WorldWideScience

Sample records for stochastic walking parameters

  1. Sensitivity of Footbridge Vibrations to Stochastic Walking Parameters

    DEFF Research Database (Denmark)

    Pedersen, Lars; Frier, Christian

    2010-01-01

    of the pedestrian. A stochastic modelling approach is adopted for this paper and it facilitates quantifying the probability of exceeding various vibration levels, which is useful in a discussion of serviceability of a footbridge design. However, estimates of statistical distributions of footbridge vibration levels...... to walking loads might be influenced by the models assumed for the parameters of the load model (the walking parameters). The paper explores how sensitive estimates of the statistical distribution of vertical footbridge response are to various stochastic assumptions for the walking parameters. The basis...... for the study is a literature review identifying different suggestions as to how the stochastic nature of these parameters may be modelled, and a parameter study examines how the different models influence estimates of the statistical distribution of footbridge vibrations. By neglecting scatter in some...

  2. Quantum simulation of a quantum stochastic walk

    Science.gov (United States)

    Govia, Luke C. G.; Taketani, Bruno G.; Schuhmacher, Peter K.; Wilhelm, Frank K.

    2017-03-01

    The study of quantum walks has been shown to have a wide range of applications in areas such as artificial intelligence, the study of biological processes, and quantum transport. The quantum stochastic walk (QSW), which allows for incoherent movement of the walker, and therefore, directionality, is a generalization on the fully coherent quantum walk. While a QSW can always be described in Lindblad formalism, this does not mean that it can be microscopically derived in the standard weak-coupling limit under the Born-Markov approximation. This restricts the class of QSWs that can be experimentally realized in a simple manner. To circumvent this restriction, we introduce a technique to simulate open system evolution on a fully coherent quantum computer, using a quantum trajectories style approach. We apply this technique to a broad class of QSWs, and show that they can be simulated with minimal experimental resources. Our work opens the path towards the experimental realization of QSWs on large graphs with existing quantum technologies.

  3. Stochastic calculus for uncoupled continuous-time random walks.

    Science.gov (United States)

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

    2009-06-01

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

  4. On the physical realizability of quantum stochastic walks

    Science.gov (United States)

    Taketani, Bruno; Govia, Luke; Schuhmacher, Peter; Wilhelm, Frank

    Quantum walks are a promising framework that can be used to both understand and implement quantum information processing tasks. The recently developed quantum stochastic walk combines the concepts of a quantum walk and a classical random walk through open system evolution of a quantum system, and have been shown to have applications in as far reaching fields as artificial intelligence. However, nature puts significant constraints on the kind of open system evolutions that can be realized in a physical experiment. In this work, we discuss the restrictions on the allowed open system evolution, and the physical assumptions underpinning them. We then introduce a way to circumvent some of these restrictions, and simulate a more general quantum stochastic walk on a quantum computer, using a technique we call quantum trajectories on a quantum computer. We finally describe a circuit QED approach to implement discrete time quantum stochastic walks.

  5. Consistent Stochastic Modelling of Meteocean Design Parameters

    DEFF Research Database (Denmark)

    Sørensen, John Dalsgaard; Sterndorff, M. J.

    2000-01-01

    Consistent stochastic models of metocean design parameters and their directional dependencies are essential for reliability assessment of offshore structures. In this paper a stochastic model for the annual maximum values of the significant wave height, and the associated wind velocity, current...

  6. Effects of Nordic walking and walking on spatiotemporal gait parameters and ground reaction force.

    Science.gov (United States)

    Park, Seung Kyu; Yang, Dae Jung; Kang, Yang Hun; Kim, Je Ho; Uhm, Yo Han; Lee, Yong Seon

    2015-09-01

    [Purpose] The purpose of this study was to investigate the effects of Nordic walking and walking on spatiotemporal gait parameters and ground reaction force. [Subjects] The subjects of this study were 30 young adult males, who were divided into a Nordic walking group of 15 subjects and a walking group of 15 subjects. [Methods] To analyze the spatiotemporal parameters and ground reaction force during walking in the two groups, the six-camera Vicon MX motion analysis system was used. The subjects were asked to walk 12 meters using the more comfortable walking method for them between Nordic walking and walking. After they walked 12 meters more than 10 times, their most natural walking patterns were chosen three times and analyzed. To determine the pole for Nordic walking, each subject's height was multiplied by 0.68. We then measured the spatiotemporal gait parameters and ground reaction force. [Results] Compared with the walking group, the Nordic walking group showed an increase in cadence, stride length, and step length, and a decrease in stride time, step time, and vertical ground reaction force. [Conclusion] The results of this study indicate that Nordic walking increases the stride and can be considered as helping patients with diseases affecting their gait. This demonstrates that Nordic walking is more effective in improving functional capabilities by promoting effective energy use and reducing the lower limb load, because the weight of the upper and lower limbs is dispersed during Nordic walking.

