunming, 650091 (China)
2014-06-13
The effect of time delay on stochastic resonance of the stock prices in finance system was investigated. The time delay is introduced into the Heston model driven by the extrinsic and intrinsic periodic information for stock price. The signal power amplification (SPA) was calculated by numerical simulation. The results indicate that an optimal critical value of delay time maximally enhances the reverse-resonance in the behaviors of SPA as a function of long-run variance of volatility or cross correlation coefficient between noises for both cases of intrinsic and extrinsic periodic information. Moreover, in both cases, being a critical value in the delay time, when the delay time takes value below the critical value, reverse-resonance increases with the delay time increasing, however, when the delay time takes value above the critical value, the reverse-resonance decrease with the delay time increasing. - Highlights: • The effects of delay time on stochastic resonance of the stock prices was investigated. • There is an optimal critical value of delay time maximally enhances the reverse-resonance • The reverse-resonance increases with the delay time increasing as the delay time takes value below the critical value • The reverse-resonance decrease with the delay time increasing as the delay time takes value above the critical value.
Stochastic health effects assessment due to short-term external exposure
International Nuclear Information System (INIS)
Raicevic, J.J.; Raskob, W.; Merkle, M.; Ninkovic, M.M.
2001-01-01
The new model for calculation of stochastic health effects is presented in this paper. The exposure pathways which are briefly considered are the short-term external exposure due to passage of the radioactive cloud (cloudshine) and the short-term external exposure due to radioactive material deposited on skin and clothes (skin contamination). The quantitative assessment of stochastic effects is expressed in numbers of deaths, which are given as a functions of the time at the accident, and age at death, what on the other side enables estimation of the number of deaths within the specified range of the time/age parameters. That means the model calculates the number of deaths within one particular year, summed up over all ages at deaths, or vice versa, it finds the number of deaths within the specified range of ages at death, summed up over all observation times. Results presented in this paper are implemented in the module LATEHEAL, which is incorporated in RODOS, a new European system for decision support for nuclear emergencies. (author)
Stochastic modeling for time series InSAR: with emphasis on atmospheric effects
Cao, Yunmeng; Li, Zhiwei; Wei, Jianchao; Hu, Jun; Duan, Meng; Feng, Guangcai
2018-02-01
Despite the many applications of time series interferometric synthetic aperture radar (TS-InSAR) techniques in geophysical problems, error analysis and assessment have been largely overlooked. Tropospheric propagation error is still the dominant error source of InSAR observations. However, the spatiotemporal variation of atmospheric effects is seldom considered in the present standard TS-InSAR techniques, such as persistent scatterer interferometry and small baseline subset interferometry. The failure to consider the stochastic properties of atmospheric effects not only affects the accuracy of the estimators, but also makes it difficult to assess the uncertainty of the final geophysical results. To address this issue, this paper proposes a network-based variance-covariance estimation method to model the spatiotemporal variation of tropospheric signals, and to estimate the temporal variance-covariance matrix of TS-InSAR observations. The constructed stochastic model is then incorporated into the TS-InSAR estimators both for parameters (e.g., deformation velocity, topography residual) estimation and uncertainty assessment. It is an incremental and positive improvement to the traditional weighted least squares methods to solve the multitemporal InSAR time series. The performance of the proposed method is validated by using both simulated and real datasets.
The effects of noise on binocular rivalry waves: a stochastic neural field model
Webber, Matthew A
2013-03-12
We analyze the effects of extrinsic noise on traveling waves of visual perception in a competitive neural field model of binocular rivalry. The model consists of two one-dimensional excitatory neural fields, whose activity variables represent the responses to left-eye and right-eye stimuli, respectively. The two networks mutually inhibit each other, and slow adaptation is incorporated into the model by taking the network connections to exhibit synaptic depression. We first show how, in the absence of any noise, the system supports a propagating composite wave consisting of an invading activity front in one network co-moving with a retreating front in the other network. Using a separation of time scales and perturbation methods previously developed for stochastic reaction-diffusion equations, we then show how extrinsic noise in the activity variables leads to a diffusive-like displacement (wandering) of the composite wave from its uniformly translating position at long time scales, and fluctuations in the wave profile around its instantaneous position at short time scales. We use our analysis to calculate the first-passage-time distribution for a stochastic rivalry wave to travel a fixed distance, which we find to be given by an inverse Gaussian. Finally, we investigate the effects of noise in the depression variables, which under an adiabatic approximation lead to quenched disorder in the neural fields during propagation of a wave. © 2013 IOP Publishing Ltd and SISSA Medialab srl.
Molecular finite-size effects in stochastic models of equilibrium chemical systems.
Cianci, Claudia; Smith, Stephen; Grima, Ramon
2016-02-28
The reaction-diffusion master equation (RDME) is a standard modelling approach for understanding stochastic and spatial chemical kinetics. An inherent assumption is that molecules are point-like. Here, we introduce the excluded volume reaction-diffusion master equation (vRDME) which takes into account volume exclusion effects on stochastic kinetics due to a finite molecular radius. We obtain an exact closed form solution of the RDME and of the vRDME for a general chemical system in equilibrium conditions. The difference between the two solutions increases with the ratio of molecular diameter to the compartment length scale. We show that an increase in the fraction of excluded space can (i) lead to deviations from the classical inverse square root law for the noise-strength, (ii) flip the skewness of the probability distribution from right to left-skewed, (iii) shift the equilibrium of bimolecular reactions so that more product molecules are formed, and (iv) strongly modulate the Fano factors and coefficients of variation. These volume exclusion effects are found to be particularly pronounced for chemical species not involved in chemical conservation laws. Finally, we show that statistics obtained using the vRDME are in good agreement with those obtained from Brownian dynamics with excluded volume interactions.
Stochastic effects as a force to increase the complexity of signaling networks
Kuwahara, Hiroyuki
2013-07-29
Cellular signaling networks are complex and appear to include many nonfunctional elements. Recently, it was suggested that nonfunctional interactions of proteins cause signaling noise, which, perhaps, shapes the signal transduction mechanism. However, the conditions under which molecular noise influences cellular information processing remain unclear. Here, we explore a large number of simple biological models of varying network sizes to understand the architectural conditions under which the interactions of signaling proteins can exhibit specific stochastic effects - called deviant effects - in which the average behavior of a biological system is substantially altered in the presence of molecular noise. We find that a small fraction of these networks does exhibit deviant effects and shares a common architectural feature whereas most of the networks show only insignificant levels of deviations. Interestingly, addition of seemingly unimportant interactions into protein networks gives rise to deviant effects.
Directory of Open Access Journals (Sweden)
F. Hossain
2004-01-01
Full Text Available This study presents a simple and efficient scheme for Bayesian estimation of uncertainty in soil moisture simulation by a Land Surface Model (LSM. The scheme is assessed within a Monte Carlo (MC simulation framework based on the Generalized Likelihood Uncertainty Estimation (GLUE methodology. A primary limitation of using the GLUE method is the prohibitive computational burden imposed by uniform random sampling of the model's parameter distributions. Sampling is improved in the proposed scheme by stochastic modeling of the parameters' response surface that recognizes the non-linear deterministic behavior between soil moisture and land surface parameters. Uncertainty in soil moisture simulation (model output is approximated through a Hermite polynomial chaos expansion of normal random variables that represent the model's parameter (model input uncertainty. The unknown coefficients of the polynomial are calculated using limited number of model simulation runs. The calibrated polynomial is then used as a fast-running proxy to the slower-running LSM to predict the degree of representativeness of a randomly sampled model parameter set. An evaluation of the scheme's efficiency in sampling is made through comparison with the fully random MC sampling (the norm for GLUE and the nearest-neighborhood sampling technique. The scheme was able to reduce computational burden of random MC sampling for GLUE in the ranges of 10%-70%. The scheme was also found to be about 10% more efficient than the nearest-neighborhood sampling method in predicting a sampled parameter set's degree of representativeness. The GLUE based on the proposed sampling scheme did not alter the essential features of the uncertainty structure in soil moisture simulation. The scheme can potentially make GLUE uncertainty estimation for any LSM more efficient as it does not impose any additional structural or distributional assumptions.
International Nuclear Information System (INIS)
Komochkov, M.M.
1997-01-01
The model of dose-stochastic effect relationship for biological systems capable of self-defence under danger factor effect is developed. A defence system is realized in two forms of organism reaction, which determine innate μ n and adaptive μ a radiosensitivities. The significances of μ n are determined by host (inner) factors; and the significances of μ a , by external factors. The possibilities of adaptive reaction are determined by the coefficient of capabilities of the defence system. The formulas of the dose-effect relationship are the solutions of differential equations of assumed process in the defence system of organism. The model and formulas have been checked both at cell and at human levels. Based on the model and personal monitoring data, the estimation of radiation risk at the Joint Institute for Nuclear Research is done
Stochastic description of cascade size effects on phase stability under irradiation
International Nuclear Information System (INIS)
Martin, G.; Bellon, P.
1988-01-01
Cascade size may affect phase stability under irradiation because of two distinct contributions: the replacement to displacement cross section ratio depends on the deposited energy density; ballistic jumps which tend to disorder ordere compounds occur by bursts (of size b), while thermal jumps which restored long range order occur one by one. The latter effect cannot be handled by standard rate theory. A stochastic treatment of the problem, based on a Fokker Planck approximation of the relevant master equation is summarized. It is shown that the possible values of the long range order parameter under irradiation are not affected by the size b of the bursts, but that the respective stability of the former is b dependent. As a consequence, the stability diagram of phases under irradiation varies with b. Such a diagram is computed for the Ni 4 Mo system where three structures are competing: the disordered solid solution, D1 a and DO 23 . A broadening by 100K of the stability domain of the short range ordered structure to the expense of the long range ordered one is predicted when increasing b from 1 to 100. The stochastic potentials introduced in the present treatment are by no means free energies of some constrained state. They can however be computed in a mean field type approximation. 23 refs
Vibration Analysis of 5-DOF Vehicle Model under Stochastic Road Surface Excitation
Directory of Open Access Journals (Sweden)
Zhang Yanlong
2016-01-01
Full Text Available Considering human body vertical motion, vehicle body vertical motion, pitch movement and vertical jump of front and rear wheels, a five-degree-of-freedom vehicle model is established to study basic driving characteristics of the vehicle. Using Fourier transform method, acceleration power spectral density of the seat and the mean square value curves of seat vertical weighted acceleration are obtained by numerical simulation. Combined with comfort provision standards, the influence of vehicle model parameters and speed on seat acceleration power spectral density and vertical root-mean-square value of seat weighted acceleration are analyzed. Results show that the stiffness and damping of the seat have no significant effect on seat acceleration power spectral density, and seat acceleration PSD increases with increasing front or rear suspension stiffness, but it decreases with increasing front or rear suspension damping. It should also be concluded that the model stiffness and the mean square value of seat vertical weighted acceleration present positive correlation in general, but seat vertical weighted acceleration decrease first and then increase when model damping increase. Such analysis results can provide reference for the parameter optimization design of the automobile.
Energy Technology Data Exchange (ETDEWEB)
Cotter, Simon L., E-mail: simon.cotter@manchester.ac.uk
2016-10-15
Efficient analysis and simulation of multiscale stochastic systems of chemical kinetics is an ongoing area for research, and is the source of many theoretical and computational challenges. In this paper, we present a significant improvement to the constrained approach, which is a method for computing effective dynamics of slowly changing quantities in these systems, but which does not rely on the quasi-steady-state assumption (QSSA). The QSSA can cause errors in the estimation of effective dynamics for systems where the difference in timescales between the “fast” and “slow” variables is not so pronounced. This new application of the constrained approach allows us to compute the effective generator of the slow variables, without the need for expensive stochastic simulations. This is achieved by finding the null space of the generator of the constrained system. For complex systems where this is not possible, or where the constrained subsystem is itself multiscale, the constrained approach can then be applied iteratively. This results in breaking the problem down into finding the solutions to many small eigenvalue problems, which can be efficiently solved using standard methods. Since this methodology does not rely on the quasi steady-state assumption, the effective dynamics that are approximated are highly accurate, and in the case of systems with only monomolecular reactions, are exact. We will demonstrate this with some numerics, and also use the effective generators to sample paths of the slow variables which are conditioned on their endpoints, a task which would be computationally intractable for the generator of the full system.
The Importance of Stochastic Effects for Explaining Entrainment in the Zebrafish Circadian Clock
Directory of Open Access Journals (Sweden)
Raphaela Heussen
2015-01-01
Full Text Available The circadian clock plays a pivotal role in modulating physiological processes and has been implicated, either directly or indirectly, in a range of pathological states including cancer. Here we investigate how the circadian clock is entrained by external cues such as light. Working with zebrafish cell lines and combining light pulse experiments with simulation efforts focused on the role of synchronization effects, we find that even very modest doses of light exposure are sufficient to trigger some entrainment, whereby a higher light intensity or duration correlates with strength of the circadian signal. Moreover, we observe in the simulations that stochastic effects may be considered an essential feature of the circadian clock in order to explain the circadian signal decay in prolonged darkness, as well as light initiated resynchronization as a strong component of entrainment.
International Nuclear Information System (INIS)
Witteveen, Jeroen A.S.; Bijl, Hester
2009-01-01
The Unsteady Adaptive Stochastic Finite Elements (UASFE) method resolves the effect of randomness in numerical simulations of single-mode aeroelastic responses with a constant accuracy in time for a constant number of samples. In this paper, the UASFE framework is extended to multi-frequency responses and continuous structures by employing a wavelet decomposition pre-processing step to decompose the sampled multi-frequency signals into single-frequency components. The effect of the randomness on the multi-frequency response is then obtained by summing the results of the UASFE interpolation at constant phase for the different frequency components. Results for multi-frequency responses and continuous structures show a three orders of magnitude reduction of computational costs compared to crude Monte Carlo simulations in a harmonically forced oscillator, a flutter panel problem, and the three-dimensional transonic AGARD 445.6 wing aeroelastic benchmark subject to random fields and random parameters with various probability distributions.
Joint effects of habitat configuration and temporal stochasticity on population dynamics
Jennifer M. Fraterrigo; Scott M. Pearson; Monica G. Turner
2009-01-01
Habitat configuration and temporal stochasticity in the environment are recognized as important drivers of population structure, yet few studies have examined the combined influence of these factors....
International Nuclear Information System (INIS)
Yu, Haitao; Guo, Xinmeng; Wang, Jiang; Deng, Bin; Wei, Xile
2014-01-01
The phenomenon of stochastic resonance in Newman-Watts small-world neuronal networks is investigated when the strength of synaptic connections between neurons is adaptively adjusted by spike-time-dependent plasticity (STDP). It is shown that irrespective of the synaptic connectivity is fixed or adaptive, the phenomenon of stochastic resonance occurs. The efficiency of network stochastic resonance can be largely enhanced by STDP in the coupling process. Particularly, the resonance for adaptive coupling can reach a much larger value than that for fixed one when the noise intensity is small or intermediate. STDP with dominant depression and small temporal window ratio is more efficient for the transmission of weak external signal in small-world neuronal networks. In addition, we demonstrate that the effect of stochastic resonance can be further improved via fine-tuning of the average coupling strength of the adaptive network. Furthermore, the small-world topology can significantly affect stochastic resonance of excitable neuronal networks. It is found that there exists an optimal probability of adding links by which the noise-induced transmission of weak periodic signal peaks
Energy Technology Data Exchange (ETDEWEB)
Yu, Haitao; Guo, Xinmeng; Wang, Jiang, E-mail: jiangwang@tju.edu.cn; Deng, Bin; Wei, Xile [School of Electrical Engineering and Automation, Tianjin University, Tianjin 300072 (China)
2014-09-01
The phenomenon of stochastic resonance in Newman-Watts small-world neuronal networks is investigated when the strength of synaptic connections between neurons is adaptively adjusted by spike-time-dependent plasticity (STDP). It is shown that irrespective of the synaptic connectivity is fixed or adaptive, the phenomenon of stochastic resonance occurs. The efficiency of network stochastic resonance can be largely enhanced by STDP in the coupling process. Particularly, the resonance for adaptive coupling can reach a much larger value than that for fixed one when the noise intensity is small or intermediate. STDP with dominant depression and small temporal window ratio is more efficient for the transmission of weak external signal in small-world neuronal networks. In addition, we demonstrate that the effect of stochastic resonance can be further improved via fine-tuning of the average coupling strength of the adaptive network. Furthermore, the small-world topology can significantly affect stochastic resonance of excitable neuronal networks. It is found that there exists an optimal probability of adding links by which the noise-induced transmission of weak periodic signal peaks.
Directory of Open Access Journals (Sweden)
J. Rinne
2012-06-01
Full Text Available In the analyses of VOC fluxes measured above plant canopies, one usually assumes the flux above canopy to equal the exchange at the surface. Thus one assumes the chemical degradation to be much slower than the turbulent transport. We used a stochastic Lagrangian transport model in which the chemical degradation was described as first order decay in order to study the effect of the chemical degradation on above canopy fluxes of chemically reactive species. With the model we explored the sensitivity of the ratio of the above canopy flux to the surface emission on several parameters such as chemical lifetime of the compound, friction velocity, stability, and canopy density. Our results show that friction velocity and chemical lifetime affected the loss during transport the most. The canopy density had a significant effect if the chemically reactive compound was emitted from the forest floor. We used the results of the simulations together with oxidant data measured during HUMPPA-COPEC-2010 campaign at a Scots pine site to estimate the effect of the chemistry on fluxes of three typical biogenic VOCs, isoprene, α-pinene, and β-caryophyllene. Of these, the chemical degradation had a major effect on the fluxes of the most reactive species β-caryophyllene, while the fluxes of α-pinene were affected during nighttime. For these two compounds representing the mono- and sesquiterpenes groups, the effect of chemical degradation had also a significant diurnal cycle with the highest chemical loss at night. The different day and night time loss terms need to be accounted for, when measured fluxes of reactive compounds are used to reveal relations between primary emission and environmental parameters.
DEFF Research Database (Denmark)
Overgaard, Rune Viig; Holford, Nick; Rytved, K. A.
2007-01-01
Purpose To describe the pharmacodynamic effects of recombinant human interleukin-21 (IL-21) on core body temperature in cynomolgus monkeys using basic mechanisms of heat regulation. A major effort was devoted to compare the use of ordinary differential equations (ODEs) with stochastic differentia...
Channel noise effects on first spike latency of a stochastic Hodgkin-Huxley neuron
Maisel, Brenton; Lindenberg, Katja
2017-02-01
While it is widely accepted that information is encoded in neurons via action potentials or spikes, it is far less understood what specific features of spiking contain encoded information. Experimental evidence has suggested that the timing of the first spike may be an energy-efficient coding mechanism that contains more neural information than subsequent spikes. Therefore, the biophysical features of neurons that underlie response latency are of considerable interest. Here we examine the effects of channel noise on the first spike latency of a Hodgkin-Huxley neuron receiving random input from many other neurons. Because the principal feature of a Hodgkin-Huxley neuron is the stochastic opening and closing of channels, the fluctuations in the number of open channels lead to fluctuations in the membrane voltage and modify the timing of the first spike. Our results show that when a neuron has a larger number of channels, (i) the occurrence of the first spike is delayed and (ii) the variation in the first spike timing is greater. We also show that the mean, median, and interquartile range of first spike latency can be accurately predicted from a simple linear regression by knowing only the number of channels in the neuron and the rate at which presynaptic neurons fire, but the standard deviation (i.e., neuronal jitter) cannot be predicted using only this information. We then compare our results to another commonly used stochastic Hodgkin-Huxley model and show that the more commonly used model overstates the first spike latency but can predict the standard deviation of first spike latencies accurately. We end by suggesting a more suitable definition for the neuronal jitter based upon our simulations and comparison of the two models.
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
Bakhtavar, E.; Abdollahisharif, J.; Aminzadeh, A.
2017-01-01
This research introduces a stochastic mathematical model that uses open pit long-term production planning on an integrated open pit and underground block model to determine the optimal time for transition from open pit to underground mining. In the model, ore grade is considered a random parameter in objective function and ore grade blending constraints. The objective function is modelled as the maximization of net present value in the mode of non-simultaneous combined open pit and undergroun...
Pineda, Evan J.; Mital, Subodh K.; Bednarcyk, Brett A.; Arnold, Steven M.
2015-01-01
Constituent properties, along with volume fraction, have a first order effect on the microscale fields within a composite material and influence the macroscopic response. Therefore, there is a need to assess the significance of stochastic variation in the constituent properties of composites at the higher scales. The effect of variability in the parameters controlling the time-dependent behavior, in a unidirectional SCS-6 SiC fiber-reinforced RBSN matrix composite lamina, on the residual stresses induced during processing is investigated numerically. The generalized method of cells micromechanics theory is utilized to model the ceramic matrix composite lamina using a repeating unit cell. The primary creep phases of the constituents are approximated using a Norton-Bailey, steady state, power law creep model. The effect of residual stresses on the proportional limit stress and strain to failure of the composite is demonstrated. Monte Carlo simulations were conducted using a normal distribution for the power law parameters and the resulting residual stress distributions were predicted.
Effects of Risk Aversion on Market Outcomes: A Stochastic Two-Stage Equilibrium Model
DEFF Research Database (Denmark)
Kazempour, Jalal; Pinson, Pierre
2016-01-01
This paper evaluates how different risk preferences of electricity producers alter the market-clearing outcomes. Toward this goal, we propose a stochastic equilibrium model for electricity markets with two settlements, i.e., day-ahead and balancing, in which a number of conventional and stochastic...... by its optimality conditions, resulting in a mixed complementarity problem. Numerical results from a case study based on the IEEE one-area reliability test system are derived and discussed....
International Nuclear Information System (INIS)
Klauder, J.R.
1983-01-01
The author provides an introductory survey to stochastic quantization in which he outlines this new approach for scalar fields, gauge fields, fermion fields, and condensed matter problems such as electrons in solids and the statistical mechanics of quantum spins. (Auth.)
Broadband antireflective silicon carbide surface produced by cost-effective method
DEFF Research Database (Denmark)
Argyraki, Aikaterini; Ou, Yiyu; Ou, Haiyan
2013-01-01
A cost-effective method for fabricating antireflective subwavelength structures on silicon carbide is demonstrated. The nanopatterning is performed in a 2-step process: aluminum deposition and reactive ion etching. The effect, of the deposited aluminum film thickness and the reactive ion etching...... conditions, on the average surface reflectance and nanostructure landscape have been investigated systematically. The average reflectance of silicon carbide surface is significantly suppressed from 25.4% to 0.05%, under the optimal experimental conditions, in the wavelength range of 390-784 nm. The presence...... of stochastic nanostructures also changes the wetting properties of silicon carbide surface from hydrophilic (47°) to hydrophobic (108°)....
Steeneveld, Wilma; Swinkels, Jantijn; Hogeveen, Henk
2007-11-01
Chronic subclinical mastitis is usually not treated during the lactation. However, some veterinarians regard treatment of some types of subclinical mastitis to be effective. The goal of this research was to develop a stochastic Monte Carlo simulation model to support decisions around treatment of chronic subclinical mastitis caused by Streptococcus uberis. Factors in the model included the probability of cure after treatment, probability of the cow becoming clinically diseased, transmission of infection to other cows, and physiological effects of the infection. Using basic input parameters for Dutch circumstances, the average economic costs per cow of an untreated chronic subclinical mastitis case caused by Str. uberis in a single quarter from day of diagnosis onwards was euro109. With treatment, the average costs were higher (euro120). Thus, for the average cow, treatment was not efficient economically. However, the risk of high costs was much higher when cows with chronic subclinical mastitis were not treated. A sensitivity analysis showed that profitability of treatment of chronic subclinical Str. uberis mastitis depended on farm-specific factors (such as economic value of discarded milk) and cow-specific factors (such as day of diagnosis, duration of infection, amount of transmission to other cows and cure rate). Therefore, herd level protocols are not sufficient and decision support should be cow specific. Given the importance of cow-specific factors, information from the current model could be applied to automatic decision support systems.
United States-Russian workshop on the stochastic health effects of radiation
Energy Technology Data Exchange (ETDEWEB)
Goldman, M.; Petojan, I.; Buldakov, L.A. [and others
1992-06-01
This report addresses one of the tasks agreed upon in the area of Environmental Transport and Health Effects (Working Group 7.2) of the JCCCNRS, i.e. to hold a workshop on the topic of the role of radiation dose rate effects on stochastic risks for low LET radiation. The Chernobyl Nuclear Power Plant accident in April 1986, released a very large quantity of radionuclides, and the populations were exposed primarily to low LET radiation from {sup 131}I, {sup 134,137}Cs and {sup 90}Sr. The workshop provided an opportunity for radiobiologists and epidemiologists to review and discuss the epidemiological data and the lessons from laboratory studies and reach conclusions on low level risk assessment resulting from the fundamental knowledge and theoretical models. Brief presentations were made by the attendees, and these are summarized herein. In addition many of the attendees prepared manuscripts which are included in this report. The discussion centered on a set of questions and insights into three general areas of low radiation dose rate science: epidemiological, experimental and theoretical. Selected papers are indexed separately for inclusion in the Energy Science and Technology Database.
Medvedev, Grigori; Caruthers, James
2015-03-01
The classic series of experiments by A. Kovacs on volume relaxation following temperature jumps for poly(vinyl acetate), PVAc, in the Tg region revealed the richness and complexity of the viscoelastic behavior of glassy materials. Over the years no theoretical model has been able to predict all the features of the Kovacs data, where the so-called ``expansion gap'' effect proved to be particularly challenging. Specifically, for a series of up-jump experiments with different initial temperatures, Ti, but with the same final temperature, as the relaxation approaches equilibrium it would be expected that the effective relaxation time would be the same regardless of Ti; however, Kovacs observed that the dependence on Ti persisted seemingly all the way to equilibrium. In this communication we will show that a recently developed Stochastic Constitutive Model (SCM) that explicitly acknowledges the nano-scale dynamic heterogeneity of glasses can capture the ``expansion gap'' as well as the rest of the Kovacs data set for PVAc. It will be shown that the success of the SCM is due to its inherent thermo-rheological complexity.
International Nuclear Information System (INIS)
Bendato, Ilaria; Cassettari, Lucia; Mosca, Marco; Mosca, Roberto
2016-01-01
Combining technological solutions with investment profitability is a critical aspect in designing both traditional and innovative renewable power plants. Often, the introduction of new advanced-design solutions, although technically interesting, does not generate adequate revenue to justify their utilization. In this study, an innovative methodology is developed that aims to satisfy both targets. On the one hand, considering all of the feasible plant configurations, it allows the analysis of the investment in a stochastic regime using the Monte Carlo method. On the other hand, the impact of every technical solution on the economic performance indicators can be measured by using regression meta-models built according to the theory of Response Surface Methodology. This approach enables the design of a plant configuration that generates the best economic return over the entire life cycle of the plant. This paper illustrates an application of the proposed methodology to the evaluation of design solutions using an innovative linear Fresnel Concentrated Solar Power system. - Highlights: • A stochastic methodology for solar plants investment evaluation. • Study of the impact of new technologies on the investment results. • Application to an innovative linear Fresnel CSP system. • A particular application of Monte Carlo simulation and response surface methodology.
Duan, Xiaofeng F; Burggraf, Larry W; Huang, Lingyu
2013-07-22
To find low energy Si(n)C(n) structures out of hundreds to thousands of isomers we have developed a general method to search for stable isomeric structures that combines Stochastic Potential Surface Search and Pseudopotential Plane-Wave Density Functional Theory Car-Parinello Molecular Dynamics simulated annealing (PSPW-CPMD-SA). We enhanced the Sunders stochastic search method to generate random cluster structures used as seed structures for PSPW-CPMD-SA simulations. This method ensures that each SA simulation samples a different potential surface region to find the regional minimum structure. By iterations of this automated, parallel process on a high performance computer we located hundreds to more than a thousand stable isomers for each Si(n)C(n) cluster. Among these, five to 10 of the lowest energy isomers were further optimized using B3LYP/cc-pVTZ method. We applied this method to Si(n)C(n) (n = 4-12) clusters and found the lowest energy structures, most not previously reported. By analyzing the bonding patterns of low energy structures of each Si(n)C(n) cluster, we observed that carbon segregations tend to form condensed conjugated rings while Si connects to unsaturated bonds at the periphery of the carbon segregation as single atoms or clusters when n is small and when n is large a silicon network spans over the carbon segregation region.
Directory of Open Access Journals (Sweden)
Larry W. Burggraf
2013-07-01
Full Text Available To find low energy SinCn structures out of hundreds to thousands of isomers we have developed a general method to search for stable isomeric structures that combines Stochastic Potential Surface Search and Pseudopotential Plane-Wave Density Functional Theory Car-Parinello Molecular Dynamics simulated annealing (PSPW-CPMD-SA. We enhanced the Sunders stochastic search method to generate random cluster structures used as seed structures for PSPW-CPMD-SA simulations. This method ensures that each SA simulation samples a different potential surface region to find the regional minimum structure. By iterations of this automated, parallel process on a high performance computer we located hundreds to more than a thousand stable isomers for each SinCn cluster. Among these, five to 10 of the lowest energy isomers were further optimized using B3LYP/cc-pVTZ method. We applied this method to SinCn (n = 4–12 clusters and found the lowest energy structures, most not previously reported. By analyzing the bonding patterns of low energy structures of each SinCn cluster, we observed that carbon segregations tend to form condensed conjugated rings while Si connects to unsaturated bonds at the periphery of the carbon segregation as single atoms or clusters when n is small and when n is large a silicon network spans over the carbon segregation region.
Effective theory for heavy quark QCD at finite temperature and density with stochastic quantization
Energy Technology Data Exchange (ETDEWEB)
Neuman, Mathias
2015-07-01
In this thesis we presented the derivation as well as the numerical and analytical treatment of an effective theory for lattice Quantum Chromodynamics (LQCD). We derived the effective theory directly from LQCD, which allows us to systematically introduce further improvements. The derivation was performed by means of an expansion around the limit of infinite quark masses and infinite gauge coupling. Using this theory we were able to derive results in the region of large densities. This region is, due to the sign problem, inaccessible to standard LQCD approaches. Although LQCD simulations at large densities have been performed recently by applying stochastic quantization, those are still limited to lattice with low numbers of timeslices and therefor can not reach the low temperature region. Furthermore, they can not be crosschecked with Monte-Carlo simulations. Since the equivalence between stochastic quantization and Monte-Carlo is unproven for the case of finite density systems, new approaches to access the cold dense region of the QCD phase diagram are desirable. The effective theory presented in this thesis provides such an approach. We introduced continuum QCD in chapter 2. In chapter 3 we presented how LQCD, i.e. QCD in a discretized space-time, can be formulated and used as a tool to explore the non-perturbative regions of the QCD phase diagram. Special emphasis was placed on simulations at finite baryon densities and the numerical problems that arise in this region. These problems are caused by the complexification of the action and are known as the sign problem. We gave a detailed presentation of the derivation of our effective theory in chapter 4. For this we performed expansions around the limit of strong coupling and static quarks, κ=β=0, introducing corrections order by order in the expansion parameters κ and β. Truncating the theory at different orders allowed us to determine the parameter region where the convergence to full LQCD is good. The gauge
Stochastic processes, slaves and supersymmetry
International Nuclear Information System (INIS)
Drummond, I T; Horgan, R R
2012-01-01
We extend the work of Tănase-Nicola and Kurchan on the structure of diffusion processes and the associated supersymmetry algebra by examining the responses of a simple statistical system to external disturbances of various kinds. We consider both the stochastic differential equations (SDEs) for the process and the associated diffusion equation. The influence of the disturbances can be understood by augmenting the original SDE with an equation for slave variables. The evolution of the slave variables describes the behaviour of line elements carried along in the stochastic flow. These line elements, together with the associated surface and volume elements constructed from them, provide the basis of the supersymmetry properties of the theory. For ease of visualization, and in order to emphasize a helpful electromagnetic analogy, we work in three dimensions. The results are all generalizable to higher dimensions and can be specialized to one and two dimensions. The electromagnetic analogy is a useful starting point for calculating asymptotic results at low temperature that can be compared with direct numerical evaluations. We also examine the problems that arise in a direct numerical simulation of the stochastic equation together with the slave equations. We pay special attention to the dependence of the slave variable statistics on temperature. We identify in specific models the critical temperature below which the slave variable distribution ceases to have a variance and consider the effect on estimates of susceptibilities. (paper)
The development of criteria for limiting the non-stochastic effects of non-uniform skin exposure
International Nuclear Information System (INIS)
Charles, M.W.; Wells, J.
1980-01-01
The recent recommendations of the International Commission on Radiological Protection (ICRP, 1977) have underlined the lack of knowledge relating to small area skin exposures and have highlighted the difficulties of integrating stochastic and nonstochastic effects into a unified radiation protection philosophy. A system of limitation is suggested which should be appropriate to the wide range of skin irradiation modes which are met in practice. It is proposed for example, that for large area exposures, the probability of skin cancer induction should be considered as the limiting factor. For partial-body skin exposures the probability of the stochastic response will be reduced and late nonstochastic effects will become limiting as the area exposed is reduced. Highly non-uniform exposures such as from small sources or radioactive particulates should be limited on the basis of early rather than late effects. A survey of epidemiological and experimental work is used to show how detailed guidance for limitation in these cases can be provided. Due to the detailed morphology of the skin the biological response depends critically upon the depth dose. In the case of alpha and beta radiation this should be reflected in a less restrictive limitation system, particularly for non-stochastic effects. Up-to-date and on-going experimental studies are described which can provide guidance in this field. (author)
Effects of fuel particle size distributions on neutron transport in stochastic media
International Nuclear Information System (INIS)
Liang, Chao; Pavlou, Andrew T.; Ji, Wei
2014-01-01
Highlights: • Effects of fuel particle size distributions on neutron transport are evaluated. • Neutron channeling is identified as the fundamental reason for the effects. • The effects are noticeable at low packing and low optical thickness systems. • Unit cells of realistic reactor designs are studied for different size particles. • Fuel particle size distribution effects are not negligible in realistic designs. - Abstract: This paper presents a study of the fuel particle size distribution effects on neutron transport in three-dimensional stochastic media. Particle fuel is used in gas-cooled nuclear reactor designs and innovative light water reactor designs loaded with accident tolerant fuel. Due to the design requirements and fuel fabrication limits, the size of fuel particles may not be perfectly constant but instead follows a certain distribution. This brings a fundamental question to the radiation transport computation community: how does the fuel particle size distribution affect the neutron transport in particle fuel systems? To answer this question, size distribution effects and their physical interpretations are investigated by performing a series of neutron transport simulations at different fuel particle size distributions. An eigenvalue problem is simulated in a cylindrical container consisting of fissile fuel particles with five different size distributions: constant, uniform, power, exponential and Gaussian. A total of 15 parametric cases are constructed by altering the fissile particle volume packing fraction and its optical thickness, but keeping the mean chord length of the spherical fuel particle the same at different size distributions. The tallied effective multiplication factor (k eff ) and the spatial distribution of fission power density along axial and radial directions are compared between different size distributions. At low packing fraction and low optical thickness, the size distribution shows a noticeable effect on neutron
Stochastic optimization methods
Marti, Kurt
2005-01-01
Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, deterministic substitute problems are needed. Based on the distribution of the random data, and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into deterministic substitute problems. Due to the occurring probabilities and expectations, approximative solution techniques must be applied. Deterministic and stochastic approximation methods and their analytical properties are provided: Taylor expansion, regression and response surface methods, probability inequalities, First Order Reliability Methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation methods, differentiation of probability and mean value functions. Convergence results of the resulting iterative solution procedures are given.
Alternative Asymmetric Stochastic Volatility Models
M. Asai (Manabu); M.J. McAleer (Michael)
2010-01-01
textabstractThe stochastic volatility model usually incorporates asymmetric effects by introducing the negative correlation between the innovations in returns and volatility. In this paper, we propose a new asymmetric stochastic volatility model, based on the leverage and size effects. The model is
International Nuclear Information System (INIS)
Haran, O.; Shvarts, D.; Thieberger, R.
1998-01-01
Classical transport of neutral particles in a binary, scattering, stochastic media is discussed. It is assumed that the cross-sections of the constituent materials and their volume fractions are known. The inner structure of the media is stochastic, but there exist a statistical knowledge about the lump sizes, shapes and arrangement. The transmission through the composite media depends on the specific heterogeneous realization of the media. The current research focuses on the averaged transmission through an ensemble of realizations, frm which an effective cross-section for the media can be derived. The problem of one dimensional transport in stochastic media has been studied extensively [1]. In the one dimensional description of the problem, particles are transported along a line populated with alternating material segments of random lengths. The current work discusses transport in two-dimensional stochastic media. The phenomenon that is unique to the multi-dimensional description of the problem is obstacle bypassing. Obstacle bypassing tends to reduce the opacity of the media, thereby reducing its effective cross-section. The importance of this phenomenon depends on the manner in which the obstacles are arranged in the media. Results of transport simulations in multi-dimensional stochastic media are presented. Effective cross-sections derived from the simulations are compared against those obtained for the one-dimensional problem, and against those obtained from effective multi-dimensional models, which are partially based on a Markovian assumption
Directory of Open Access Journals (Sweden)
M. Rajashekar
2012-01-01
Full Text Available The combined effects of couple stress and surface roughness on the MHD squeeze-film lubrication between a sphere and a porous plane surface are analyzed, based upon the thin-film magnetohydrodynamic (MHD theory. Using Stoke’s theory to account for the couple stresses due to the microstructure additives and the Christensen’s stochastic method developed for hydrodynamic lubrication of rough surfaces derives the stochastic MHD Reynolds-type equation. The expressions for the mean MHD squeeze-film pressure, mean load-carrying capacity, and mean squeeze-film time are obtained. The results indicate that the couple stress fluid in the film region enhances the mean MHD squeeze-film pressure, load-carrying capacity, and squeeze-film time. The effect of roughness parameter is to increase (decrease the load-carrying capacity and lengthen the response time for azimuthal (radial roughness patterns as compared to the smooth case. Also, the effect of porous parameter is to decrease the load-carrying capacity and increase the squeeze-film time as compared to the solid case.
Méndez-Balbuena, Ignacio; Huidobro, Nayeli; Silva, Mayte; Flores, Amira; Trenado, Carlos; Quintanar, Luis; Arias-Carrión, Oscar; Kristeva, Rumyana; Manjarrez, Elias
2015-10-01
The present investigation documents the electrophysiological occurrence of multisensory stochastic resonance in the human visual pathway elicited by tactile noise. We define multisensory stochastic resonance of brain evoked potentials as the phenomenon in which an intermediate level of input noise of one sensory modality enhances the brain evoked response of another sensory modality. Here we examined this phenomenon in visual evoked potentials (VEPs) modulated by the addition of tactile noise. Specifically, we examined whether a particular level of mechanical Gaussian noise applied to the index finger can improve the amplitude of the VEP. We compared the amplitude of the positive P100 VEP component between zero noise (ZN), optimal noise (ON), and high mechanical noise (HN). The data disclosed an inverted U-like graph for all the subjects, thus demonstrating the occurrence of a multisensory stochastic resonance in the P100 VEP. Copyright © 2015 the American Physiological Society.
Energy Technology Data Exchange (ETDEWEB)
Li Dongxi, E-mail: lidongxi@mail.nwpu.edu.c [Department of Applied Mathematics, Northwestern Polytechnical University, Xi' an 710072 (China); Xu Wei; Guo, Yongfeng; Xu Yong [Department of Applied Mathematics, Northwestern Polytechnical University, Xi' an 710072 (China)
2011-01-31
We investigate a stochastic model of tumor growth derived from the catalytic Michaelis-Menten reaction with positional and environmental fluctuations under subthreshold periodic treatment. Firstly, the influences of environmental fluctuations on the treatable stage are analyzed numerically. Applying the standard theory of stochastic resonance derived from the two-state approach, we derive the signal-to-noise ratio (SNR) analytically, which is used to measure the stochastic resonance phenomenon. It is found that the weak environmental fluctuations could induce the extinction of tumor cells in the subthreshold periodic treatment. The positional stability is better in favor of the treatment of the tumor cells. Besides, the appropriate and feasible treatment intensity and the treatment cycle should be highlighted considered in the treatment of tumor cells.
International Nuclear Information System (INIS)
Li Dongxi; Xu Wei; Guo, Yongfeng; Xu Yong
2011-01-01
We investigate a stochastic model of tumor growth derived from the catalytic Michaelis-Menten reaction with positional and environmental fluctuations under subthreshold periodic treatment. Firstly, the influences of environmental fluctuations on the treatable stage are analyzed numerically. Applying the standard theory of stochastic resonance derived from the two-state approach, we derive the signal-to-noise ratio (SNR) analytically, which is used to measure the stochastic resonance phenomenon. It is found that the weak environmental fluctuations could induce the extinction of tumor cells in the subthreshold periodic treatment. The positional stability is better in favor of the treatment of the tumor cells. Besides, the appropriate and feasible treatment intensity and the treatment cycle should be highlighted considered in the treatment of tumor cells.
Chang, Mou-Hsiung
2015-01-01
The classical probability theory initiated by Kolmogorov and its quantum counterpart, pioneered by von Neumann, were created at about the same time in the 1930s, but development of the quantum theory has trailed far behind. Although highly appealing, the quantum theory has a steep learning curve, requiring tools from both probability and analysis and a facility for combining the two viewpoints. This book is a systematic, self-contained account of the core of quantum probability and quantum stochastic processes for graduate students and researchers. The only assumed background is knowledge of the basic theory of Hilbert spaces, bounded linear operators, and classical Markov processes. From there, the book introduces additional tools from analysis, and then builds the quantum probability framework needed to support applications to quantum control and quantum information and communication. These include quantum noise, quantum stochastic calculus, stochastic quantum differential equations, quantum Markov semigrou...
Mussenbrock, T; Brinkmann, R P; Lieberman, M A; Lichtenberg, A J; Kawamura, E
2008-08-22
In low-pressure capacitive radio frequency discharges, two mechanisms of electron heating are dominant: (i) Ohmic heating due to collisions of electrons with neutrals of the background gas and (ii) stochastic heating due to momentum transfer from the oscillating boundary sheath. In this work we show by means of a nonlinear global model that the self-excitation of the plasma series resonance which arises in asymmetric capacitive discharges due to nonlinear interaction of plasma bulk and sheath significantly affects both Ohmic heating and stochastic heating. We observe that the series resonance effect increases the dissipation by factors of 2-5. We conclude that the nonlinear plasma dynamics should be taken into account in order to describe quantitatively correct electron heating in asymmetric capacitive radio frequency discharges.
Effects of extrinsic mortality on the evolution of aging: a stochastic modeling approach.
Directory of Open Access Journals (Sweden)
Maxim Nikolaievich Shokhirev
Full Text Available The evolutionary theories of aging are useful for gaining insights into the complex mechanisms underlying senescence. Classical theories argue that high levels of extrinsic mortality should select for the evolution of shorter lifespans and earlier peak fertility. Non-classical theories, in contrast, posit that an increase in extrinsic mortality could select for the evolution of longer lifespans. Although numerous studies support the classical paradigm, recent data challenge classical predictions, finding that high extrinsic mortality can select for the evolution of longer lifespans. To further elucidate the role of extrinsic mortality in the evolution of aging, we implemented a stochastic, agent-based, computational model. We used a simulated annealing optimization approach to predict which model parameters predispose populations to evolve longer or shorter lifespans in response to increased levels of predation. We report that longer lifespans evolved in the presence of rising predation if the cost of mating is relatively high and if energy is available in excess. Conversely, we found that dramatically shorter lifespans evolved when mating costs were relatively low and food was relatively scarce. We also analyzed the effects of increased predation on various parameters related to density dependence and energy allocation. Longer and shorter lifespans were accompanied by increased and decreased investments of energy into somatic maintenance, respectively. Similarly, earlier and later maturation ages were accompanied by increased and decreased energetic investments into early fecundity, respectively. Higher predation significantly decreased the total population size, enlarged the shared resource pool, and redistributed energy reserves for mature individuals. These results both corroborate and refine classical predictions, demonstrating a population-level trade-off between longevity and fecundity and identifying conditions that produce both
Front propagation and effect of memory in stochastic desertification models with an absorbing state
Herman, Dor; Shnerb, Nadav M.
2017-08-01
Desertification in dryland ecosystems is considered to be a major environmental threat that may lead to devastating consequences. The concern increases when the system admits two alternative steady states and the transition is abrupt and irreversible (catastrophic shift). However, recent studies show that the inherent stochasticity of the birth-death process, when superimposed on the presence of an absorbing state, may lead to a continuous (second order) transition even if the deterministic dynamics supports a catastrophic transition. Following these works we present here a numerical study of a one-dimensional stochastic desertification model, where the deterministic predictions are confronted with the observed dynamics. Our results suggest that a stochastic spatial system allows for a propagating front only when its active phase invades the inactive (desert) one. In the extinction phase one observes transient front propagation followed by a global collapse. In the presence of a seed bank the vegetation state is shown to be more robust against demographic stochasticity, but the transition in that case still belongs to the directed percolation equivalence class.
Gutiérrez, M.A.; Borst, R. de
1999-01-01
This study presents some recent results on damage evolution in quasi-brittle materials including stochastic imperfections. The material strength is described as a random field and coupled to the response. The most probable configurations of imperfections leading to failure are sought by means of an
Effects of stochastic energy prices on long-term energy-economic scenarios
International Nuclear Information System (INIS)
Krey, Volker; Martinsen, Dag; Wagner, Hermann-Josef
2007-01-01
In view of the currently observed energy prices, recent price scenarios, which have been very moderate until 2004, also tend to favor high future energy prices. Having a large impact on energy-economic scenarios, we incorporate uncertain energy prices into an energy systems model by including a stochastic risk function. Energy systems models are frequently used to aid scenario analysis in energy-related studies. The impact of uncertain energy prices on the supply structures and the interaction with measures in the demand sectors is the focus of the present paper. For the illustration of the methodological approach, scenarios for four EU countries are presented. Including the stochastic risk function, elements of high energy price scenarios can be found in scenarios with a moderate future development of energy prices. In contrast to scenarios with stochastic investment costs for a limited number of technologies, the inclusion of stochastic energy prices directly affects all parts of the energy system. Robust elements of hedging strategies include increasing utilization of domestic energy carriers, the use of CHP and district heat and the application of additional energy-saving measures in the end-use sectors. Region-specific technology portfolios, i.e., different hedging options, can cause growing energy exchange between the regions in comparison with the deterministic case. (author)
Vindenes, Yngvild; Sæther, Bernt-Erik; Engen, Steinar
2012-12-01
The development of stochastic demography has largely been based on age structured populations, although other types of demographic structure, especially permanent and dynamic heterogeneity, are likely common in natural populations. The combination of stochasticity and demographic structure is a challenge for analyses of population dynamics and extinction risk, because the population structure will fluctuate around the stable structure and the population size shows transient fluctuations. However, by using a diffusion approximation for the total reproductive value, density-independent dynamics of structured populations can be described with only three population parameters: the expected population growth rate, the environmental variance and the demographic variance. These parameters depend on population structure via the state-specific vital rates and transition rates. Once they are found, the diffusion approximation represents a substantial reduction in model complexity. Here, we review and compare the key population parameters across a wide range of demographic structure, from the case of no structure to the most general case of dynamic heterogeneity, and for both discrete and continuous types. We focus on the demographic variance, but also show how environmental stochasticity can be included. This study brings together results from recent models, each considering a specific type of population structure, and places them in a general framework for structured populations. Comparison across different types of demographic structure reveals that the reproductive value is an essential concept for understanding how population structure affects stochastic dynamics and extinction risk. Copyright © 2011 Elsevier Inc. All rights reserved.
The effects of noise on binocular rivalry waves: a stochastic neural field model
Webber, Matthew A; Bressloff, Paul C
2013-01-01
in the wave profile around its instantaneous position at short time scales. We use our analysis to calculate the first-passage-time distribution for a stochastic rivalry wave to travel a fixed distance, which we find to be given by an inverse Gaussian. Finally
Directory of Open Access Journals (Sweden)
Yange Shao
2014-01-01
Full Text Available The phenomenon of stochastic synchronization in globally coupled FitzHugh-Nagumo (FHN neuron system subjected to spatially correlated Gaussian noise is investigated based on dynamical mean-field approximation (DMA and direct simulation (DS. Results from DMA are in good quantitative or qualitative agreement with those from DS for weak noise intensity and larger system size. Whether the consisting single FHN neuron is staying at the resting state, subthreshold oscillatory regime, or the spiking state, our investigation shows that the synchronization ratio of the globally coupled system becomes higher as the noise correlation coefficient increases, and thus we conclude that spatial correlation has an active effect on stochastic synchronization, and the neurons can achieve complete synchronization in the sense of statistics when the noise correlation coefficient tends to one. Our investigation also discloses that the noise spatial correlation plays the same beneficial role as the global coupling strength in enhancing stochastic synchronization in the ensemble. The result might be useful in understanding the information coding mechanism in neural systems.
Directory of Open Access Journals (Sweden)
E. Chumak
2015-04-01
Full Text Available The author substantiates that only methodological training systems of mathematical disciplines with implementation of information and communication technologies (ICT can meet the requirements of modern educational paradigm and make possible to increase the educational efficiency. Due to this fact, the necessity of developing the methodology of theory of probability and stochastic processes computer-based learning for pre-service engineers is underlined in the paper. The results of the experimental study for analysis of the efficiency of methodological system of theory of probability and stochastic processes computer-based learning for pre-service engineers are shown. The analysis includes three main stages: ascertaining, searching and forming. The key criteria of the efficiency of designed methodological system are the level of probabilistic and stochastic skills of students and their learning motivation. The effect of implementing the methodological system of probability theory and stochastic processes computer-based learning on the level of students’ IT literacy is shown in the paper. The expanding of the range of objectives of ICT applying by students is described by author. The level of formation of students’ learning motivation on the ascertaining and forming stages of the experiment is analyzed. The level of intrinsic learning motivation for pre-service engineers is defined on these stages of the experiment. For this purpose, the methodology of testing the students’ learning motivation in the chosen specialty is presented in the paper. The increasing of intrinsic learning motivation of the experimental group students (E group against the control group students (C group is demonstrated.
Yashchuk, Valeriy V.; Centers, Gary; Tyurin, Yuri N.; Tyurina, Anastasia
2016-09-01
Recently, an original method for the statistical modeling of surface topography of state-of-the-art mirrors for usage in xray optical systems at light source facilities and for astronomical telescopes [Opt. Eng. 51(4), 046501, 2012; ibid. 53(8), 084102 (2014); and ibid. 55(7), 074106 (2016)] has been developed. In modeling, the mirror surface topography is considered to be a result of a stationary uniform stochastic polishing process and the best fit time-invariant linear filter (TILF) that optimally parameterizes, with limited number of parameters, the polishing process is determined. The TILF model allows the surface slope profile of an optic with a newly desired specification to be reliably forecast before fabrication. With the forecast data, representative numerical evaluations of expected performance of the prospective mirrors in optical systems under development become possible [Opt. Eng., 54(2), 025108 (2015)]. Here, we suggest and demonstrate an analytical approach for accounting the imperfections of the used metrology instruments, which are described by the instrumental point spread function, in the TILF modeling. The efficacy of the approach is demonstrated with numerical simulations for correction of measurements performed with an autocollimator based surface slope profiler. Besides solving this major metrological problem, the results of the present work open an avenue for developing analytical and computational tools for stitching data in the statistical domain, obtained using multiple metrology instruments measuring significantly different bandwidths of spatial wavelengths.
International Nuclear Information System (INIS)
Bisognano, J.; Leemann, C.
1982-03-01
Stochastic cooling is the damping of betatron oscillations and momentum spread of a particle beam by a feedback system. In its simplest form, a pickup electrode detects the transverse positions or momenta of particles in a storage ring, and the signal produced is amplified and applied downstream to a kicker. The time delay of the cable and electronics is designed to match the transit time of particles along the arc of the storage ring between the pickup and kicker so that an individual particle receives the amplified version of the signal it produced at the pick-up. If there were only a single particle in the ring, it is obvious that betatron oscillations and momentum offset could be damped. However, in addition to its own signal, a particle receives signals from other beam particles. In the limit of an infinite number of particles, no damping could be achieved; we have Liouville's theorem with constant density of the phase space fluid. For a finite, albeit large number of particles, there remains a residue of the single particle damping which is of practical use in accumulating low phase space density beams of particles such as antiprotons. It was the realization of this fact that led to the invention of stochastic cooling by S. van der Meer in 1968. Since its conception, stochastic cooling has been the subject of much theoretical and experimental work. The earliest experiments were performed at the ISR in 1974, with the subsequent ICE studies firmly establishing the stochastic cooling technique. This work directly led to the design and construction of the Antiproton Accumulator at CERN and the beginnings of p anti p colliding beam physics at the SPS. Experiments in stochastic cooling have been performed at Fermilab in collaboration with LBL, and a design is currently under development for a anti p accumulator for the Tevatron
Interference effects with surface plasmons
Kuzmin, Nikolay Victorovich
2008-01-01
A surface plasmon is a purely two-dimensional electromagnetic excitation bound to the interface between metal and dielectric and quickly decaying away from it. A surface plasmon is able to concentrate light on sub-wavelength scales – a feature that is attractive for nano-photonics and integrated
Eichhorn, Ralf; Aurell, Erik
2014-04-01
'Stochastic thermodynamics as a conceptual framework combines the stochastic energetics approach introduced a decade ago by Sekimoto [1] with the idea that entropy can consistently be assigned to a single fluctuating trajectory [2]'. This quote, taken from Udo Seifert's [3] 2008 review, nicely summarizes the basic ideas behind stochastic thermodynamics: for small systems, driven by external forces and in contact with a heat bath at a well-defined temperature, stochastic energetics [4] defines the exchanged work and heat along a single fluctuating trajectory and connects them to changes in the internal (system) energy by an energy balance analogous to the first law of thermodynamics. Additionally, providing a consistent definition of trajectory-wise entropy production gives rise to second-law-like relations and forms the basis for a 'stochastic thermodynamics' along individual fluctuating trajectories. In order to construct meaningful concepts of work, heat and entropy production for single trajectories, their definitions are based on the stochastic equations of motion modeling the physical system of interest. Because of this, they are valid even for systems that are prevented from equilibrating with the thermal environment by external driving forces (or other sources of non-equilibrium). In that way, the central notions of equilibrium thermodynamics, such as heat, work and entropy, are consistently extended to the non-equilibrium realm. In the (non-equilibrium) ensemble, the trajectory-wise quantities acquire distributions. General statements derived within stochastic thermodynamics typically refer to properties of these distributions, and are valid in the non-equilibrium regime even beyond the linear response. The extension of statistical mechanics and of exact thermodynamic statements to the non-equilibrium realm has been discussed from the early days of statistical mechanics more than 100 years ago. This debate culminated in the development of linear response
International Nuclear Information System (INIS)
Smith, Eric
2011-01-01
The meaning of thermodynamic descriptions is found in large-deviations scaling (Ellis 1985 Entropy, Large Deviations, and Statistical Mechanics (New York: Springer); Touchette 2009 Phys. Rep. 478 1-69) of the probabilities for fluctuations of averaged quantities. The central function expressing large-deviations scaling is the entropy, which is the basis both for fluctuation theorems and for characterizing the thermodynamic interactions of systems. Freidlin-Wentzell theory (Freidlin and Wentzell 1998 Random Perturbations in Dynamical Systems 2nd edn (New York: Springer)) provides a quite general formulation of large-deviations scaling for non-equilibrium stochastic processes, through a remarkable representation in terms of a Hamiltonian dynamical system. A number of related methods now exist to construct the Freidlin-Wentzell Hamiltonian for many kinds of stochastic processes; one method due to Doi (1976 J. Phys. A: Math. Gen. 9 1465-78; 1976 J. Phys. A: Math. Gen. 9 1479) and Peliti (1985 J. Physique 46 1469; 1986 J. Phys. A: Math. Gen. 19 L365, appropriate to integer counting statistics, is widely used in reaction-diffusion theory. Using these tools together with a path-entropy method due to Jaynes (1980 Annu. Rev. Phys. Chem. 31 579-601), this review shows how to construct entropy functions that both express large-deviations scaling of fluctuations, and describe system-environment interactions, for discrete stochastic processes either at or away from equilibrium. A collection of variational methods familiar within quantum field theory, but less commonly applied to the Doi-Peliti construction, is used to define a 'stochastic effective action', which is the large-deviations rate function for arbitrary non-equilibrium paths. We show how common principles of entropy maximization, applied to different ensembles of states or of histories, lead to different entropy functions and different sets of thermodynamic state variables. Yet the relations among all these levels of
Environmental vs Demographic Stochasticity in Population Growth
Braumann, C. A.
2010-01-01
Compares the effect on population growth of envinonmental stochasticity (random environmental variations described by stochastic differential equations) with demographic stochasticity (random variations in births and deaths described by branching processes and birth-and-death processes), in the density-independent and the density-dependent cases.
Hu, Yuanan; Cheng, Hefa
2013-04-16
As heavy metals occur naturally in soils at measurable concentrations and their natural background contents have significant spatial variations, identification and apportionment of heavy metal pollution sources across large-scale regions is a challenging task. Stochastic models, including the recently developed conditional inference tree (CIT) and the finite mixture distribution model (FMDM), were applied to identify the sources of heavy metals found in the surface soils of the Pearl River Delta, China, and to apportion the contributions from natural background and human activities. Regression trees were successfully developed for the concentrations of Cd, Cu, Zn, Pb, Cr, Ni, As, and Hg in 227 soil samples from a region of over 7.2 × 10(4) km(2) based on seven specific predictors relevant to the source and behavior of heavy metals: land use, soil type, soil organic carbon content, population density, gross domestic product per capita, and the lengths and classes of the roads surrounding the sampling sites. The CIT and FMDM results consistently indicate that Cd, Zn, Cu, Pb, and Cr in the surface soils of the PRD were contributed largely by anthropogenic sources, whereas As, Ni, and Hg in the surface soils mostly originated from the soil parent materials.
The effect of spatial heterogeneity on the extinction transition in stochastic population dynamics
International Nuclear Information System (INIS)
Kessler, David A; Shnerb, Nadav M
2009-01-01
Stochastic logistic-type growth on a static heterogeneous substrate is studied both above and below the drift-induced delocalization transition. Using agent-based simulations, the delocalization of the highest eigenfunction of the deterministic operator is connected with the large N limit of the stochastic theory. It is seen that the localization length of the deterministic theory controls the divergence of the spatial correlation length with N at the transition. It is argued that, in the presence of a strong wind, the extinction transition belongs to the directed percolation universality class, as any finite colony made of discrete agents is washed away from a heterogeneity with compact support. Some of the difficulties in the analysis of the extinction transition in the presence of a weak wind, where there is a localized active state, are discussed.
Numerical Simulation of the Heston Model under Stochastic Correlation
Directory of Open Access Journals (Sweden)
Long Teng
2017-12-01
Full Text Available Stochastic correlation models have become increasingly important in financial markets. In order to be able to price vanilla options in stochastic volatility and correlation models, in this work, we study the extension of the Heston model by imposing stochastic correlations driven by a stochastic differential equation. We discuss the efficient algorithms for the extended Heston model by incorporating stochastic correlations. Our numerical experiments show that the proposed algorithms can efficiently provide highly accurate results for the extended Heston by including stochastic correlations. By investigating the effect of stochastic correlations on the implied volatility, we find that the performance of the Heston model can be proved by including stochastic correlations.
Raso , L.; Malaterre , P.O.; Bader , J.C.
2017-01-01
International audience; This article presents an innovative streamflow process model for use in reservoir operational rule design in stochastic dual dynamic programming (SDDP). Model features, which can be applied independently, are (1) a multiplicative process model for the forward phase and its linearized version for the backward phase; and (2) a nonuniform time-step length that is inversely proportional to seasonal variability. The advantages are (1) guaranteeing positive streamflow values...
Crisan, Dan
2011-01-01
"Stochastic Analysis" aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume "Stochastic Analysis 2010" provides a sa
Borodin, Andrei N
2017-01-01
This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes. In turn, it also presents proofs of well-known results, sometimes together with new approaches. Moreover, the book explores topics not previously covered elsewhere, such as distributions of functionals of diffusions stopped at different random times, the Brownian local time, diffusions with jumps, and an invariance principle for random walks and local times. Supported by carefully selected material, the book showcases a wealth of examples that demonstrate how to solve concrete problems by applying theoretical results. It addresses a broad range of applications, focusing on concrete computational techniques rather than on abstract theory. The content presented here is largely self-contained, making it suitable for researchers and graduate students alike.
Kawaguchi, Minato; Mino, Hiroyuki; Durand, Dominique M
2007-01-01
Stochastic resonance (SR) has been shown to enhance the signal to noise ratio or detection of signals in neurons. It is not yet clear how this effect of SR on the signal to noise ratio affects signal processing in neural networks. In this paper, we investigate the effects of the location of background noise input on information transmission in a hippocampal CA1 neuron model. In the computer simulation, random sub-threshold spike trains (signal) generated by a filtered homogeneous Poisson process were presented repeatedly to the middle point of the main apical branch, while the homogeneous Poisson shot noise (background noise) was applied to a location of the dendrite in the hippocampal CA1 model consisting of the soma with a sodium, a calcium, and five potassium channels. The location of the background noise input was varied along the dendrites to investigate the effects of background noise input location on information transmission. The computer simulation results show that the information rate reached a maximum value for an optimal amplitude of the background noise amplitude. It is also shown that this optimal amplitude of the background noise is independent of the distance between the soma and the noise input location. The results also show that the location of the background noise input does not significantly affect the maximum values of the information rates generated by stochastic resonance.
DEFF Research Database (Denmark)
de Freitas Costa, Eduardo; Corbellini, Luis Gustavo; da Silva, Ana Paula Serafini Poeta
2017-01-01
The objective of meat inspection is to promote animal and public health by preventing, detecting, and controlling hazards originating from animals. With the improvements of sanitary level in pig herds, the hazards profile has shifted and the inspection procedures no longer target major foodborne...... pathogens (i.e., not risk based). Additionally, carcass manipulations performed when searching for macroscopic lesions can lead to cross-contamination. We therefore developed a stochastic model to quantitatively describe cross-contamination when consecutive carcasses are submitted to classic inspection...... procedures. The microbial hazard used to illustrate the model was Salmonella, the data set was obtained from Brazilian slaughterhouses, and some simplifying assumptions were made. The model predicted that due to cross-contamination during inspection, the prevalence of contaminated carcass surfaces increased...
Parametrization of open systems with effective quadratic hamiltonians plus stochastic force
International Nuclear Information System (INIS)
Hernandez, E.S.; Mizrahi, S.S.
1981-12-01
The evolution generated by general dissipative Hamiltonians is analyzed when a stochastic force is included. A mapping technique allows to easily write the equations of motion for the observables of interest. A general dissipativity condition is extracted, whose fullfilment guarantees that thermal equilibrium is reached as the final stage of the evolution. Several existing frictional Hamiltonians are examined and it is seen that the correlation of the fluctuating force is essential to the destruction of a constant of motion inherent to pure quantal behaviour. (Author) [pt
Energy Technology Data Exchange (ETDEWEB)
Barvik, I [International Centre for Theoretical Physics, Trieste (Italy); Polasek, M [Charles Univ., Prague (Czech Republic). Inst. of Physics; Herman, P [Pedagogical Univ., Hradec Kralove (Czech Republic)
1995-08-01
We used the formal stochastic Liouville equations within Haken-Strobl-Reineker parametrization for the description of the influence of the bath on the memory functions entering the GME for a dimer and a linear trimer with a trap (here modeled as a sink). The often used inclusion of the noncoherent regime in the MF by an exponentially damped prefactor (after Kenkre`s prescription) does not hold for finite systems. The analytical form of the MF is changed more pronouncely and the influence of the sink in the center of the trimer runs parallel with the influence of the bath in destroying the coherence. (author). 60 refs.
Keshtpoor, M.; Carnacina, I.; Blair, A.; Yablonsky, R. M.
2017-12-01
Storm surge caused by Extratropical Cyclones (ETCs) has significantly impacted not only the life of private citizens but also the insurance and reinsurance industry in Great Britain. The storm surge risk assessment requires a larger dataset of storms than the limited recorded historical ETCs. Thus, historical ETCs were perturbed to generate a 10,000-year stochastic catalog that accounts for surge-generating ETCs in the study area with return periods from one year to 10,000 years. Delft3D-Flexible Mesh hydrodynamic model was used to numerically simulate the storm surge along the Great Britain coastline. A nested grid technique was used to increase the simulation grid resolution up to 200 m near the highly populated coastal areas. Coarse and fine mesh models were calibrated and validated using historical recorded water elevations. Then, numerical simulations were performed on a 10,000-year stochastic catalog. The 50-, 100-, and 500-year return period maps were generated for Great Britain coastal areas. The corresponding events with return periods of 50-, 100-, and 500-years in Humber Bay and Thames River coastal areas were identified, and simulated with the consideration of projected sea level rises to reveal the effect of rising sea levels on the inundation return period maps in two highly-populated coastal areas. Finally, the return period of Storm Xaver (2013) was determined with and without the effect of rising sea levels.
International Nuclear Information System (INIS)
Ghosh, Ranjan; Kathuria, Vinish
2016-01-01
This paper investigates the impact of institutional quality – typified as regulatory governance – on the performance of thermal power plants in India. The Indian power sector was reformed in the early 1990s. However, reforms are effective only as much as the regulators are committed in ensuring that they are implemented. We hypothesize that higher the quality of regulation in a federal Indian state, higher is the efficiency of electric generation utilities. A translog stochastic frontier model is estimated using index of state-level independent regulation as one of the determinants of inefficiency. The dataset comprises a panel of 77 coal-based thermal power plants during the reform period covering over 70% of installed electricity generation capacity. The mean technical efficiency of 76.7% indicates there is wide scope for efficiency improvement in the sector. Results are robust to various model specifications and show that state-level regulators have positively impacted plant performance. Technical efficiency is sensitive to both unbundling of state utilities, and regulatory experience. The policy implication is that further reforms which empower independent regulators will have far reaching impacts on power sector performance. - Highlights: • The impact of regulatory governance on Indian generation efficiency is investigated. • Stochastic frontier analysis (SFA) on a panel dataset covering pre and post reform era. • Index of state-wise variation in regulation to explain inefficiency effects. • Results show improved but not very high technical efficiencies. • State-level regulation has positively impacted power plant performance.
International Nuclear Information System (INIS)
Colombino, A.; Mosiello, R.; Norelli, F.; Jorio, V.M.; Pacilio, N.
1975-01-01
A nuclear system kinetics is formulated according to a stochastic approach. The detailed probability balance equations are written for the probability of finding the mixed population of neutrons and detected neutrons, i.e. detectrons, at a given level for a given instant of time. Equations are integrated in search of a probability profile: a series of cases is analyzed through a progressive criterium. It tends to take into account an increasing number of physical processes within the chosen model. The most important contribution is that solutions interpret analytically experimental conditions of equilibrium (moise analysis) and non equilibrium (pulsed neutron measurements, source drop technique, start up procedures)
Directory of Open Access Journals (Sweden)
Romanu Ekaterini
2006-01-01
Full Text Available This article shows the similarities between Claude Debussy’s and Iannis Xenakis’ philosophy of music and work, in particular the formers Jeux and the latter’s Metastasis and the stochastic works succeeding it, which seem to proceed parallel (with no personal contact to what is perceived as the evolution of 20th century Western music. Those two composers observed the dominant (German tradition as outsiders, and negated some of its elements considered as constant or natural by "traditional" innovators (i.e. serialists: the linearity of musical texture, its form and rhythm.
Energy Technology Data Exchange (ETDEWEB)
Analytis, G.T. [Paul Scherrer Institute (PSI), Villigen (Switzerland)
1995-09-01
A non-linear one-group space-dependent neutronic model for a finite one-dimensional core is coupled with a simple BWR feed-back model. In agreement with results obtained by the authors who originally developed the point-kinetics version of this model, we shall show numerically that stochastic reactivity excitations may result in limit-cycles and eventually in a chaotic behaviour, depending on the magnitude of the feed-back coefficient K. In the framework of this simple space-dependent model, the effect of the non-linearities on the different spatial harmonics is studied and the importance of the space-dependent effects is exemplified and assessed in terms of the importance of the higher harmonics. It is shown that under certain conditions, when the limit-cycle-type develop, the neutron spectra may exhibit strong space-dependent effects.
Energy Technology Data Exchange (ETDEWEB)
Vinogradov, A. [Laboratory for the Physics of Strength of Materials and Intelligent Diagnostic Systems, Togliatti State University, Togliatti 445667 (Russian Federation); Laboratory of Hybrid Nanostructured Materials, NITU MISiS, Moscow 119490 (Russian Federation); Yasnikov, I. S. [Laboratory for the Physics of Strength of Materials and Intelligent Diagnostic Systems, Togliatti State University, Togliatti 445667 (Russian Federation); Estrin, Y. [Laboratory of Hybrid Nanostructured Materials, NITU MISiS, Moscow 119490 (Russian Federation); Centre for Advanced Hybrid Materials, Department of Materials Engineering, Monash University, Clayton, VIC 3800 (Australia)
2014-06-21
We demonstrate that the fractal dimension (FD) of the dislocation population in a deforming material is an important quantitative characteristic of the evolution of the dislocation structure. Thus, we show that peaking of FD signifies a nearing loss of uniformity of plastic flow and the onset of strain localization. Two techniques were employed to determine FD: (i) inspection of surface morphology of the deforming crystal by white light interferometry and (ii) monitoring of acoustic emission (AE) during uniaxial tensile deformation. A connection between the AE characteristics and the fractal dimension determined from surface topography measurements was established. As a common platform for the two methods, the dislocation density evolution in the bulk was used. The relations found made it possible to identify the occurrence of a peak in the median frequency of AE as a harbinger of plastic instability leading to necking. It is suggested that access to the fractal dimension provided by AE measurements and by surface topography analysis makes these techniques important tools for monitoring the evolution of the dislocation structure during plastic deformation—both as stand-alone methods and especially when used in tandem.
Stochastic motion of 7 x 7 kinks at monoatomic step edges on the Si(1 1 1) surface
International Nuclear Information System (INIS)
Fukuda, T.; Maeda, S.; Nakayama, H.
2003-01-01
An offset of a straight step, called a kink, is occasionally formed on semiconductor surfaces. The motion of the kink on the Si(1 1 1) 7x7 surface in the [1-bar 1-bar 2] step was studied in detail by high-temperature scanning tunneling microscopy (STM), and thermal fluctuations of the kink displacement along the step edges was observed. The kink displacement did not diverge with time, suggesting that a restoring force acts on the kink. The displacement, however, could be clearly represented by the gaussian distribution and it was therefore considered to be a Brownian particle. The temperature dependence of the mean square displacement of the kink position showed that the displacement is a thermal activation process with an apparent activation energy of 1.54±0.1 eV. From the equation of motion on the kink displacement including an incoming and outgoing flux as a fluctuation source, the phenomenological Langevin equation was derived. The activation energy of the kink displacement is related to the diffusion coefficient of the two-dimensional adatom gas and the latent heat of the atoms from the kink site to the surface adatom
Effects of QCD equation of state on the stochastic gravitational wave background
Energy Technology Data Exchange (ETDEWEB)
Anand, Sampurn; Mohanty, Subhendra [Physical Research Laboratory, Ahmedabad 380009 (India); Dey, Ujjal Kumar, E-mail: sampurn@prl.res.in, E-mail: ujjal@cts.iitkgp.ernet.in, E-mail: mohanty@prl.res.in [Centre for Theoretical Studies, Indian Institute of Technology, Kharagpur 721302 (India)
2017-03-01
Cosmological phase transitions can be a source of Stochastic Gravitational Wave (SGW) background. Apart from the dynamics of the phase transition, the characteristic frequency and the fractional energy density Ω{sub gw} of the SGW depends upon the temperature of the transition. In this article, we compute the SGW spectrum in the light of QCD equation of state provided by the lattice results. We find that the inclusion of trace anomaly from lattice QCD, enhances the SGW signal generated during QCD phase transition by ∼ 50% and the peak frequency of the QCD era SGW are shifted higher by ∼ 25% as compared to the earlier estimates without trace anomaly. This result is extremely significant for testing the phase transition dynamics near QCD epoch.
Stochastic two-delay differential model of delayed visual feedback effects on postural dynamics.
Boulet, Jason; Balasubramaniam, Ramesh; Daffertshofer, Andreas; Longtin, André
2010-01-28
We report on experiments and modelling involving the 'visuo-postural control loop' in the upright stance. We experimentally manipulated an artificial delay to the visual feedback during standing, presented at delays ranging from 0 to 1 s in increments of 250 ms. Using stochastic delay differential equations, we explicitly modelled the centre-of-pressure (COP) and centre-of-mass (COM) dynamics with two independent delay terms for vision and proprioception. A novel 'drifting fixed point' hypothesis was used to describe the fluctuations of the COM with the COP being modelled as a faster, corrective process of the COM. The model was in good agreement with the data in terms of probability density functions, power spectral densities, short- and long-term correlations (Hurst exponents) as well the critical time between the two ranges. This journal is © 2010 The Royal Society
Effect of Asymmetric Potential and Gaussian Colored Noise on Stochastic Resonance
International Nuclear Information System (INIS)
Han Yinxia; Li Jinghui; Chen Shigang
2005-01-01
The phenomenon of stochastic resonance (SR) in a bistable nonlinear system is studied when the system is driven by the asymmetric potential and additive Gaussian colored noise. Using the unified colored noise approximation method, the additive Gaussian colored noise can be simplified to additive Gaussian white noise. The signal-to-noise ratio (SNR) is calculated according to the generalized two-state theory (shown in [H.S. Wio and S. Bouzat, Brazilian J. Phys. 29 (1999) 136]). We find that the SNR increases with the proximity of a to zero. In addition, the correlation time τ between the additive Gaussian colored noise is also an ingredient to improve SR. The shorter the correlation time τ between the Gaussian additive colored noise is, the higher of the peak value of SNR.
Syahidatul Ayuni Mazlan, Mazma; Rosli, Norhayati; Jauhari Arief Ichwan, Solachuddin; Suhaity Azmi, Nina
2017-09-01
A stochastic model is introduced to describe the growth of cancer affected by anti-cancer therapeutics of Chondroitin Sulfate (CS). The parameters values of the stochastic model are estimated via maximum likelihood function. The numerical method of Euler-Maruyama will be employed to solve the model numerically. The efficiency of the stochastic model is measured by comparing the simulated result with the experimental data.
Directory of Open Access Journals (Sweden)
K. Hacıefendioğlu
2012-04-01
Full Text Available The deconvolution effect of the near-fault earthquake ground motions on the stochastic dynamic response of tunnel-soil deposit interaction systems are investigated by using the finite element method. Two different earthquake input mechanisms are used to consider the deconvolution effects in the analyses: the standard rigid-base input and the deconvolved-base-rock input model. The Bolu tunnel in Turkey is chosen as a numerical example. As near-fault ground motions, 1999 Kocaeli earthquake ground motion is selected. The interface finite elements are used between tunnel and soil deposit. The mean of maximum values of quasi-static, dynamic and total responses obtained from the two input models are compared with each other.
International Nuclear Information System (INIS)
Kung Chen Shan; Wen Xian Huan; Cvetkovic, V.; Winberg, A.
1992-06-01
The non-parametric and parametric stochastic continuum approaches were applied to a realistic synthetic exhaustive hydraulic conductivity field to study the effects of hard and soft conditioning. From the reference domain, a number of data points were selected, either in a random or designed fashion, to form sample data sets. Based on established experimental variograms and the conditioning data, 100 realizations each of the studied domain were generated. The flow field was calculated for each realization, and particle arrival time and arrival position along the discharge boundary were evaluated. It was shown that conditioning on soft data reduces the uncertainty of solute arrival time, and that conditioning on soft data suggests an improvement in characterizing channeling effects. It was found that the improvement in the prediction of the breakthrough was moderate when conditioning on 25 hard and 100 soft data compared to 25 hard data only. (au)
Lanchier, Nicolas
2017-01-01
Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which focus on real-world problems. Exercises range from the classics of probability theory to more exotic research-oriented problems based on numerical simulations. Intended for graduate students in mathematics and applied sciences, the text provides the tools and training needed to write and use programs for research purposes. The first part of the text begins with a brief review of measure theory and revisits the main concepts of probability theory, from random variables to the standard limit theorems. The second part covers traditional material on stochastic processes, including martingales, discrete-time Markov chains, Poisson processes, and continuous-time Markov chains. The theory developed is illustrated by a variety of examples surrounding applications such as the ...
Surface effects of underground nuclear explosions
Energy Technology Data Exchange (ETDEWEB)
Allen, B.M.; Drellack, S.L. Jr.; Townsend, M.J.
1997-06-01
The effects of nuclear explosions have been observed and studied since the first nuclear test (code named Trinity) on July 16, 1945. Since that first detonation, 1,053 nuclear tests have been conducted by the US, most of which were sited underground at the Nevada Test Site (NTS). The effects of underground nuclear explosions (UNEs) on their surroundings have long been the object of much interest and study, especially for containment, engineering, and treaty verification purposes. One aspect of these explosion-induced phenomena is the disruption or alteration of the near-surface environment, also known as surface effects. This report was prepared at the request of the Los Alamos National Laboratory (LANL), to bring together, correlate, and preserve information and techniques used in the recognition and documentation of surface effects of UNEs. This report has several main sections, including pertinent background information (Section 2.0), descriptions of the different types of surface effects (Section 3.0), discussion of their application and limitations (Section 4.0), an extensive bibliography and glossary (Section 6.0 and Appendix A), and procedures used to document geologic surface effects at the NTS (Appendix C). Because a majority of US surface-effects experience is from the NTS, an overview of pertinent NTS-specific information also is provided in Appendix B. It is not within the scope of this report to explore new relationships among test parameters, physiographic setting, and the types or degree of manifestation of surface effects, but rather to compile, summarize, and capture surface-effects observations and interpretations, as well as documentation procedures and the rationale behind them.
Spin Hall effect by surface roughness
Zhou, Lingjun; Grigoryan, Vahram L.; Maekawa, Sadamichi; Wang, Xuhui; Xiao, Jiang
2015-01-01
induced by surface roughness subscribes only to the side-jump contribution but not the skew scattering. The paradigm proposed in this paper provides the second, not if only, alternative to generate a sizable spin Hall effect.
Stochastic theory of fatigue corrosion
Hu, Haiyun
1999-10-01
A stochastic theory of corrosion has been constructed. The stochastic equations are described giving the transportation corrosion rate and fluctuation corrosion coefficient. In addition the pit diameter distribution function, the average pit diameter and the most probable pit diameter including other related empirical formula have been derived. In order to clarify the effect of stress range on the initiation and growth behaviour of pitting corrosion, round smooth specimen were tested under cyclic loading in 3.5% NaCl solution.
Optimal Liquidation under Stochastic Liquidity
Becherer, Dirk; Bilarev, Todor; Frentrup, Peter
2016-01-01
We solve explicitly a two-dimensional singular control problem of finite fuel type for infinite time horizon. The problem stems from the optimal liquidation of an asset position in a financial market with multiplicative and transient price impact. Liquidity is stochastic in that the volume effect process, which determines the inter-temporal resilience of the market in spirit of Predoiu, Shaikhet and Shreve (2011), is taken to be stochastic, being driven by own random noise. The optimal contro...
Digital Repository Service at National Institute of Oceanography (India)
Murty, T.V.R.; Rao, M.M.M.; Sadhuram, Y.; Sridevi, B.; Maneesha, K.; SujithKumar, S.; Prasanna, P.L.; Murthy, K.S.R.
of Bengal during south-west monsoon season and explore possibility to reconstruct the acoustic profile of the eddy by Stochastic Inverse Technique. A simulation experiment on forward and inverse problems for observed sound velocity perturbation field has...
Spin Hall effect by surface roughness
Zhou, Lingjun
2015-01-08
The spin Hall and its inverse effects, driven by the spin orbit interaction, provide an interconversion mechanism between spin and charge currents. Since the spin Hall effect generates and manipulates spin current electrically, to achieve a large effect is becoming an important topic in both academia and industries. So far, materials with heavy elements carrying a strong spin orbit interaction, provide the only option. We propose here a new mechanism, using the surface roughness in ultrathin films, to enhance the spin Hall effect without heavy elements. Our analysis based on Cu and Al thin films suggests that surface roughness is capable of driving a spin Hall angle that is comparable to that in bulk Au. We also demonstrate that the spin Hall effect induced by surface roughness subscribes only to the side-jump contribution but not the skew scattering. The paradigm proposed in this paper provides the second, not if only, alternative to generate a sizable spin Hall effect.
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
In this paper, the stochastic flow of mappings generated by a Feller convolution semigroup on a compact metric space is studied. This kind of flow is the generalization of superprocesses of stochastic flows and stochastic diffeomorphism induced by the strong solutions of stochastic differential equations.
Stochastic Averaging and Stochastic Extremum Seeking
Liu, Shu-Jun
2012-01-01
Stochastic Averaging and Stochastic Extremum Seeking develops methods of mathematical analysis inspired by the interest in reverse engineering and analysis of bacterial convergence by chemotaxis and to apply similar stochastic optimization techniques in other environments. The first half of the text presents significant advances in stochastic averaging theory, necessitated by the fact that existing theorems are restricted to systems with linear growth, globally exponentially stable average models, vanishing stochastic perturbations, and prevent analysis over infinite time horizon. The second half of the text introduces stochastic extremum seeking algorithms for model-free optimization of systems in real time using stochastic perturbations for estimation of their gradients. Both gradient- and Newton-based algorithms are presented, offering the user the choice between the simplicity of implementation (gradient) and the ability to achieve a known, arbitrary convergence rate (Newton). The design of algorithms...
Be'er, Shay; Assaf, Michael; Meerson, Baruch
2015-06-01
We study the dynamics of colonization of a territory by a stochastic population at low immigration pressure. We assume a sufficiently strong Allee effect that introduces, in deterministic theory, a large critical population size for colonization. At low immigration rates, the average precolonization population size is small, thus invalidating the WKB approximation to the master equation. We circumvent this difficulty by deriving an exact zero-flux solution of the master equation and matching it with an approximate nonzero-flux solution of the pertinent Fokker-Planck equation in a small region around the critical population size. This procedure provides an accurate evaluation of the quasistationary probability distribution of population sizes in the precolonization state and of the mean time to colonization, for a wide range of immigration rates. At sufficiently high immigration rates our results agree with WKB results obtained previously. At low immigration rates the results can be very different.