  7. A random walk approach to stochastic neutron transport

    International Nuclear Information System (INIS)

    Mulatier, Clelia de

    2015-01-01

    One of the key goals of nuclear reactor physics is to determine the distribution of the neutron population within a reactor core. This population indeed fluctuates due to the stochastic nature of the interactions of the neutrons with the nuclei of the surrounding medium: scattering, emission of neutrons from fission events and capture by nuclear absorption. Due to these physical mechanisms, the stochastic process performed by neutrons is a branching random walk. For most applications, the neutron population considered is very large, and all physical observables related to its behaviour, such as the heat production due to fissions, are well characterised by their average values. Generally, these mean quantities are governed by the classical neutron transport equation, called linear Boltzmann equation. During my PhD, using tools from branching random walks and anomalous diffusion, I have tackled two aspects of neutron transport that cannot be approached by the linear Boltzmann equation. First, thanks to the Feynman-Kac backward formalism, I have characterised the phenomenon of 'neutron clustering' that has been highlighted for low-density configuration of neutrons and results from strong fluctuations in space and time of the neutron population. Then, I focused on several properties of anomalous (non-exponential) transport, that can model neutron transport in strongly heterogeneous and disordered media, such as pebble-bed reactors. One of the novel aspects of this work is that problems are treated in the presence of boundaries. Indeed, even though real systems are finite (confined geometries), most of previously existing results were obtained for infinite systems. (author) [fr

  8. Parameter estimation in stochastic differential equations

    CERN Document Server

    Bishwal, Jaya P N

    2008-01-01

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

  9. Quantum Walks on the Line with Phase Parameters

    Science.gov (United States)

    Villagra, Marcos; Nakanishi, Masaki; Yamashita, Shigeru; Nakashima, Yasuhiko

    In this paper, a study on discrete-time coined quantum walks on the line is presented. Clear mathematical foundations are still lacking for this quantum walk model. As a step toward this objective, the following question is being addressed: Given a graph, what is the probability that a quantum walk arrives at a given vertex after some number of steps? This is a very natural question, and for random walks it can be answered by several different combinatorial arguments. For quantum walks this is a highly non-trivial task. Furthermore, this was only achieved before for one specific coin operator (Hadamard operator) for walks on the line. Even considering only walks on lines, generalizing these computations to a general SU(2) coin operator is a complex task. The main contribution is a closed-form formula for the amplitudes of the state of the walk (which includes the question above) for a general symmetric SU(2) operator for walks on the line. To this end, a coin operator with parameters that alters the phase of the state of the walk is defined. Then, closed-form solutions are computed by means of Fourier analysis and asymptotic approximation methods. We also present some basic properties of the walk which can be deducted using weak convergence theorems for quantum walks. In particular, the support of the induced probability distribution of the walk is calculated. Then, it is shown how changing the parameters in the coin operator affects the resulting probability distribution.

  10. Biomechanical parameters in lower limbs during natural walking and Nordic walking at different speeds.

    Science.gov (United States)

    Dziuba, Alicja K; Żurek, Grzegorz; Garrard, Ian; Wierzbicka-Damska, Iwona

    2015-01-01

    Nordic Walking (NW) is a sport that has a number of benefits as a rehabilitation method. It is performed with specially designed poles and has been often recommended as a physical activity that helps reduce the load to limbs. However, some studies have suggested that these findings might be erroneous. The aim of this paper was to compare the kinematic, kinetic and dynamic parameters of lower limbs between Natural Walking (W) and Nordic Walking (NW) at both low and high walking speeds. The study used a registration system, BTS Smart software and Kistler platform. Eleven subjects walked along a 15-metre path at low (below 2 m⋅s-1) and high (over 2 m⋅s-1) walking speeds. The Davis model was employed for calculations of kinematic, kinetic and dynamic parameters of lower limbs. With constant speed, the support given by Nordic Walking poles does not make the stroke longer and there is no change in pelvic rotation either. The only change observed was much bigger pelvic anteversion in the sagittal plane during fast NW. There were no changes in forces, power and muscle torques in lower limbs. The study found no differences in kinematic, kinetic and dynamic parameters between Natural Walking (W) and Nordic Walking (NW). Higher speeds generate greater ground reaction forces and muscle torques in lower limbs. Gait parameters depend on walking speed rather than on walking style.