International Nuclear Information System (INIS)
Zhang Min-Min; Mei Dong-Cheng; Wang Can-Jun
2011-01-01
The effects of the time delay on the upper bound of the time derivative of information entropy are investigated in a time-delayed dynamical system driven by correlated noise. Using the Markov approximation of the stochastic delay differential equations and the Schwartz inequality principle, we obtain an analytical expression for the upper bound U B (t) of the time derivative of the information entropy. The results show that there is a critical value of τ (delay time), and U B (t) presents opposite behaviours on difference sides of the critical value. For the case of the weak additive noise, τ can induce a reentrance transition. Delay time τ also causes a reversal behaviour in U B (t)-λ plot, where λ denotes the degree of the correlation between the two noises. (general)
Berezhkovskii, Alexander M.; Bezrukov, Sergey M.
2017-08-01
Ligand- or voltage-driven stochastic gating—the structural rearrangements by which the channel switches between its open and closed states—is a fundamental property of biological membrane channels. Gating underlies the channel's ability to respond to different stimuli and, therefore, to be functionally regulated by the changing environment. The accepted understanding of the gating effect on the solute flux through the channel is that the mean flux is the product of the flux through the open channel and the probability of finding the channel in the open state. Here, using a diffusion model of channel-facilitated transport, we show that this is true only when the gating is much slower than the dynamics of solute translocation through the channel. If this condition breaks, the mean flux could differ from this simple estimate by orders of magnitude.
Energy Technology Data Exchange (ETDEWEB)
Karakulov, Valerii V., E-mail: valery@ftf.tsu.ru [National Research Tomsk State University, Tomsk, 634050 (Russian Federation); Smolin, Igor Yu., E-mail: smolin@ispms.ru, E-mail: skrp@ftf.tsu.ru; Skripnyak, Vladimir A., E-mail: smolin@ispms.ru, E-mail: skrp@ftf.tsu.ru [National Research Tomsk State University, Tomsk, 634050, Russia and Institute of Strength Physics and Materials Science SB RAS, Tomsk, 634055 (Russian Federation)
2014-11-14
Mechanical behavior of stochastic metal-ceramic composites with the aluminum matrix under high-rate deformation at shock-wave loading is numerically simulated with consideration for structural evolution. Effective values of mechanical parameters of metal-ceramic composites Al
Effects of ion sputtering on semiconductor surfaces
International Nuclear Information System (INIS)
McGuire, G.E.
1978-01-01
Ion beam sputtering has been combined with Auger spectroscopy to study the effects of ion beams on semiconductor surfaces. Observations on the mass dependence of ion selective sputtering of two component systems are presented. The effects of ion implantation are explained in terms of atomic dilution. Experimental data are presented that illustrate the super-position of selective sputtering and implantation effects on the surface composition. Sample reduction from electron and ion beam interaction is illustrated. Apparent sample changes which one might observe from the effects of residual gas contamination and electric fields are also discussed. (Auth.)
Mo Zhou; Joseph Buongiorno
2011-01-01
Most economic studies of forest decision making under risk assume a fixed interest rate. This paper investigated some implications of this stochastic nature of interest rates. Markov decision process (MDP) models, used previously to integrate stochastic stand growth and prices, can be extended to include variable interest rates as well. This method was applied to...
Schwindt, Adam R.; Winkelman, Dana L.
2016-01-01
Urban freshwater streams in arid climates are wastewater effluent dominated ecosystems particularly impacted by bioactive chemicals including steroid estrogens that disrupt vertebrate reproduction. However, more understanding of the population and ecological consequences of exposure to wastewater effluent is needed. We used empirically derived vital rate estimates from a mesocosm study to develop a stochastic stage-structured population model and evaluated the effect of 17α-ethinylestradiol (EE2), the estrogen in human contraceptive pills, on fathead minnow Pimephales promelas stochastic population growth rate. Tested EE2 concentrations ranged from 3.2 to 10.9 ng L−1 and produced stochastic population growth rates (λ S ) below 1 at the lowest concentration, indicating potential for population decline. Declines in λ S compared to controls were evident in treatments that were lethal to adult males despite statistically insignificant effects on egg production and juvenile recruitment. In fact, results indicated that λ S was most sensitive to the survival of juveniles and female egg production. More broadly, our results document that population model results may differ even when empirically derived estimates of vital rates are similar among experimental treatments, and demonstrate how population models integrate and project the effects of stressors throughout the life cycle. Thus, stochastic population models can more effectively evaluate the ecological consequences of experimentally derived vital rates.
Fractional Stochastic Field Theory
Honkonen, Juha
2018-02-01
Models describing evolution of physical, chemical, biological, social and financial processes are often formulated as differential equations with the understanding that they are large-scale equations for averages of quantities describing intrinsically random processes. Explicit account of randomness may lead to significant changes in the asymptotic behaviour (anomalous scaling) in such models especially in low spatial dimensions, which in many cases may be captured with the use of the renormalization group. Anomalous scaling and memory effects may also be introduced with the use of fractional derivatives and fractional noise. Construction of renormalized stochastic field theory with fractional derivatives and fractional noise in the underlying stochastic differential equations and master equations and the interplay between fluctuation-induced and built-in anomalous scaling behaviour is reviewed and discussed.
Effects of dopamine medication on sequence learning with stochastic feedback in Parkinson's disease
Directory of Open Access Journals (Sweden)
Moonsang Seo
2010-08-01
Full Text Available A growing body of evidence suggests that the midbrain dopamine system plays a key role in reinforcement learning and disruption of the midbrain dopamine system in Parkinson's disease (PD may lead to deficits on tasks that require learning from feedback. We examined how changes in dopamine levels (‘ON’ and ‘OFF’ their dopamine medication affect sequence learning from stochastic positive and negative feedback using Bayesian reinforcement learning models. We found deficits in sequence learning in patients with PD when they were ‘ON’ and ‘OFF’ medication relative to healthy controls, but smaller differences between patients ‘OFF’ and ‘ON’. The deficits were mainly due to decreased learning from positive feedback, although across all participant groups learning was more strongly associated with positive than negative feedback in our task. The learning in our task is likely mediated by the relatively depleted dorsal striatum and not the relatively intact ventral striatum. Therefore, the changes we see in our task may be due to a strong loss of phasic dopamine signals in the dorsal striatum in PD.
Effects of Dopamine Medication on Sequence Learning with Stochastic Feedback in Parkinson's Disease
Seo, Moonsang; Beigi, Mazda; Jahanshahi, Marjan; Averbeck, Bruno B.
2010-01-01
A growing body of evidence suggests that the midbrain dopamine system plays a key role in reinforcement learning and disruption of the midbrain dopamine system in Parkinson's disease (PD) may lead to deficits on tasks that require learning from feedback. We examined how changes in dopamine levels (“ON” and “OFF” their dopamine medication) affect sequence learning from stochastic positive and negative feedback using Bayesian reinforcement learning models. We found deficits in sequence learning in patients with PD when they were “ON” and “OFF” medication relative to healthy controls, but smaller differences between patients “OFF” and “ON”. The deficits were mainly due to decreased learning from positive feedback, although across all participant groups learning was more strongly associated with positive than negative feedback in our task. The learning in our task is likely mediated by the relatively depleted dorsal striatum and not the relatively intact ventral striatum. Therefore, the changes we see in our task may be due to a strong loss of phasic dopamine signals in the dorsal striatum in PD. PMID:20740077
Effects of surfaces on resistor percolation.
Stenull, O; Janssen, H K; Oerding, K
2001-05-01
We study the effects of surfaces on resistor percolation at the instance of a semi-infinite geometry. Particularly we are interested in the average resistance between two connected ports located on the surface. Based on general grounds as symmetries and relevance we introduce a field theoretic Hamiltonian for semi-infinite random resistor networks. We show that the surface contributes to the average resistance only in terms of corrections to scaling. These corrections are governed by surface resistance exponents. We carry out renormalization-group improved perturbation calculations for the special and the ordinary transition. We calculate the surface resistance exponents phiS and phiS(infinity) for the special and the ordinary transition, respectively, to one-loop order.
Surface effects in controlled thermonuclear fusion
International Nuclear Information System (INIS)
Kaminsky, M.
1975-08-01
During the operation of large size plasma facilities and future controlled thermonuclear fusion reactors the surfaces of such major components as container walls, beam limiters, diverter walls and beam-dump walls of the injector region will be exposed to particle and photon bombardment from primary plasma radiations and from secondary radiations. Such radiations can cause, for example, physical and chemical sputtering, blistering, particle- and photon-impact induced desorption, secondary electron and x-ray emission, backscattering, nuclear reactions, photo-decomposition of surface compounds, photocatalysis, and vaporization. Such effects in turn can (a) seriously damage and erode the bombarded surface and (b) release major quantities of impurities which will contaminate the plasma. The effects of some of the major surface phenomena on the operation of plasma facilities and future fusion reactors are discussed
Vibration of Piezoelectric Nanowires Including Surface Effects
Directory of Open Access Journals (Sweden)
R. Ansari
2014-04-01
Full Text Available In this paper, surface and piezoelectric effects on the vibration behavior of nanowires (NWs are investigated by using a Timoshenko beam model. The electric field equations and the governing equations of motion for the piezoelectric NWs are derived with the consideration of surface effects. By the exact solution of the governing equations, an expression for the natural frequencies of NWs with simply-supported boundary conditions is obtained. The effects of piezoelectricity and surface effects on the vibrational behavior of Timoshenko NWs are graphically illustrated. A comparison is also made between the predictions of Timoshenko beam model and those of its Euler-Bernoulli counterpart. Additionally, the present results are validated through comparison with the available data in the literature.
Advances in surface treatments: Technology, applications, effects
International Nuclear Information System (INIS)
Niku-Lari, A.
1987-01-01
An international handbook has been produced to include all aspects of residual stresses, including the theoretical background, effects of residual stresses, measurement and calculation and quantitative assessment of residual stress effects. Techniques for altering residual stresses, particularly surface treatments, are discussed. Up to date information on the state of the art is presented. (UK)
Surface and interface effects in VLSI
Einspruch, Norman G
1985-01-01
VLSI Electronics Microstructure Science, Volume 10: Surface and Interface Effects in VLSI provides the advances made in the science of semiconductor surface and interface as they relate to electronics. This volume aims to provide a better understanding and control of surface and interface related properties. The book begins with an introductory chapter on the intimate link between interfaces and devices. The book is then divided into two parts. The first part covers the chemical and geometric structures of prototypical VLSI interfaces. Subjects detailed include, the technologically most import
Effect of impact surface in equestrian falls
Clark, J. Michio; Post, Andrew; Connor, Thomas A.; Hoshizaki, Thomas Blaine; Gilchrist, M. D.
2016-01-01
This study examines the effect of impact surface on head kinematic response and maximum principal strain (MPS) for equestrian falls. A helmeted Hybrid III headform was dropped unrestrained onto three impact surfaces of different stiffness (steel, turf and sand) and three locations. Peak resultant linear acceleration, rotational acceleration and duration of the impact events were measured. A finite element brain model was used to calculate MPS. The results revealed that drops onto steel produc...
Uncertainty modelling of atmospheric dispersion by stochastic ...
Indian Academy of Sciences (India)
by stochastic response surface method under aleatory ... 3Health Physics Division, Bhabha Atomic Research Centre, Mumbai 400 085, India e-mail: ...... Brandimarte P 2011 Quantitative methods: An introduction for business management.
Overgaard, Rune Viig; Holford, Nick; Rytved, Klaus A; Madsen, Henrik
2007-02-01
To describe the pharmacodynamic effects of recombinant human interleukin-21 (IL-21) on core body temperature in cynomolgus monkeys using basic mechanisms of heat regulation. A major effort was devoted to compare the use of ordinary differential equations (ODEs) with stochastic differential equations (SDEs) in pharmacokinetic pharmacodynamic (PKPD) modelling. A temperature model was formulated including circadian rhythm, metabolism, heat loss, and a thermoregulatory set-point. This model was formulated as a mixed-effects model based on SDEs using NONMEM. The effects of IL-21 were on the set-point and the circadian rhythm of metabolism. The model was able to describe a complex set of IL-21 induced phenomena, including 1) disappearance of the circadian rhythm, 2) no effect after first dose, and 3) high variability after second dose. SDEs provided a more realistic description with improved simulation properties, and further changed the model into one that could not be falsified by the autocorrelation function. The IL-21 induced effects on thermoregulation in cynomolgus monkeys are explained by a biologically plausible model. The quality of the model was improved by the use of SDEs.
Effect of the one-child policy on influenza transmission in China: a stochastic transmission model.
Directory of Open Access Journals (Sweden)
Fengchen Liu
Full Text Available BACKGROUND: China's one-child-per-couple policy, introduced in 1979, led to profound demographic changes for nearly a quarter of the world's population. Several decades later, the consequences include decreased fertility rates, population aging, decreased household sizes, changes in family structure, and imbalanced sex ratios. The epidemiology of communicable diseases may have been affected by these changes since the transmission dynamics of infectious diseases depend on demographic characteristics of the population. Of particular interest is influenza because China and Southeast Asia lie at the center of a global transmission network of influenza. Moreover, changes in household structure may affect influenza transmission. Is it possible that the pronounced demographic changes that have occurred in China have affected influenza transmission? METHODS AND FINDINGS: To address this question, we developed a continuous-time, stochastic, individual-based simulation model for influenza transmission. With this model, we simulated 30 years of influenza transmission and compared influenza transmission rates in populations with and without the one-child policy control. We found that the average annual attack rate is reduced by 6.08% (SD 2.21% in the presence of the one-child policy compared to a population in which no demographic changes occurred. There was no discernible difference in the secondary attack rate, -0.15% (SD 1.85%, between the populations with and without a one-child policy. We also forecasted influenza transmission over a ten-year time period in a population with a two-child policy under a hypothesis that a two-child-per-couple policy will be carried out in 2015, and found a negligible difference in the average annual attack rate compared to the population with the one-child policy. CONCLUSIONS: This study found that the average annual attack rate is slightly lowered in a population with a one-child policy, which may have resulted from a
Sensing (un)binding events via surface plasmons: effects of resonator geometry
Antosiewicz, Tomasz J.; Claudio, Virginia; Käll, Mikael
2016-04-01
The resonance conditions of localized surface plasmon resonances (LSPRs) can be perturbed in any number ways making plasmon nanoresonators viable tools in detection of e.g. phase changes, pH, gasses, and single molecules. Precise measurement via LSPR of molecular concentrations hinge on the ability to confidently count the number of molecules attached to a metal resonator and ideally to track binding and unbinding events in real-time. These two requirements make it necessary to rigorously quantify relations between the number of bound molecules and response of plasmonic sensors. This endeavor is hindered on the one hand by a spatially varying response of a given plasmonic nanosensor. On the other hand movement of molecules is determined by stochastic effects (Brownian motion) as well as deterministic flow, if present, in microfluidic channels. The combination of molecular dynamics and the electromagnetic response of the LSPR yield an uncertainty which is little understood and whose effect is often disregarded in quantitative sensing experiments. Using a combination of electromagnetic finite-difference time-domain (FDTD) calculations of the plasmon resonance peak shift of various metal nanosensors (disk, cone, rod, dimer) and stochastic diffusion-reaction simulations of biomolecular interactions on a sensor surface we clarify the interplay between position dependent binding probability and inhomogeneous sensitivity distribution. We show, how the statistical characteristics of the total signal upon molecular binding are determined. The proposed methodology is, in general, applicable to any sensor and any transduction mechanism, although the specifics of implementation will vary depending on circumstances. In this work we focus on elucidating how the interplay between electromagnetic and stochastic effects impacts the feasibility of employing particular shapes of plasmonic sensors for real-time monitoring of individual binding reactions or sensing low concentrations
Behavioral Stochastic Resonance
Freund, Jan A.; Schimansky-Geier, Lutz; Beisner, Beatrix; Neiman, Alexander; Russell, David F.; Yakusheva, Tatyana; Moss, Frank
2001-03-01
Zooplankton emit weak electric fields into the surrounding water that originate from their own muscular activities associated with swimming and feeding. Juvenile paddlefish prey upon single zooplankton by detecting and tracking these weak electric signatures. The passive electric sense in the fish is provided by an elaborate array of electroreceptors, Ampullae Lorenzini, spread over the surface of an elongated rostrum. We have previously shown that the fish use stochastic resonance to enhance prey capture near the detection threshold of their sensory system. But stochastic resonance requires an external source of electrical noise in order to function. The required noise can be provided by a swarm of plankton, for example Daphnia. Thus juvenile paddlefish can detect and attack single Daphnia as outliers in the vicinity of the swarm by making use of noise from the swarm itself. From the power spectral density of the noise plus the weak signal from a single Daphnia we calculate the signal-to-noise ratio and the Fisher information at the surface of the paddlefish's rostrum. The results predict a specific attack pattern for the paddlefish that appears to be experimentally testable.
The Robustness of Stochastic Switching Networks
Loh, Po-Ling; Zhou, Hongchao; Bruck, Jehoshua
2009-01-01
Many natural systems, including chemical and biological systems, can be modeled using stochastic switching circuits. These circuits consist of stochastic switches, called pswitches, which operate with a fixed probability of being open or closed. We study the effect caused by introducing an error of size ∈ to each pswitch in a stochastic circuit. We analyze two constructions – simple series-parallel and general series-parallel circuits – and prove that simple series-parallel circuits are robus...
Stochastic models of cell motility
DEFF Research Database (Denmark)
Gradinaru, Cristian
2012-01-01
Cell motility and migration are central to the development and maintenance of multicellular organisms, and errors during this process can lead to major diseases. Consequently, the mechanisms and phenomenology of cell motility are currently under intense study. In recent years, a new...... interdisciplinary field focusing on the study of biological processes at the nanoscale level, with a range of technological applications in medicine and biological research, has emerged. The work presented in this thesis is at the interface of cell biology, image processing, and stochastic modeling. The stochastic...... models introduced here are based on persistent random motion, which I apply to real-life studies of cell motility on flat and nanostructured surfaces. These models aim to predict the time-dependent position of cell centroids in a stochastic manner, and conversely determine directly from experimental...
International Nuclear Information System (INIS)
Wellens, Thomas; Shatokhin, Vyacheslav; Buchleitner, Andreas
2004-01-01
We are taught by conventional wisdom that the transmission and detection of signals is hindered by noise. However, during the last two decades, the paradigm of stochastic resonance (SR) proved this assertion wrong: indeed, addition of the appropriate amount of noise can boost a signal and hence facilitate its detection in a noisy environment. Due to its simplicity and robustness, SR has been implemented by mother nature on almost every scale, thus attracting interdisciplinary interest from physicists, geologists, engineers, biologists and medical doctors, who nowadays use it as an instrument for their specific purposes. At the present time, there exist a lot of diversified models of SR. Taking into account the progress achieved in both theoretical understanding and practical application of this phenomenon, we put the focus of the present review not on discussing in depth technical details of different models and approaches but rather on presenting a general and clear physical picture of SR on a pedagogical level. Particular emphasis will be given to the implementation of SR in generic quantum systems-an issue that has received limited attention in earlier review papers on the topic. The major part of our presentation relies on the two-state model of SR (or on simple variants thereof), which is general enough to exhibit the main features of SR and, in fact, covers many (if not most) of the examples of SR published so far. In order to highlight the diversity of the two-state model, we shall discuss several examples from such different fields as condensed matter, nonlinear and quantum optics and biophysics. Finally, we also discuss some situations that go beyond the generic SR scenario but are still characterized by a constructive role of noise
Biofilm Surface Density Determines Biocide Effectiveness
Directory of Open Access Journals (Sweden)
Sara Bas
2017-12-01
Full Text Available High resistance of biofilms for chemical challenges is a serious industrial and medical problem. In this work a gradient of surface covered with biofilm has been produced and correlated to the effectiveness of different commercially available oxidative biocides. The results for thin Escherichia coli biofilms grown in rich media supplemented with glucose or lactose on glass or poly methyl methacrylate surfaces indicate that the effectiveness of hydrogen peroxide or chlorine dioxide and quaternary ammonium compounds is inversely proportional to the fraction of the surface covered with the biofilm. In areas where biofilm covered more than 90% of the available surface the biocide treatment was inefficient after 60 min of incubation. The combined effect of oxidant and surfactant increased the effectiveness of the biocide. On the other hand, the increased biofilm viscoelasticity reduced biocide effectiveness. The results emphasize differential biocide effectiveness depending on the fraction of the attached bacterial cells. The results suggest that biofilm biocide resistance is an acquired property that increases with biofilm maturation. The more dense sessile structures present lower log reductions compared to less dense ones.
International Nuclear Information System (INIS)
Vasilev, G.; Bajrakova, A.
1990-01-01
The doses received by the Bulgarian population as a result of the Chernobyl accident rule out the possibility for development of nonstochastic effects; under these irradiation conditions the health injuries can be manifested as stochastic effects. According to the basic prognostic equation of ICRP (Publications 27 and 45) the irradiation associated with the accident would be responsible for 441 cases of cancer with lethal outcome and of 816 cases of curable cancer during the next 50 years, as well as for 68 cases of severe hereditary injuries during the next two generations. This means an increment of the annual case fatality rate from cancer in this country by an average of 0.006% and of the morbidity by 0.02%. Taking into account the inaccuracy admitted in determining the mortality and morbility, the radiation induced cancerogenic effects will remain unprovable within the framework of a generation life duration. The same refers to the radiation-induced genetic effects as well: less than one case annually over a period of 100 years. The Bulgarian population as a whole will lose about 67.10 3 man-days annually for 50 years due to the induction of curable and lethal cancers and about 79.10 3 man-days because of severe hereditary defects. Brief discussion is presented on the expediency of epidemiologic studies and developing screening programs for assessing the sequelaes of the Chernobyl accident for the health of the Bulgarian population. 8 refs
Surface effects on the red giant branch
Ball, W. H.; Themeßl, N.; Hekker, S.
2018-05-01
Individual mode frequencies have been detected in thousands of individual solar-like oscillators on the red giant branch (RGB). Fitting stellar models to these mode frequencies, however, is more difficult than in main-sequence stars. This is partly because of the uncertain magnitude of the surface effect: the systematic difference between observed and modelled frequencies caused by poor modelling of the near-surface layers. We aim to study the magnitude of the surface effect in RGB stars. Surface effect corrections used for main-sequence targets are potentially large enough to put the non-radial mixed modes in RGB stars out of order, which is unphysical. Unless this can be circumvented, model-fitting of evolved RGB stars is restricted to the radial modes, which reduces the number of available modes. Here, we present a method to suppress gravity modes (g-modes) in the cores of our stellar models, so that they have only pure pressure modes (p-modes). We show that the method gives unbiased results and apply it to three RGB solar-like oscillators in double-lined eclipsing binaries: KIC 8410637, KIC 9540226 and KIC 5640750. In all three stars, the surface effect decreases the model frequencies consistently by about 0.1-0.3 μHz at the frequency of maximum oscillation power νmax, which agrees with existing predictions from three-dimensional radiation hydrodynamics simulations. Though our method in essence discards information about the stellar cores, it provides a useful step forward in understanding the surface effect in RGB stars.
Surface layer effects on waste glass corrosion
International Nuclear Information System (INIS)
Feng, X.
1993-01-01
Water contact subjects waste glass to chemical attack that results in the formation of surface alteration layers. Two principal hypotheses have been advanced concerning the effect of surface alteration layers on continued glass corrosion: (1) they act as a mass transport barrier and (2) they influence the chemical affinity of the glass reaction. In general, transport barrier effects have been found to be less important than affinity effects in the corrosion of most high-level nuclear waste glasses. However, they can be important under some circumstances, for example, in a very alkaline solution, in leachants containing Mg ions, or under conditions where the matrix dissolution rate is very low. The latter suggests that physical barrier effect may affect the long-term glass dissolution rate. Surface layers influence glass reaction affinity through the effects of the altered glass and secondary phases on the solution chemistry. The reaction affinity may be controlled by various precipitates and crystalline phases, amorphous silica phases, gel layer, or all the components of the glass. The surface alteration layers influence radionuclide release mainly through colloid formation, crystalline phase incorporation, and gel layer retention. This paper reviews current understanding and uncertainties
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
Multi-scenario modelling of uncertainty in stochastic chemical systems
International Nuclear Information System (INIS)
Evans, R. David; Ricardez-Sandoval, Luis A.
2014-01-01
Uncertainty analysis has not been well studied at the molecular scale, despite extensive knowledge of uncertainty in macroscale systems. The ability to predict the effect of uncertainty allows for robust control of small scale systems such as nanoreactors, surface reactions, and gene toggle switches. However, it is difficult to model uncertainty in such chemical systems as they are stochastic in nature, and require a large computational cost. To address this issue, a new model of uncertainty propagation in stochastic chemical systems, based on the Chemical Master Equation, is proposed in the present study. The uncertain solution is approximated by a composite state comprised of the averaged effect of samples from the uncertain parameter distributions. This model is then used to study the effect of uncertainty on an isomerization system and a two gene regulation network called a repressilator. The results of this model show that uncertainty in stochastic systems is dependent on both the uncertain distribution, and the system under investigation. -- Highlights: •A method to model uncertainty on stochastic systems was developed. •The method is based on the Chemical Master Equation. •Uncertainty in an isomerization reaction and a gene regulation network was modelled. •Effects were significant and dependent on the uncertain input and reaction system. •The model was computationally more efficient than Kinetic Monte Carlo
International Nuclear Information System (INIS)
Kincaid, C.T.; Vail, L.W.; Devary, J.L.
1983-07-01
Research was conducted at Pacific Northwest Laboratory to develop a research computational package for the stochastic analysis of ground-water flow. Both unsteady and steady-state analysis were examined, and a steady-state research code was developed for the study of stochastic processes. This report describes the theoretical development of both unsteady and steady analyses, and presents the preliminary studies undertaken to verify and exercise the encoded algorithm. The stochastic analysis of ground-water flow is a promising new method which can supply more comprehensive analyses of the ground-water environment. The work reported herein provided experience in the methodology while producing a research-oriented stochastic analysis capability. Single-layer aquifers of horizontal extent were selected for this effort. Kriging has been employed to describe the uncertainty in field data. The resulting stochastic parameters enter the problem physics through boundary conditions and Darcy's equation. The mean and variance of the piezometric head are estimated by the stochastic analysis
A stochastic analysis of the effect of hydrostatic pressure on the pit corrosion of Fe-20Cr alloy
International Nuclear Information System (INIS)
Zhang Tao; Yang Yange; Shao Yawei; Meng, Guozhe; Wang, Fuhui
2009-01-01
The effect of hydrostatic pressure on the pit corrosion behavior of Fe-20Cr alloy was investigated in 3.5% NaCl solution by means of potentiodynamic polarization and potentiostatic technology, and the experiment data was analyzed based on stochastic theory. With the increase of hydrostatic pressure, the pit corrosion resistance of Fe-20Cr alloy was deteriorated, which was distinguished by the decrease of critical pit potential (E cirt ) and the increase of passive current density. The results also demonstrated that there exist two effects of hydrostatic pressure on the corrosion behavior of Fe-20Cr alloy: (1) the pit generation rate was evidently increased compared to that under lower hydrostatic pressure, and the metastable pits become faster and larger. However, it seemed that pit generation mechanism shows no hydrostatic pressure dependence; (2) the probability of pit growth increased with the increase of hydrostatic pressure, which implied that the metastable pit on Fe-20Cr alloy exhibited higher probability to become larger pit cavity during shorter time interval than that under lower hydrostatic pressure.
Total pollution effect of urban surface runoff.
Luo, Hongbing; Luo, Lin; Huang, Gu; Liu, Ping; Li, Jingxian; Hu, Sheng; Wang, Fuxiang; Xu, Rui; Huang, Xiaoxue
2009-01-01
For pollution research with regard to urban surface runoff, most sampling strategies to date have focused on differences in land usage. With single land-use sampling, total surface runoff pollution effect cannot be evaluated unless every land usage spot is monitored. Through a new sampling strategy known as mixed stormwater sampling for a street community at discharge outlet adjacent to river, this study assessed the total urban surface runoff pollution effect caused by a variety of land uses and the pollutants washed off from the rain pipe system in the Futian River watershed in Shenzhen City of China. The water quality monitoring indices were COD (chemical oxygen demand), TSS (total suspend solid), TP (total phosphorus), TN (total nitrogen) and BOD (biochemical oxygen demand). The sums of total pollution loads discharged into the river for the four indices of COD, TSS, TN, and TP over all seven rainfall events were very different. The mathematical model for simulating total pollution loads was established from discharge outlet mixed stormwater sampling of total pollution loads on the basis of four parameters: rainfall intensity, total land area, impervious land area, and pervious land area. In order to treat surface runoff pollution, the values of MFF30 (mass first flush ratio) and FF30 (first 30% of runoff volume) can be considered as split-flow control criteria to obtain more effective and economical design of structural BMPs (best management practices) facilities.
Stochastic tools in turbulence
Lumey, John L
2012-01-01
Stochastic Tools in Turbulence discusses the available mathematical tools to describe stochastic vector fields to solve problems related to these fields. The book deals with the needs of turbulence in relation to stochastic vector fields, particularly, on three-dimensional aspects, linear problems, and stochastic model building. The text describes probability distributions and densities, including Lebesgue integration, conditional probabilities, conditional expectations, statistical independence, lack of correlation. The book also explains the significance of the moments, the properties of the
Surface effects on converse piezoelectricity of crystals.
Molayem, Mohammad; Springborg, Michael; Kirtman, Bernard
2017-09-20
The contribution of surface units to bulk properties are often neglected in theoretical and computational studies of crystalline systems. We demonstrate that this assumption has to be made with caution in the case of (electric field) polarization. As a generalization of an earlier work on quasi-one-dimensional systems [Springborg, et al., Phys. Rev. B: Condens. Matter Mater. Phys., 2010, 82, 165442], it is shown that the polarization for 2D and 3D systems contains a surface contribution that can, in principle, take any value (within physical limits) and has consequences for converse piezoelectric responses. Subsequently, we determine the surface effects quantitatively for a group of ferroelectric perovskite structures. Our results indicate that such contributions can be substantial.
Range of drainage effect of surface mines
Energy Technology Data Exchange (ETDEWEB)
Sozanski, J.
1978-03-01
This paper discusses methods of calculating the range of effects of water drainage from surface coal mines and other surface mines. It is suggested that methods based on test pumping (water drainage) are time consuming, and the results can be distorted by atmospheric factors such as rain fall or dry period. So-called empirical formulae produce results which are often incorrect. The size of a cone shaped depression calculated on the basis of empirical formulae can be ten times smaller than the size of the real depression. It is suggested that using a formula based on the Dupuit formula is superior to other methods of depression calculation. According to the derived formulae the radius of the depresion cone is a function of parameters of the water bearing horizons, size of surface mine working and of water depression. The proposed formula also takes into account the influence of atmospheric factors (water influx caused by precipitation, etc.). (1 ref.) (In Polish)
Trask, Amanda E; Bignal, Eric M; McCracken, Davy I; Piertney, Stuart B; Reid, Jane M
2017-09-01
A population's effective size (N e ) is a key parameter that shapes rates of inbreeding and loss of genetic diversity, thereby influencing evolutionary processes and population viability. However, estimating N e , and identifying key demographic mechanisms that underlie the N e to census population size (N) ratio, remains challenging, especially for small populations with overlapping generations and substantial environmental and demographic stochasticity and hence dynamic age-structure. A sophisticated demographic method of estimating N e /N, which uses Fisher's reproductive value to account for dynamic age-structure, has been formulated. However, this method requires detailed individual- and population-level data on sex- and age-specific reproduction and survival, and has rarely been implemented. Here, we use the reproductive value method and detailed demographic data to estimate N e /N for a small and apparently isolated red-billed chough (Pyrrhocorax pyrrhocorax) population of high conservation concern. We additionally calculated two single-sample molecular genetic estimates of N e to corroborate the demographic estimate and examine evidence for unobserved immigration and gene flow. The demographic estimate of N e /N was 0.21, reflecting a high total demographic variance (σ2dg) of 0.71. Females and males made similar overall contributions to σ2dg. However, contributions varied among sex-age classes, with greater contributions from 3 year-old females than males, but greater contributions from ≥5 year-old males than females. The demographic estimate of N e was ~30, suggesting that rates of increase of inbreeding and loss of genetic variation per generation will be relatively high. Molecular genetic estimates of N e computed from linkage disequilibrium and approximate Bayesian computation were approximately 50 and 30, respectively, providing no evidence of substantial unobserved immigration which could bias demographic estimates of N e . Our analyses identify
Stochastic calculus in physics
International Nuclear Information System (INIS)
Fox, R.F.
1987-01-01
The relationship of Ito-Stratonovich stochastic calculus to studies of weakly colored noise is explained. A functional calculus approach is used to obtain an effective Fokker-Planck equation for the weakly colored noise regime. In a smooth limit, this representation produces the Stratonovich version of the Ito-Stratonovich calculus for white noise. It also provides an approach to steady state behavior for strongly colored noise. Numerical simulation algorithms are explored, and a novel suggestion is made for efficient and accurate simulation of white noise equations
International Nuclear Information System (INIS)
Morita, S.; Oishi, T.; Kobayashi, M.; Goto, M.; Kawamura, G.; Zhang, H.M.; Hunag, X.L.; Wang, E.H.
2014-01-01
Two-dimensional (2-D) distribution of impurity line emissions has been measured in Large Helical Device (LHD) based on the 2-D extreme ultraviolet (EUV) spectroscopy for studying the edge impurity transport in stochastic magnetic field layer with three-dimensional (3-D) structure. The impurity behavior in the vicinity of two X-points at inboard and outboard sides of torus becomes separately visible with the 2-D measurement. As a result, it is found that the carbon location changes from inboard to outboard X-points when the plasma axis is shifted from R_a_x=3.6 m to 3.75 m. A 3-D simulation with EMC3-EIRENE code agrees with the result at R_a_x=3.75 m but disagreed with the result at R_a_x=3.60 m. The discrepancy between the measurement and simulation at R_a_x=3.60 m is considerably reduced when the effect of neutral hydrogen localized at the inboard side is taken into account, which can modify the density gradient and friction force along the magnetic field. (author)
On the stochastic stability of MHD equilibria
International Nuclear Information System (INIS)
Teichmann, J.
1979-07-01
The stochastic stability in the large of stationary equilibria of ideal and dissipative magnetohydrodynamics under the influence of stationary random fluctuations is studied using the direct Liapunov method. Sufficient and necessary conditions for stability of the linearized Euler-Lagrangian systems are given. The destabilizing effect of stochastic fluctuations is demonstrated. (orig.)
Rong, W. N.; Alila, Y.
2017-12-01
Using nine pairs of control-treatment watersheds with varying climate, physiography, and harvesting practices in the Rain-On-Snow (ROS) environment of the Pacific Northwest region, we explore the linkage between environmental control and the sensitivity of peakflow response to harvesting effects. Compared to previous paired watershed studies in ROS environment, we employed an experimental design of Frequency Pairing to isolate the effects of disturbances on systems' response. In contrary, the aspect of changing frequency distributions is not commonly invoked in previous literatures on the topic of forests and floods. Our results show how harvesting can dramatically increase the magnitude of all peakflows on record and how such effects can increase with increasing return periods, as a consequence of substantial increases to the mean and variance of the peakflow frequency distribution. Most critically, peakflows with return period larger than 10 years can increase in frequency, where the larger the peakflow event the more frequent it may become. The sensitivity of the upper tail of the frequency distribution of peakflows was found to be linked to the physiographic and climatic characteristics via a unifying synchronization / desynchronization spatial scaling mechanism that controls the generation of rain-on-snow runoff. This new physically-based stochastic hydrology understanding on the response of watersheds in ROS environments runs counter the deterministic prevailing wisdom of forest hydrology, which presumes a limited and diminishing role of forest cover as the magnitude of the peakflow event increases. By demonstrating the need for invoking the dimension of frequency in the understanding and prediction of the effects of harvesting on peakflows, findings from this study suggested that pure deterministic hypotheses and experimental designs that solely focusing on the changing magnitude of peakflows have been misguiding forest hydrology research for over a century
Effect of deformation on the thermal conductivity of granular porous media with rough grain surface
Askari, Roohollah; Hejazi, S. Hossein; Sahimi, Muhammad
2017-08-01
Heat transfer in granular porous media is an important phenomenon that is relevant to a wide variety of problems, including geothermal reservoirs and enhanced oil recovery by thermal methods. Resistance to flow of heat in the contact area between the grains strongly influences the effective thermal conductivity of such porous media. Extensive experiments have indicated that the roughness of the grains' surface follows self-affine fractal stochastic functions, and thus, the contact resistance cannot be accounted for by models based on smooth surfaces. Despite the significance of rough contact area, the resistance has been accounted for by a fitting parameter in the models of heat transfer. In this Letter we report on a study of conduction in a packing of particles that contains a fluid of a given conductivity, with each grain having a rough self-affine surface, and is under an external compressive pressure. The deformation of the contact area depends on the fractal dimension that characterizes the grains' rough surface, as well as their Young's modulus. Excellent qualitative agreement is obtained with experimental data. Deformation of granular porous media with grains that have rough self-affine fractal surface is simulated. Thermal contact resistance between grains with rough surfaces is incorporated into the numerical simulation of heat conduction under compressive pressure. By increasing compressive pressure, thermal conductivity is enhanced more in the grains with smoother surfaces and lower Young's modulus. Excellent qualitative agreement is obtained with the experimental data.
Hanumagowda, B. N.; Salma, A.; Nagarajappa, C. S.
2018-04-01
The theoretical discussion is carried out for understanding the combined study of MHD, rough surface and couple-stress in the presence of applied magnetic field between two curved circular plates is present analysis. Modified Reynolds Equations accounting for rough surface using stochastic model of Christensen are mathematically formulated. The close form derivations for pressure, load-supporting capacity and response-film time are obtained. Our results shows that, there is an significant increase (decrease) for pressure, load-supporting capacity and squeeze film time due to the effect of azimuthal (radial) roughness parameter when compared to the Hanumagowda.et.al [14] and numerical data of load supporting capacity and response time are given in Table for engineering applications.
Complexity, rate of energy exchanges and stochasticity
International Nuclear Information System (INIS)
Casartelli, M.; Sello, S.
1987-01-01
The complexity of trajectories in the phase of anharmonic crystal (mostly a Lennard-Jones chain) is analysed by the variance of microcanonical density and by new parameters P and chi defined, respectively, as the mean value of the time averages and the relative variance of the absolute exchange rate of energies among the normal modes. Evidence is given to the trapping action of residual invariant surfaces in low stochastic regime of motion. The parameter chi, moreover, proves efficient in exploring the border of stochasticity. A simple power law for P vs. the specific energy is obtained and proved to be independent of stochasticity and of the type of anharmonic potential
Morgan, Byron JT; Tanner, Martin Abba; Carlin, Bradley P
2008-01-01
Introduction and Examples Introduction Examples of data sets Basic Model Fitting Introduction Maximum-likelihood estimation for a geometric model Maximum-likelihood for the beta-geometric model Modelling polyspermy Which model? What is a model for? Mechanistic models Function Optimisation Introduction MATLAB: graphs and finite differences Deterministic search methods Stochastic search methods Accuracy and a hybrid approach Basic Likelihood ToolsIntroduction Estimating standard errors and correlations Looking at surfaces: profile log-likelihoods Confidence regions from profiles Hypothesis testing in model selectionScore and Wald tests Classical goodness of fit Model selection biasGeneral Principles Introduction Parameterisation Parameter redundancy Boundary estimates Regression and influence The EM algorithm Alternative methods of model fitting Non-regular problemsSimulation Techniques Introduction Simulating random variables Integral estimation Verification Monte Carlo inference Estimating sampling distributi...
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 ...
Radioactivity in surface waters and its effects
International Nuclear Information System (INIS)
Stoeber, I.
1987-01-01
In consequence of the reactor accident in Chernobyl, the State Office for Water and Waste Disposal of North-Rhine Westphalia implemented immediate programmes for monitoring radioactivity in surface waters, including their sediments and organisms. Of the initially-measured radionuclides, only cesium-137, with its long half-life of 30 years, is of interest. Only trace amounts of the almost equally long-lived strontium 90 (half-life 28 years) were present in rainfall. Cs-137 is a non-natural-radionuclide, occurring solely as a by-product of nuclear installations and atomic bomb tests. Following the ban on surface testing of nuclear weapons, the Cs-137 content of surface waters had fallen significantly up to April 1986. The load due to the reactor disaster is of the same order of magnitude as that produced by atomic testing at the end of the nineteen-sixties. The paper surveys radioactive pollution of surface waters in North-Rhine Westphalia and its effects on water use, especially in regard to potable water supplies and the fish population. (orig./HSCH) [de
Ion bombardment effect on surface state of metal
International Nuclear Information System (INIS)
Vaulin, E.P.; Georgieva, N.E.; Martynenko, T.P.
1990-01-01
The effect of slow argon ion bombardment on the surface microstructure of polycrystalline copper as well as the effect of surface state on sputtering of D-16 polycrystalline alloy are experimentally studied. Reduction of copper surface roughness is observed. It is shown that the D-16 alloy sputtering coefficient is sensitive to the surface state within the limits of the destructed surface layer
International Nuclear Information System (INIS)
Kirillova, E.N.; Muksinova, K.N.; Revina, V.; Smirnov, D.; Sokolnikov, M.; Lukyanova, T.
1996-01-01
The prophylactics of late effects of exposure is the actual medico-social problem, because now there are large groups of persons who were exposed during occupational contact and living on territories contaminated by radionuclides. Most probable consequences of external and internal chronic influence of radiation may be the increase of malignant tumour frequency, the development of secondary myelo- and immuno-depressions, the earlier forming of sclerous and destructive processes, and the acceleration of senescence. The role of damages in immune system was not yet understood in pathogenesis of the late effects of radiation, but there are evidences that the decreasing of the immunologic supervision in period of forming the consequences of radiation influence enables to realize the cancerogenic effect of radiation. The purposes of this investigation are to decrease the frequency or to prevent the development of radiation consequences dangerous for health and life by using the method of modification of radiogenic damages in hemopoietic and immune systems by applying the pharmacological preparations with immunomodulating effects. The investigation tasks include: the study of modifying influence of pharmacological substances with different mechanisms of effect: myelopid (immunomodulating, and regulatory), β-carotin, Calendula officinalis (immunomodulating, and antioxidant), lipamid (detoxicating); the separate or complex applications of these substances; and the development of the optimum medico-prophylactic schemes. The advantages of these indicated preparations in comparison with the known (T-activin, thymogen, cytokines, etc.) are the absence of contraindications and the possibility to use per os. (author)
Temperature effect on surface oxidation of titanium
International Nuclear Information System (INIS)
Vaquilla, I.; Barco, J.L. del; Ferron, J.
1990-01-01
The effect of temperature on the first stages of the superficial oxidation of polycrystalline titanium was studied using both Auger electron spectroscopy (AES) and emission shreshold (AEAPS). The number of compounds present on the surface was determined by application of the factor analysis technique. Reaction evolution was followed through the relative variation of Auger LMM and LMV transitions which are characteristic of titanium. Also the evolution of the chemical shift was determined by AEAPS. The amount of oxygen on the surface was quantified using transition KLL of oxygen. It was found that superficial oxidation depends on temperature. As much as three different compounds were determined according to substrate temperature and our exposure ranges. (Author). 7 refs., 5 figs
Longitudinal surface curvature effect in magnetohydrodynamics
International Nuclear Information System (INIS)
Bodas, N.G.
1975-01-01
The two-dimensional motion of an incompressible and electrically conducting fluid past an electrically insulated body surface (having curvature) is studied for a given O(1) basic flow and magnetic field, when (i) the applied magnetic field is aligned with the velocity in the basic flow, and (ii) the applied magnetic field is within the body surface. 01 and 0(Re sup(1/2)) mean the first and second order approximations respectively in an exansion scheme in powers of Resup(-1/2), Re being the Reynolds number). The technique of matched asymptotic expansions is used to solve the problem. The governing partial differential equations to 0(Resup(-1/2)) boundary layer approximation are found to give similarity solutions for a family of surface curvature and pressure gradient distributions in case (i), and for uniform basic flow with analytic surface curvature distributions in case (ii). The equations are solved numerically. In case (i) it is seen that the effect of the magnetic field on the skin-friction- correction due to the curvature is very small. Also the magnetic field at the wall is reduced by the curvature on the convex side. In case (ii) the magnetic field significantly increases the skin-friction-correction due to the curvature. The effect of the magnetic field on the O(1) and O(Resup(-1/2)) skin friction coefficients increases with the increase of the electrical conductivity of the fluid. Also, at higher values of the magnetic pressure, moderate changes in the electrical conductivity do not influence the correction to the skin-friction significantly. (Auth.)
Waveguiding and mirroring effects in stochastic self-similar and Cantorian ε(∞) universe
International Nuclear Information System (INIS)
Iovane, G.
2005-01-01
A waveguiding effect is considered with respect to the large scale structure of the Universe, where the structures formation appears as if it were a classically self-similar random process at all astrophysical scales. The result is that it seems we live in an El Naschie's ε (∞) Cantorian space-time, where gravitational lensing and waveguiding effects can explain the appearing Universe. In particular, we consider filamentary and planar large scale structures as possible refraction channels for electromagnetic radiation coming from cosmological structures. From this vision the Universe appears like a large self-similar adaptive mirrors set. Consequently, an infinite Universe is just an optical illusion that is produced by mirroring effects connected with the large scale structure of a finite and not so large Universe. Thanks to the presented analytical model supported by a numerical simulation, it is possible to explain the quasar luminosity distribution and the presence of 'twin' or 'brother' objects. More generally, the infinity and the abundance of astrophysical objects could be just a mirroring effect due to the peculiar self-similarity of the Universe
Estimation of stochastic frontier models with fixed-effects through Monte Carlo Maximum Likelihood
Emvalomatis, G.; Stefanou, S.E.; Oude Lansink, A.G.J.M.
2011-01-01
Estimation of nonlinear fixed-effects models is plagued by the incidental parameters problem. This paper proposes a procedure for choosing appropriate densities for integrating the incidental parameters from the likelihood function in a general context. The densities are based on priors that are
Perturbation theory from stochastic quantization
International Nuclear Information System (INIS)
Hueffel, H.
1984-01-01
By using a diagrammatical method it is shown that in scalar theories the stochastic quantization method of Parisi and Wu gives the usual perturbation series in Feynman diagrams. It is further explained how to apply the diagrammatical method to gauge theories, discussing the origin of ghost effects. (Author)
Stochastic control of traffic patterns
DEFF Research Database (Denmark)
Gaididei, Yuri B.; Gorria, Carlos; Berkemer, Rainer
2013-01-01
A stochastic modulation of the safety distance can reduce traffic jams. It is found that the effect of random modulation on congestive flow formation depends on the spatial correlation of the noise. Jam creation is suppressed for highly correlated noise. The results demonstrate the advantage of h...
Stochastic and Chaotic Relaxation Oscillations
Grasman, J.; Roerdink, J.B.T.M.
1988-01-01
For relaxation oscillators stochastic and chaotic dynamics are investigated. The effect of random perturbations upon the period is computed. For an extended system with additional state variables chaotic behavior can be expected. As an example, the Van der Pol oscillator is changed into a
Stochastic biomathematical models with applications to neuronal modeling
Batzel, Jerry; Ditlevsen, Susanne
2013-01-01
Stochastic biomathematical models are becoming increasingly important as new light is shed on the role of noise in living systems. In certain biological systems, stochastic effects may even enhance a signal, thus providing a biological motivation for the noise observed in living systems. Recent advances in stochastic analysis and increasing computing power facilitate the analysis of more biophysically realistic models, and this book provides researchers in computational neuroscience and stochastic systems with an overview of recent developments. Key concepts are developed in chapters written by experts in their respective fields. Topics include: one-dimensional homogeneous diffusions and their boundary behavior, large deviation theory and its application in stochastic neurobiological models, a review of mathematical methods for stochastic neuronal integrate-and-fire models, stochastic partial differential equation models in neurobiology, and stochastic modeling of spreading cortical depression.
Final report on the project research 'stochastic effects of irradiation and risk estimation'
International Nuclear Information System (INIS)
1989-03-01
The title project research was carried out through 1983-1987, by three groups for the studies of radiation carcinogenesis, human genetic effects, and radiotoxicology. 8 reports by the first group, 3 by the second, and 6 by the third group are collected in this issue. The contents are as follows. Serial sacrifice study on tumorigenesis in male C57BL/6J mice exposed to gamma-ray or fast neutron radiation; Influence of biological variables on radiation carcinogenesis; Studies on radiation-induced thymic lymphomagenesis; Modifying factors of radiation induced myeloid leukemia of C3H/He mouse; Cell kinetic studies on radiation induced leukemogenesis; Cytogenetical studies on the mechanism of radiation induced neoplasmas; Molecular biological study on genetic stability of the genome; Protein factors regulating proliferation and differentiation of normal and neoplastic cells; Studies on dose-radiation relationships for induction of chromosome abberations in stem-spermatogonia of three crab-eating monkey after low and high dose rate γ-irradiation; Risk estimation of radiation mutagenesis in man by using cultured mammalian cells; Effects of ionizing radiation on male germ cells of crabeating monkey; Movement and metabolism of radioactive particles in the respiratory tract; Studies on dosimetry for internally deposited alpha-emitters; Comparative toxicological studies on the effects of internal exposures; Studies on treatment of alpha-radioactive wastes; Methodological studies on the inhalation of radioactive aerosols; Removal of transuranic elements by DTPA. (A. Y.)
United States-Russian workshop on the stochastic health effects of radiation
International Nuclear Information System (INIS)
1992-01-01
In August 1988, two years after the Chernobyle accident, the United States and the Soviet Union signed an agreement to sponsor a Joint coordinating Committee on Civilian Nuclear Reactor Safety, (JCCCNRS). The Soviet Union agreed to provide some information on late effects of radiation exposures and to attempt to add some new insights into low dose and low dose rate radiation consequences. At that time, it had just been revealed that significant radiation exposures had occurred in the South Ural Mountains, associated with the early years of operation of the MAYAK nuclear complex. The need to be able to better predict the long term consequences of overexposures, such as occurred with the Chernobyl accident, was a major factor in organizing this workshop. We decided to invite a small number of experts from the Soviet Union, who had direct knowledge of the situation. A small group of American experts was invited to help in a discussion of the state of knowledge of continual low level exposure. The experts and expertise included: Aspects of bask theoretical radiobiological models, studies on experimental animals exposed to chronic or fractionated external or internal radiation, studies on populations exposed to chronic intake and continual exposures, workers exposed to low or high continual levels of radiation. The intent was to begin a dialog on the issue of a better understanding of the dose rate effect in humans. No detailed conclusions could be reached at this first interaction between out two countries, but a model was prepared which seems to support a range of what are known as low dose and dose rate effectiveness factors. A beginning of an evaluation of the role of radiation dose rate on leukemia risk was also accomplished
Xu, Yifang; Collins, Leslie M
2004-04-01
The incorporation of low levels of noise into an electrical stimulus has been shown to improve auditory thresholds in some human subjects (Zeng et al., 2000). In this paper, thresholds for noise-modulated pulse-train stimuli are predicted utilizing a stochastic neural-behavioral model of ensemble fiber responses to bi-phasic stimuli. The neural refractory effect is described using a Markov model for a noise-free pulse-train stimulus and a closed-form solution for the steady-state neural response is provided. For noise-modulated pulse-train stimuli, a recursive method using the conditional probability is utilized to track the neural responses to each successive pulse. A neural spike count rule has been presented for both threshold and intensity discrimination under the assumption that auditory perception occurs via integration over a relatively long time period (Bruce et al., 1999). An alternative approach originates from the hypothesis of the multilook model (Viemeister and Wakefield, 1991), which argues that auditory perception is based on several shorter time integrations and may suggest an NofM model for prediction of pulse-train threshold. This motivates analyzing the neural response to each individual pulse within a pulse train, which is considered to be the brief look. A logarithmic rule is hypothesized for pulse-train threshold. Predictions from the multilook model are shown to match trends in psychophysical data for noise-free stimuli that are not always matched by the long-time integration rule. Theoretical predictions indicate that threshold decreases as noise variance increases. Theoretical models of the neural response to pulse-train stimuli not only reduce calculational overhead but also facilitate utilization of signal detection theory and are easily extended to multichannel psychophysical tasks.
Surface roughness effects on turbulent Couette flow
Lee, Young Mo; Lee, Jae Hwa
2017-11-01
Direct numerical simulation of a turbulent Couette flow with two-dimensional (2-D) rod roughness is performed to examine the effects of the surface roughness. The Reynolds number based on the channel centerline laminar velocity (Uco) and channel half height (h) is Re =7200. The 2-D rods are periodically arranged with a streamwise pitch of λ = 8 k on the bottom wall, and the roughness height is k = 0.12 h. It is shown that the wall-normal extent for the logarithmic layer is significantly shortened in the rough-wall turbulent Couette flow, compared to a turbulent Couette flow with smooth wall. Although the Reynolds stresses are increased in a turbulent channel flow with surface roughness in the outer layer due to large-scale ejection motions produced by the 2-D rods, those of the rough-wall Couette flow are decreased. Isosurfaces of the u-structures averaged in time suggest that the decrease of the turbulent activity near the centerline is associated with weakened large-scale counter-rotating roll modes by the surface roughness. This research was supported by the National Research Foundation of Korea (NRF) funded by the Ministry of Education (NRF-2017R1D1A1A09000537) and the Ministry of Science, ICT & Future Planning (NRF-2017R1A5A1015311).
Giandomenico, Rossano
2014-01-01
The study analyses quantitative models for financial markets by starting from geometric Brown process and Wiener process by analyzing Ito’s lemma and first passage model. Furthermore, it is analyzed the prices of the options, Vanilla & Exotic, by using the expected value and numerical model with geometric applications. From contingent claim approach ALM strategies are also analyzed so to get the effective duration measure of liabilities by assuming that clients buy options for protection and ...
International Nuclear Information System (INIS)
Galavis, P.; Martinez, V.; Farias, A.; Rodriguez, S.; Martin, M.; Martin, R.
1998-01-01
In this work it is examined about the capacity for managing domains with arbitrary extension, the response noise and the loss of information which has a new high sensibility stochastic inversion method to the Laplace transformation which allows to obtain multi echo in Τ 2 for to characterization of tissues by NMR imaging diagnostic. (Author)
G.T. Post (Thierry)
2003-01-01
textabstractThis paper discusses statistical inference on the second-order stochastic dominance (SSD) efficiency of a given portfolio relative to all portfolios formed from a set of assets. We derive the asymptotic sampling distribution of the Post test statistic for SSD efficiency. Unfortunately, a
'Quantization' of stochastic variables: description and effects on the input noise sources in a BWR
International Nuclear Information System (INIS)
Matthey, M.
1979-01-01
A set of macrostochastic and discrete variables, with Markovian properties, is used to characterize the state of a BWR, whose input noise sources are of interest. The ratio between the auto-power spectral density (APSD) of the neutron noise fluctuations and the square modulus of the transfer function (SMTF) defines 'the total input noise source' (TINS), the components of which are the different noise source corresponding to the relevant variables. A white contribution to TINS arises from the birth and death processes of neutrons in the reactor and corresponds to a 'shot noise' (SN). Non-white contributions arise from fluctuations of the neutron cross-sections caused by fuel temperature and steam content variations. These terms called 'Flicker noises' (FN) are characterized by cut-off frequencies related to time constants of reactivity feedback effects. The respective magnitudes of the shot and flicker noises depend not only on the frequency, the feedback reactivity coefficients or the power of the reactor, but also on the 'quantization' of the continuous variables introduced such as fuel temperature and steam content. The effects of this last 'quantization' on the shapes of the noise sources and their sum are presented in this paper. (author)
On the Stress Transfer of Nanoscale Interlayer with Surface Effects
Directory of Open Access Journals (Sweden)
Quan Yuan
2018-01-01
Full Text Available An improved shear-lag model is proposed to investigate the mechanism through which the surface effect influences the stress transfer of multilayered structures. The surface effect of the interlayer is characterized in terms of interfacial stress and surface elasticity by using Gurtin–Murdoch elasticity theory. Our calculation result shows that the surface effect influences the efficiency of stress transfer. The surface effect is enhanced with decreasing interlayer thickness and elastic modulus. Nonuniform and large residual surface stress distribution amplifies the influence of the surface effect on stress concentration.
Directory of Open Access Journals (Sweden)
Kohei Sasaki
2012-01-01
Full Text Available The radiation-induced bystander effect (RIBE has been experimentally observed for different types of radiation, cell types, and cell culture conditions. However, the behavior of signal transmission between unirradiated and irradiated cells is not well known. In this study, we have developed a new model for RIBE based on the diffusion of soluble factors in cell cultures using a Monte Carlo technique. The model involves the signal emission probability from bystander cells following Poisson statistics. Simulations with this model show that the spatial configuration of the bystander cells agrees well with that of corresponding experiments, where the optimal emission probability is estimated through a large number of simulation runs. It was suggested that the most likely probability falls within 0.63–0.92 for mean number of the emission signals ranging from 1.0 to 2.5.
Memory effects for a stochastic fractional oscillator in a magnetic field
Mankin, Romi; Laas, Katrin; Laas, Tõnu; Paekivi, Sander
2018-01-01
The problem of random motion of harmonically trapped charged particles in a constant external magnetic field is studied. A generalized three-dimensional Langevin equation with a power-law memory kernel is used to model the interaction of Brownian particles with the complex structure of viscoelastic media (e.g., dusty plasmas). The influence of a fluctuating environment is modeled by an additive fractional Gaussian noise. In the long-time limit the exact expressions of the first-order and second-order moments of the fluctuating position for the Brownian particle subjected to an external periodic force in the plane perpendicular to the magnetic field have been calculated. Also, the particle's angular momentum is found. It is shown that an interplay of external periodic forcing, memory, and colored noise can generate a variety of cooperation effects, such as memory-induced sign reversals of the angular momentum, multiresonance versus Larmor frequency, and memory-induced particle confinement in the absence of an external trapping field. Particularly in the case without external trapping, if the memory exponent is lower than a critical value, we find a resonancelike behavior of the anisotropy in the particle position distribution versus the driving frequency, implying that it can be efficiently excited by an oscillating electric field. Similarities and differences between the behaviors of the models with internal and external noises are also discussed.
Elitism and Stochastic Dominance
Bazen, Stephen; Moyes, Patrick
2011-01-01
Stochastic dominance has typically been used with a special emphasis on risk and inequality reduction something captured by the concavity of the utility function in the expected utility model. We claim that the applicability of the stochastic dominance approach goes far beyond risk and inequality measurement provided suitable adpations be made. We apply in the paper the stochastic dominance approach to the measurment of elitism which may be considered the opposite of egalitarianism. While the...
Singular stochastic differential equations
Cherny, Alexander S
2005-01-01
The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and uniqueness of a solution typically fail for such equations. The book concentrates on the study of the existence, the uniqueness, and, what is most important, on the qualitative behaviour of solutions of singular stochastic differential equations. This is done by providing a qualitative classification of isolated singular points, into 48 possible types.
Lifetime distribution in thermal fatigue - a stochastic geometry approach
International Nuclear Information System (INIS)
Kullig, E.; Michel, B.
1996-02-01
The present report describes the interpretation approach for crack patterns which are generated on the smooth surface of austenitic specimens under thermal fatigue loading. A framework for the fracture mechanics characterization of equibiaxially loaded branched surface cracks is developed which accounts also for crack interaction effects. Advanced methods for the statistical evaluation of crack patterns using suitable characteristic quantities are developed. An efficient simulation procedure allows to identify the impact of different variables of the stochastic crack growth model with respect to the generated crack patterns. (orig.) [de
Surface Effects on Nanoscale Gas Flows
Beskok, Ali; Barisik, Murat
2010-11-01
3D MD simulations of linear Couette flow of argon gas confined within nano-scale channels are performed in the slip, transition and free molecular flow regimes. The velocity and density profiles show deviations from the kinetic theory based predictions in the near wall region that typically extends three molecular diameters (s) from each surface. Utilizing the Irwin-Kirkwood theorem, stress tensor components for argon gas confined in nano-channels are investigated. Outside the 3s region, three normal stress components are identical, and equal to pressure predicted using the ideal gas law, while the shear stress is a constant. Within the 3s region, the normal stresses become anisotropic and the shear stress shows deviations from its bulk value due to the surface virial effects. Utilizing the kinetic theory and MD predicted shear stress values, the tangential momentum accommodation coefficient for argon gas interacting with FCC structured walls (100) plane facing the fluid is calculated to be 0.75; this value is independent of the Knudsen number. Results show emergence of the 3s region as an additional characteristic length scale in nano-confined gas flows.
Stochastic synchronization of coupled neural networks with intermittent control
International Nuclear Information System (INIS)
Yang Xinsong; Cao Jinde
2009-01-01
In this Letter, we study the exponential stochastic synchronization problem for coupled neural networks with stochastic noise perturbations. Based on Lyapunov stability theory, inequality techniques, the properties of Weiner process, and adding different intermittent controllers, several sufficient conditions are obtained to ensure exponential stochastic synchronization of coupled neural networks with or without coupling delays under stochastic perturbations. These stochastic synchronization criteria are expressed in terms of several lower-dimensional linear matrix inequalities (LMIs) and can be easily verified. Moreover, the results of this Letter are applicable to both directed and undirected weighted networks. A numerical example and its simulations are offered to show the effectiveness of our new results.
The intrinsic stochasticity of near-integrable Hamiltonian systems
Energy Technology Data Exchange (ETDEWEB)
Krlin, L [Ceskoslovenska Akademie Ved, Prague (Czechoslovakia). Ustav Fyziky Plazmatu
1989-09-01
Under certain conditions, the dynamics of near-integrable Hamiltonian systems appears to be stochastic. This stochasticity (intrinsic stochasticity, or deterministic chaos) is closely related to the Kolmogorov-Arnold-Moser (KAM) theorem of the stability of near-integrable multiperiodic Hamiltonian systems. The effect of the intrinsic stochasticity attracts still growing attention both in theory and in various applications in contemporary physics. The paper discusses the relation of the intrinsic stochasticity to the modern ergodic theory and to the KAM theorem, and describes some numerical experiments on related astrophysical and high-temperature plasma problems. Some open questions are mentioned in conclusion. (author).
Surface effects in metal oxide-based nanodevices
Lien, Der Hsien
2015-10-29
As devices shrink to the nanoscale, surface-to-volume ratio increases and the surface-environment interaction becomes a major factor for affecting device performance. The variation of electronic properties, including the surface band bending, gas chemisorption or photodesorption, native surface defects, and surface roughness, is called "surface effects". Such effects are ambiguous because they can be either negative or beneficial effects, depending on the environmental conditions and device application. This review provides an introduction to the surface effects on different types of nanodevices, offering the solutions to respond to their benefits and negative effects and provides an outlook on further applications regarding the surface effect. This review is beneficial for designing nano-enabled photodetectors, harsh electronics, memories, sensors and transistors via surface engineering.
Surface effects in metal oxide-based nanodevices
Lien, Der Hsien; Duran Retamal, Jose Ramon; Ke, Jr Jian; Kang, Chen Fang; He, Jr-Hau
2015-01-01
As devices shrink to the nanoscale, surface-to-volume ratio increases and the surface-environment interaction becomes a major factor for affecting device performance. The variation of electronic properties, including the surface band bending, gas chemisorption or photodesorption, native surface defects, and surface roughness, is called "surface effects". Such effects are ambiguous because they can be either negative or beneficial effects, depending on the environmental conditions and device application. This review provides an introduction to the surface effects on different types of nanodevices, offering the solutions to respond to their benefits and negative effects and provides an outlook on further applications regarding the surface effect. This review is beneficial for designing nano-enabled photodetectors, harsh electronics, memories, sensors and transistors via surface engineering.
Effect of Surface Treatment on the Surface Characteristics of AISI 316L Stainless Steel
Trigwell, Steve; Selvaduray, Guna
2005-01-01
The ability of 316L stainless steel to maintain biocompatibility, which is dependent upon the surface characteristics, is critical to its effectiveness as an implant material. The surfaces of mechanically polished (MP), electropolished (EP) and plasma treated 316L stainless steel coupons were characterized by X-ray Photoelectron Spectroscopy (XPS) and Auger Electron Spectroscopy (AES) for chemical composition, Atomic Force Microscopy for surface roughness, and contact angle measurements for critical surface tension. All surfaces had a Ni concentration that was significantly lower than the bulk concentration of -43%. The Cr content of the surface was increased significantly by electropolishing. The surface roughness was also improved significantly by electropolishing. Plasma treatment had the reverse effect - the surface Cr content was decreased. It was also found that the Cr and Fe in the surface exist in both the oxide and hydroxide states, with the ratios varying according to surface treatment.
All-(111) surface silicon nanowire field effect transistor devices: Effects of surface preparations
Masood, M.N.; Carlen, Edwin; van den Berg, Albert
2014-01-01
Etching/hydrogen termination of All-(111) surface silicon nanowire field effect (SiNW-FET) devices developed by conventional photolithography and plane dependent wet etchings is studied with X-ray photoelectron spectroscopy (XPS), scanning electron microscopy (SEM), atomic force microscopy (AFM) and
Bauermeister, Christoph; Schwalger, Tilo; Russell, David F; Neiman, Alexander B; Lindner, Benjamin
2013-01-01
Stochastic signals with pronounced oscillatory components are frequently encountered in neural systems. Input currents to a neuron in the form of stochastic oscillations could be of exogenous origin, e.g. sensory input or synaptic input from a network rhythm. They shape spike firing statistics in a characteristic way, which we explore theoretically in this report. We consider a perfect integrate-and-fire neuron that is stimulated by a constant base current (to drive regular spontaneous firing), along with Gaussian narrow-band noise (a simple example of stochastic oscillations), and a broadband noise. We derive expressions for the nth-order interval distribution, its variance, and the serial correlation coefficients of the interspike intervals (ISIs) and confirm these analytical results by computer simulations. The theory is then applied to experimental data from electroreceptors of paddlefish, which have two distinct types of internal noisy oscillators, one forcing the other. The theory provides an analytical description of their afferent spiking statistics during spontaneous firing, and replicates a pronounced dependence of ISI serial correlation coefficients on the relative frequency of the driving oscillations, and furthermore allows extraction of certain parameters of the intrinsic oscillators embedded in these electroreceptors.
Stochastic analytic regularization
International Nuclear Information System (INIS)
Alfaro, J.
1984-07-01
Stochastic regularization is reexamined, pointing out a restriction on its use due to a new type of divergence which is not present in the unregulated theory. Furthermore, we introduce a new form of stochastic regularization which permits the use of a minimal subtraction scheme to define the renormalized Green functions. (author)
Instantaneous stochastic perturbation theory
International Nuclear Information System (INIS)
Lüscher, Martin
2015-01-01
A form of stochastic perturbation theory is described, where the representative stochastic fields are generated instantaneously rather than through a Markov process. The correctness of the procedure is established to all orders of the expansion and for a wide class of field theories that includes all common formulations of lattice QCD.
Gottwald, G.A.; Crommelin, D.T.; Franzke, C.L.E.; Franzke, C.L.E.; O'Kane, T.J.
2017-01-01
In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations contain a Markov term, a memory term and a term suggestive of
Meyer, Joerg M.
2018-01-01
The contrary of stochastic independence splits up into two cases: pairs of events being favourable or being unfavourable. Examples show that both notions have quite unexpected properties, some of them being opposite to intuition. For example, transitivity does not hold. Stochastic dependence is also useful to explain cases of Simpson's paradox.
Stochastic modeling of thermal fatigue crack growth
Radu, Vasile
2015-01-01
The book describes a systematic stochastic modeling approach for assessing thermal-fatigue crack-growth in mixing tees, based on the power spectral density of temperature fluctuation at the inner pipe surface. It shows the development of a frequency-temperature response function in the framework of single-input, single-output (SISO) methodology from random noise/signal theory under sinusoidal input. The frequency response of stress intensity factor (SIF) is obtained by a polynomial fitting procedure of thermal stress profiles at various instants of time. The method, which takes into account the variability of material properties, and has been implemented in a real-world application, estimates the probabilities of failure by considering a limit state function and Monte Carlo analysis, which are based on the proposed stochastic model. Written in a comprehensive and accessible style, this book presents a new and effective method for assessing thermal fatigue crack, and it is intended as a concise and practice-or...
Study on impurity screening in stochastic magnetic boundary of the Large Helical Device
International Nuclear Information System (INIS)
Kobayashi, M.; Morita, S.; Feng, Y.
2008-10-01
The impurity transport characteristics in the scrape-off layer associated with a stochastic magnetic boundary of LHD are analyzed. The remnant islands with very small internal field line pitch in the stochastic region play a key role in reducing the impurity influx. The thermal force driven impurity influx is significantly suppressed when the perpendicular energy flux exceeds the parallel one inside the islands due to the small pitch. Application of the 3D edge transport code, EMC3-EIRENE, confirmed the impurity retention (screening) effect in the edge region. It is also found that the edge surface layers are the most effective region to retain (screen) impurities because of the flow acceleration and plasma cooling via short flux tubes. The carbon emission obtained in experiments is in good agreement with the modelling results, showing the impurity retention (screening) potential of the stochastic magnetic boundary. (author)
Stochastic quantization and gravity
International Nuclear Information System (INIS)
Rumpf, H.
1984-01-01
We give a preliminary account of the application of stochastic quantization to the gravitational field. We start in Section I from Nelson's formulation of quantum mechanics as Newtonian stochastic mechanics and only then introduce the Parisi-Wu stochastic quantization scheme on which all the later discussion will be based. In Section II we present a generalization of the scheme that is applicable to fields in physical (i.e. Lorentzian) space-time and treat the free linearized gravitational field in this manner. The most remarkable result of this is the noncausal propagation of conformal gravitons. Moreover the concept of stochastic gauge-fixing is introduced and a complete discussion of all the covariant gauges is given. A special symmetry relating two classes of covariant gauges is exhibited. Finally Section III contains some preliminary remarks on full nonlinear gravity. In particular we argue that in contrast to gauge fields the stochastic gravitational field cannot be transformed to a Gaussian process. (Author)
Greenwood, Priscilla E
2016-01-01
This book describes a large number of open problems in the theory of stochastic neural systems, with the aim of enticing probabilists to work on them. This includes problems arising from stochastic models of individual neurons as well as those arising from stochastic models of the activities of small and large networks of interconnected neurons. The necessary neuroscience background to these problems is outlined within the text, so readers can grasp the context in which they arise. This book will be useful for graduate students and instructors providing material and references for applying probability to stochastic neuron modeling. Methods and results are presented, but the emphasis is on questions where additional stochastic analysis may contribute neuroscience insight. An extensive bibliography is included. Dr. Priscilla E. Greenwood is a Professor Emerita in the Department of Mathematics at the University of British Columbia. Dr. Lawrence M. Ward is a Professor in the Department of Psychology and the Brain...
Asymptotic analysis for functional stochastic differential equations
Bao, Jianhai; Yuan, Chenggui
2016-01-01
This brief treats dynamical systems that involve delays and random disturbances. The study is motivated by a wide variety of systems in real life in which random noise has to be taken into consideration and the effect of delays cannot be ignored. Concentrating on such systems that are described by functional stochastic differential equations, this work focuses on the study of large time behavior, in particular, ergodicity. This brief is written for probabilists, applied mathematicians, engineers, and scientists who need to use delay systems and functional stochastic differential equations in their work. Selected topics from the brief can also be used in a graduate level topics course in probability and stochastic processes.
Enabling Highly Effective Boiling from Superhydrophobic Surfaces
Allred, Taylor P.; Weibel, Justin A.; Garimella, Suresh V.
2018-04-01
A variety of industrial applications such as power generation, water distillation, and high-density cooling rely on heat transfer processes involving boiling. Enhancements to the boiling process can improve the energy efficiency and performance across multiple industries. Highly wetting textured surfaces have shown promise in boiling applications since capillary wicking increases the maximum heat flux that can be dissipated. Conversely, highly nonwetting textured (superhydrophobic) surfaces have been largely dismissed for these applications as they have been shown to promote formation of an insulating vapor film that greatly diminishes heat transfer efficiency. The current Letter shows that boiling from a superhydrophobic surface in an initial Wenzel state, in which the surface texture is infiltrated with liquid, results in remarkably low surface superheat with nucleate boiling sustained up to a critical heat flux typical of hydrophilic wetting surfaces, and thus upends this conventional wisdom. Two distinct boiling behaviors are demonstrated on both micro- and nanostructured superhydrophobic surfaces based on the initial wetting state. For an initial surface condition in which vapor occupies the interstices of the surface texture (Cassie-Baxter state), premature film boiling occurs, as has been commonly observed in the literature. However, if the surface texture is infiltrated with liquid (Wenzel state) prior to boiling, drastically improved thermal performance is observed; in this wetting state, the three-phase contact line is pinned during vapor bubble growth, which prevents the development of a vapor film over the surface and maintains efficient nucleate boiling behavior.
Surface effect theory in binary alloys: surfaces with cut-off
International Nuclear Information System (INIS)
Kumar, V.; Silva, C.E.T.G. da; Moran-Lopez, J.L.
1981-01-01
A surface effect theory in binary alloys which ore ordered with surfaces with cut-off is presented. This theory is based in a model of pair interaction between first neighbours and includes long and short range effects. The (120) surface with sup(-) (110) monoatomic cut-off and terrace in the (110) planes of an alloy with body centered cubic structure is presented as example. Results for the concentrations in all the different surface sites are given. (L.C.) [pt
Transport stochastic multi-dimensional media
International Nuclear Information System (INIS)
Haran, O.; Shvarts, D.
1996-01-01
Many physical phenomena evolve according to known deterministic rules, but in a stochastic media in which the composition changes in space and time. Examples to such phenomena are heat transfer in turbulent atmosphere with non uniform diffraction coefficients, neutron transfer in boiling coolant of a nuclear reactor and radiation transfer through concrete shields. The results of measurements conducted upon such a media are stochastic by nature, and depend on the specific realization of the media. In the last decade there has been a considerable efforts to describe linear particle transport in one dimensional stochastic media composed of several immiscible materials. However, transport in two or three dimensional stochastic media has been rarely addressed. The important effect in multi-dimensional transport that does not appear in one dimension is the ability to bypass obstacles. The current work is an attempt to quantify this effect. (authors)
Transport stochastic multi-dimensional media
Energy Technology Data Exchange (ETDEWEB)
Haran, O; Shvarts, D [Israel Atomic Energy Commission, Beersheba (Israel). Nuclear Research Center-Negev; Thiberger, R [Ben-Gurion Univ. of the Negev, Beersheba (Israel)
1996-12-01
Many physical phenomena evolve according to known deterministic rules, but in a stochastic media in which the composition changes in space and time. Examples to such phenomena are heat transfer in turbulent atmosphere with non uniform diffraction coefficients, neutron transfer in boiling coolant of a nuclear reactor and radiation transfer through concrete shields. The results of measurements conducted upon such a media are stochastic by nature, and depend on the specific realization of the media. In the last decade there has been a considerable efforts to describe linear particle transport in one dimensional stochastic media composed of several immiscible materials. However, transport in two or three dimensional stochastic media has been rarely addressed. The important effect in multi-dimensional transport that does not appear in one dimension is the ability to bypass obstacles. The current work is an attempt to quantify this effect. (authors).
Risley, John C.; Granato, Gregory E.
2014-01-01
In 2012, the U.S. Geological Survey and the Oregon Department of Transportation began a cooperative study to demonstrate use of the Stochastic Empirical Loading and Dilution Model (SELDM) for runoff-quality analyses in Oregon. SELDM can be used to estimate stormflows, constituent concentrations, and loads from the area upstream of a stormflow discharge site, from the site of interest and in the receiving waters downstream of the discharge. SELDM also can be used to assess the potential effectiveness of best management practices (BMP) for mitigating potential effects of runoff in receiving waters. Nominally, SELDM is a highway-runoff model, but it is well suited for analysis of runoff from other land uses as well. This report provides case studies and examples to demonstrate stochastic-runoff modeling concepts and to demonstrate application of the model. Basin characteristics from six Oregon highway study sites were used to demonstrate various applications of the model. The highway catchment and upstream basin drainage areas of these study sites ranged from 3.85 to 11.83 acres and from 0.16 to 6.56 square miles, respectively. The upstream basins of two sites are urbanized, and the remaining four sites are less than 5 percent impervious. SELDM facilitates analysis by providing precipitation, pre-storm streamflow, and other variables by region or from hydrologically similar sites. In Oregon, there can be large variations in precipitation and streamflow among nearby sites. Therefore, spatially interpolated geographic information system data layers containing storm-event precipitation and pre-storm streamflow statistics specific to Oregon were created for the study using Kriging techniques. Concentrations and loads of cadmium, chloride, chromium, copper, iron, lead, nickel, phosphorus, and zinc were simulated at the six Oregon highway study sites by using statistics from sites in other areas of the country. Water‑quality datasets measured at hydrologically similar
Directory of Open Access Journals (Sweden)
Cynthia Cooper
2012-03-01
Full Text Available This paper describes a stochastic model used to characterize the probability/risk of NIS establishment from ships' ballast water discharges. Establishment is defined as the existence of a sufficient number of individuals of a species to provide for a sustained population of the organism. The inherent variability in population dynamics of organisms in their native or established environments is generally difficult to quantify. Muchqualitative information is known about organism life cycles and biotic and abiotic environmental pressures on the population, but generally little quantitative data exist to develop a mechanistic model of populations in such complex environments. Moreover, there is little quantitative data to characterize the stochastic fluctuations of population size over time even without accounting for systematic responses to biotic and abiotic pressures. This research applies an approach using life-stage density and fecundity measures reported in research to determine a stochastic model of an organism's population dynamics. The model is illustrated withdata from research studies on the green crab that span a range of habitats of the established organism and were collected over some years to represent a range of time-varying biotic and abiotic conditions that are expected to exist in many receiving environments. This model is applied to introductions of NIS at the IMO D-2 and the U.S. ballast water discharge standard levels designated as Phase Two in the United States Coast Guard'sNotice of Proposed Rulemaking. Under a representative range of ballast volumes discharged at U.S. ports, the average rate of establishment of green crabs for ballast waters treated to the IMO-D2 concentration standard (less than 10 organisms/m3 is predicted to be reduced to about a third the average rate from untreated ballast water discharge. The longevity of populations from the untreated ballast water discharges is expected to be reducedby about 90% by
A stochastic model of enzyme kinetics
Stefanini, Marianne; Newman, Timothy; McKane, Alan
2003-10-01
Enzyme kinetics is generally modeled by deterministic rate equations, and in the simplest case leads to the well-known Michaelis-Menten equation. It is plausible that stochastic effects will play an important role at low enzyme concentrations. We have addressed this by constructing a simple stochastic model which can be exactly solved in the steady-state. Throughout a wide range of parameter values Michaelis-Menten dynamics is replaced by a new and simple theoretical result.
Photoelectric effect in surface-barrier structures
International Nuclear Information System (INIS)
Kononenko, V.K.; Tupenevich, P.A.
1985-08-01
Deviations from the Fowler law were observed when investigating photoelectric emission in p-type ZnTe surface-barrier structures. The revealed peculiarities of the structure photosensitivity spectrum are explained by the electron transitions involving surface states at the metal-semiconductor interface. (author)
Indicative Surfaces for Crystal Optical Effects
R.Vlokh,; O.Mys; O.Vlokh
2005-01-01
This paper has mainly a pedagogical meaning. Our aim is to demonstrate a correct general approach for constructing indicative surfaces of higher-rank tensors. We reconstruct the surfaces of piezo-optic tensor for beta-BaB2O4 and LiNbO3 crystals, which have been incorrectly presented in our recent papers.
Antibacterial effect of surface pretreatment techniques against ...
African Journals Online (AJOL)
Objective: The aim of this study was to evaluate the antibacterial surface pretreatment methods against Streptococcus mutans within the infected dentin surface using a tooth cavity model. Material and Methods: Seventy-two cavities were prepared on caries-free third molars (n = 8). After sterilization, teeth were inoculated ...
International Nuclear Information System (INIS)
Lafontaine, M.
1988-01-01
A better detection of stochastic diseases induced by the exposure to ionizing radiations and the establishment of causative correlation are presently reasons to justify new medico-legal approaches. The right to reparation for workers suffering from diseases which may have been caused by occupational exposure to ionizing radiations in Belgium, is covered by the law on occupational diseases and by the legislation on industrial accidents. However, some difficulties persist, concerning the right for compensation, consisting in the very short delay for prescription, the existence of an administrative list of diseases eligible for compensation and in the burden of proof to establish an obvious etiological relation. (Author)
Sequential stochastic optimization
Cairoli, Renzo
1996-01-01
Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior knowledge of the subject is assumed; its only prerequisites are a standard graduate course in probability theory and some familiarity with discrete-paramet
Remarks on stochastic acceleration
International Nuclear Information System (INIS)
Graeff, P.
1982-12-01
Stochastic acceleration and turbulent diffusion are strong turbulence problems since no expansion parameter exists. Hence the problem of finding rigorous results is of major interest both for checking approximations and for reference models. Since we have found a way of constructing such models in the turbulent diffusion case the question of the extension to stochastic acceleration now arises. The paper offers some possibilities illustrated by the case of 'stochastic free fall' which may be particularly interesting in the context of linear response theory. (orig.)
Effect of solid waste landfill on underground and surface water ...
African Journals Online (AJOL)
Effect of solid waste landfill on underground and surface water quality at ring road, Ibadan, Nigeria. ... parameters showed increased concentrations over those from control sites. ... Keywords: Landfill, groundwater, surface-water, pollution.
Effect of nanocrystalline surface of substrate on microstructure and ...
Indian Academy of Sciences (India)
surface layers or bulk nanocrystalline metals and alloys more effectively. ... severe plastic deformation on surface layers of bulk met- als at high strains and strain rates. .... scanning electron microscopy (SEM) (Zeiss, model: Sigma. VP), energy ...
Tribological effects of polymer surface modification through plastic
Indian Academy of Sciences (India)
Tribological effects of polymer surface modification through plastic deformation. K O Low K J Wong ... In this regard, a surface modification technique through plastic deformation has been implemented. ... Bulletin of Materials Science | News.