  11. Systematic parameter inference in stochastic mesoscopic modeling

    Energy Technology Data Exchange (ETDEWEB)

    Lei, Huan; Yang, Xiu [Pacific Northwest National Laboratory, Richland, WA 99352 (United States); Li, Zhen [Division of Applied Mathematics, Brown University, Providence, RI 02912 (United States); Karniadakis, George Em, E-mail: george_karniadakis@brown.edu [Division of Applied Mathematics, Brown University, Providence, RI 02912 (United States)

    2017-02-01

    We propose a method to efficiently determine the optimal coarse-grained force field in mesoscopic stochastic simulations of Newtonian fluid and polymer melt systems modeled by dissipative particle dynamics (DPD) and energy conserving dissipative particle dynamics (eDPD). The response surfaces of various target properties (viscosity, diffusivity, pressure, etc.) with respect to model parameters are constructed based on the generalized polynomial chaos (gPC) expansion using simulation results on sampling points (e.g., individual parameter sets). To alleviate the computational cost to evaluate the target properties, we employ the compressive sensing method to compute the coefficients of the dominant gPC terms given the prior knowledge that the coefficients are “sparse”. The proposed method shows comparable accuracy with the standard probabilistic collocation method (PCM) while it imposes a much weaker restriction on the number of the simulation samples especially for systems with high dimensional parametric space. Fully access to the response surfaces within the confidence range enables us to infer the optimal force parameters given the desirable values of target properties at the macroscopic scale. Moreover, it enables us to investigate the intrinsic relationship between the model parameters, identify possible degeneracies in the parameter space, and optimize the model by eliminating model redundancies. The proposed method provides an efficient alternative approach for constructing mesoscopic models by inferring model parameters to recover target properties of the physics systems (e.g., from experimental measurements), where those force field parameters and formulation cannot be derived from the microscopic level in a straight forward way.

  12. Stochastic evolution of cosmological parameters in the early universe

    Indian Academy of Sciences (India)

    We develop a stochastic formulation of cosmology in the early universe, after considering the scatter in the redshift-apparent magnitude diagram in the early epochs as an observational evidence for the non-deterministic evolution of early universe. We consider the stochastic evolution of density parameter in the early ...

  13. Stochastic inflation as a time-dependent random walk

    International Nuclear Information System (INIS)

    Kandrup, H.E.

    1989-01-01

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

  14. Quantum stochastic walks on networks for decision-making

    Science.gov (United States)

    Martínez-Martínez, Ismael; Sánchez-Burillo, Eduardo

    2016-03-01

    Recent experiments report violations of the classical law of total probability and incompatibility of certain mental representations when humans process and react to information. Evidence shows promise of a more general quantum theory providing a better explanation of the dynamics and structure of real decision-making processes than classical probability theory. Inspired by this, we show how the behavioral choice-probabilities can arise as the unique stationary distribution of quantum stochastic walkers on the classical network defined from Luce’s response probabilities. This work is relevant because (i) we provide a very general framework integrating the positive characteristics of both quantum and classical approaches previously in confrontation, and (ii) we define a cognitive network which can be used to bring other connectivist approaches to decision-making into the quantum stochastic realm. We model the decision-maker as an open system in contact with her surrounding environment, and the time-length of the decision-making process reveals to be also a measure of the process’ degree of interplay between the unitary and irreversible dynamics. Implementing quantum coherence on classical networks may be a door to better integrate human-like reasoning biases in stochastic models for decision-making.