Multiple fields in stochastic inflation
Energy Technology Data Exchange (ETDEWEB)
Assadullahi, Hooshyar [Institute of Cosmology & Gravitation, University of Portsmouth,Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom); Firouzjahi, Hassan [School of Astronomy, Institute for Research in Fundamental Sciences (IPM),P.O. Box 19395-5531, Tehran (Iran, Islamic Republic of); Noorbala, Mahdiyar [Department of Physics, University of Tehran,P.O. Box 14395-547, Tehran (Iran, Islamic Republic of); School of Astronomy, Institute for Research in Fundamental Sciences (IPM),P.O. Box 19395-5531, Tehran (Iran, Islamic Republic of); Vennin, Vincent; Wands, David [Institute of Cosmology & Gravitation, University of Portsmouth,Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom)
2016-06-24
Stochastic effects in multi-field inflationary scenarios are investigated. A hierarchy of diffusion equations is derived, the solutions of which yield moments of the numbers of inflationary e-folds. Solving the resulting partial differential equations in multi-dimensional field space is more challenging than the single-field case. A few tractable examples are discussed, which show that the number of fields is, in general, a critical parameter. When more than two fields are present for instance, the probability to explore arbitrarily large-field regions of the potential, otherwise inaccessible to single-field dynamics, becomes non-zero. In some configurations, this gives rise to an infinite mean number of e-folds, regardless of the initial conditions. Another difference with respect to single-field scenarios is that multi-field stochastic effects can be large even at sub-Planckian energy. This opens interesting new possibilities for probing quantum effects in inflationary dynamics, since the moments of the numbers of e-folds can be used to calculate the distribution of primordial density perturbations in the stochastic-δN formalism.
Study the Postbuckling of Hexagonal Piezoelectric Nanowires with Surface Effect
Directory of Open Access Journals (Sweden)
O. Rahmani
2014-04-01
Full Text Available Piezoelectric nanobeams having circular, rectangular and hexagonal cross-sections are synthesized and used in various Nano structures; however, piezoelectric nanobeams with hexagonal cross-sections have not been studied in detail. In particular, the physical mechanisms of the surface effect and the role of surface stress, surface elasticity and surface piezoelectricity have not been discussed thoroughly. The present study investigated post-buckling behavior of piezoelectric nanobeams by examining surface effects. The energy method was applied to post-buckling of hexagonal nanobeams and the critical buckling voltage and amplitude are derived analytically from bulk and surface material properties and geometric factors.
Directory of Open Access Journals (Sweden)
Kawaguchi Hiroyuki
2012-09-01
Full Text Available Abstract Background The casemix-based payment system has been adopted in many countries, although it often needs complementary adjustment taking account of each hospital’s unique production structure such as teaching and research duties, and non-profit motives. It has been challenging to numerically evaluate the impact of such structural heterogeneity on production, separately of production inefficiency. The current study adopted stochastic frontier analysis and proposed a method to assess unique components of hospital production structures using a fixed-effect variable. Methods There were two stages of analyses in this study. In the first stage, we estimated the efficiency score from the hospital production function using a true fixed-effect model (TFEM in stochastic frontier analysis. The use of a TFEM allowed us to differentiate the unobserved heterogeneity of individual hospitals as hospital-specific fixed effects. In the second stage, we regressed the obtained fixed-effect variable for structural components of hospitals to test whether the variable was explicitly related to the characteristics and local disadvantages of the hospitals. Results In the first analysis, the estimated efficiency score was approximately 0.6. The mean value of the fixed-effect estimator was 0.784, the standard deviation was 0.137, the range was between 0.437 and 1.212. The second-stage regression confirmed that the value of the fixed effect was significantly correlated with advanced technology and local conditions of the sample hospitals. Conclusion The obtained fixed-effect estimator may reflect hospitals’ unique structures of production, considering production inefficiency. The values of fixed-effect estimators can be used as evaluation tools to improve fairness in the reimbursement system for various functions of hospitals based on casemix classification.
Stochastic development regression using method of moments
DEFF Research Database (Denmark)
Kühnel, Line; Sommer, Stefan Horst
2017-01-01
This paper considers the estimation problem arising when inferring parameters in the stochastic development regression model for manifold valued non-linear data. Stochastic development regression captures the relation between manifold-valued response and Euclidean covariate variables using...... the stochastic development construction. It is thereby able to incorporate several covariate variables and random effects. The model is intrinsically defined using the connection of the manifold, and the use of stochastic development avoids linearizing the geometry. We propose to infer parameters using...... the Method of Moments procedure that matches known constraints on moments of the observations conditional on the latent variables. The performance of the model is investigated in a simulation example using data on finite dimensional landmark manifolds....
Stochasticity and determinism in models of hematopoiesis.
Kimmel, Marek
2014-01-01
This chapter represents a novel view of modeling in hematopoiesis, synthesizing both deterministic and stochastic approaches. Whereas the stochastic models work in situations where chance dominates, for example when the number of cells is small, or under random mutations, the deterministic models are more important for large-scale, normal hematopoiesis. New types of models are on the horizon. These models attempt to account for distributed environments such as hematopoietic niches and their impact on dynamics. Mixed effects of such structures and chance events are largely unknown and constitute both a challenge and promise for modeling. Our discussion is presented under the separate headings of deterministic and stochastic modeling; however, the connections between both are frequently mentioned. Four case studies are included to elucidate important examples. We also include a primer of deterministic and stochastic dynamics for the reader's use.
Exact solutions to chaotic and stochastic systems
González, J. A.; Reyes, L. I.; Guerrero, L. E.
2001-03-01
We investigate functions that are exact solutions to chaotic dynamical systems. A generalization of these functions can produce truly random numbers. For the first time, we present solutions to random maps. This allows us to check, analytically, some recent results about the complexity of random dynamical systems. We confirm the result that a negative Lyapunov exponent does not imply predictability in random systems. We test the effectiveness of forecasting methods in distinguishing between chaotic and random time series. Using the explicit random functions, we can give explicit analytical formulas for the output signal in some systems with stochastic resonance. We study the influence of chaos on the stochastic resonance. We show, theoretically, the existence of a new type of solitonic stochastic resonance, where the shape of the kink is crucial. Using our models we can predict specific patterns in the output signal of stochastic resonance systems.
Dynamics of a Stochastic Intraguild Predation Model
Directory of Open Access Journals (Sweden)
Zejing Xing
2016-04-01
Full Text Available Intraguild predation (IGP is a widespread ecological phenomenon which occurs when one predator species attacks another predator species with which it competes for a shared prey species. The objective of this paper is to study the dynamical properties of a stochastic intraguild predation model. We analyze stochastic persistence and extinction of the stochastic IGP model containing five cases and establish the sufficient criteria for global asymptotic stability of the positive solutions. This study shows that it is possible for the coexistence of three species under the influence of environmental noise, and that the noise may have a positive effect for IGP species. A stationary distribution of the stochastic IGP model is established and it has the ergodic property, suggesting that the time average of population size with the development of time is equal to the stationary distribution in space. Finally, we show that our results may be extended to two well-known biological systems: food chains and exploitative competition.
DEFF Research Database (Denmark)
Pang, Kar Mun; Jangi, Mehdi; Bai, Xue-Song
2017-01-01
The present numerical study aims to assess the performance of an Eulerian Stochastic Field (ESF) model in simulating spray flames produced by three fuel injectors with different nozzle diameters of 100 μm, 180 μm and 363 μm. A comparison to the measurements shows that although the simulated ignit...... serve as an important tool for the simulation of spray flames in marine diesel engines, where fuel injectors with different nozzle diameters are applied for pilot and main injections.......The present numerical study aims to assess the performance of an Eulerian Stochastic Field (ESF) model in simulating spray flames produced by three fuel injectors with different nozzle diameters of 100 μm, 180 μm and 363 μm. A comparison to the measurements shows that although the simulated...... ignition delay times are consistently overestimated, the relative differences remain below 28%. Furthermore, the change of the averaged pressure rise with respect to the variation of nozzle diameter is captured by the model. The simulated flame lift-off lengths also agree with the measurements...
Stochastic processes inference theory
Rao, Malempati M
2014-01-01
This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics. The first three chapters can be used for a quarter or semester graduate course on inference on stochastic processes. The remaining chapters provide more advanced material on stochastic analysis suitable for graduate seminars and discussions, leading to dissertation or research work. In general, the book will be of interest to researchers in probability theory, mathematical statistics and electrical and information theory.
Introduction to stochastic calculus
Karandikar, Rajeeva L
2018-01-01
This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly address continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using Metivier–Pellumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level stud...
Doberkat, Ernst-Erich
2009-01-01
Combining coalgebraic reasoning, stochastic systems and logic, this volume presents the principles of coalgebraic logic from a categorical perspective. Modal logics are also discussed, including probabilistic interpretations and an analysis of Kripke models.
Antibacterial Effect of Surface Pretreatment Techniques against ...
African Journals Online (AJOL)
2018-02-23
Feb 23, 2018 ... 2018 Nigerian Journal of Clinical Practice | Published by Wolters Kluwer ... Objective: The aim of this study was to evaluate the antibacterial surface .... glass ionomer cement. ..... resin containing antibacterial monomer MDPB.
Effect of surface energy on powder compactibility.
Fichtner, Frauke; Mahlin, Denny; Welch, Ken; Gaisford, Simon; Alderborn, Göran
2008-12-01
The influence of surface energy on the compactibility of lactose particles has been investigated. Three powders were prepared by spray drying lactose solutions without or with low proportions of the surfactant polysorbate 80. Various powder and tablet characterisation procedures were applied. The surface energy of the powders was characterized by Inverse Gas Chromatography and the compressibility of the powders was described by the relationship between tablet porosity and compression pressure. The compactibility of the powders was analyzed by studying the evolution of tablet tensile strength with increasing compaction pressure and porosity. All powders were amorphous and similar in particle size, shape, and surface area. The compressibility of the powders and the microstructure of the formed tablets were equal. However, the compactibility and dispersive surface energy was dependent of the composition of the powders. The decrease in tablet strength correlated to the decrease in powder surface energy at constant tablet porosities. This supports the idea that tablet strength is controlled by formation of intermolecular forces over the areas of contact between the particles and that the strength of these bonding forces is controlled by surface energy which, in turn, can be altered by the presence of surfactants.
Approximating Preemptive Stochastic Scheduling
Megow Nicole; Vredeveld Tjark
2009-01-01
We present constant approximative policies for preemptive stochastic scheduling. We derive policies with a guaranteed performance ratio of 2 for scheduling jobs with release dates on identical parallel machines subject to minimizing the sum of weighted completion times. Our policies as well as their analysis apply also to the recently introduced more general model of stochastic online scheduling. The performance guarantee we give matches the best result known for the corresponding determinist...
The stochastic goodwill problem
Marinelli, Carlo
2003-01-01
Stochastic control problems related to optimal advertising under uncertainty are considered. In particular, we determine the optimal strategies for the problem of maximizing the utility of goodwill at launch time and minimizing the disutility of a stream of advertising costs that extends until the launch time for some classes of stochastic perturbations of the classical Nerlove-Arrow dynamics. We also consider some generalizations such as problems with constrained budget and with discretionar...
International Nuclear Information System (INIS)
Hueffel, H.
1990-01-01
After a brief review of the BRST formalism and of the Parisi-Wu stochastic quantization method we introduce the BRST stochastic quantization scheme. It allows the second quantization of constrained Hamiltonian systems in a manifestly gauge symmetry preserving way. The examples of the relativistic particle, the spinning particle and the bosonic string are worked out in detail. The paper is closed by a discussion on the interacting field theory associated to the relativistic point particle system. 58 refs. (Author)
International Nuclear Information System (INIS)
Ertaş, Mehmet; Kantar, Ersin; Keskin, Mustafa
2014-01-01
The dynamic phase transitions (DPTs) and dynamic phase diagrams of the kinetic spin-1/2 bilayer system in the presence of a time-dependent oscillating external magnetic field are studied by using Glauber-type stochastic dynamics based on the effective-field theory with correlations for the ferromagnetic/ferromagnetic (FM/FM), antiferromagnetic/ferromagnetic (AFM/FM) and antiferromagnetic/antiferromagnetic (AFM/AFM) interactions. The time variations of average magnetizations and the temperature dependence of the dynamic magnetizations are investigated. The dynamic phase diagrams for the amplitude of the oscillating field versus temperature were presented. The results are compared with the results of the same system within Glauber-type stochastic dynamics based on the mean-field theory. - Highlights: • The Ising bilayer system is investigated within the Glauber dynamics based on EFT. • The time variations of average order parameters to find phases are studied. • The dynamic phase diagrams are found for the different interaction parameters. • The system displays the critical points as well as a re-entrant behavior
Energy Technology Data Exchange (ETDEWEB)
Liu, Ruo-Yu; Rieger, F. M.; Aharonian, F. A., E-mail: ruoyu@mpi-hd.mpg.de, E-mail: frank.rieger@mpi-hd.mpg.de, E-mail: aharon@mpi-hd.mpg.de [Max-Planck-Institut für Kernphysik, Saupfercheckweg 1, D-69117 Heidelberg (Germany)
2017-06-10
The origin of the extended X-ray emission in the large-scale jets of active galactic nuclei (AGNs) poses challenges to conventional models of acceleration and emission. Although electron synchrotron radiation is considered the most feasible radiation mechanism, the formation of the continuous large-scale X-ray structure remains an open issue. As astrophysical jets are expected to exhibit some turbulence and shearing motion, we here investigate the potential of shearing flows to facilitate an extended acceleration of particles and evaluate its impact on the resultant particle distribution. Our treatment incorporates systematic shear and stochastic second-order Fermi effects. We show that for typical parameters applicable to large-scale AGN jets, stochastic second-order Fermi acceleration, which always accompanies shear particle acceleration, can play an important role in facilitating the whole process of particle energization. We study the time-dependent evolution of the resultant particle distribution in the presence of second-order Fermi acceleration, shear acceleration, and synchrotron losses using a simple Fokker–Planck approach and provide illustrations for the possible emergence of a complex (multicomponent) particle energy distribution with different spectral branches. We present examples for typical parameters applicable to large-scale AGN jets, indicating the relevance of the underlying processes for understanding the extended X-ray emission and the origin of ultrahigh-energy cosmic rays.
Energy Technology Data Exchange (ETDEWEB)
Ertaş, Mehmet; Kantar, Ersin, E-mail: ersinkantar@erciyes.edu.tr; Keskin, Mustafa
2014-05-01
The dynamic phase transitions (DPTs) and dynamic phase diagrams of the kinetic spin-1/2 bilayer system in the presence of a time-dependent oscillating external magnetic field are studied by using Glauber-type stochastic dynamics based on the effective-field theory with correlations for the ferromagnetic/ferromagnetic (FM/FM), antiferromagnetic/ferromagnetic (AFM/FM) and antiferromagnetic/antiferromagnetic (AFM/AFM) interactions. The time variations of average magnetizations and the temperature dependence of the dynamic magnetizations are investigated. The dynamic phase diagrams for the amplitude of the oscillating field versus temperature were presented. The results are compared with the results of the same system within Glauber-type stochastic dynamics based on the mean-field theory. - Highlights: • The Ising bilayer system is investigated within the Glauber dynamics based on EFT. • The time variations of average order parameters to find phases are studied. • The dynamic phase diagrams are found for the different interaction parameters. • The system displays the critical points as well as a re-entrant behavior.
Stochastic Gravity: Theory and Applications
Directory of Open Access Journals (Sweden)
Hu Bei Lok
2008-05-01
Full Text Available Whereas semiclassical gravity is based on the semiclassical Einstein equation with sources given by the expectation value of the stress-energy tensor of quantum fields, stochastic semiclassical gravity is based on the Einstein–Langevin equation, which has, in addition, sources due to the noise kernel. The noise kernel is the vacuum expectation value of the (operator-valued stress-energy bitensor, which describes the fluctuations of quantum-matter fields in curved spacetimes. A new improved criterion for the validity of semiclassical gravity may also be formulated from the viewpoint of this theory. In the first part of this review we describe the fundamentals of this new theory via two approaches: the axiomatic and the functional. The axiomatic approach is useful to see the structure of the theory from the framework of semiclassical gravity, showing the link from the mean value of the stress-energy tensor to the correlation functions. The functional approach uses the Feynman–Vernon influence functional and the Schwinger–Keldysh closed-time-path effective action methods. In the second part, we describe three applications of stochastic gravity. First, we consider metric perturbations in a Minkowski spacetime, compute the two-point correlation functions of these perturbations and prove that Minkowski spacetime is a stable solution of semiclassical gravity. Second, we discuss structure formation from the stochastic-gravity viewpoint, which can go beyond the standard treatment by incorporating the full quantum effect of the inflaton fluctuations. Third, using the Einstein–Langevin equation, we discuss the backreaction of Hawking radiation and the behavior of metric fluctuations for both the quasi-equilibrium condition of a black-hole in a box and the fully nonequilibrium condition of an evaporating black hole spacetime. Finally, we briefly discuss the theoretical structure of stochastic gravity in relation to quantum gravity and point out
Quantum Hall effect on Riemann surfaces
Tejero Prieto, Carlos
2009-06-01
We study the family of Landau Hamiltonians compatible with a magnetic field on a Riemann surface S by means of Fourier-Mukai and Nahm transforms. Starting from the geometric formulation of adiabatic charge transport on Riemann surfaces, we prove that Hall conductivity is proportional to the intersection product on the first homology group of S and therefore it is quantized. Finally, by using the theory of determinant bundles developed by Bismut, Gillet and Soul, we compute the adiabatic curvature of the spectral bundles defined by the holomorphic Landau levels. We prove that it is given by the polarization of the jacobian variety of the Riemann surface, plus a term depending on the relative analytic torsion.
Quantum Hall effect on Riemann surfaces
International Nuclear Information System (INIS)
Tejero Prieto, Carlos
2009-01-01
We study the family of Landau Hamiltonians compatible with a magnetic field on a Riemann surface S by means of Fourier-Mukai and Nahm transforms. Starting from the geometric formulation of adiabatic charge transport on Riemann surfaces, we prove that Hall conductivity is proportional to the intersection product on the first homology group of S and therefore it is quantized. Finally, by using the theory of determinant bundles developed by Bismut, Gillet and Soul, we compute the adiabatic curvature of the spectral bundles defined by the holomorphic Landau levels. We prove that it is given by the polarization of the jacobian variety of the Riemann surface, plus a term depending on the relative analytic torsion.
International Nuclear Information System (INIS)
Charles, M.W.
1990-01-01
Recent biological data from man and pig on the non-stochastic effects following exposure with a range of β-emitters are combined with recent epidemiological analyses of skin cancer risks in man to form a basis for suggested improved protection criteria following whole- or partial-body skin exposures. Specific consideration is given to the choice of an organ weighting factor for evaluation of effective dose-equivalent. Since stochastic and non-stochastic end-points involve different cell types at different depths in the skin, the design of an ideal physical dosemeter may depend on the proportion of the body skin exposed and the radiation penetrating power. Possible choices of design parameters for skin dosemeters are discussed. Limitation of skin exposure from small radioactive sources ('hot particles') is addressed using animal data. (author)
Stochastic semi-classical description of sub-barrier fusion reactions
Directory of Open Access Journals (Sweden)
Ayik Sakir
2011-10-01
Full Text Available A semi-classical method that incorporates the quantum effects of the low-lying vibrational modes is applied to fusion reactions. The quantum effect is simulated by stochastic sampling of initial zero-point ﬂuctuations of the surface modes. In this model, dissipation of the relative energy into non-collective excitations of nuclei can be included straightforwardly. The inclusion of dissipation is shown to increase the agreement with the fusion cross section data of Ni isotopes.
Characterizing the effects of regolith surface roughness on photoemission from surfaces in space
Dove, A.; Horanyi, M.; Wang, X.
2017-12-01
Surfaces of airless bodies and spacecraft in space are exposed to a variety of charging environments. A balance of currents due to plasma bombardment, photoemission, electron and ion emission and collection, and secondary electron emission determines the surface's charge. Photoelectron emission is the dominant charging process on sunlit surfaces in the inner solar system due to the intense solar UV radiation. This can result in a net positive surface potential, with a cloud of photoelectrons immediately above the surface, called the photoelectron sheath. Conversely, the unlit side of the body will charge negatively due the collection of the fast-moving solar wind electrons. The interaction of charged dust grains with these positively and negatively charged surfaces, and within the photoelectron and plasma sheaths may explain the occurrence of dust lofting, levitation and transport above the lunar surface. The surface potential of exposed objects is also dependent on the material properties of their surfaces. Composition and particle size primarily affect the quantum efficiency of photoelectron generation; however, surface roughness can also control the charging process. In order to characterize these effects, we have conducted laboratory experiments to examine the role of surface roughness in generating photoelectrons in dedicated laboratory experiments using solid and dusty surfaces of the same composition (CeO2), and initial comparisons with JSC-1 lunar simulant. Using Langmuir probe measurements, we explore the measured potentials above insulating surfaces exposed to UV and an electric field, and we show that the photoemission current from a dusty surface is largely reduced due to its higher surface roughness, which causes a significant fraction of the emitted photoelectrons to be re-absorbed within the surface. We will discuss these results in context of similar situations on planetary surfaces.
Effects on energetic impact of atomic clusters with surfaces
International Nuclear Information System (INIS)
Popok, V.N.; Vuchkovich, S.; Abdela, A.; Campbell, E.E.B.
2007-01-01
A brief state-of-the-art review in the field of cluster ion interaction with surface is presented. Cluster beams are efficient tools for manipulating agglomerates of atoms providing control over the synthesis as well as modification of surfaces on the nm-scale. The application of cluster beams for technological purposes requires knowledge of the physics of cluster-surface impact. This has some significant differences compared to monomer ion - surface interactions. The main effects of cluster-surface collisions are discussed. Recent results obtained in experiments on silicon surface nanostructuring using keV-energy implantation of inert gas cluster ions are presented and compared with molecular dynamics simulations. (authors)
Stochastic Systems Uncertainty Quantification and Propagation
Grigoriu, Mircea
2012-01-01
Uncertainty is an inherent feature of both properties of physical systems and the inputs to these systems that needs to be quantified for cost effective and reliable designs. The states of these systems satisfy equations with random entries, referred to as stochastic equations, so that they are random functions of time and/or space. The solution of stochastic equations poses notable technical difficulties that are frequently circumvented by heuristic assumptions at the expense of accuracy and rigor. The main objective of Stochastic Systems is to promoting the development of accurate and efficient methods for solving stochastic equations and to foster interactions between engineers, scientists, and mathematicians. To achieve these objectives Stochastic Systems presents: · A clear and brief review of essential concepts on probability theory, random functions, stochastic calculus, Monte Carlo simulation, and functional analysis · Probabilistic models for random variables an...
International Nuclear Information System (INIS)
Wells, J.; Charles, M.W.
1979-06-01
Recent recommendations of the ICRP (1977) provide little guidance for the treatment of non-uniform skin exposures such as those which may occur as the result of contamination with radioactive particulates. This lack of guidance is due to a paucity of data regarding biological effects in this area. A rationale is presented for the study of the early (non-stochastic) effects of non-uniform skin irradiation. As a basis for the presentation of this rationale a framework is provided by a resume of basic biology of the skin and a review of previous experimental work in this field. Animal experiments, which are being carried out in collaboration with specialist university groups, are described both in terms of broad concept and experimental detail. The aim is to provide biological data which can provide guidance in radiological protection situations. (author)
Stochastic cooling in muon colliders
International Nuclear Information System (INIS)
Barletta, W.A.; Sessler, A.M.
1993-09-01
Analysis of muon production techniques for high energy colliders indicates the need for rapid and effective beam cooling in order that one achieve luminosities > 10 30 cm -2 s -1 as required for high energy physics experiments. This paper considers stochastic cooling to increase the phase space density of the muons in the collider. Even at muon energies greater than 100 GeV, the number of muons per bunch must be limited to ∼10 3 for the cooling rate to be less than the muon lifetime. With such a small number of muons per bunch, the final beam emittance implied by the luminosity requirement is well below the thermodynamic limit for beam electronics at practical temperatures. Rapid bunch stacking after the cooling process can raise the number of muons per bunch to a level consistent with both the luminosity goals and with practical temperatures for the stochastic cooling electronics. A major advantage of our stochastic cooling/stacking scheme over scenarios that employ only ionization cooling is that the power on the production target can be reduced below 1 MW
Stochastic inflation and nonlinear gravity
International Nuclear Information System (INIS)
Salopek, D.S.; Bond, J.R.
1991-01-01
We show how nonlinear effects of the metric and scalar fields may be included in stochastic inflation. Our formalism can be applied to non-Gaussian fluctuation models for galaxy formation. Fluctuations with wavelengths larger than the horizon length are governed by a network of Langevin equations for the physical fields. Stochastic noise terms arise from quantum fluctuations that are assumed to become classical at horizon crossing and that then contribute to the background. Using Hamilton-Jacobi methods, we solve the Arnowitt-Deser-Misner constraint equations which allows us to separate the growing modes from the decaying ones in the drift phase following each stochastic impulse. We argue that the most reasonable choice of time hypersurfaces for the Langevin system during inflation is T=ln(Ha), where H and a are the local values of the Hubble parameter and the scale factor, since T is the natural time for evolving the short-wavelength scalar field fluctuations in an inhomogeneous background
Surface effects in metallic iron nanoparticles
DEFF Research Database (Denmark)
Bødker, Franz; Mørup, Steen; Linderoth, Søren
1994-01-01
Nanoparticles of metallic iron on carbon supports have been studied in situ by use of Mossbauer spectroscopy. The magnetic anisotropy energy constant increases with decreasing particle size, presumably because of the influence of surface anisotropy. Chemisorption of oxygen results in formation...
Kapranov, Sergey V.; Kouzaev, Guennadi A.
2018-01-01
Variations of effective diffusion coefficient of polar molecules exposed to microwave electric fields in a surface potential are studied by solving coupled stochastic differential equations of motion with a deterministic component of the surface force. Being an essential tool for the simulation interpretation, a theoretical approach to effective diffusion in surface potential is first developed. The effective diffusion coefficient is represented as the product of the normal diffusion coefficient and potential-dependent correction function, whose temperature dependence is close to the Arrhenius form. The analytically found zero-diffusion condition defines the state of thermal equilibrium at the surface. The diffusion of a water-like dipole molecule in the potential of graphite surface is simulated in the field-free conditions and in the presence of the alternating electric fields of various magnitude intensities and frequencies. Temperature dependence of the correction function exhibits field-induced variations of the effective Lennard-Jones energy parameter. It demonstrates maximum departure from the zero-field value at certain frequencies and intensities, which is associated with variations in the rotational dynamics. A concept of the amplitude-frequency resonance put forward to interpret the simulation results is explained using a heuristic reasoning and is corroborated by semi-quantitative considerations in terms of the Dissado-Hill cluster theory of dielectric relaxation.
Effects of aluminium surface morphology and chemical modification on wettability
DEFF Research Database (Denmark)
Rahimi, Maral; Fojan, Peter; Gurevich, Leonid
2014-01-01
-life aluminium surfaces of different morphology: unpolished aluminium, polished aluminium, and aluminium foil, were subjected to surface modification procedures which involved the formation of a layer of hydrophilic hyperbranched polyethyleneglycol via in situ polymerization, molecular vapour deposition...... of a monolayer of fluorinated silane, and a combination of those. The effect of these surface modification techniques on roughness and wettability of the aluminium surfaces was elucidated by ellipsometry, contact angle measurements and atomic force microscopy. We demonstrated that by employing different types...
Computational stochastic model of ions implantation
Energy Technology Data Exchange (ETDEWEB)
Zmievskaya, Galina I., E-mail: zmi@gmail.ru; Bondareva, Anna L., E-mail: bal310775@yandex.ru [M.V. Keldysh Institute of Applied Mathematics RAS, 4,Miusskaya sq., 125047 Moscow (Russian Federation); Levchenko, Tatiana V., E-mail: tatlevchenko@mail.ru [VNII Geosystem Russian Federal Center, Varshavskoye roadway, 8, Moscow (Russian Federation); Maino, Giuseppe, E-mail: giuseppe.maino@enea.it [Scuola di Lettere e BeniCulturali, University di Bologna, sede di Ravenna, via Mariani 5, 48100 Ravenna (Italy)
2015-03-10
Implantation flux ions into crystal leads to phase transition /PT/ 1-st kind. Damaging lattice is associated with processes clustering vacancies and gaseous bubbles as well their brownian motion. System of stochastic differential equations /SDEs/ Ito for evolution stochastic dynamical variables corresponds to the superposition Wiener processes. The kinetic equations in partial derivatives /KE/, Kolmogorov-Feller and Einstein-Smolukhovskii, were formulated for nucleation into lattice of weakly soluble gases. According theory, coefficients of stochastic and kinetic equations uniquely related. Radiation stimulated phase transition are characterized by kinetic distribution functions /DFs/ of implanted clusters versus their sizes and depth of gas penetration into lattice. Macroscopic parameters of kinetics such as the porosity and stress calculated in thin layers metal/dielectric due to Xe{sup ++} irradiation are attracted as example. Predictions of porosity, important for validation accumulation stresses in surfaces, can be applied at restoring of objects the cultural heritage.
From complex to simple: interdisciplinary stochastic models
International Nuclear Information System (INIS)
Mazilu, D A; Zamora, G; Mazilu, I
2012-01-01
We present two simple, one-dimensional, stochastic models that lead to a qualitative understanding of very complex systems from biology, nanoscience and social sciences. The first model explains the complicated dynamics of microtubules, stochastic cellular highways. Using the theory of random walks in one dimension, we find analytical expressions for certain physical quantities, such as the time dependence of the length of the microtubules, and diffusion coefficients. The second one is a stochastic adsorption model with applications in surface deposition, epidemics and voter systems. We introduce the ‘empty interval method’ and show sample calculations for the time-dependent particle density. These models can serve as an introduction to the field of non-equilibrium statistical physics, and can also be used as a pedagogical tool to exemplify standard statistical physics concepts, such as random walks or the kinetic approach of the master equation. (paper)
Stochastic approach to equilibrium and nonequilibrium thermodynamics.
Tomé, Tânia; de Oliveira, Mário J
2015-04-01
We develop the stochastic approach to thermodynamics based on stochastic dynamics, which can be discrete (master equation) and continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of entropy itself and the second the definition of entropy production rate, which is non-negative and vanishes in thermodynamic equilibrium. Based on these assumptions, we study interacting systems with many degrees of freedom in equilibrium or out of thermodynamic equilibrium and how the macroscopic laws are derived from the stochastic dynamics. These studies include the quasiequilibrium processes; the convexity of the equilibrium surface; the monotonic time behavior of thermodynamic potentials, including entropy; the bilinear form of the entropy production rate; the Onsager coefficients and reciprocal relations; and the nonequilibrium steady states of chemical reactions.
Stochastic sawtooth reconnection in ASDEX Upgrade
International Nuclear Information System (INIS)
Igochine, V.; Dumbrajs, O.; Zohm, H.; Flaws, A.
2007-01-01
In this paper we investigate non-complete sawtooth reconnection in the ASDEX Upgrade tokamak. Such reconnection phenomena are associated with internal m/n = 1/1 kink mode which does not vanish after the crash phase (as would be the case for complete reconnection). It is shown that this sawtooth cannot be fully described by pure m/n = 1/1 mode and that higher harmonics play an important role during the sawtooth crash phase. We employ the Hamiltonian formalism and reconstructed perturbations to model incomplete sawtooth reconnection. It is demonstrated that stochastization appears due to the excitation of low-order resonances which are present in the corresponding q-profiles inside the q = 1 surface which reflects the key role of the q 0 value. Depending on this value two completely different situations are possible for one and the same mode perturbations: (i) the resonant surfaces are present in the q-profile leading to stochasticity and sawtooth crash (q 0 ∼ 0.7 ± 0.1); (ii) the resonant surfaces are not present, which means no stochasticity in the system and no crash event (q 0 ∼ 0.9 ± 0.05). Accordingly the central safety factor value is always less than unity in the case of a non-complete sawtooth reconnection. Our investigations show that the stochastic model agrees well with the experimental observations and can be proposed as a promising candidate for an explanation of the sawtooth reconnection
International Nuclear Information System (INIS)
Deviren, Bayram; Keskin, Mustafa
2012-01-01
The dynamical aspects of a cylindrical Ising nanotube in the presence of a time-varying magnetic field are investigated within the effective-field theory with correlations and Glauber-type stochastic approach. Temperature dependence of the dynamic magnetizations, dynamic total magnetization, hysteresis loop areas and correlations are investigated in order to characterize the nature of dynamic transitions as well as to obtain the dynamic phase transition temperatures and compensation behaviors. Some characteristic phenomena are found depending on the ratio of the physical parameters in the surface shell and core, i.e., five different types of compensation behaviors in the Néel classification nomenclature exist in the system. -- Highlights: ► Kinetic cylindrical Ising nanotube is investigated using the effective-field theory. ► The dynamic magnetizations, hysteresis loop areas and correlations are calculated. ► The effects of the exchange interactions have been studied in detail. ► Five different types of compensation behaviors have been found. ► Some characteristic phenomena are found depending on ratio of physical parameters.
Energy Technology Data Exchange (ETDEWEB)
Deviren, Bayram, E-mail: bayram.deviren@nevsehir.edu.tr [Department of Physics, Nevsehir University, 50300 Nevsehir (Turkey); Keskin, Mustafa [Department of Physics, Erciyes University, 38039 Kayseri (Turkey)
2012-02-20
The dynamical aspects of a cylindrical Ising nanotube in the presence of a time-varying magnetic field are investigated within the effective-field theory with correlations and Glauber-type stochastic approach. Temperature dependence of the dynamic magnetizations, dynamic total magnetization, hysteresis loop areas and correlations are investigated in order to characterize the nature of dynamic transitions as well as to obtain the dynamic phase transition temperatures and compensation behaviors. Some characteristic phenomena are found depending on the ratio of the physical parameters in the surface shell and core, i.e., five different types of compensation behaviors in the Néel classification nomenclature exist in the system. -- Highlights: ► Kinetic cylindrical Ising nanotube is investigated using the effective-field theory. ► The dynamic magnetizations, hysteresis loop areas and correlations are calculated. ► The effects of the exchange interactions have been studied in detail. ► Five different types of compensation behaviors have been found. ► Some characteristic phenomena are found depending on ratio of physical parameters.
Surface effects in black hole physics
International Nuclear Information System (INIS)
Damour, T.
1982-01-01
This contribution reviews briefly the various analogies which have been drawn between black holes and ordinary physical objects. It is shown how, by concentrating on the properties of the surface of a black hole, it is possible to set up a sequence of tight analogies allowing one to conclude that a black hole is, qualitatively and quantitatively, similar to a fluid bubble possessing a negative surface tension and endowed with finite values of the electrical conductivity and of the shear and bulk viscosities. These analogies are valid simultaneously at the levels of electromagnetic, mechanical and thermodynamical laws. Explicit applications of this framework are worked out (eddy currents, tidal drag). The thermostatic equilibrium of a black hole electrically interacting with its surroundings is discussed, as well as the validity of a minimum entropy production principle in black hole physics. (Auth.)
Surface effects in the Potts ferromagnet
International Nuclear Information System (INIS)
Tsallis, C.; Sarmento, E.F.
1984-01-01
Within a real space renormalisation group framework, the phase diagram of a semi-infinite cubic-lattice q-state Potts ferromagnet is studied, in which the free surface coupling constant J sub(S) = (1+Δ)J sub(B) might be different from the bulk one J sub(B). The starting value Δ sub(c) (q) is calculated above which surface order is possible even if bulk order is absent. Our results can be alternatively seen as approximate for the simple cubic lattice (as a matter of fact, the Ising value Δ sub(c) (2) obtained approaches the series result better than any other theory known consequently Δ sub(c) (q) is expected to be quite satisfactory even for q not= 2) or as exact for a well defined diamond-like hierarchical lattice. In the q →0 limit, Δ sub(c) diverges as 1/√q. (Author) [pt
Surface effects in quantum spin chains
International Nuclear Information System (INIS)
Parkinson, J B
2004-01-01
Chains of quantum spins with open ends and isotropic Heisenberg exchange are studied. By diagonalizing the Hamiltonian for chains of finite length N and obtaining all the energy eigenvalues, the magnetic susceptibility χ, the specific heat C v , and the partition function Z can be calculated exactly for these chains. The high-temperature series expansions of these are then evaluated. For χ and C v it is found that the terms in the series consist of three parts. One is the normal high-T series already known in great detail for the N → infinity ring(chain with periodic boundary conditions). The other two consist of a 'surface' term and a correction term of order (1/T) N . The surface term is found as a series up to and including (1/T) 8 for spin S = 1/2 and 1. Simple Pade approximant formulae are given to extend the range of validity below T = 1
Surface Effects in Segmented Silicon Sensors
Kopsalis, Ioannis
2017-01-01
Silicon detectors in Photon Science and Particle Physics require silicon sensors with very demanding specifications. New accelerators like the European X-ray Free Electron Laser (EuXFEL) and the High Luminosity upgrade of the Large Hadron Collider (HL-LHC), pose new challenges for silicon sensors, especially with respect to radiation hardness. High radiation doses and fluences damage the silicon crystal and the SiO2 layers at the surface, thus changing the sensor properties and limiting their...
Kim, Hee-Kyung; Kim, Sung-Hun; Lee, Jai-Bong; Ha, Seung-Ryong
2016-06-01
Surface polishing or glazing may increase the appearance of depth of monolithic zirconia restorations. The purpose of this in vitro study was to investigate the effects of surface treatments on the translucency, opalescence, and surface texture of dental monolithic zirconia ceramics. Forty-five monolithic zirconia specimens (16.3×16.4×2.0 mm) were divided into groups I to V, according to the number of colorings each received. Each group was then divided into 3 subgroups (n=3) according to the surface treatment: N=no treatment; P=polished; and G=glazed. CIElab color coordinates were obtained relative to D65 on a reflection spectrophotometer. The translucency parameter (TP) and opalescence parameter (OP) were calculated. One specimen per subgroups I and V was selected for evaluation of surface roughness (Ra) and was examined with scanning electron microscopy (SEM). Data were analyzed with 2-way ANOVA and pairwise comparisons (α=.05). Statistical powers were verified to evaluate results (α=.05). The interaction effects of surface treatments combined with the number of colorings were significant for TP, OP, and Ra (P.05), whereas glazing significantly decreased OP and Ra in most groups. SEM images demonstrated that surface treatments affected the surface texture of monolithic zirconia ceramics. Surface treatments combined with coloring strongly affect the surface texture of dental monolithic zirconia ceramics. Copyright © 2016 Editorial Council for the Journal of Prosthetic Dentistry. Published by Elsevier Inc. All rights reserved.
Effects of surface treatments on microstructure in stainless steel
International Nuclear Information System (INIS)
Mabuchi, Yasuhiro; Tamako, Hiroaki; Kaneda, Junya; Yamashita, Norimichi; Miyakawa, Masahiko
2009-01-01
It is revealed that Stress Corrosion Cracking (SCC) on the surface of the L-grade stainless steels in Nuclear Power Plants is caused by heavily cold work of the materials. The microstructure, hardness and residual stress on the surface of the material are factors for SCC initiation. There are surface treatment methods that is effective reduction on SCC such as Flap Wheel (FW) polishing, Clean N Strip (CNS) polishing, Water Jet Peening (WJP) and Shot Peening (SP). In this paper, the characteristics of the surface cold worked layer of the L-grade stainless steels conducted by above-mentioned surface treatments are analyzed, and effects of the surface treatments on the surface layer are discussed. (author)
Biomimicking micropatterned surfaces and their effect on marine biofouling.
Brzozowska, Agata M; Parra-Velandia, Fernando J; Quintana, Robert; Xiaoying, Zhu; Lee, Serina S C; Chin-Sing, Lim; Jańczewski, Dominik; Teo, Serena L-M; Vancso, Julius G
2014-08-05
When synthetic materials are submerged in marine environments, dissolved matter and marine organisms attach to their surfaces by a process known as marine fouling. This phenomenon may lead to diminished material performance with detrimental consequences. Bioinspired surface patterning and chemical surface modifications present promising approaches to the design of novel functional surfaces that can prevent biofouling phenomena. In this study, we report the synergistic effects of surface patterns, inspired by the marine decapod crab Myomenippe hardwickii in combination with chemical surface modifications toward suppressing marine fouling. M. hardwickii is known to maintain a relatively clean carapace although the species occurs in biofouling communities of tropical shallow subtidal coastal waters. Following the surface analysis of selected specimens, we designed hierarchical surface microtopographies that replicate the critical features observed on the crustacean surface. The micropatterned surfaces were modified with zwitterionic polymer brushes or with layer-by-layer deposited polyelectrolyte multilayers to enhance their antifouling and/or fouling-release potential. Chemically modified and unmodified micropatterned surfaces were subjected to extensive fouling tests, including laboratory assays against barnacle settlement and algae adhesion, and field static immersion tests. The results show a statistically significant reduction in settlement on the micropatterned surfaces as well as a synergistic effect when the microtopographies are combined with grafted polymer chains.
Effect of surface conditions on blast wave propagation
International Nuclear Information System (INIS)
Song, Seung Ho; Li, Yi Bao; Lee, Chang Hoon; Choi, Jung Il
2016-01-01
We performed numerical simulations of blast wave propagations on surfaces by solving axisymmetric two-dimensional Euler equations. Assuming the initial stage of fireball at the breakaway point after an explosion, we investigated the effect of surface conditions considering surface convex or concave elements and thermal conditions on blast wave propagations near the ground surface. Parametric studies were performed by varying the geometrical factors of the surface element as well as thermal layer characteristics. We found that the peak overpressure near the ground zero was increased due to the surface elements, while modulations of the blast wave propagations were limited within a region for the surface elements. Because of the thermal layer, the precursor was formed in the propagations, which led to the attenuation of the peak overpressure on the ground surface
Chow, Sy-Miin; Lu, Zhaohua; Sherwood, Andrew; Zhu, Hongtu
2016-03-01
The past decade has evidenced the increased prevalence of irregularly spaced longitudinal data in social sciences. Clearly lacking, however, are modeling tools that allow researchers to fit dynamic models to irregularly spaced data, particularly data that show nonlinearity and heterogeneity in dynamical structures. We consider the issue of fitting multivariate nonlinear differential equation models with random effects and unknown initial conditions to irregularly spaced data. A stochastic approximation expectation-maximization algorithm is proposed and its performance is evaluated using a benchmark nonlinear dynamical systems model, namely, the Van der Pol oscillator equations. The empirical utility of the proposed technique is illustrated using a set of 24-h ambulatory cardiovascular data from 168 men and women. Pertinent methodological challenges and unresolved issues are discussed.
Directory of Open Access Journals (Sweden)
Muhammad Ali Nasir
2016-12-01
Full Text Available This study derives an optimal macroeconomic policy combination for financial sector stability in the United Kingdom by employing a New Keynesian Dynamic Stochastic General Equilibrium (NK-DSGE framework. The empirical results obtained show that disciplined fiscal and accommodative monetary policies stance is optimal for financial sector stability. Furthermore, fiscal indiscipline countered by contractionary monetary stance adversely affects financial sector stability. Financial markets, e.g. stocks and Gilts show a short-term asymmetric response to macroeconomic policy interaction and to each other. The asymmetry is a reflection of portfolio adjustment. However in the long-run, the responses to suggested optimal policy combination had homogenous effects and there was evidence of co-movement in the stock and Gilt markets.
Surface effects in segmented silicon sensors
Energy Technology Data Exchange (ETDEWEB)
Kopsalis, Ioannis
2017-05-15
Silicon detectors in Photon Science and Particle Physics require silicon sensors with very demanding specifications. New accelerators like the European X-ray Free Electron Laser (EuXFEL) and the High Luminosity upgrade of the Large Hadron Collider (HL-LHC), pose new challenges for silicon sensors, especially with respect to radiation hardness. High radiation doses and fluences damage the silicon crystal and the SiO{sub 2} layers at the surface, thus changing the sensor properties and limiting their life time. Non-Ionizing Energy Loss (NIEL) of incident particles causes silicon crystal damage. Ionizing Energy Loss (IEL) of incident particles increases the densities of oxide charge and interface traps in the SiO{sub 2} and at the Si-SiO{sub 2} interface. In this thesis the surface radiation damage of the Si-SiO{sub 2} system on high-ohmic Si has been investigated using circular MOSFETs biased in accumulation and inversion at an electric field in the SiO{sub 2} of about 500 kV/cm. The MOSFETs have been irradiated by X-rays from an X-ray tube to a dose of about 17 kGy(SiO{sub 2}) in different irradiation steps. Before and after each irradiation step, the gate voltage has been cycled from inversion to accumulation conditions and back. From the dependence of the drain-source current on gate voltage the threshold voltage of the MOSFET and the hole and electron mobility at the Si-SiO{sub 2} interface were determined. In addition, from the measured drain-source current the change of the oxide charge density during irradiation has been determined. The interface trap density and the oxide charge has been determined separately using the subthreshold current technique based on the Brews charge sheet model which has been applied for first time on MOSFETs built on high-ohmic Si. The results show a significant field-direction dependence of the surface radiation parameters. The extracted parameters and the acquired knowledge can be used to improve simulations of the surface
Surface effects in segmented silicon sensors
International Nuclear Information System (INIS)
Kopsalis, Ioannis
2017-05-01
Silicon detectors in Photon Science and Particle Physics require silicon sensors with very demanding specifications. New accelerators like the European X-ray Free Electron Laser (EuXFEL) and the High Luminosity upgrade of the Large Hadron Collider (HL-LHC), pose new challenges for silicon sensors, especially with respect to radiation hardness. High radiation doses and fluences damage the silicon crystal and the SiO 2 layers at the surface, thus changing the sensor properties and limiting their life time. Non-Ionizing Energy Loss (NIEL) of incident particles causes silicon crystal damage. Ionizing Energy Loss (IEL) of incident particles increases the densities of oxide charge and interface traps in the SiO 2 and at the Si-SiO 2 interface. In this thesis the surface radiation damage of the Si-SiO 2 system on high-ohmic Si has been investigated using circular MOSFETs biased in accumulation and inversion at an electric field in the SiO 2 of about 500 kV/cm. The MOSFETs have been irradiated by X-rays from an X-ray tube to a dose of about 17 kGy(SiO 2 ) in different irradiation steps. Before and after each irradiation step, the gate voltage has been cycled from inversion to accumulation conditions and back. From the dependence of the drain-source current on gate voltage the threshold voltage of the MOSFET and the hole and electron mobility at the Si-SiO 2 interface were determined. In addition, from the measured drain-source current the change of the oxide charge density during irradiation has been determined. The interface trap density and the oxide charge has been determined separately using the subthreshold current technique based on the Brews charge sheet model which has been applied for first time on MOSFETs built on high-ohmic Si. The results show a significant field-direction dependence of the surface radiation parameters. The extracted parameters and the acquired knowledge can be used to improve simulations of the surface radiation damage of silicon sensors.
Stochastic resonance in bistable systems driven by harmonic noise
International Nuclear Information System (INIS)
Neiman, A.; Schimansky-Geier, L.
1994-01-01
We study stochastic resonance in a bistable system which is excited simultaneously by white and harmonic noise which we understand as the signal. In our case the spectral line of the signal has a finite width as it occurs in many real situations. Using techniques of cumulant analysis as well as computer simulations we find that the effect of stochastic resonance is preserved in the case of harmonic noise excitation. Moreover we show that the width of the spectral line of the signal at the output can be decreased via stochastic resonance. The last could be of importance in the practical using of the stochastic resonance
Renormalization in the stochastic quantization of field theories
International Nuclear Information System (INIS)
Brunelli, J.C.
1991-01-01
In the stochastic quantization scheme of Parisi and Wu the renormalization of the stochastic theory of some models in field theory is studied. Following the path integral approach for stochastic process the 1/N expansion of the non linear sigma model is performed and, using a Ward identity obtained, from a BRS symmetry of the effective action of this formulation. It is shown the renormalizability of the model. Using the Langevin approach for stochastic process the renormalizability of the massive Thirring model is studied showing perturbatively the vanishing of the renormalization group's beta functions at finite fictitious time. (author)
Stochastic approach to microphysics
Energy Technology Data Exchange (ETDEWEB)
Aron, J.C.
1987-01-01
The presently widespread idea of ''vacuum population'', together with the quantum concept of vacuum fluctuations leads to assume a random level below that of matter. This stochastic approach starts by a reminder of the author's previous work, first on the relation of diffusion laws with the foundations of microphysics, and then on hadron spectrum. Following the latter, a random quark model is advanced; it gives to quark pairs properties similar to those of a harmonic oscillator or an elastic string, imagined as an explanation to their asymptotic freedom and their confinement. The stochastic study of such interactions as electron-nucleon, jets in e/sup +/e/sup -/ collisions, or pp -> ..pi../sup 0/ + X, gives form factors closely consistent with experiment. The conclusion is an epistemological comment (complementarity between stochastic and quantum domains, E.P.R. paradox, etc...).
Stochastic dynamics and irreversibility
Tomé, Tânia
2015-01-01
This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models displaying phase transitions and critical phenomema both in thermodynamic equilibrium and out of equilibrium. These models include the linear Glauber model, the Glauber-Ising model, lattice models with absorbing states such as the contact process and those used in population dynamic and spreading of epidemic, probabilistic cellular automata, reaction-diffusion processes, random sequential adsorption and dynamic percolation. A stochastic approach to chemical reaction is also presented.The textbook is intended for students of ...
International Nuclear Information System (INIS)
Rumpf, H.
1987-01-01
We begin with a naive application of the Parisi-Wu scheme to linearized gravity. This will lead into trouble as one peculiarity of the full theory, the indefiniteness of the Euclidean action, shows up already at this level. After discussing some proposals to overcome this problem, Minkowski space stochastic quantization will be introduced. This will still not result in an acceptable quantum theory of linearized gravity, as the Feynman propagator turns out to be non-causal. This defect will be remedied only after a careful analysis of general covariance in stochastic quantization has been performed. The analysis requires the notion of a metric on the manifold of metrics, and a natural candidate for this is singled out. With this a consistent stochastic quantization of Einstein gravity becomes possible. It is even possible, at least perturbatively, to return to the Euclidean regime. 25 refs. (Author)
Separable quadratic stochastic operators
International Nuclear Information System (INIS)
Rozikov, U.A.; Nazir, S.
2009-04-01
We consider quadratic stochastic operators, which are separable as a product of two linear operators. Depending on properties of these linear operators we classify the set of the separable quadratic stochastic operators: first class of constant operators, second class of linear and third class of nonlinear (separable) quadratic stochastic operators. Since the properties of operators from the first and second classes are well known, we mainly study the properties of the operators of the third class. We describe some Lyapunov functions of the operators and apply them to study ω-limit sets of the trajectories generated by the operators. We also compare our results with known results of the theory of quadratic operators and give some open problems. (author)
Stochastic cooling at Fermilab
International Nuclear Information System (INIS)
Marriner, J.
1986-08-01
The topics discussed are the stochastic cooling systems in use at Fermilab and some of the techniques that have been employed to meet the particular requirements of the anti-proton source. Stochastic cooling at Fermilab became of paramount importance about 5 years ago when the anti-proton source group at Fermilab abandoned the electron cooling ring in favor of a high flux anti-proton source which relied solely on stochastic cooling to achieve the phase space densities necessary for colliding proton and anti-proton beams. The Fermilab systems have constituted a substantial advance in the techniques of cooling including: large pickup arrays operating at microwave frequencies, extensive use of cryogenic techniques to reduce thermal noise, super-conducting notch filters, and the development of tools for controlling and for accurately phasing the system
Numerical Investigation of Effect of Surface Roughness in a Microchannel
Energy Technology Data Exchange (ETDEWEB)
Shin, Myung Seob; Byun, Sung Jun; Yoon, Joon Yong [Hanyang University, Seoul (Korea, Republic of)
2010-05-15
In this paper, lattice Boltzmann method(LBM) results for a laminar flow in a microchannel with rough surface are presented. The surface roughness is modeled as an array of rectangular modules placed on the top and bottom surface of a parallel-plate channel. The effects of relative surface roughness, roughness distribution, and roughness size are presented in terms of the Poiseuille number. The roughness distribution characterized by the ratio of the roughness height to the spacing between the modules has a negligible effect on the flow and friction factors. Finally, a significant increase in the Poiseuille number is observed when the surface roughness is considered, and the effects of roughness on the microflow field mainly depend on the surface roughness.
Surface roughness effects on heat transfer in Couette flow
International Nuclear Information System (INIS)
Elia, G.G.
1981-01-01
A cell theory for viscous flow with rough surfaces is applied to two basic illustrative heat transfer problems which occur in Couette flow. Couette flow between one adiabatic surface and one isothermal surface exhibits roughness effects on the adiabatic wall temperature. Two types of rough cell adiabatic surfaces are studied: (1) perfectly insulating (the temperature gradient vanishes at the boundary of each cell); (2) average insulating (each cell may gain or lose heat but the total heat flow at the wall is zero). The results for the roughness on a surface in motion are postulated to occur because of fluid entrainment in the asperities on the moving surface. The symmetry of the roughness effects on thermal-viscous dissipation is discussed in detail. Explicit effects of the roughness on each surface, including combinations of roughness values, are presented to enable the case where the two surfaces may be from different materials to be studied. The fluid bulk temperature rise is also calculated for Couette flow with two ideal adiabatic surfaces. The effect of roughness on thermal-viscous dissipation concurs with the viscous hydrodynamic effect. The results are illustrated by an application to lubrication. (Auth.)
Solving stochastic inflation for arbitrary potentials
International Nuclear Information System (INIS)
Martin, Jerome; Musso, Marcello
2006-01-01
A perturbative method for solving the Langevin equation of inflationary cosmology in the presence of backreaction is presented. In the Gaussian approximation, the method permits an explicit calculation of the probability distribution of the inflaton field for an arbitrary potential, with or without the volume effects taken into account. The perturbative method is then applied to various concrete models, namely, large field, small field, hybrid, and running mass inflation. New results on the stochastic behavior of the inflaton field in those models are obtained. In particular, it is confirmed that the stochastic effects can be important in new inflation while it is demonstrated they are negligible in (vacuum dominated) hybrid inflation. The case of stochastic running mass inflation is discussed in some details and it is argued that quantum effects blur the distinction between the four classical versions of this model. It is also shown that the self-reproducing regime is likely to be important in this case
Stochastic Feedforward Control Technique
Halyo, Nesim
1990-01-01
Class of commanded trajectories modeled as stochastic process. Advanced Transport Operating Systems (ATOPS) research and development program conducted by NASA Langley Research Center aimed at developing capabilities for increases in capacities of airports, safe and accurate flight in adverse weather conditions including shear, winds, avoidance of wake vortexes, and reduced consumption of fuel. Advances in techniques for design of modern controls and increased capabilities of digital flight computers coupled with accurate guidance information from Microwave Landing System (MLS). Stochastic feedforward control technique developed within context of ATOPS program.
Markov stochasticity coordinates
International Nuclear Information System (INIS)
Eliazar, Iddo
2017-01-01
Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.
DEFF Research Database (Denmark)
Simonsen, Maria
This thesis treats stochastic systems with switching dynamics. Models with these characteristics are studied from several perspectives. Initially in a simple framework given in the form of stochastic differential equations and, later, in an extended form which fits into the framework of sliding...... mode control. It is investigated how to understand and interpret solutions to models of switched systems, which are exposed to discontinuous dynamics and uncertainties (primarily) in the form of white noise. The goal is to gain knowledge about the performance of the system by interpreting the solution...
Stochastic dynamics and control
Sun, Jian-Qiao; Zaslavsky, George
2006-01-01
This book is a result of many years of author's research and teaching on random vibration and control. It was used as lecture notes for a graduate course. It provides a systematic review of theory of probability, stochastic processes, and stochastic calculus. The feedback control is also reviewed in the book. Random vibration analyses of SDOF, MDOF and continuous structural systems are presented in a pedagogical order. The application of the random vibration theory to reliability and fatigue analysis is also discussed. Recent research results on fatigue analysis of non-Gaussian stress proc
CSIR Research Space (South Africa)
Roux, FS
2013-09-01
Full Text Available Roux Presented at the International Conference on Correlation Optics 2013 Chernivtsi, Ukraine 18-20 September 2013 CSIR National Laser Centre, Pretoria, South Africa – p. 1/24 Contents ⊲ Defining Stochastic Singular Optics (SSO) ⊲ Tools of Stochastic... of vortices: topological charge ±1 (higher order are unstable). Positive and negative vortex densities np(x, y, z) and nn(x, y, z) ⊲ Vortex density: V = np + nn ⊲ Topological charge density: T = np − nn – p. 4/24 Subfields of SSO ⊲ Homogeneous, normally...
Foundations of stochastic analysis
Rao, M M; Lukacs, E
1981-01-01
Foundations of Stochastic Analysis deals with the foundations of the theory of Kolmogorov and Bochner and its impact on the growth of stochastic analysis. Topics covered range from conditional expectations and probabilities to projective and direct limits, as well as martingales and likelihood ratios. Abstract martingales and their applications are also discussed. Comprised of five chapters, this volume begins with an overview of the basic Kolmogorov-Bochner theorem, followed by a discussion on conditional expectations and probabilities containing several characterizations of operators and mea
Markov stochasticity coordinates
Energy Technology Data Exchange (ETDEWEB)
Eliazar, Iddo, E-mail: iddo.eliazar@intel.com
2017-01-15
Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.
Magnetic X-points, edge localized modes, and stochasticity
International Nuclear Information System (INIS)
Sugiyama, L. E.; Strauss, H. R.
2010-01-01
Edge localized modes (ELMs) near the boundary of a high temperature, magnetically confined toroidal plasma represent a new type of nonlinear magnetohydrodynamic (MHD) plasma instability that grows through a coherent plasma interaction with part of a chaotic magnetic field. Under perturbation, the freely moving magnetic boundary surface with an X-point splits into two different limiting asymptotic surfaces (manifolds), similar to the behavior of a hyperbolic saddle point in Hamiltonian dynamics. Numerical simulation using the extended MHD code M3D shows that field-aligned plasma instabilities, such as ballooning modes, can couple to the ''unstable'' manifold that forms helical, field-following lobes around the original surface. Large type I ELMs proceed in stages. Initially, a rapidly growing ballooning outburst involves the entire outboard side. Large plasma fingers grow well off the midplane, while low density regions penetrate deeply into the plasma. The magnetic field becomes superficially stochastic. A secondary inboard edge instability causes inboard plasma loss. The plasma gradually relaxes back toward axisymmetry, with diminishing cycles of edge instability. Poloidal rotation of the interior and edge plasma may be driven. The magnetic tangle constrains the early nonlinear ballooning, but may encourage the later inward penetration. Equilibrium toroidal rotation and two-fluid diamagnetic drifts have relatively small effects on a strong MHD instability. Intrinsic magnetic stochasticity may help explain the wide range of experimentally observed ELMs and ELM-free behavior in fusion plasmas, as well as properties of the H-mode and plasma edge.
Stochastic models, estimation, and control
Maybeck, Peter S
1982-01-01
This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal stochastic control laws.
Electronic structure at metal-smiconductor surfaces and interfaces: effects of disorder
International Nuclear Information System (INIS)
Rodrigues, D.E.
1988-01-01
The main concern of this work is the study of the electronic structure at metal and semiconductor surfaces or interfaces, with special emphasis in the effects of disorder and local microstructure upon them. Various factors which determine this structure are presented and those of central importance are identified. A model that allows the efficient and exact calculation of the local density of states at disordered interfaces is described. This model is based on a tight-binding hamiltonian that has enough flexibility so as to allow an adequate description of real solids. The disorder is taken into account by including stochastic perturbations in the diagonal elements of the hamiltonian in a site orbital basis. These perturbations are taken at each layer from a lorentzian probability distribution. An exact expression for the calculation of the local density of states is derived and applied to a model surface built up from a type orbitals arranged in a simple cubic lattice. The effects of disorder on the local densities of states and on the existence of surface Tamm states are studied. The properties of the electronic states with this kind of model of disorder are considered. The self-consistent calculation of the electronic structure of the Si(111) - (1x1) surface is presented. The effects of disorder on the electronic properties such as the work function or the position of surface states within the gap are evaluated. The surface of the metallic compound NiSi 2 is also treated. The first self-consistent calculation of the electronic structure of its (111) surface is presented. The electronic structure of the Si/NiSi 2 (111) interfaces is calculated for the two types of junctions that can be grown experimentally. The origin of the difference between the Schottky barrier heights at both interfaces is discussed. The results are compared with available experimental data. The implications of this calculation on existing theories about the microscopic mechanism that causes
Radiation effects on lead silicate glass surfaces
International Nuclear Information System (INIS)
Wang, P.W.; Zhang, L.P.; Borgen, N.; Pannell, K.
1996-01-01
Radiation-induced changes in the microstructure of lead silicate glass were investigated in situ under Mg K α irradiation in an ultra-high vacuum (UHV) environment by X-ray photoelectron spectroscopy (XPS). Lead-oxygen bond breaking resulting in the formation of pure lead was observed. The segregation, growth kinetics and the structural relaxation of the lead, with corresponding changes in the oxygen and silicon on the glass surfaces were studied by measuring the time-dependent changes in concentration, binding energy shifts, and the full width at half maximum. A bimodal distribution of the oxygen XPS signal, caused by bridging and non-bridging oxygens, was found during the relaxation process. All experimental data indicate a reduction of the oxygen concentration, a phase separation of the lead from the glass matrix, and the metallization of the lead occurred during and after the X-ray irradiation. (author)
Stochastic quantisation: theme and variation
International Nuclear Information System (INIS)
Klauder, J.R.; Kyoto Univ.
1987-01-01
The paper on stochastic quantisation is a contribution to the book commemorating the sixtieth birthday of E.S. Fradkin. Stochastic quantisation reformulates Euclidean quantum field theory in the language of Langevin equations. The generalised free field is discussed from the viewpoint of stochastic quantisation. An artificial family of highly singular model theories wherein the space-time derivatives are dropped altogether is also examined. Finally a modified form of stochastic quantisation is considered. (U.K.)
Biswas, Rajib; Bagchi, Biman
2018-01-01
In nature, water is often found in contact with surfaces that are extended on the scale of molecule size but small on a macroscopic scale. Examples include lipid bilayers and reverse micelles as well as biomolecules like proteins, DNA and zeolites, to name a few. While the presence of surfaces and interfaces interrupts the continuous hydrogen bond network of liquid water, confinement on a mesoscopic scale introduces new features. Even when extended on a molecular scale, natural and biological surfaces often have features (like charge, hydrophobicity) that vary on the scale of the molecular diameter of water. As a result, many new and exotic features, which are not seen in the bulk, appear in the dynamics of water close to the surface. These different behaviors bear the signature of both water-surface interactions and of confinement. In other words, the altered properties are the result of the synergistic effects of surface-water interactions and confinement. Ultrafast spectroscopy, theoretical modeling and computer simulations together form powerful synergistic approaches towards an understanding of the properties of confined water in such systems as nanocavities, reverse micelles (RMs), water inside and outside biomolecules like proteins and DNA, and also between two hydrophobic walls. We shall review the experimental results and place them in the context of theory and simulations. For water confined within RMs, we discuss the possible interference effects propagating from opposite surfaces. Similar interference is found to give rise to an effective attractive force between two hydrophobic surfaces immersed and kept fixed at a separation of d, with the force showing an exponential dependence on this distance. For protein and DNA hydration, we shall examine a multitude of timescales that arise from frustration effects due to the inherent heterogeneity of these surfaces. We pay particular attention to the role of orientational correlations and modification of the
Directory of Open Access Journals (Sweden)
Morillon B.
2013-03-01
Full Text Available JEFF-3.1.1 is the reference nuclear data library in CEA for the design calculations of the next nuclear power plants. The validation of the new neutronics code systems is based on this library and changes in nuclear data should be looked at closely. Some new actinides evaluation files at high energies have been proposed by CEA/Bruyères-le-Chatel in 2009 and have been integrated in JEFF3.2T1 test release. For the new release JEFF-3.2, CEA will build new evaluation files for the actinides, which should be a combination of the new evaluated data coming from BRC-2009 in the high energy range and improvements or new evaluations in the resolved and unresolved resonance range from CEA-Cadarache. To prepare the building of these new files, benchmarking the BRC-2009 library in comparison with the JEFF-3.1.1 library was very important. The crucial points to evaluate were the improvements in the continuum range and the discrepancies in the resonance range. The present work presents for a selected set of benchmarks the discrepancies in the effective multiplication factor obtained while using the JEFF-3.1.1 or JEFF-3.2T1 library with the deterministic code package ERANOS/PARIS and the stochastic code TRIPOLI-4. They have both been used to calculate cross section perturbations or other nuclear data perturbations when possible. This has permittted to identify the origin of the discrepancies in reactivity calculations. In addition, this work also shows the importance of cross section processing validation. Actually, some fast neutron spectrum calculations have led to opposite tendancies between the deterministic code package and the stochastic code. Some particular nuclear data (MT=5 in ENDF terminology seem to be incompatible with the current MERGE or GECCO processing codes.
Stochastic resonance in models of neuronal ensembles
International Nuclear Information System (INIS)
Chialvo, D.R.; Longtin, A.; Mueller-Gerkin, J.
1997-01-01
Two recently suggested mechanisms for the neuronal encoding of sensory information involving the effect of stochastic resonance with aperiodic time-varying inputs are considered. It is shown, using theoretical arguments and numerical simulations, that the nonmonotonic behavior with increasing noise of the correlation measures used for the so-called aperiodic stochastic resonance (ASR) scenario does not rely on the cooperative effect typical of stochastic resonance in bistable and excitable systems. Rather, ASR with slowly varying signals is more properly interpreted as linearization by noise. Consequently, the broadening of the open-quotes resonance curveclose quotes in the multineuron stochastic resonance without tuning scenario can also be explained by this linearization. Computation of the input-output correlation as a function of both signal frequency and noise for the model system further reveals conditions where noise-induced firing with aperiodic inputs will benefit from stochastic resonance rather than linearization by noise. Thus, our study clarifies the tuning requirements for the optimal transduction of subthreshold aperiodic signals. It also shows that a single deterministic neuron can perform as well as a network when biased into a suprathreshold regime. Finally, we show that the inclusion of a refractory period in the spike-detection scheme produces a better correlation between instantaneous firing rate and input signal. copyright 1997 The American Physical Society
Stochastic resonance: noise-enhanced order
International Nuclear Information System (INIS)
Anishchenko, Vadim S; Neiman, Arkady B; Moss, F; Shimansky-Geier, L
1999-01-01
Stochastic resonance (SR) provides a glaring example of a noise-induced transition in a nonlinear system driven by an information signal and noise simultaneously. In the regime of SR some characteristics of the information signal (amplification factor, signal-to-noise ratio, the degrees of coherence and of order, etc.) at the output of the system are significantly improved at a certain optimal noise level. SR is realized only in nonlinear systems for which a noise-intensity-controlled characteristic time becomes available. In the present review the physical mechanism and methods of theoretical description of SR are briefly discussed. SR features determined by the structure of the information signal, noise statistics and properties of particular systems with SR are studied. A nontrivial phenomenon of stochastic synchronization defined as locking of the instantaneous phase and switching frequency of a bistable system by external periodic force is analyzed in detail. Stochastic synchronization is explored in single and coupled bistable oscillators, including ensembles. The effects of SR and stochastic synchronization of ensembles of stochastic resonators are studied both with and without coupling between the elements. SR is considered in dynamical and nondynamical (threshold) systems. The SR effect is analyzed from the viewpoint of information and entropy characteristics of the signal, which determine the degree of order or self-organization in the system. Applications of the SR concept to explaining the results of a series of biological experiments are discussed. (reviews of topical problems)
Stochastic resonance: noise-enhanced order
Energy Technology Data Exchange (ETDEWEB)
Anishchenko, Vadim S; Neiman, Arkady B [N.G. Chernyshevskii Saratov State University, Saratov (Russian Federation); Moss, F [Department of Physics and Astronomy, University of Missouri at St. Louis (United States); Shimansky-Geier, L [Humboldt University at Berlin (Germany)
1999-01-31
Stochastic resonance (SR) provides a glaring example of a noise-induced transition in a nonlinear system driven by an information signal and noise simultaneously. In the regime of SR some characteristics of the information signal (amplification factor, signal-to-noise ratio, the degrees of coherence and of order, etc.) at the output of the system are significantly improved at a certain optimal noise level. SR is realized only in nonlinear systems for which a noise-intensity-controlled characteristic time becomes available. In the present review the physical mechanism and methods of theoretical description of SR are briefly discussed. SR features determined by the structure of the information signal, noise statistics and properties of particular systems with SR are studied. A nontrivial phenomenon of stochastic synchronization defined as locking of the instantaneous phase and switching frequency of a bistable system by external periodic force is analyzed in detail. Stochastic synchronization is explored in single and coupled bistable oscillators, including ensembles. The effects of SR and stochastic synchronization of ensembles of stochastic resonators are studied both with and without coupling between the elements. SR is considered in dynamical and nondynamical (threshold) systems. The SR effect is analyzed from the viewpoint of information and entropy characteristics of the signal, which determine the degree of order or self-organization in the system. Applications of the SR concept to explaining the results of a series of biological experiments are discussed. (reviews of topical problems)
Stochastic quantization of Proca field
International Nuclear Information System (INIS)
Lim, S.C.
1981-03-01
We discuss the complications that arise in the application of Nelson's stochastic quantization scheme to classical Proca field. One consistent way to obtain spin-one massive stochastic field is given. It is found that the result of Guerra et al on the connection between ground state stochastic field and the corresponding Euclidean-Markov field extends to the spin-one case. (author)
Stochastic Estimation via Polynomial Chaos
2015-10-01
AFRL-RW-EG-TR-2015-108 Stochastic Estimation via Polynomial Chaos Douglas V. Nance Air Force Research...COVERED (From - To) 20-04-2015 – 07-08-2015 4. TITLE AND SUBTITLE 5a. CONTRACT NUMBER Stochastic Estimation via Polynomial Chaos ...This expository report discusses fundamental aspects of the polynomial chaos method for representing the properties of second order stochastic
Bonding of radioactive contamination. IV. Effect of surface finish
International Nuclear Information System (INIS)
Rankin, W.N.
1983-01-01
The mechanisms by which radioactive contamination would be bonded to a DWPF canister are being investigated. Previous investigations in this series have examined the effects of temperature, oxidation before contamination, and atmosphere composition control on the bonding of contamination. This memorandum describes the results of tests to determine the effect of special surface finishes on the bonding of contamination to waste glass canisters. Surface pretreatments which produce smoother canister surfaces actually cause radioactive contamination to be more tightly bonded to the metal surface than on an untreated surface. Based on the results of these tests it is recommended that the canister surface finish be specified as having a bright cold rolled mill finish equivalent to ASTM No. 2B. 7 references, 3 figures, 3 tables
Stochastic chaos in a Duffing oscillator and its control
International Nuclear Information System (INIS)
Wu Cunli; Lei Youming; Fang Tong
2006-01-01
Stochastic chaos discussed here means a kind of chaotic responses in a Duffing oscillator with bounded random parameters under harmonic excitations. A system with random parameters is usually called a stochastic system. The modifier 'stochastic' here implies dependent on some random parameter. As the system itself is stochastic, so is the response, even under harmonic excitations alone. In this paper stochastic chaos and its control are verified by the top Lyapunov exponent of the system. A non-feedback control strategy is adopted here by adding an adjustable noisy phase to the harmonic excitation, so that the control can be realized by adjusting the noise level. It is found that by this control strategy stochastic chaos can be tamed down to the small neighborhood of a periodic trajectory or an equilibrium state. In the analysis the stochastic Duffing oscillator is first transformed into an equivalent deterministic nonlinear system by the Gegenbauer polynomial approximation, so that the problem of controlling stochastic chaos can be reduced into the problem of controlling deterministic chaos in the equivalent system. Then the top Lyapunov exponent of the equivalent system is obtained by Wolf's method to examine the chaotic behavior of the response. Numerical simulations show that the random phase control strategy is an effective way to control stochastic chaos
Energy Technology Data Exchange (ETDEWEB)
Tollestrup, A.V.; Dugan, G
1983-12-01
Major headings in this review include: proton sources; antiproton production; antiproton sources and Liouville, the role of the Debuncher; transverse stochastic cooling, time domain; the accumulator; frequency domain; pickups and kickers; Fokker-Planck equation; calculation of constants in the Fokker-Planck equation; and beam feedback. (GHT)
Schrager, D.F.
2006-01-01
We propose a new model for stochastic mortality. The model is based on the literature on affine term structure models. It satisfies three important requirements for application in practice: analytical tractibility, clear interpretation of the factors and compatibility with financial option pricing
Composite stochastic processes
Kampen, N.G. van
Certain problems in physics and chemistry lead to the definition of a class of stochastic processes. Although they are not Markovian they can be treated explicitly to some extent. In particular, the probability distribution for large times can be found. It is shown to obey a master equation. This
Entropy Production in Stochastics
Directory of Open Access Journals (Sweden)
Demetris Koutsoyiannis
2017-10-01
Full Text Available While the modern definition of entropy is genuinely probabilistic, in entropy production the classical thermodynamic definition, as in heat transfer, is typically used. Here we explore the concept of entropy production within stochastics and, particularly, two forms of entropy production in logarithmic time, unconditionally (EPLT or conditionally on the past and present having been observed (CEPLT. We study the theoretical properties of both forms, in general and in application to a broad set of stochastic processes. A main question investigated, related to model identification and fitting from data, is how to estimate the entropy production from a time series. It turns out that there is a link of the EPLT with the climacogram, and of the CEPLT with two additional tools introduced here, namely the differenced climacogram and the climacospectrum. In particular, EPLT and CEPLT are related to slopes of log-log plots of these tools, with the asymptotic slopes at the tails being most important as they justify the emergence of scaling laws of second-order characteristics of stochastic processes. As a real-world application, we use an extraordinary long time series of turbulent velocity and show how a parsimonious stochastic model can be identified and fitted using the tools developed.
Stochastic modelling of turbulence
DEFF Research Database (Denmark)
Sørensen, Emil Hedevang Lohse
previously been shown to be closely connected to the energy dissipation. The incorporation of the small scale dynamics into the spatial model opens the door to a fully fledged stochastic model of turbulence. Concerning the interaction of wind and wind turbine, a new method is proposed to extract wind turbine...
Research in Stochastic Processes.
1982-10-31
Office of Scientific Research Grant AFOSR F49620 82 C 0009 Period: 1 Noveber 1981 through 31 October 1982 Title: Research in Stochastic Processes Co...STA4ATIS CAMBANIS The work briefly described here was developed in connection with problems arising from and related to the statistical comunication
Stochastic Control - External Models
DEFF Research Database (Denmark)
Poulsen, Niels Kjølstad
2005-01-01
This note is devoted to control of stochastic systems described in discrete time. We are concerned with external descriptions or transfer function model, where we have a dynamic model for the input output relation only (i.e.. no direct internal information). The methods are based on LTI systems...
Stochastic nonlinear beam equations
Czech Academy of Sciences Publication Activity Database
Brzezniak, Z.; Maslowski, Bohdan; Seidler, Jan
2005-01-01
Roč. 132, č. 1 (2005), s. 119-149 ISSN 0178-8051 R&D Projects: GA ČR(CZ) GA201/01/1197 Institutional research plan: CEZ:AV0Z10190503 Keywords : stochastic beam equation * stability Subject RIV: BA - General Mathematics Impact factor: 0.896, year: 2005
Antibacterial effect of silver nanofilm modified stainless steel surface
Fang, F.; Kennedy, J.; Dhillon, M.; Flint, S.
2015-03-01
Bacteria can attach to stainless steel surfaces, resulting in the colonization of the surface known as biofilms. The release of bacteria from biofilms can cause contamination of food such as dairy products in manufacturing plants. This study aimed to modify stainless steel surfaces with silver nanofilms and to examine the antibacterial effectiveness of the modified surface. Ion implantation was applied to produce silver nanofilms on stainless steel surfaces. 35 keV Ag ions were implanted with various fluences of 1 × 1015 to 1 × 1017 ions•cm-2 at room temperature. Representative atomic force microscopy characterizations of the modified stainless steel are presented. Rutherford backscattering spectrometry spectra revealed the implanted atoms were located in the near-surface region. Both unmodified and modified stainless steel coupons were then exposed to two types of bacteria, Pseudomonas fluorescens and Streptococcus thermophilus, to determine the effect of the surface modification on bacterial attachment and biofilm development. The silver modified coupon surface fluoresced red over most of the surface area implying that most bacteria on coupon surface were dead. This study indicates that the silver nanofilm fabricated by the ion implantation method is a promising way of reducing the attachment of bacteria and delay biofilm formation.
An Exploration Algorithm for Stochastic Simulators Driven by Energy Gradients
Directory of Open Access Journals (Sweden)
Anastasia S. Georgiou
2017-06-01
Full Text Available In recent work, we have illustrated the construction of an exploration geometry on free energy surfaces: the adaptive computer-assisted discovery of an approximate low-dimensional manifold on which the effective dynamics of the system evolves. Constructing such an exploration geometry involves geometry-biased sampling (through both appropriately-initialized unbiased molecular dynamics and through restraining potentials and, machine learning techniques to organize the intrinsic geometry of the data resulting from the sampling (in particular, diffusion maps, possibly enhanced through the appropriate Mahalanobis-type metric. In this contribution, we detail a method for exploring the conformational space of a stochastic gradient system whose effective free energy surface depends on a smaller number of degrees of freedom than the dimension of the phase space. Our approach comprises two steps. First, we study the local geometry of the free energy landscape using diffusion maps on samples computed through stochastic dynamics. This allows us to automatically identify the relevant coarse variables. Next, we use the information garnered in the previous step to construct a new set of initial conditions for subsequent trajectories. These initial conditions are computed so as to explore the accessible conformational space more efficiently than by continuing the previous, unbiased simulations. We showcase this method on a representative test system.
Optimising Shovel-Truck Fuel Consumption using Stochastic ...
African Journals Online (AJOL)
Optimising the fuel consumption and truck waiting time can result in significant fuel savings. The paper demonstrates that stochastic simulation is an effective tool for optimising the utilisation of fossil-based fuels in mining and related industries. Keywords: Stochastic, Simulation Modelling, Mining, Optimisation, Shovel-Truck ...
Mean square exponential stability of stochastic delayed Hopfield neural networks
International Nuclear Information System (INIS)
Wan Li; Sun Jianhua
2005-01-01
Stochastic effects to the stability property of Hopfield neural networks (HNN) with discrete and continuously distributed delay are considered. By using the method of variation parameter, inequality technique and stochastic analysis, the sufficient conditions to guarantee the mean square exponential stability of an equilibrium solution are given. Two examples are also given to demonstrate our results
A stochastic modeling of recurrent measles epidemic | Kassem ...
African Journals Online (AJOL)
A simple stochastic mathematical model is developed and investigated for the dynamics of measles epidemic. The model, which is a multi-dimensional diffusion process, includes susceptible individuals, latent (exposed), infected and removed individuals. Stochastic effects are assumed to arise in the process of infection of ...
Strain gradient effects in surface roughening
DEFF Research Database (Denmark)
Borg, Ulrik; Fleck, N.A.
2007-01-01
evidence for strain gradient effects. Numerical analyses of a bicrystal undergoing in-plane tensile deformation are also studied using a strain gradient crystal plasticity theory and also by using a strain gradient plasticity theory for an isotropic solid. Both theories include an internal material length...
Nonlinear free vibration of piezoelectric nanobeams incorporating surface effects
International Nuclear Information System (INIS)
Hosseini-Hashemi, Shahrokh; Nahas, Iman; Fakher, Mahmood; Nazemnezhad, Reza
2014-01-01
In this study, the nonlinear free vibration of piezoelectric nanobeams incorporating surface effects (surface elasticity, surface tension, and surface density) is studied. The governing equation of the piezoelectric nanobeam is derived within the framework of Euler–Bernoulli beam theory with the von Kármán geometric nonlinearity. In order to satisfy the balance conditions between the nanobeam bulk and its surfaces, the component of the bulk stress, σ zz , is assumed to vary linearly through the nanobeam thickness. An exact solution is obtained for the natural frequencies of a simply supported piezoelectric nanobeam in terms of the Jacobi elliptic functions using the free vibration mode shape of the corresponding linear problem. Then, the influences of the surface effects and the piezoelectric field on the nonlinear free vibration of nanobeams made of aluminum and silicon with positive and negative surface elasticity, respectively, have been studied for various properties of the piezoelectric field, various nanobeam sizes and amplitude ratios. It is observed that if the Young’s modulus of a nanobeam is lower, the effect of the piezoelectric field on the frequency ratios (FRs) of the nanobeam will be greater. In addition, it is seen that by increasing the nanobeam length so that the nanobeam cross section is set to be constant, the surface effects and the piezoelectric field with negative voltage values increases the FRs, whereas it is the other way around when the nanobeam cross section is assumed to be dependent on the length of the nanobeam. (paper)
Effect of impurities in description of surface nanobubbles
Das, S.; Snoeijer, Jacobus Hendrikus; Lohse, Detlef
2010-01-01
Surface nanobubbles emerging at solid-liquid interfaces of submerged hydrophobic surfaces show extreme stability and very small (gas-side) contact angles. In a recent paper Ducker [ W. A. Ducker Langmuir 25 8907 (2009)]. conjectured that these effects may arise from the presence of impurities at the
Surface roughness and morphologic changes of zirconia: Effect of ...
African Journals Online (AJOL)
4-6 W/20 Hz presented significantly effect in surface roughness changes of zirconia than other surface treatments. Key words:Erbium, chromium: Yttrium, scandium, gallium, garnet laser, scanning electron .... ZrO2, (f) After sintering ZrO2 in letter “e”, (g) 2 W laser irridiation pre-sintered ZrO2, (h) After ..... Acta Odontol Scand.
Surface effects on the mechanical properties of nanoporous materials
International Nuclear Information System (INIS)
Lu Zixing; Zhang Cungang; Liu Qiang; Yang Zhenyu
2011-01-01
In this paper, surface effects on the mechanical behaviour of nanoporous materials are investigated using the theory of surface elasticity and Timoshenko beam theory based on the tetrakaidecahedron (or Kelvin) open-cell foam model. Meanwhile, the influence of surface elasticity and residual surface stress on the mechanical properties of nanoporous materials is discussed. In addition, the results derived from the theory of Euler-Bernoulli beam model are also provided for comparison. Theoretical results show that the effective Young's modulus of the nanoporous materials increases as the diameter of the strut decreases, but in contrast Poisson's ratio and the brittle collapse strength decrease with the diameter of the strut. The contribution of shear deformation to surface effects on elastic properties is more significant, while the surface effects on brittle collapse strength are not sensitive to shear deformation, and it can even be neglected. As the strut size increases, the present results can be reduced to the cases without considering surface effects, which verifies the efficiency of the present model to a certain extent.
Stochastic models for tumoral growth
Escudero, Carlos
2006-02-01
Strong experimental evidence has indicated that tumor growth belongs to the molecular beam epitaxy universality class. This type of growth is characterized by the constraint of cell proliferation to the tumor border and the surface diffusion of cells at the growing edge. Tumor growth is thus conceived as a competition for space between the tumor and the host, and cell diffusion at the tumor border is an optimal strategy adopted for minimizing the pressure and helping tumor development. Two stochastic partial differential equations are reported in this paper in order to correctly model the physical properties of tumoral growth in (1+1) and (2+1) dimensions. The advantage of these models is that they reproduce the correct geometry of the tumor and are defined in terms of polar variables. An analysis of these models allows us to quantitatively estimate the response of the tumor to an unfavorable perturbation during growth.
Lee, Myoungjin; Kim, Heejin; Seo, Jiae; Kang, Minji; Kang, Sunah; Jang, Joomyung; Lee, Yan; Seo, Ji-Hun
2018-01-01
In this study, we conducted surface zwitterionization of hydroxyapatite (HA) surfaces by immersing them in the zwitterionic polymer solutions to provide anti-bacterial properties to the HA surface. Three different monomers containing various zwitterionic groups, i.e., phosphorylcholine (PC), sulfobetaine (SB), and carboxybetaine (CB), were copolymerized with the methacrylic monomer containing a Ca2+-binding moiety, using the free radical polymerization method. As a control, functionalization of the copolymer containing the Ca2+-binding moiety was synthesized using a hydroxy group. The stable immobilization of the zwitterionic functional groups was confirmed by water contact angle analysis and X-ray photoelectron spectroscopy (XPS) measurement conducted after the sonication process. The zwitterionized HA surface showed significantly decreased protein adsorption, whereas the hydroxyl group-coated HA surface showed limited efficacy. The anti-bacterial adhesion property was confirmed by conducting Streptococcus mutans (S. mutans) adhesion tests for 6 h and 24 h. When furanone C-30, a representative anti-quorum sensing molecule for S. mutans, was used, only a small amount of bacteria adhered after 6 h and the population did not increase after 24 h. In contrast, zwitterionized HA surfaces showed almost no bacterial adhesion after 6 h and the effect was retained for 24 h, resulting in the lowest level of oral bacterial adhesion. These results confirm that surface zwitterionization is a promising method to effectively prevent oral bacterial adhesion on HA-based materials.
Stochastic Gravity: Theory and Applications
Directory of Open Access Journals (Sweden)
Hu Bei Lok
2004-01-01
Full Text Available Whereas semiclassical gravity is based on the semiclassical Einstein equation with sources given by the expectation value of the stress-energy tensor of quantum fields, stochastic semiclassical gravity is based on the Einstein-Langevin equation, which has in addition sources due to the noise kernel. The noise kernel is the vacuum expectation value of the (operator-valued stress-energy bi-tensor which describes the fluctuations of quantum matter fields in curved spacetimes. In the first part, we describe the fundamentals of this new theory via two approaches: the axiomatic and the functional. The axiomatic approach is useful to see the structure of the theory from the framework of semiclassical gravity, showing the link from the mean value of the stress-energy tensor to their correlation functions. The functional approach uses the Feynman-Vernon influence functional and the Schwinger-Keldysh closed-time-path effective action methods which are convenient for computations. It also brings out the open systems concepts and the statistical and stochastic contents of the theory such as dissipation, fluctuations, noise, and decoherence. We then focus on the properties of the stress-energy bi-tensor. We obtain a general expression for the noise kernel of a quantum field defined at two distinct points in an arbitrary curved spacetime as products of covariant derivatives of the quantum field's Green function. In the second part, we describe three applications of stochastic gravity theory. First, we consider metric perturbations in a Minkowski spacetime. We offer an analytical solution of the Einstein-Langevin equation and compute the two-point correlation functions for the linearized Einstein tensor and for the metric perturbations. Second, we discuss structure formation from the stochastic gravity viewpoint, which can go beyond the standard treatment by incorporating the full quantum effect of the inflaton fluctuations. Third, we discuss the backreaction
Stochastic Capsule Endoscopy Image Enhancement
Directory of Open Access Journals (Sweden)
Ahmed Mohammed
2018-06-01
Full Text Available Capsule endoscopy, which uses a wireless camera to take images of the digestive tract, is emerging as an alternative to traditional colonoscopy. The diagnostic values of these images depend on the quality of revealed underlying tissue surfaces. In this paper, we consider the problem of enhancing the visibility of detail and shadowed tissue surfaces for capsule endoscopy images. Using concentric circles at each pixel for random walks combined with stochastic sampling, the proposed method enhances the details of vessel and tissue surfaces. The framework decomposes the image into two detailed layers that contain shadowed tissue surfaces and detail features. The target pixel value is recalculated for the smooth layer using similarity of the target pixel to neighboring pixels by weighting against the total gradient variation and intensity differences. In order to evaluate the diagnostic image quality of the proposed method, we used clinical subjective evaluation with a rank order on selected KID image database and compared it to state-of-the-art enhancement methods. The result showed that the proposed method provides a better result in terms of diagnostic image quality and objective quality contrast metrics and structural similarity index.
Stochastic processes in cell biology
Bressloff, Paul C
2014-01-01
This book develops the theory of continuous and discrete stochastic processes within the context of cell biology. A wide range of biological topics are covered including normal and anomalous diffusion in complex cellular environments, stochastic ion channels and excitable systems, stochastic calcium signaling, molecular motors, intracellular transport, signal transduction, bacterial chemotaxis, robustness in gene networks, genetic switches and oscillators, cell polarization, polymerization, cellular length control, and branching processes. The book also provides a pedagogical introduction to the theory of stochastic process – Fokker Planck equations, stochastic differential equations, master equations and jump Markov processes, diffusion approximations and the system size expansion, first passage time problems, stochastic hybrid systems, reaction-diffusion equations, exclusion processes, WKB methods, martingales and branching processes, stochastic calculus, and numerical methods. This text is primarily...
Surface effects in solid mechanics models, simulations and applications
Altenbach, Holm
2013-01-01
This book reviews current understanding, and future trends, of surface effects in solid mechanics. Covers elasticity, plasticity and viscoelasticity, modeling based on continuum theories and molecular modeling and applications of different modeling approaches.
FORMATION OF ANTIBACTERIAL EFFECT ON CERAMIC TILE SURFACES
Directory of Open Access Journals (Sweden)
Selçuk ÖZCAN
2017-03-01
Full Text Available Biocidal antimicrobial molecular barrier (BAMB solutions are known to provide antimicrobial effect on the surfaces in industrial applications. However, there has been a lack of scientific reports about the subject in the literature. In this study, in order to impart an antimicrobial surface property on ceramic surfaces, a BAMB solution was applied on gloss fired ceramic wall tile substrates and the surface antimicrobial activity results were compared with that of plain wall tiles (without BAMB application. The ceramic surfaces were cleaned, and stove dried at120°C prior to spray coating with a BAMB solution. The coated substrates were dried in the ambient. The intactness of the coatings was checked with the bromophenol blue test. The microstructural and molecular characterization of the BAMB coated surfaces were carried out with SEM imaging and surface FTIR, respectively. The antimicrobial activity tests of the surfaces were conducted according to ASTM E2180-07 (Standard Test Method for Determining the Activity of Incorporated Antimicrobial Agent in Polymeric or Hydrophobic Materials. The microorganisms used were Staphylococcus aureus (ATCC 6538 and Pseudomonas aeruginosa (ATCC 15442 bacteria. The BAMB coated surfaces showed less flocculent bacterial growth in comparison to uncoated ceramic surfaces leading to the conclusion that the BAMB improved the antimicrobial property.
The effect of lizardite surface characteristics on pyrite flotation
International Nuclear Information System (INIS)
Feng Bo; Feng Qiming; Lu Yiping
2012-01-01
Highlights: ► Two kinds of lizardite samples have different effect on the flotation of pyrite. ► Acid leaching changed the surface characteristics of lizardite mineral. ► The leached lizardite has less magnesium on its surface. ► The electro-kinetic behavior of lizardite aqueous suspensions is mainly a function of the Mg/Si atomic ratio on mineral surface. - Abstract: The effect of lizardite surface characteristics on pyrite flotation has been investigated through flotation tests, adsorption tests, zeta potential measurements, FTIR study, X-ray photoelectron spectroscopy (XPS) and sedimentation tests. The flotation results show that at pH value 9, where flotation of nickel sulfide ores is routinely performed, two kinds of lizardite samples (native lizardite and leached lizardite) have different effects on the flotation of pyrite. The native lizardite adheres to the surface of pyrite and reduces pyrite flotation recovery while the leached lizardite does not interfere with pyrite flotation. Infrared analyses and XPS tests illustrate that acid leaching changed the surface characteristics of lizardite mineral and the leached lizardite has less magnesium on its surface. It has been determined that the electro-kinetic behavior of lizardite aqueous suspensions is mainly a function of the Mg/Si atomic ratio on lizardite surface. So, the low isoelectric point observed in the leached sample has been linked to values of this ratio lower than that of the native lizardite.
Effect of strain on surface diffusion and nucleation
DEFF Research Database (Denmark)
Brune, Harald; Bromann, Karsten; Röder, Holger
1995-01-01
The influence of strain on diffusion and nucleation has been studied by means of scanning tunneling microscopy and effective-medium theory for Ag self-diffusion on strained and unstrained (111) surfaces. Experimentally, the diffusion barrier is observed to be substantially lower on a pseudomorphic...... effect on surface diffusion and nucleation in heteroepitaxy and are thus of significance for the film morphology in the kinetic growth regime....
Effects of mass transfer between Martian satellites on surface geology
2015-12-21
suspected. Published by Elsevier Inc.1. Introduction Several features about the surface geology on the moons of Mars remain poorly understood. The grooves on...Deimos may have an effect on Phobos’ geology ; we shall attempt to estimate the magnitude of that effect in Section 4. For impacts with Mars, Phobos or...global surface geology , particularly in the 100+ Ma since the last Voltaire-sized impact. Therefore we believe it unlikely that the red veneer of
Effect of particle surface area on ice active site densities retrieved from droplet freezing spectra
Directory of Open Access Journals (Sweden)
H. Beydoun
2016-10-01
Full Text Available Heterogeneous ice nucleation remains one of the outstanding problems in cloud physics and atmospheric science. Experimental challenges in properly simulating particle-induced freezing processes under atmospherically relevant conditions have largely contributed to the absence of a well-established parameterization of immersion freezing properties. Here, we formulate an ice active, surface-site-based stochastic model of heterogeneous freezing with the unique feature of invoking a continuum assumption on the ice nucleating activity (contact angle of an aerosol particle's surface that requires no assumptions about the size or number of active sites. The result is a particle-specific property g that defines a distribution of local ice nucleation rates. Upon integration, this yields a full freezing probability function for an ice nucleating particle. Current cold plate droplet freezing measurements provide a valuable and inexpensive resource for studying the freezing properties of many atmospheric aerosol systems. We apply our g framework to explain the observed dependence of the freezing temperature of droplets in a cold plate on the concentration of the particle species investigated. Normalizing to the total particle mass or surface area present to derive the commonly used ice nuclei active surface (INAS density (ns often cannot account for the effects of particle concentration, yet concentration is typically varied to span a wider measurable freezing temperature range. A method based on determining what is denoted an ice nucleating species' specific critical surface area is presented and explains the concentration dependence as a result of increasing the variability in ice nucleating active sites between droplets. By applying this method to experimental droplet freezing data from four different systems, we demonstrate its ability to interpret immersion freezing temperature spectra of droplets containing variable particle concentrations. It is shown
Effects of aluminium surface morphology and chemical modification on wettability
Energy Technology Data Exchange (ETDEWEB)
Rahimi, M., E-mail: mar@sbi.aau.dk [Department of Energy and Environment, Danish Building Research Institute, Aalborg University, A.C. Meyers Vænge 15, 2450 København SV (Denmark); Fojan, P.; Gurevich, L. [Department of Physics and Nanotechnology, Aalborg University, Skjernvej 4, DK-9220 Aalborg East (Denmark); Afshari, A. [Department of Energy and Environment, Danish Building Research Institute, Aalborg University, A.C. Meyers Vænge 15, 2450 København SV (Denmark)
2014-03-01
Highlights: • Successful surface modification procedures on aluminium samples were performed involving formation of the layer of hydrophilic hyperbranched polyethyleneglycol (PEG) via in situ polymerization, molecular vapour deposition of a monolayer of fluorinated silane, and a combination of those. • The groups of surfaces with hydrophobic behavior were found to follow the Wenzel model. • A transition from Cassie–Baxter's to Wenzel's regime was observed due to changing of the surface roughness upon mechanical polishing in aluminium samples. - Abstract: Aluminium alloys are some of the predominant metals in industrial applications such as production of heat exchangers, heat pumps. They have high heat conductivity coupled with a low specific weight. In cold working conditions, there is a risk of frost formation on the surface of aluminium in the presence of water vapour, which can lead to the deterioration of equipment performance. This work addresses the methods of surface modification of aluminium and their effect of the underlying surface morphology and wettability, which are the important parameters for frost formation. Three groups of real-life aluminium surfaces of different morphology: unpolished aluminium, polished aluminium, and aluminium foil, were subjected to surface modification procedures which involved the formation of a layer of hydrophilic hyperbranched polyethyleneglycol via in situ polymerization, molecular vapour deposition of a monolayer of fluorinated silane, and a combination of those. The effect of these surface modification techniques on roughness and wettability of the aluminium surfaces was elucidated by ellipsometry, contact angle measurements and atomic force microscopy. We demonstrated that by employing different types of surface modifications the contact angle of water droplets on aluminium samples can be varied from 12° to more than 120°. A crossover from Cassie–Baxter to Wenzel regime upon changing the surface
Synthetic Sediments and Stochastic Groundwater Hydrology
Wilson, J. L.
2002-12-01
For over twenty years the groundwater community has pursued the somewhat elusive goal of describing the effects of aquifer heterogeneity on subsurface flow and chemical transport. While small perturbation stochastic moment methods have significantly advanced theoretical understanding, why is it that stochastic applications use instead simulations of flow and transport through multiple realizations of synthetic geology? Allan Gutjahr was a principle proponent of the Fast Fourier Transform method for the synthetic generation of aquifer properties and recently explored new, more geologically sound, synthetic methods based on multi-scale Markov random fields. Focusing on sedimentary aquifers, how has the state-of-the-art of synthetic generation changed and what new developments can be expected, for example, to deal with issues like conceptual model uncertainty, the differences between measurement and modeling scales, and subgrid scale variability? What will it take to get stochastic methods, whether based on moments, multiple realizations, or some other approach, into widespread application?
COSMIC DUST AGGREGATION WITH STOCHASTIC CHARGING
International Nuclear Information System (INIS)
Matthews, Lorin S.; Hyde, Truell W.; Shotorban, Babak
2013-01-01
The coagulation of cosmic dust grains is a fundamental process which takes place in astrophysical environments, such as presolar nebulae and circumstellar and protoplanetary disks. Cosmic dust grains can become charged through interaction with their plasma environment or other processes, and the resultant electrostatic force between dust grains can strongly affect their coagulation rate. Since ions and electrons are collected on the surface of the dust grain at random time intervals, the electrical charge of a dust grain experiences stochastic fluctuations. In this study, a set of stochastic differential equations is developed to model these fluctuations over the surface of an irregularly shaped aggregate. Then, employing the data produced, the influence of the charge fluctuations on the coagulation process and the physical characteristics of the aggregates formed is examined. It is shown that dust with small charges (due to the small size of the dust grains or a tenuous plasma environment) is affected most strongly
Stochastic Modeling Of Wind Turbine Drivetrain Components
DEFF Research Database (Denmark)
Rafsanjani, Hesam Mirzaei; Sørensen, John Dalsgaard
2014-01-01
reliable components are needed for wind turbine. In this paper focus is on reliability of critical components in drivetrain such as bearings and shafts. High failure rates of these components imply a need for more reliable components. To estimate the reliability of these components, stochastic models...... are needed for initial defects and damage accumulation. In this paper, stochastic models are formulated considering some of the failure modes observed in these components. The models are based on theoretical considerations, manufacturing uncertainties, size effects of different scales. It is illustrated how...
Stochastic Modeling of Traffic Air Pollution
DEFF Research Database (Denmark)
Thoft-Christensen, Palle
2014-01-01
In this paper, modeling of traffic air pollution is discussed with special reference to infrastructures. A number of subjects related to health effects of air pollution and the different types of pollutants are briefly presented. A simple model for estimating the social cost of traffic related air...... and using simple Monte Carlo techniques to obtain a stochastic estimate of the costs of traffic air pollution for infrastructures....... pollution is derived. Several authors have published papers on this very complicated subject, but no stochastic modelling procedure have obtained general acceptance. The subject is discussed basis of a deterministic model. However, it is straightforward to modify this model to include uncertain parameters...
Stochasticity of phase trajectory of a charged particle in a plasma wave
International Nuclear Information System (INIS)
Murakami, Akihiko; Nomura, Yasuyuki; Momota, Hiromu.
1980-06-01
Stochastic behavior of charged particles in finite amplitude plasma waves is examined by means of particle simulations under the condition that Chirikov's criterion is broken down. The process of growint the stochastic region is clarified and accordingly the width of the stochastic region is discussed. Discussions on the effects of higher order resonances are also presented. (author)
Infinite stochastic acceleration of charged particles from non-relativistic initial energies
International Nuclear Information System (INIS)
Buts, V.A.; Manujlenko, O.V.; Turkin, Yu.A.
1997-01-01
Stochastic charged particle acceleration by electro-magnetic field due to overlapping of non-linear cyclotron resonances is considered. It was shown that non-relativistic charged particles are involved in infinitive stochastic acceleration regime. This effect can be used for stochastic acceleration or for plasma heating by regular electro-magnetic fields
Directory of Open Access Journals (Sweden)
Xueling Jiang
2014-01-01
Full Text Available The problem of adaptive asymptotical synchronization is discussed for the stochastic complex dynamical networks with time-delay and Markovian switching. By applying the stochastic analysis approach and the M-matrix method for stochastic complex networks, several sufficient conditions to ensure adaptive asymptotical synchronization for stochastic complex networks are derived. Through the adaptive feedback control techniques, some suitable parameters update laws are obtained. Simulation result is provided to substantiate the effectiveness and characteristics of the proposed approach.
International Nuclear Information System (INIS)
Takamasa, T.; Hazuku, T.; Tamura, N.; Okamoto, K.; Mishima, K.; Furuya, M.
2003-01-01
Improving the limit of boiling heat transfer or critical heat flux requires that the cooling liquid can contact the heating surface, or a high-wettability, highly hydrophilic heating surface, even if a vapor bubble layer is generated on the surface. From this basis, we investigated surface wettability and Leidenfrost condition using metal oxides irradiated by γ-rays. In our previous study, contact angle, an indicator of macroscopic wettability, of a water droplet on metal oxide at room temperature was measured by image processing of the images obtained by a CCD video camera. The results showed that the surface wettability on metal oxide pieces of titanium, Zircaloy No. 4, SUS-304, and copper was improved significantly by the Radiation Induced Surface Activation (RISA) phenomenon. To delineate the effect of Radiation Induced Surface Activation (RISA) on heat transferring phenomena, the Leidenfrost condition and quenching of metal oxides irradiated by γ-rays were investigated. In the Leidenfrost experiment, when the temperature of the heating surface reached the wetting limit temperature, water-solid contact vanished because a stable vapor film existed between the droplet and the metal surface; i.e., a Leidenfrost condition obtained. The wetting limit temperature increased with integrated irradiation dose. After irradiation, the wet length and the duration of contact increased, and the contact angle decreased. In the quenching test, high surface wettability, or a highly hydrophilic condition, of a simulated fuel rod made of SUS was achieved, and the quenching velocities were increased up to 20-30% after 300 kGy 60Co γ-ray irradiation
Energy Technology Data Exchange (ETDEWEB)
Takamasa, T.; Hazuku, T.; Tamura, N.; Okamoto, K. [Tokyo Univ., Tokyo (Japan); Mishima, K. [Kyoto Univ., Kyoto (Japan); Furuya, M. [Central Research Institute of Electric Power Industry, Tokyo (Japan)
2003-07-01
Improving the limit of boiling heat transfer or critical heat flux requires that the cooling liquid can contact the heating surface, or a high-wettability, highly hydrophilic heating surface, even if a vapor bubble layer is generated on the surface. From this basis, we investigated surface wettability and Leidenfrost condition using metal oxides irradiated by {gamma}-rays. In our previous study, contact angle, an indicator of macroscopic wettability, of a water droplet on metal oxide at room temperature was measured by image processing of the images obtained by a CCD video camera. The results showed that the surface wettability on metal oxide pieces of titanium, Zircaloy No. 4, SUS-304, and copper was improved significantly by the Radiation Induced Surface Activation (RISA) phenomenon. To delineate the effect of Radiation Induced Surface Activation (RISA) on heat transferring phenomena, the Leidenfrost condition and quenching of metal oxides irradiated by {gamma}-rays were investigated. In the Leidenfrost experiment, when the temperature of the heating surface reached the wetting limit temperature, water-solid contact vanished because a stable vapor film existed between the droplet and the metal surface; i.e., a Leidenfrost condition obtained. The wetting limit temperature increased with integrated irradiation dose. After irradiation, the wet length and the duration of contact increased, and the contact angle decreased. In the quenching test, high surface wettability, or a highly hydrophilic condition, of a simulated fuel rod made of SUS was achieved, and the quenching velocities were increased up to 20-30% after 300 kGy 60Co {gamma}-ray irradiation.
Compressible cavitation with stochastic field method
Class, Andreas; Dumond, Julien
2012-11-01
Non-linear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally the simulation of pdf transport requires Monte-Carlo codes based on Lagrange particles or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic field method solving pdf transport based on Euler fields has been proposed which eliminates the necessity to mix Euler and Lagrange techniques or prescribed pdf assumptions. In the present work, part of the PhD Design and analysis of a Passive Outflow Reducer relying on cavitation, a first application of the stochastic field method to multi-phase flow and in particular to cavitating flow is presented. The application considered is a nozzle subjected to high velocity flow so that sheet cavitation is observed near the nozzle surface in the divergent section. It is demonstrated that the stochastic field formulation captures the wide range of pdf shapes present at different locations. The method is compatible with finite-volume codes where all existing physical models available for Lagrange techniques, presumed pdf or binning methods can be easily extended to the stochastic field formulation.
The effect of substrate modification on microbial growth on surfaces
International Nuclear Information System (INIS)
Brown, Angela Ann
1998-01-01
The principle aim of the program was to produce a novel, non-leaching antimicrobial surface for commercial development and future use in the liquid food packaging industry. Antimicrobial surfaces which exist presently have been produced to combat the growth of prokaryotic organisms and usually function as slow release systems. A system which could inhibit eukaryotic growth without contaminating the surrounding 'environment' with the inhibitor was considered of great commercial importance. The remit of this study was concerned with creating a surface which could control the growth of eukaryotic organisms found in fruit juice with particular interest in the yeast, Saccharomyces cerevisiae. Putative antimicrobial surfaces were created by the chemical modification of the test substrate polymers; nylon and ethylvinyl alcohol (EVOH). Surfaces were chemically modified by the covalent coupling of antimicrobial agents known to be active against the yeast Saccharomyces cerevisiae as ascertained by the screening process determining the minimum inhibitory concentration (MIC) values of agents in the desired test medium. During the study it was found that a number of surfaces did appear to inhibit yeast growth in fruit juice, however on further investigation the apparent inhibitory effect was discovered to be the result of un-bound material free in the test medium. On removing the possibility of any un-bound material present on the test surface, by a series of surface washings, the inhibitory effect on yeast growth was eliminated. Of the agents tested only one appeared to have an inhibitory effect which could be attributed to a true antimicrobial surface effect, Amical 48. As there is little known about this agent in the literature, its affect on yeast growth was examined and in particular a proposal for the mode of action on yeast is discussed, providing a plausible explanation for the inhibitory effect observed when this agent is covalently immobilised onto nylon. (author)
Effect of Superhydrophobic Surface of Titanium on Staphylococcus aureus Adhesion
Directory of Open Access Journals (Sweden)
Peifu Tang
2011-01-01
Full Text Available Despite the systemic antibiotics prophylaxis, orthopedic implants still remain highly susceptible to bacterial adhesion and resulting in device-associated infection. Surface modification is an effective way to decrease bacterial adhesion. In this study, we prepared surfaces with different wettability on titanium surface based on TiO2 nanotube to examine the effect of bacterial adhesion. Firstly, titanium plates were calcined to form hydrophilic TiO2 nanotube films of anatase phase. Subsequently, the nanotube films and inoxidized titaniums were treated with 1H, 1H, 2H, 2H-perfluorooctyl-triethoxysilane (PTES, forming superhydrophobic and hydrophobic surfaces. Observed by SEM and contact angle measurements, the different surfaces have different characteristics. Staphylococcus aureus (SA adhesion on different surfaces was evaluated. Our experiment results show that the superhydrophobic surface has contact angles of water greater than 150∘ and also shows high resistance to bacterial contamination. It is indicated that superhydrophobic surface may be a factor to reduce device-associated infection and could be used in clinical practice.
Stochastic calculus and applications
Cohen, Samuel N
2015-01-01
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, this text will be of great interest to research mathematicians and graduate students working in those fields, as well as quants in the finance industry. New features of this edition include: End of chapter exercises; New chapters on basic measure theory and Backward SDEs; Reworked proofs, examples and explanatory material; Increased focus on motivating the mathematics; Extensive topical index. "Such a self-contained and complete exposition of stochastic calculus and applications fills an existing gap in the literature. The book can be recommended for first-year graduate studies. It will be useful for all who intend to wo...
Some illustrations of stochasticity
International Nuclear Information System (INIS)
Laslett, L.J.
1977-01-01
A complex, and apparently stochastic, character frequently can be seen to occur in the solutions to simple Hamiltonian problems. Such behavior is of interest, and potentially of importance, to designers of particle accelerators--as well as to workers in other fields of physics and related disciplines. Even a slow development of disorder in the motion of particles in a circular accelerator or storage ring could be troublesome, because a practical design requires the beam particles to remain confined in an orderly manner within a narrow beam tube for literally tens of billions of revolutions. The material presented is primarily the result of computer calculations made to investigate the occurrence of ''stochasticity,'' and is organized in a manner similar to that adopted for presentation at a 1974 accelerator conference
Stochastic ice stream dynamics.
Mantelli, Elisa; Bertagni, Matteo Bernard; Ridolfi, Luca
2016-08-09
Ice streams are narrow corridors of fast-flowing ice that constitute the arterial drainage network of ice sheets. Therefore, changes in ice stream flow are key to understanding paleoclimate, sea level changes, and rapid disintegration of ice sheets during deglaciation. The dynamics of ice flow are tightly coupled to the climate system through atmospheric temperature and snow recharge, which are known exhibit stochastic variability. Here we focus on the interplay between stochastic climate forcing and ice stream temporal dynamics. Our work demonstrates that realistic climate fluctuations are able to (i) induce the coexistence of dynamic behaviors that would be incompatible in a purely deterministic system and (ii) drive ice stream flow away from the regime expected in a steady climate. We conclude that environmental noise appears to be crucial to interpreting the past behavior of ice sheets, as well as to predicting their future evolution.
Essentials of stochastic processes
Durrett, Richard
2016-01-01
Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatm...
Dynamic stochastic optimization
Ermoliev, Yuri; Pflug, Georg
2004-01-01
Uncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often too complex to allow for precise evaluations and, as a result, the lack of proper management (control) may create significant risks. In order to develop robust strategies we need approaches which explic itly deal with uncertainties, risks and changing conditions. One rather general approach is to characterize (explicitly or implicitly) uncertainties by objec tive or subjective probabilities (measures of confidence or belief). This leads us to stochastic optimization problems which can rarely be solved by using the standard deterministic optimization and optimal control methods. In the stochastic optimization the accent is on problems with a large number of deci sion and random variables, and consequently the focus ofattention is directed to efficient solution procedures rather than to (analytical) closed-form solu tions. Objective an...
Stochastic porous media equations
Barbu, Viorel; Röckner, Michael
2016-01-01
Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic perturbations of the porous media equation have reviously been considered by physicists, but rigorous mathematical existence results have only recently been found. The porous media equation models a number of different physical phenomena, including the flow of an ideal gas and the diffusion of a compressible fluid through porous media, and also thermal propagation in plasma and plasma radiation. Another important application is to a model of the standard self-organized criticality process, called the "sand-pile model" or the "Bak-Tang-Wiesenfeld model". The book will be of interest to PhD students and researchers in mathematics, physics and biology.
Stochastic stacking without filters
International Nuclear Information System (INIS)
Johnson, R.P.; Marriner, J.
1982-12-01
The rate of accumulation of antiprotons is a critical factor in the design of p anti p colliders. A design of a system to accumulate higher anti p fluxes is presented here which is an alternative to the schemes used at the CERN AA and in the Fermilab Tevatron I design. Contrary to these stacking schemes, which use a system of notch filters to protect the dense core of antiprotons from the high power of the stack tail stochastic cooling, an eddy current shutter is used to protect the core in the region of the stack tail cooling kicker. Without filters one can have larger cooling bandwidths, better mixing for stochastic cooling, and easier operational criteria for the power amplifiers. In the case considered here a flux of 1.4 x 10 8 per sec is achieved with a 4 to 8 GHz bandwidth
Multistage stochastic optimization
Pflug, Georg Ch
2014-01-01
Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations under uncertainty and with a longer planning horizon. This book contains a comprehensive treatment of today’s state of the art in multistage stochastic optimization. It covers the mathematical backgrounds of approximation theory as well as numerous practical algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the book
Dynamics of stochastic systems
Klyatskin, Valery I
2005-01-01
Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. The well known example of Brownian particle suspended in fluid and subjected to random molecular bombardment laid the foundation for modern stochastic calculus and statistical physics. Other important examples include turbulent transport and diffusion of particle-tracers (pollutants), or continuous densities (''''oil slicks''''), wave propagation and scattering in randomly inhomogeneous media, for instance light or sound propagating in the turbulent atmosphere.Such models naturally render to statistical description, where the input parameters and solutions are expressed by random processes and fields.The fundamental problem of stochastic dynamics is to identify the essential characteristics of system (its state and evolution), and relate those to the input parameters of ...
Atmospheric Water Harvesting: Role of Surface Wettability and Edge Effect
Jin, Yong
2017-06-23
Atmospheric water is emerging as an important potable water source. The present work experimentally and theoretically investigates water condensation and collection on flat surfaces with contrasting contact angles and contact angle hysteresis (CAH) to elucidate their roles on water mass collection efficiency. The experimental results indicate that a hydrophilic surface promotes nucleation and individual droplets growth, and a surface with a low CAH tends to let a smaller droplet to slide down, but the overall water mass collection efficiency is independent of both surface contact angle and CAH. The experimental results agree well with our theoretical calculations. During water condensation, a balance has to be struck between single droplet growth and droplet density on a surface so as to maintain a constant water droplet surface coverage ratio, which renders the role of both surface wettability and hysteresis insignificant to the ultimate water mass collection. Moreover, water droplets on the edges of a surface grow much faster than those on the non-edge areas and thus dominate the contribution to the water mass collection by the entire surface, directly pointing out the very important role of edge effect on water condensation and collection.
Surface States and Effective Surface Area on Photoluminescent P-Type Porous Silicon
Weisz, S. Z.; Porras, A. Ramirez; Resto, O.; Goldstein, Y.; Many, A.; Savir, E.
1997-01-01
The present study is motivated by the possibility of utilizing porous silicon for spectral sensors. Pulse measurements on the porous-Si/electrolyte system are employed to determine the surface effective area and the surface-state density at various stages of the anodization process used to produce the porous material. Such measurements were combined with studies of the photoluminescence spectra. These spectra were found to shift progressively to the blue as a function of anodization time. The luminescence intensity increases initially with anodization time, reaches a maximum and then decreases with further anodization. The surface state density, on the other hand, increases with anodization time from an initial value of about 2 x 10(exp 12)/sq cm surface to about 1013 sq cm for the anodized surface. This value is attained already after -2 min anodization and upon further anodization remains fairly constant. In parallel, the effective surface area increases by a factor of 10-30. This behavior is markedly different from the one observed previously for n-type porous Si.
Identifiability in stochastic models
1992-01-01
The problem of identifiability is basic to all statistical methods and data analysis, occurring in such diverse areas as Reliability Theory, Survival Analysis, and Econometrics, where stochastic modeling is widely used. Mathematics dealing with identifiability per se is closely related to the so-called branch of ""characterization problems"" in Probability Theory. This book brings together relevant material on identifiability as it occurs in these diverse fields.
Stochastic split determinant algorithms
International Nuclear Information System (INIS)
Horvatha, Ivan
2000-01-01
I propose a large class of stochastic Markov processes associated with probability distributions analogous to that of lattice gauge theory with dynamical fermions. The construction incorporates the idea of approximate spectral split of the determinant through local loop action, and the idea of treating the infrared part of the split through explicit diagonalizations. I suggest that exact algorithms of practical relevance might be based on Markov processes so constructed
Elastic layer under axisymmetric indentation and surface energy effects
Intarit, Pong-in; Senjuntichai, Teerapong; Rungamornrat, Jaroon
2018-04-01
In this paper, a continuum-based approach is adopted to investigate the contact problem of an elastic layer with finite thickness and rigid base subjected to axisymmetric indentation with the consideration of surface energy effects. A complete Gurtin-Murdoch surface elasticity is employed to consider the influence of surface stresses. The indentation problem of a rigid frictionless punch with arbitrary axisymmetric profiles is formulated by employing the displacement Green's functions, derived with the aid of Hankel integral transform technique. The problem is solved by assuming the contact pressure distribution in terms of a linear combination of admissible functions and undetermined coefficients. Those coefficients are then obtained by employing a collocation technique and an efficient numerical quadrature scheme. The accuracy of proposed solution technique is verified by comparing with existing solutions for rigid indentation on an elastic half-space. Selected numerical results for the indenters with flat-ended cylindrical and paraboloidal punch profiles are presented to portray the influence of surface energy effects on elastic fields of the finite layer. It is found that the presence of surface stresses renders the layer stiffer, and the size-dependent behavior of elastic fields is observed in the present solutions. In addition, the surface energy effects become more pronounced with smaller contact area; thus, the influence of surface energy cannot be ignored in the analysis of indentation problem especially when the indenter size is very small such as in the case of nanoindentation.
The effects of surface treatments on rapid chloride permeability tests
Yoon, Seyoon
2012-08-01
Surface treatments are commonly applied to improve the chloride resistance of concrete structures exposed to saline environments. Information on chloride ingress to surface-treated concrete is mostly provided by application of the rapid chloride permeability test (RCPT); this test is short in duration and provides rapid results. This study presents a numerical formulation, based on the extended Nernst-Plank/Poisson (NPP) equation, to model the effect of the surface treatment on a sample tested by RCPT. Predictions of the model are compared to experimental measurements. The simulations show that the results from RCPT, in terms of ionic profiles and measurement of the electric field, are dependent on the effectiveness of surface treatments. During RCPT, highly effective surface treatments cause both cations and anions to flocculate at the interface between the surface treatment and the concrete, creating a local electric field. Our numerical model includes these phenomena and presents a methodology to obtain more accurate diffusivities of the surface-treated- concrete from RCPT. © 2012 Elsevier B.V. All rights reserved.
The effects of surface treatments on rapid chloride permeability tests
Yoon, Seyoon; Oh, Sang-gyun; Ha, Juyoung; Monteiro, Paulo M.
2012-01-01
Surface treatments are commonly applied to improve the chloride resistance of concrete structures exposed to saline environments. Information on chloride ingress to surface-treated concrete is mostly provided by application of the rapid chloride permeability test (RCPT); this test is short in duration and provides rapid results. This study presents a numerical formulation, based on the extended Nernst-Plank/Poisson (NPP) equation, to model the effect of the surface treatment on a sample tested by RCPT. Predictions of the model are compared to experimental measurements. The simulations show that the results from RCPT, in terms of ionic profiles and measurement of the electric field, are dependent on the effectiveness of surface treatments. During RCPT, highly effective surface treatments cause both cations and anions to flocculate at the interface between the surface treatment and the concrete, creating a local electric field. Our numerical model includes these phenomena and presents a methodology to obtain more accurate diffusivities of the surface-treated- concrete from RCPT. © 2012 Elsevier B.V. All rights reserved.
Quantization by stochastic relaxation processes and supersymmetry
International Nuclear Information System (INIS)
Kirschner, R.
1984-01-01
We show the supersymmetry mechanism resposible for the quantization by stochastic relaxation processes and for the effective cancellation of the additional time dimension against the two Grassmann dimensions. We give a non-perturbative proof of the validity of this quantization procedure. (author)
Distribution of particles in stochastic electric fields
International Nuclear Information System (INIS)
Rolland, Paul.
1979-11-01
The distribution of one particle as well as an ensemble of particles submitted to a stochastic electric field obeying different kinds of laws is studied. A particular attention is devoted to the deviation from the gaussian distribution and to the consequences of this effect on diffusion and heating [fr
Hughes, Samantha Jane; Cabral, João Alexandre; Bastos, Rita; Cortes, Rui; Vicente, Joana; Eitelberg, David; Yu, Huirong; Honrado, João; Santos, Mário
2016-01-01
This method development paper outlines an integrative stochastic dynamic methodology (StDM) framework to anticipate land use (LU) change effects on the ecological status of monitored and non-monitored lotic surface waters under the Water Framework Directive (WFD). Tested in the Alto Minho River
Stochasticity Modeling in Memristors
Naous, Rawan; Al-Shedivat, Maruan; Salama, Khaled N.
2015-01-01
Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.
Stochasticity Modeling in Memristors
Naous, Rawan
2015-10-26
Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.
Stochastic quantization of instantons
International Nuclear Information System (INIS)
Grandati, Y.; Berard, A.; Grange, P.
1996-01-01
The method of Parisi and Wu to quantize classical fields is applied to instanton solutions var-phi I of euclidian non-linear theory in one dimension. The solution var-phi var-epsilon of the corresponding Langevin equation is built through a singular perturbative expansion in var-epsilon=h 1/2 in the frame of the center of the mass of the instanton, where the difference var-phi var-epsilon -var-phi I carries only fluctuations of the instanton form. The relevance of the method is shown for the stochastic K dV equation with uniform noise in space: the exact solution usually obtained by the inverse scattering method is retrieved easily by the singular expansion. A general diagrammatic representation of the solution is then established which makes a thorough use of regrouping properties of stochastic diagrams derived in scalar field theory. Averaging over the noise and in the limit of infinite stochastic time, the authors obtain explicit expressions for the first two orders in var-epsilon of the pertrubed instanton of its Green function. Specializing to the Sine-Gordon and var-phi 4 models, the first anaharmonic correction is obtained analytically. The calculation is carried to second order for the var-phi 4 model, showing good convergence. 21 refs., 5 fig
Multiresolution molecular mechanics: Surface effects in nanoscale materials
Energy Technology Data Exchange (ETDEWEB)
Yang, Qingcheng, E-mail: qiy9@pitt.edu; To, Albert C., E-mail: albertto@pitt.edu
2017-05-01
Surface effects have been observed to contribute significantly to the mechanical response of nanoscale structures. The newly proposed energy-based coarse-grained atomistic method Multiresolution Molecular Mechanics (MMM) (Yang, To (2015), ) is applied to capture surface effect for nanosized structures by designing a surface summation rule SR{sup S} within the framework of MMM. Combined with previously proposed bulk summation rule SR{sup B}, the MMM summation rule SR{sup MMM} is completed. SR{sup S} and SR{sup B} are consistently formed within SR{sup MMM} for general finite element shape functions. Analogous to quadrature rules in finite element method (FEM), the key idea to the good performance of SR{sup MMM} lies in that the order or distribution of energy for coarse-grained atomistic model is mathematically derived such that the number, position and weight of quadrature-type (sampling) atoms can be determined. Mathematically, the derived energy distribution of surface area is different from that of bulk region. Physically, the difference is due to the fact that surface atoms lack neighboring bonding. As such, SR{sup S} and SR{sup B} are employed for surface and bulk domains, respectively. Two- and three-dimensional numerical examples using the respective 4-node bilinear quadrilateral, 8-node quadratic quadrilateral and 8-node hexahedral meshes are employed to verify and validate the proposed approach. It is shown that MMM with SR{sup MMM} accurately captures corner, edge and surface effects with less 0.3% degrees of freedom of the original atomistic system, compared against full atomistic simulation. The effectiveness of SR{sup MMM} with respect to high order element is also demonstrated by employing the 8-node quadratic quadrilateral to solve a beam bending problem considering surface effect. In addition, the introduced sampling error with SR{sup MMM} that is analogous to numerical integration error with quadrature rule in FEM is very small. - Highlights:
A stochastic model of hormesis
International Nuclear Information System (INIS)
Yakovlev, A.Yu.; Tsodikov, A.D.; Bass, L.
1993-01-01
In order to describe the life-prolonging effect of some agents that are harmful at higher doses, ionizing radiations in particular, a stochastic model is developed in terms of accumulation and progression of intracellular lesions caused by the environment and by the agent itself. The processes of lesion repair, operating at the molecular and cellular level, are assumed to be responsible for this hormesis effect within the framework of the proposed model. Properties of lifetime distributions, derived for analysis of animal experiments with prolonged and acute irradiation, are given special attention. The model provides efficient means of interpreting experimental findings, as evidenced by its application to analysis of some published data on the hormetic effects of prolonged irradiation and of procaine on animal longevity. 51 refs., 2 figs., 1 tabs
Energy Technology Data Exchange (ETDEWEB)
Park, Soo Jin; Jang, Yu Sin [Advanced Materials Division., Korea Research Institute of Chimical Technology, Taejon (Korea)
2001-04-01
In this work, the effect of surface treatments on activated carbons (ACs) has been studied in the context of gas and liquid adsorption behaviors. The chemical solutions used in this experiment were 35% sodium hydroxide, and these were used for the acidic and basic treatments, respectively. The surface properties have been determined by pH, acid-base values, and FT-IR. The adsorption isotherms of Cr(VI) ion on activated carbons have been studied with the 5 mg/l concentration at ambient temperature. N{sub 2} adsorption isotherm characteristics, which include the specific surface area, micro pore volume, and microporosity, were determined by BET and Boer's-plot methods. In case of the acidic treatment of activated carbons, it was observed that the adsorption of Cr(VI) ion was more effective due to the increase acid value (or acidic functional group) of activated carbon surfaces. However, the basic treatment on activated carbons was caused no significant effects, probably due to the decreased specific surface area and total pore volume. 27 refs., 7 figs., 4 tabs.
Surface roughness effects on blister formation in polycrystalline molybdenum
International Nuclear Information System (INIS)
Saidoh, Masahiro; Sone, Kazuho; Yamada, Rayji; Ohtsuka, Hidewo; Murakami, Yoshio
1977-07-01
Polycrystalline molybdenum targets with electropolished and roughened surfaces were bombarded with 100 keV He + and 200 keV H 2 + ions at room temperature. It has been demonstrated that the blister formation is largely or completely suppressed by roughening the electropolished surface with emery paper of No. 1200, No. 400 and No. 100. Up to a He + fluence of 1.0 x 10 19 particles/cm 2 , no blisters are observed in the targets with the two roughest surfaces, while on the smooth surface blisters begin to occur at a fluence of 7.5 x 10 17 particles/cm 2 . The surface roughness effect on blister suppression is discussed in relation to the projected range of incident particles. (auth.)
Remote sensing of land surface temperature: The directional viewing effect
International Nuclear Information System (INIS)
Smith, J.A.; Schmugge, T.J.; Ballard, J.R. Jr.
1997-01-01
Land Surface Temperature (LST) is an important parameter in understanding global environmental change because it controls many of the underlying processes in the energy budget at the surface and heat and water transport between the surface and the atmosphere. The measurement of LST at a variety of spatial and temporal scales and extension to global coverage requires remote sensing means to achieve these goals. Land surface temperature and emissivity products are currently being derived from satellite and aircraft remote sensing data using a variety of techniques to correct for atmospheric effects. Implicit in the commonly employed approaches is the assumption of isotropy in directional thermal infrared exitance. The theoretical analyses indicate angular variations in apparent infrared temperature will typically yield land surface temperature errors ranging from 1 to 4 C unless corrective measures are applied
Stochastic equations for complex systems theoretical and computational topics
Bessaih, Hakima
2015-01-01
Mathematical analyses and computational predictions of the behavior of complex systems are needed to effectively deal with weather and climate predictions, for example, and the optimal design of technical processes. Given the random nature of such systems and the recognized relevance of randomness, the equations used to describe such systems usually need to involve stochastics. The basic goal of this book is to introduce the mathematics and application of stochastic equations used for the modeling of complex systems. A first focus is on the introduction to different topics in mathematical analysis. A second focus is on the application of mathematical tools to the analysis of stochastic equations. A third focus is on the development and application of stochastic methods to simulate turbulent flows as seen in reality. This book is primarily oriented towards mathematics and engineering PhD students, young and experienced researchers, and professionals working in the area of stochastic differential equations ...
Stochastic receding horizon control: application to an octopedal robot
Shah, Shridhar K.; Tanner, Herbert G.
2013-06-01
Miniature autonomous systems are being developed under ARL's Micro Autonomous Systems and Technology (MAST). These systems can only be fitted with a small-size processor, and their motion behavior is inherently uncertain due to manufacturing and platform-ground interactions. One way to capture this uncertainty is through a stochastic model. This paper deals with stochastic motion control design and implementation for MAST- specific eight-legged miniature crawling robots, which have been kinematically modeled as systems exhibiting the behavior of a Dubin's car with stochastic noise. The control design takes the form of stochastic receding horizon control, and is implemented on a Gumstix Overo Fire COM with 720 MHz processor and 512 MB RAM, weighing 5.5 g. The experimental results show the effectiveness of this control law for miniature autonomous systems perturbed by stochastic noise.
Stochastic goal-oriented error estimation with memory
Ackmann, Jan; Marotzke, Jochem; Korn, Peter
2017-11-01
We propose a stochastic dual-weighted error estimator for the viscous shallow-water equation with boundaries. For this purpose, previous work on memory-less stochastic dual-weighted error estimation is extended by incorporating memory effects. The memory is introduced by describing the local truncation error as a sum of time-correlated random variables. The random variables itself represent the temporal fluctuations in local truncation errors and are estimated from high-resolution information at near-initial times. The resulting error estimator is evaluated experimentally in two classical ocean-type experiments, the Munk gyre and the flow around an island. In these experiments, the stochastic process is adapted locally to the respective dynamical flow regime. Our stochastic dual-weighted error estimator is shown to provide meaningful error bounds for a range of physically relevant goals. We prove, as well as show numerically, that our approach can be interpreted as a linearized stochastic-physics ensemble.
Computational singular perturbation analysis of stochastic chemical systems with stiffness
Wang, Lijin; Han, Xiaoying; Cao, Yanzhao; Najm, Habib N.
2017-04-01
Computational singular perturbation (CSP) is a useful method for analysis, reduction, and time integration of stiff ordinary differential equation systems. It has found dominant utility, in particular, in chemical reaction systems with a large range of time scales at continuum and deterministic level. On the other hand, CSP is not directly applicable to chemical reaction systems at micro or meso-scale, where stochasticity plays an non-negligible role and thus has to be taken into account. In this work we develop a novel stochastic computational singular perturbation (SCSP) analysis and time integration framework, and associated algorithm, that can be used to not only construct accurately and efficiently the numerical solutions to stiff stochastic chemical reaction systems, but also analyze the dynamics of the reduced stochastic reaction systems. The algorithm is illustrated by an application to a benchmark stochastic differential equation model, and numerical experiments are carried out to demonstrate the effectiveness of the construction.
Effective field theories for superconducting systems with multiple Fermi surfaces
Energy Technology Data Exchange (ETDEWEB)
Braga, P.R., E-mail: pedro.rangel.braga@gmail.com [Departamento de Física Teórica, Instituto de Física, UERJ - Universidade do Estado do Rio de Janeiro, Rua São Francisco Xavier 524, 20550-013 Maracanã, Rio de Janeiro (Brazil); Granado, D.R., E-mail: diegorochagrana@uerj.br [Departamento de Física Teórica, Instituto de Física, UERJ - Universidade do Estado do Rio de Janeiro, Rua São Francisco Xavier 524, 20550-013 Maracanã, Rio de Janeiro (Brazil); Department of Physics and Astronomy, Ghent University, Krijgslaan 281-S9, 9000 Gent (Belgium); Guimaraes, M.S., E-mail: msguimaraes@uerj.br [Departamento de Física Teórica, Instituto de Física, UERJ - Universidade do Estado do Rio de Janeiro, Rua São Francisco Xavier 524, 20550-013 Maracanã, Rio de Janeiro (Brazil); Wotzasek, C., E-mail: clovis@if.ufrj.br [Instituto de Física, Universidade Federal do Rio de Janeiro, 21941-972, Rio de Janeiro (Brazil)
2016-11-15
In this work we investigate the description of superconducting systems with multiple Fermi surfaces. For the case of one Fermi surface we re-obtain the result that the superconductor is more precisely described as a topological state of matter. Studying the case of more than one Fermi surface, we obtain the effective theory describing a time reversal symmetric topological superconductor. These results are obtained by employing a general procedure to construct effective low energy actions describing states of electromagnetic systems interacting with charges and defects. The procedure consists in taking into account the proliferation or dilution of these charges and defects and its consequences for the low energy description of the electromagnetic response of the system. We find that the main ingredient entering the low energy characterization of the system with more than one Fermi surface is a non-conservation of the canonical supercurrent triggered by particular vortex configurations.
Antibacterial effect of doxycycline-coated dental abutment surfaces
International Nuclear Information System (INIS)
Xing, Rui; Tiainen, Hanna; Shabestari, Maziar; Lyngstadaas, Ståle P; Haugen, Håvard J; Witsø, Ingun L; Lönn-Stensrud, Jessica; Jugowiec, Dawid
2015-01-01
Biofilm formation on dental abutment may lead to peri-implant mucositis and subsequent peri-implantitis. These cases are clinically treated with antibiotics such as doxycycline (Doxy). Here we used an electrochemical method of cathodic polarization to coat Doxy onto the outer surface of a dental abutment material. The Doxy-coated surface showed a burst release in phosphate-buffered saline during the first 24 h. However, a significant amount of Doxy remained on the surface for at least 2 weeks especially on a 5 mA–3 h sample with a higher Doxy amount, suggesting both an initial and a long-term bacteriostatic potential of the coated surface. Surface chemistry was analyzed by x-ray photoelectron spectroscopy and secondary ion mass spectrometry. Surface topography was evaluated by field emission scanning electron microscopy and blue-light profilometry. Longer polarization time from 1 h to 5 h and higher current density from 1 to 15 mA cm −2 resulted in a higher amount of Doxy on the surface. The surface was covered by a layer of Doxy less than 100 nm without significant changes in surface topography. The antibacterial property of the Doxy-coated surface was analyzed by biofilm and planktonic growth assays using Staphylococcus epidermidis. Doxy-coated samples reduced both biofilm accumulation and planktonic growth in broth culture, and also inhibited bacterial growth on agar plates. The antibacterial effect was stronger for samples of 5 mA–3 h coated with a higher amount of Doxy compared to that of 1 mA–1 h. Accordingly, an abutment surface coated with Doxy has potential for preventing bacterial colonization when exposed to the oral cavity. Doxy-coating could be a viable way to control peri-implant mucositis and prevent its progression into peri-implantitis. (paper)
Modeling of surface tension effects in venturi scrubbing
Ott, Robert M.; Wu, Tatsu K. L.; Crowder, Jerry W.
A modified model of venturi scrubber performance has been developed that addresses two effects of liquid surface tension: its effect on droplet size and its effect on particle penetration into the droplet. The predictions of the model indicate that, in general, collection efficiency increases with a decrease in liquid surface tension, but the range over which this increase is significant depends on the particle size and on the scrubber operating parameters. The predictions further indicate that the increases in collection efficiency are almost totally due to the effect of liquid surface tension on the mean droplet size, and that the collection efficiency is not significantly affected by the ability of the particle to penetrate the droplet.
Surface-environment effects in spin crossover solids
Energy Technology Data Exchange (ETDEWEB)
Gudyma, Iu., E-mail: yugudyma@gmail.com; Maksymov, A.
2017-06-15
Highlights: • The spin-crossover nanocrystals were described by modified Ising-like model. • The ligand field on the surface is a function of external fluctuations. • The thermal hysteresis with surface and bulk interactions of the lattice was studied. • The system behavior with fluctuating ligand field on the surface was examined. • The fluctuations enlarge the hysteresis, but smaller surface interaction narrows it. - Abstract: The impact of surface effects on thermal induced spin crossover phenomenon is a subject of a broad and current interest. Using the modified Ising-like model of spin crossover solids with the ligand field as function of the molecule’ positions and random component on surface by means of Metropolis Monte Carlo algorithm the thermal spin transition curves were calculated. The analysis of spin configuration during transition gives a general idea about contribution of molecules from the surface and inside the lattice into resulting magnetization of the systems. The behavior of hysteresis loop for various surface coupling and fluctuations strength has been described.
Screening effect on the polaron by surface plasmons
Xu, Xiaoying; Xu, Xiaoshan; Seal, Katyayani; Guo, Hangwen; Shen, Jian; Low Dimensional Materials Physics, Oak Ridge National Lab Team; University of Tennessee Team; Physics Department, Fudan University Team
2011-03-01
Surface plasmons occur when the conduction electrons at a metal/dielectric interface resonantly interact with external electromagnetic fields. While surface plasmons in vicinity of a polaron in the dielectric material, a strong screening effect on polaron characteristics is introduced. In this work, we observed the reduction of polarons in multiferroic LuFe2O4, which is mainly contributed by surface plasmons. Research sponsored by the Laboratory Directed Research and Development Program of Oak Ridge National Laboratory, managed by UT-Battelle, LLC, for the U. S. Department of Energy.
Effects of capillary condensation in adhesion between rough surfaces.
Wang, Jizeng; Qian, Jin; Gao, Huajian
2009-10-06
Experiments on the effects of humidity in adhesion between rough surfaces have shown that the adhesion energy remains constant below a critical relative humidity (RHcr) and then abruptly jumps to a higher value at RHcr before approaching its upper limit at 100% relative humidity. A model based on a hierarchical rough surface topography is proposed, which quantitatively explains the experimental observations and predicts two threshold RH values, RHcr and RHdry, which define three adhesion regimes: (1) RHRHcr, water menisci freely form and spread along the interface between the rough surfaces.
On surface clustering and Pauli principle effects in alpha decay
International Nuclear Information System (INIS)
Holan, S.
1983-01-01
The importance of the correct description of nuclear surface region in alpha decay calculations is pointed out. A model is proposed takinq into account explicitly surface clustering and Pauli principle effects which are essential in this region. A method for solving the main integrodifferential equation of the model by using the oscillator shell basis and the Collatz method is worked out. The first numerical results are obtained for nonlocal potential of the atpha particle-daughter nucleus interaction
Investigation of the Si(111) surface in uhv: oxidation and the effect of surface phosphorus
International Nuclear Information System (INIS)
Tom, H.W.K.; Zhu, X.D.; Shen, Y.R.; Somorjai, G.A.
1984-06-01
We have studied the initial stages of oxidation, the segregation of phosphorus, and the effect of phosphorus on oxidation of the Si(111) 7 x 7 surface using optical second-harmonic generation. We have also observed a (√3 x √3)R30 0 LEED pattern for P on Si
The effect of surface modification on initial ice formation on aluminum surfaces
DEFF Research Database (Denmark)
Rahimi, Maral; Afshari, Alireza; Fojan, Peter
2015-01-01
material of heat exchanger fins is aluminum, this paper focuses on the effect of aluminum wettability on the initial stages of ice formation. The ice growth was studied on bare as well as hydrophilically and hydrophobically modified surfaces of aluminum (8011A) sheets, commonly used in heat exchangers...
Kwon, So Ran; Kurti, Steven R; Oyoyo, Udochukwu; Li, Yiming
2015-09-01
The purpose of this study was to evaluate the effect of four whitening modalities on surface enamel as assessed with microhardness tester, profilometer, and scanning electron microscopy (SEM). Whitening was performed according to manufacturer's directions for over-the-counter (OTC), dentist dispensed for home use (HW) and in-office (OW) whitening. Do-it-yourself (DIY) whitening consisted of a strawberry and baking soda mix. Additionally, negative and positive controls were used. A total of 120 enamel specimens were used for microhardness testing at baseline and post-whitening. Following microhardness testing specimens were prepared for SEM observations. A total of 120 enamel specimens were used for surface roughness testing at baseline and post-whitening (n = 20 per group). Rank-based Analysis of Covariance was performed to compare microhardness and surface roughness changes. Tests of hypotheses were two-sided with α = 0.05. There was a significant difference in Knoop hardness changes (ΔKHN) among the groups (Kruskal-Wallis test, p whitening modalities-DIY, OTC, HW and OW induced minimal surface morphology changes when observed with SEM. It can be concluded that none of the four whitening modalities adversely affected enamel surface morphology. However, caution should be advised when using a DIY regimen as it may affect enamel microhardness and an OTC product as it has the potential to increase surface roughness.
Surface planarization effect of siloxane derivatives in organic semiconductor layers
Energy Technology Data Exchange (ETDEWEB)
Sakanoue, Kei [Center for Organic Photonics and Electronics Research, Kyushu University, Nishi-ku, Fukuoka 819-0395 (Japan); Harada, Hironobu; Ando, Kento [Department of Chemical Engineering, Graduate School of Engineering, Kyushu University, Nishi-ku, Fukuoka 819-0395 (Japan); Yahiro, Masayuki [Institute of Systems, Information Technologies and Nanotechnologies, 2-1-22, Sawara-ku, Fukuoka 814-0001 (Japan); Fukai, Jun, E-mail: jfukai@chem-eng.kyushu-u.ac.jp [Department of Chemical Engineering, Graduate School of Engineering, Kyushu University, Nishi-ku, Fukuoka 819-0395 (Japan)
2015-12-31
The ability of siloxane surface control additives (SCAs) to planarize organic semiconductor films with a thickness of tens of nanometers printed on indium tin oxide (ITO) surfaces with stripe-patterned bank structures using a liquid-phase method is demonstrated. Three types of SCAs with different molecular structures are examined in organic solutions of toluene, anisole and tetralin containing N,N′-bis(3-methylphenyl)-N,N′-bis(phenyl)-benzidine as a solute and typical organic semiconductor. While there is an optimum SCA and concentration for each solution, one type of SCA is comprehensively effective for all solutions. This SCA increased contact angle, which is contrary to the typical behavior of SCAs. Scanning electron microscope images of the thin films near the banks reveal that this SCA did not change the contact area between the film and substrate surface, which is related to the effectiveness of the SCA. SCAs did not affect the current–voltage characteristics of green organic light-emitting diodes, but did increase external quantum efficiencies, suggesting that SCAs can be used to improve the quality of solution-deposited films for use in optical devices. - Highlights: • Surface control additives planarize organic semiconductor films coated on surfaces. • The most effective additive increases the contact angle of solutions during drying. • The effect of additives is deduced from solutal Marangoni forces. • Additives have little effect on organic light-emitting diode performance.
Surface planarization effect of siloxane derivatives in organic semiconductor layers
International Nuclear Information System (INIS)
Sakanoue, Kei; Harada, Hironobu; Ando, Kento; Yahiro, Masayuki; Fukai, Jun
2015-01-01
The ability of siloxane surface control additives (SCAs) to planarize organic semiconductor films with a thickness of tens of nanometers printed on indium tin oxide (ITO) surfaces with stripe-patterned bank structures using a liquid-phase method is demonstrated. Three types of SCAs with different molecular structures are examined in organic solutions of toluene, anisole and tetralin containing N,N′-bis(3-methylphenyl)-N,N′-bis(phenyl)-benzidine as a solute and typical organic semiconductor. While there is an optimum SCA and concentration for each solution, one type of SCA is comprehensively effective for all solutions. This SCA increased contact angle, which is contrary to the typical behavior of SCAs. Scanning electron microscope images of the thin films near the banks reveal that this SCA did not change the contact area between the film and substrate surface, which is related to the effectiveness of the SCA. SCAs did not affect the current–voltage characteristics of green organic light-emitting diodes, but did increase external quantum efficiencies, suggesting that SCAs can be used to improve the quality of solution-deposited films for use in optical devices. - Highlights: • Surface control additives planarize organic semiconductor films coated on surfaces. • The most effective additive increases the contact angle of solutions during drying. • The effect of additives is deduced from solutal Marangoni forces. • Additives have little effect on organic light-emitting diode performance.
A retrodictive stochastic simulation algorithm
International Nuclear Information System (INIS)
Vaughan, T.G.; Drummond, P.D.; Drummond, A.J.
2010-01-01
In this paper we describe a simple method for inferring the initial states of systems evolving stochastically according to master equations, given knowledge of the final states. This is achieved through the use of a retrodictive stochastic simulation algorithm which complements the usual predictive stochastic simulation approach. We demonstrate the utility of this new algorithm by applying it to example problems, including the derivation of likely ancestral states of a gene sequence given a Markovian model of genetic mutation.
Stochastic processes and quantum theory
International Nuclear Information System (INIS)
Klauder, J.R.
1975-01-01
The author analyses a variety of stochastic processes, namely real time diffusion phenomena, which are analogues of imaginary time quantum theory and convariant imaginary time quantum field theory. He elaborates some standard properties involving probability measures and stochastic variables and considers a simple class of examples. Finally he develops the fact that certain stochastic theories actually exhibit divergences that simulate those of covariant quantum field theory and presents examples of both renormaizable and unrenormalizable behavior. (V.J.C.)
Güleç, Hacı Ali
2013-04-01
The aim of this study was to investigate the effects of surface characteristics of plain and plasma modified cellulose acetate (CA) membranes on the immobilization yield of β-galactosidases from Kluyveromyces lactis (KLG) and its galacto-oligosaccharide (GOS) yield, respectively. Low pressure plasma treatments involving oxygen plasma activation, plasma polymerization (PlsP) of ethylenediamine (EDA) and PlsP of 2-mercaptoethanol were used to modify plain CA membrane surfaces. KLG enzyme was immobilized onto plain and oxygen plasma treated membrane surfaces by simple adsorption. Oxygen plasma activation increased the hydrophylicity of CA membrane surfaces and it improved the immobilization yield of the enzyme by 42%. KLG enzyme was also immobilized onto CA membrane surfaces through amino groups created by PlsP of EDA via covalent binding. Plasma action at 60W plasma power and 15 min. exposure time improved the amount of membrane bounded enzyme by 3.5-fold. The enrichment of the amount of amino groups via polyethyleneimine (PEI) addition enhanced this increase from 3.5-fold to 4.5-fold. Although high enzyme loading was achived (65-83%), both of the methods dramatically decreased the enzyme activity (11-12%) and GOS yield due to probably negative effects of active amino groups. KLG enzyme was more effectively immobilized onto thiolated CA membrane surface created by PlsP of 2-mercaptoethanol with high immobilization yield (70%) and especially high enzyme activity (46%). Immobilized enzymes on the CA membranes treated by PlsP were successively reutilized for 5-8 cycles at 25°C and enzymatic derivatives retained approximately 75-80% of their initial activites at the end of the reactions. Copyright © 2012 Elsevier B.V. All rights reserved.
Stochastic line motion and stochastic flux conservation for nonideal hydromagnetic models
International Nuclear Information System (INIS)
Eyink, Gregory L.
2009-01-01
We prove that smooth solutions of nonideal (viscous and resistive) incompressible magnetohydrodynamic (MHD) equations satisfy a stochastic law of flux conservation. This property implies that the magnetic flux through a surface is equal to the average of the magnetic fluxes through an ensemble of surfaces advected backward in time by the plasma velocity perturbed with a random white noise. Our result is an analog of the well-known Alfven theorem of ideal MHD and is valid for any value of the magnetic Prandtl number. A second stochastic conservation law is shown to hold at unit Prandtl number, a random version of the generalized Kelvin theorem derived by Bekenstein and Oron for ideal MHD. These stochastic conservation laws are not only shown to be consequences of the nonideal MHD equations but are proved in fact to be equivalent to those equations. We derive similar results for two more refined hydromagnetic models, Hall MHD and the two-fluid plasma model, still assuming incompressible velocities and isotropic transport coefficients. Finally, we use these results to discuss briefly the infinite-Reynolds-number limit of hydromagnetic turbulence and to support the conjecture that flux conservation remains stochastic in that limit.
Effect of water table dynamics on land surface hydrologic memory
Lo, Min-Hui; Famiglietti, James S.
2010-11-01
The representation of groundwater dynamics in land surface models has received considerable attention in recent years. Most studies have found that soil moisture increases after adding a groundwater component because of the additional supply of water to the root zone. However, the effect of groundwater on land surface hydrologic memory (persistence) has not been explored thoroughly. In this study we investigate the effect of water table dynamics on National Center for Atmospheric Research Community Land Model hydrologic simulations in terms of land surface hydrologic memory. Unlike soil water or evapotranspiration, results show that land surface hydrologic memory does not always increase after adding a groundwater component. In regions where the water table level is intermediate, land surface hydrologic memory can even decrease, which occurs when soil moisture and capillary rise from groundwater are not in phase with each other. Further, we explore the hypothesis that in addition to atmospheric forcing, groundwater variations may also play an important role in affecting land surface hydrologic memory. Analyses show that feedbacks of groundwater on land surface hydrologic memory can be positive, negative, or neutral, depending on water table dynamics. In regions where the water table is shallow, the damping process of soil moisture variations by groundwater is not significant, and soil moisture variations are mostly controlled by random noise from atmospheric forcing. In contrast, in regions where the water table is very deep, capillary fluxes from groundwater are small, having limited potential to affect soil moisture variations. Therefore, a positive feedback of groundwater to land surface hydrologic memory is observed in a transition zone between deep and shallow water tables, where capillary fluxes act as a buffer by reducing high-frequency soil moisture variations resulting in longer land surface hydrologic memory.
Discrete stochastic charging of aggregate grains
Matthews, Lorin S.; Shotorban, Babak; Hyde, Truell W.
2018-05-01
Dust particles immersed in a plasma environment become charged through the collection of electrons and ions at random times, causing the dust charge to fluctuate about an equilibrium value. Small grains (with radii less than 1 μm) or grains in a tenuous plasma environment are sensitive to single additions of electrons or ions. Here we present a numerical model that allows examination of discrete stochastic charge fluctuations on the surface of aggregate grains and determines the effect of these fluctuations on the dynamics of grain aggregation. We show that the mean and standard deviation of charge on aggregate grains follow the same trends as those predicted for spheres having an equivalent radius, though aggregates exhibit larger variations from the predicted values. In some plasma environments, these charge fluctuations occur on timescales which are relevant for dynamics of aggregate growth. Coupled dynamics and charging models show that charge fluctuations tend to produce aggregates which are much more linear or filamentary than aggregates formed in an environment where the charge is stationary.
Stochastic Analysis with Financial Applications
Kohatsu-Higa, Arturo; Sheu, Shuenn-Jyi
2011-01-01
Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of stochastic analysis and some of its recent theoretical developments. This includes numerical simulation, error analysis, parameter estimation, as well as control and robustness properties for stochastic equations. This book also covers the areas of backward stochastic differential equations via the (non-li
Sparse Learning with Stochastic Composite Optimization.
Zhang, Weizhong; Zhang, Lijun; Jin, Zhongming; Jin, Rong; Cai, Deng; Li, Xuelong; Liang, Ronghua; He, Xiaofei
2017-06-01
In this paper, we study Stochastic Composite Optimization (SCO) for sparse learning that aims to learn a sparse solution from a composite function. Most of the recent SCO algorithms have already reached the optimal expected convergence rate O(1/λT), but they often fail to deliver sparse solutions at the end either due to the limited sparsity regularization during stochastic optimization (SO) or due to the limitation in online-to-batch conversion. Even when the objective function is strongly convex, their high probability bounds can only attain O(√{log(1/δ)/T}) with δ is the failure probability, which is much worse than the expected convergence rate. To address these limitations, we propose a simple yet effective two-phase Stochastic Composite Optimization scheme by adding a novel powerful sparse online-to-batch conversion to the general Stochastic Optimization algorithms. We further develop three concrete algorithms, OptimalSL, LastSL and AverageSL, directly under our scheme to prove the effectiveness of the proposed scheme. Both the theoretical analysis and the experiment results show that our methods can really outperform the existing methods at the ability of sparse learning and at the meantime we can improve the high probability bound to approximately O(log(log(T)/δ)/λT).
Maximal stochastic transport in the Lorenz equations
Energy Technology Data Exchange (ETDEWEB)
Agarwal, Sahil, E-mail: sahil.agarwal@yale.edu [Program in Applied Mathematics, Yale University, New Haven (United States); Wettlaufer, J.S., E-mail: john.wettlaufer@yale.edu [Program in Applied Mathematics, Yale University, New Haven (United States); Departments of Geology & Geophysics, Mathematics and Physics, Yale University, New Haven (United States); Mathematical Institute, University of Oxford, Oxford (United Kingdom); Nordita, Royal Institute of Technology and Stockholm University, Stockholm (Sweden)
2016-01-08
We calculate the stochastic upper bounds for the Lorenz equations using an extension of the background method. In analogy with Rayleigh–Bénard convection the upper bounds are for heat transport versus Rayleigh number. As might be expected, the stochastic upper bounds are larger than the deterministic counterpart of Souza and Doering [1], but their variation with noise amplitude exhibits interesting behavior. Below the transition to chaotic dynamics the upper bounds increase monotonically with noise amplitude. However, in the chaotic regime this monotonicity depends on the number of realizations in the ensemble; at a particular Rayleigh number the bound may increase or decrease with noise amplitude. The origin of this behavior is the coupling between the noise and unstable periodic orbits, the degree of which depends on the degree to which the ensemble represents the ergodic set. This is confirmed by examining the close returns plots of the full solutions to the stochastic equations and the numerical convergence of the noise correlations. The numerical convergence of both the ensemble and time averages of the noise correlations is sufficiently slow that it is the limiting aspect of the realization of these bounds. Finally, we note that the full solutions of the stochastic equations demonstrate that the effect of noise is equivalent to the effect of chaos.
Surface effects on the mechanical properties of nanoporous materials
International Nuclear Information System (INIS)
Xia Re; Li Xide; Feng Xiqiao; Qin Qinghua; Liu Jianlin
2011-01-01
Using the theory of surface elasticity, we investigate the mechanical properties of nanoporous materials. The classical theory of porous materials is modified to account for surface effects, which become increasingly important as the characteristic sizes of microstructures shrink to nanometers. First, a refined Timoshenko beam model is presented to predict the effective elastic modulus of nanoporous materials. Then the surface effects on the elastic microstructural buckling behavior of nanoporous materials are examined. In particular, nanoporous gold is taken as an example to illustrate the application of the proposed model. The results reveal that both the elastic modulus and the critical buckling behavior of nanoporous materials exhibit a distinct dependence on the characteristic sizes of microstructures, e.g. the average ligament width.
Surface effects on the mechanical properties of nanoporous materials
Energy Technology Data Exchange (ETDEWEB)
Xia Re [School of Power and Mechanical Engineering, Wuhan University, Wuhan 430072 (China); Li Xide; Feng Xiqiao [AML, Department of Engineering Mechanics, Tsinghua University, Beijing 100084 (China); Qin Qinghua [School of Engineering, Australian National University, Canberra, ACT 0200 (Australia); Liu Jianlin, E-mail: fengxq@tsinghua.edu.cn [Department of Engineering Mechanics, China University of Petroleum, Qingdao 266555 (China)
2011-07-01
Using the theory of surface elasticity, we investigate the mechanical properties of nanoporous materials. The classical theory of porous materials is modified to account for surface effects, which become increasingly important as the characteristic sizes of microstructures shrink to nanometers. First, a refined Timoshenko beam model is presented to predict the effective elastic modulus of nanoporous materials. Then the surface effects on the elastic microstructural buckling behavior of nanoporous materials are examined. In particular, nanoporous gold is taken as an example to illustrate the application of the proposed model. The results reveal that both the elastic modulus and the critical buckling behavior of nanoporous materials exhibit a distinct dependence on the characteristic sizes of microstructures, e.g. the average ligament width.
Cohesion and coordination effects on transition metal surface energies
Ruvireta, Judit; Vega, Lorena; Viñes, Francesc
2017-10-01
Here we explore the accuracy of Stefan equation and broken-bond model semiempirical approaches to obtain surface energies on transition metals. Cohesive factors are accounted for either via the vaporization enthalpies, as proposed in Stefan equation, or via cohesive energies, as employed in the broken-bond model. Coordination effects are considered including the saturation degree, as suggested in Stefan equation, employing Coordination Numbers (CN), or as the ratio of broken bonds, according to the bond-cutting model, considering as well the square root dependency of the bond strength on CN. Further, generalized coordination numbers CN bar are contemplated as well, exploring a total number of 12 semiempirical formulations on the three most densely packed surfaces of 3d, 4d, and 5d Transition Metals (TMs) displaying face-centered cubic (fcc), body-centered cubic (bcc), or hexagonal close-packed (hcp) crystallographic structures. Estimates are compared to available experimental surface energies obtained extrapolated to zero temperature. Results reveal that Stefan formula cohesive and coordination dependencies are only qualitative suited, but unadvised for quantitative discussion, as surface energies are highly overestimated, favoring in addition the stability of under-coordinated surfaces. Broken-bond cohesion and coordination dependencies are a suited basis for quantitative comparison, where square-root dependencies on CN to account for bond weakening are sensibly worse. An analysis using Wulff shaped averaged surface energies suggests the employment of broken-bond model using CN to gain surface energies for TMs, likely applicable to other metals.
Electrochemical Approach for Effective Antifouling and Antimicrobial Surfaces.
Gaw, Sheng Long; Sarkar, Sujoy; Nir, Sivan; Schnell, Yafit; Mandler, Daniel; Xu, Zhichuan J; Lee, Pooi See; Reches, Meital
2017-08-09
Biofouling, the adsorption of organisms to a surface, is a major problem today in many areas of our lives. This includes: (i) health, as biofouling on medical device leads to hospital-acquired infections, (ii) water, since the accumulation of organisms on membranes and pipes in desalination systems harms the function of the system, and (iii) energy, due to the heavy load of the organic layer that accumulates on marine vessels and causes a larger consumption of fuel. This paper presents an effective electrochemical approach for generating antifouling and antimicrobial surfaces. Distinct from previously reported antifouling or antimicrobial electrochemical studies, we demonstrate the formation of a hydrogen gas bubble layer through the application of a low-voltage square-waveform pulses to the conductive surface. This electrochemically generated gas bubble layer serves as a separation barrier between the surroundings and the target surface where the adhesion of bacteria can be deterred. Our results indicate that this barrier could effectively reduce the adsorption of bacteria to the surface by 99.5%. We propose that the antimicrobial mechanism correlates with the fundamental of hydrogen evolution reaction (HER). HER leads to an arid environment that does not allow the existence of live bacteria. In addition, we show that this drought condition kills the preadhered bacteria on the surface due to water stress. This work serves as the basis for the exploration of future self-sustainable antifouling techniques such as incorporating it with photocatalytic and photoelectrochemical reactions.
Effect of cathodic polarization on coating doxycycline on titanium surfaces
Energy Technology Data Exchange (ETDEWEB)
Geißler, Sebastian; Tiainen, Hanna; Haugen, Håvard J., E-mail: h.j.haugen@odont.uio.no
2016-06-01
Cathodic polarization has been reported to enhance the ability of titanium based implant materials to interact with biomolecules by forming titanium hydride at the outermost surface layer. Although this hydride layer has recently been suggested to allow the immobilization of the broad spectrum antibiotic doxycycline on titanium surfaces, the involvement of hydride in binding the biomolecule onto titanium remains poorly understood. To gain better understanding of the influence this immobilization process has on titanium surfaces, mirror-polished commercially pure titanium surfaces were cathodically polarized in the presence of doxycycline and the modified surfaces were thoroughly characterized using atomic force microscopy, electron microscopy, secondary ion mass spectrometry, and angle-resolved X-ray spectroscopy. We demonstrated that no hydride was created during the polarization process. Doxycycline was found to be attached to an oxide layer that was modified during the electrochemical process. A bacterial assay using bioluminescent Staphylococcus epidermidis Xen43 showed the ability of the coating to reduce bacterial colonization and planktonic bacterial growth. - Highlights: • Titanium hydride was found not to be involved in immobilization of doxycycline. • Doxycycline coating was strongly bound to a modified surface oxide layer. • Effect of coatings tested using a dynamic bacteria assay based on bioluminescence. • Topmost layer of adsorbed doxycycline was shown to have strong antibacterial effect.
Effect of non-equilibrium flow chemistry and surface catalysis on surface heating to AFE
Stewart, David A.; Henline, William D.; Chen, Yih-Kanq
1991-01-01
The effect of nonequilibrium flow chemistry on the surface temperature distribution over the forebody heat shield on the Aeroassisted Flight Experiment (AFE) vehicle was investigated using a reacting boundary-layer code. Computations were performed by using boundary-layer-edge properties determined from global iterations between the boundary-layer code and flow field solutions from a viscous shock layer (VSL) and a full Navier-Stokes solution. Surface temperature distribution over the AFE heat shield was calculated for two flight conditions during a nominal AFE trajectory. This study indicates that the surface temperature distribution is sensitive to the nonequilibrium chemistry in the shock layer. Heating distributions over the AFE forebody calculated using nonequilibrium edge properties were similar to values calculated using the VSL program.
Energy Technology Data Exchange (ETDEWEB)
Hardwick, Robert J.; Vennin, Vincent; Wands, David [Institute of Cosmology and Gravitation, University of Portsmouth, Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom); Byrnes, Christian T.; Torrado, Jesús, E-mail: robert.hardwick@port.ac.uk, E-mail: vincent.vennin@port.ac.uk, E-mail: c.byrnes@sussex.ac.uk, E-mail: jesus.torrado@sussex.ac.uk, E-mail: david.wands@port.ac.uk [Department of Physics and Astronomy, University of Sussex, Brighton BN1 9QH (United Kingdom)
2017-10-01
We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
International Nuclear Information System (INIS)
Hardwick, Robert J.; Vennin, Vincent; Wands, David; Byrnes, Christian T.; Torrado, Jesús
2017-01-01
We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
The effects of sea surface temperature gradients on surface turbulent fluxes
Steffen, John
A positive correlation between sea surface temperature (SST) and wind stress perturbation near strong SST gradients (DeltaSST) has been observed in different parts of the world ocean, such as the Gulf Stream in the North Atlantic and the Kuroshio Extension east of Japan. These changes in winds and SSTs can modify near-surface stability, surface stress, and latent and sensible heat fluxes. In general, these small scale processes are poorly modeled in Numerical Weather Prediction (NWP) and climate models. Failure to account for these air--sea interactions produces inaccurate values of turbulent fluxes, and therefore a misrepresentation of the energy, moisture, and momentum budgets. Our goal is to determine the change in these surface turbulent fluxes due to overlooking the correlated variability in winds, SSTs, and related variables. To model these air--sea interactions, a flux model was forced with and without SST--induced changes to the surface wind fields. The SST modification to the wind fields is based on a baroclinic argument as implemented by the University of Washington Planetary Boundary-Layer (UWPBL) model. Other input parameters include 2-m air temperature, 2-m dew point temperature, surface pressure (all from ERA--interim), and Reynolds Daily Optimum Interpolation Sea Surface Temperature (OISST). Flux model runs are performed every 6 hours starting in December 2002 and ending in November 2003. From these model outputs, seasonal, monthly, and daily means of the difference between DeltaSST and no DeltaSST effects on sensible heat flux (SHF), latent heat flux (LHF), and surface stress are calculated. Since the greatest impacts occur during the winter season, six additional December-January-February (DJF) seasons were analyzed for 1987--1990 and 1999--2002. The greatest differences in surface turbulent fluxes are concentrated near strong SST fronts associated with the Gulf Stream and Kuroshio Extension. On average, 2002---2003 DJF seasonal differences in SHF
Stochastic dynamics of melt ponds and sea ice-albedo climate feedback
Sudakov, Ivan
Evolution of melt ponds on the Arctic sea surface is a complicated stochastic process. We suggest a low-order model with ice-albedo feedback which describes stochastic dynamics of melt ponds geometrical characteristics. The model is a stochastic dynamical system model of energy balance in the climate system. We describe the equilibria in this model. We conclude the transition in fractal dimension of melt ponds affects the shape of the sea ice albedo curve.
The powerful pulsed electron beam effect on the metallic surfaces
International Nuclear Information System (INIS)
Neklyudov, I.M.; Yuferov, V.B.; Kosik, N.A.; Druj, O.S.; Skibenko, E.I.
2001-01-01
Experimental results of the influence of powerful pulsed electron beams on the surface structure,hardness and corrosion resistance of the Cr18ni10ti steel are presented. The experiments were carried out in the powerful electron accelerators of directional effect VGIK-1 and DIN-2K with an energy up to approx 300 KeV and a power density of 10 9 - 10 11 W/cm 2 for micro- and nanosecond range. The essential influence of the irradiation power density on the material structure was established. Pulsed powerful beam action on metallic surface leads to surface melting,modification of the structure and structure-dependent material properties. The gas emission and mass-spectrometer analysis of the beam-surface interaction were defined
Semiconductor surface diffusion: Nonthermal effects of photon illumination
International Nuclear Information System (INIS)
Ditchfield, R.; Llera-Rodriguez, D.; Seebauer, E. G.
2000-01-01
Nonthermal influences of photon illumination on surface diffusion at high temperatures have been measured experimentally. Activation energies and pre-exponential factors for diffusion of germanium, indium, and antimony on silicon change by up to 0.3 eV and two orders of magnitude, respectively, in response to illumination by photons having energies greater than the substrate band gap. The parameters decrease for n-type material and increase for p-type material. Aided by results from photoreflectance spectroscopy, we suggest that motion of the surface quasi-Fermi-level for minority carriers accounts for much of the effect by changing the charge states of surface vacancies. An additional adatom-vacancy complexation mechanism appears to operate on p-type substrates. The results have significant implications for aspects of microelectronics fabrication by rapid thermal processing that are governed by surface mobility. (c) 2000 The American Physical Society
Portfolio Optimization with Stochastic Dividends and Stochastic Volatility
Varga, Katherine Yvonne
2015-01-01
We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…
Stochastic ontogenetic growth model
West, B. J.; West, D.
2012-02-01
An ontogenetic growth model (OGM) for a thermodynamically closed system is generalized to satisfy both the first and second law of thermodynamics. The hypothesized stochastic ontogenetic growth model (SOGM) is shown to entail the interspecies allometry relation by explicitly averaging the basal metabolic rate and the total body mass over the steady-state probability density for the total body mass (TBM). This is the first derivation of the interspecies metabolic allometric relation from a dynamical model and the asymptotic steady-state distribution of the TBM is fit to data and shown to be inverse power law.