  15. Quantum stochastic walks on networks for decision-making.

    Science.gov (United States)

    Martínez-Martínez, Ismael; Sánchez-Burillo, Eduardo

    2016-03-31

    Recent experiments report violations of the classical law of total probability and incompatibility of certain mental representations when humans process and react to information. Evidence shows promise of a more general quantum theory providing a better explanation of the dynamics and structure of real decision-making processes than classical probability theory. Inspired by this, we show how the behavioral choice-probabilities can arise as the unique stationary distribution of quantum stochastic walkers on the classical network defined from Luce's response probabilities. This work is relevant because (i) we provide a very general framework integrating the positive characteristics of both quantum and classical approaches previously in confrontation, and (ii) we define a cognitive network which can be used to bring other connectivist approaches to decision-making into the quantum stochastic realm. We model the decision-maker as an open system in contact with her surrounding environment, and the time-length of the decision-making process reveals to be also a measure of the process' degree of interplay between the unitary and irreversible dynamics. Implementing quantum coherence on classical networks may be a door to better integrate human-like reasoning biases in stochastic models for decision-making.

  16. Limit distributions of random walks on stochastic matrices

    Indian Academy of Sciences (India)

    condition that μm(P) > 0 for some positive integer m (as opposed to just 1, instead of m, considered in [1]), where μm is the ...... Limit distributions of random walks. 611. PROPOSITION 3.2. Let f be as introduced before Proposition 3.1. The probability distribution λ is the image of π by the map b ↦→ f (b). In other words, λ = ∑.

  17. Estimation of parameter sensitivities for stochastic reaction networks

    KAUST Repository

    Gupta, Ankit

    2016-01-01

    Quantification of the effects of parameter uncertainty is an important and challenging problem in Systems Biology. We consider this problem in the context of stochastic models of biochemical reaction networks where the dynamics is described as a

  18. Parameter-free resolution of the superposition of stochastic signals

    Energy Technology Data Exchange (ETDEWEB)

    Scholz, Teresa, E-mail: tascholz@fc.ul.pt [Center for Theoretical and Computational Physics, University of Lisbon (Portugal); Raischel, Frank [Center for Geophysics, IDL, University of Lisbon (Portugal); Closer Consulting, Av. Eng. Duarte Pacheco Torre 1 15" 0, 1070-101 Lisboa (Portugal); Lopes, Vitor V. [DEIO-CIO, University of Lisbon (Portugal); UTEC–Universidad de Ingeniería y Tecnología, Lima (Peru); Lehle, Bernd; Wächter, Matthias; Peinke, Joachim [Institute of Physics and ForWind, Carl-von-Ossietzky University of Oldenburg, Oldenburg (Germany); Lind, Pedro G. [Institute of Physics and ForWind, Carl-von-Ossietzky University of Oldenburg, Oldenburg (Germany); Institute of Physics, University of Osnabrück, Osnabrück (Germany)

    2017-01-30

    This paper presents a direct method to obtain the deterministic and stochastic contribution of the sum of two independent stochastic processes, one of which is an Ornstein–Uhlenbeck process and the other a general (non-linear) Langevin process. The method is able to distinguish between the stochastic processes, retrieving their corresponding stochastic evolution equations. This framework is based on a recent approach for the analysis of multidimensional Langevin-type stochastic processes in the presence of strong measurement (or observational) noise, which is here extended to impose neither constraints nor parameters and extract all coefficients directly from the empirical data sets. Using synthetic data, it is shown that the method yields satisfactory results.

  19. A methodology to quantify the stochastic distribution of friction coefficient required for level walking.

    Science.gov (United States)

    Chang, Wen-Ruey; Chang, Chien-Chi; Matz, Simon; Lesch, Mary F

    2008-11-01

    The required friction coefficient is defined as the minimum friction needed at the shoe and floor interface to support human locomotion. The available friction is the maximum friction coefficient that can be supported without a slip at the shoe and floor interface. A statistical model was recently introduced to estimate the probability of slip and fall incidents by comparing the available friction with the required friction, assuming that both the available and required friction coefficients have stochastic distributions. This paper presents a methodology to investigate the stochastic distributions of the required friction coefficient for level walking. In this experiment, a walkway with a layout of three force plates was specially designed in order to capture a large number of successful strikes without causing fatigue in participants. The required coefficient of friction data of one participant, who repeatedly walked on this walkway under four different walking conditions, is presented as an example of the readiness of the methodology examined in this paper. The results of the Kolmogorov-Smirnov goodness-of-fit test indicated that the required friction coefficient generated from each foot and walking condition by this participant appears to fit the normal, log-normal or Weibull distributions with few exceptions. Among these three distributions, the normal distribution appears to fit all the data generated with this participant. The average of successful strikes for each walk achieved with three force plates in this experiment was 2.49, ranging from 2.14 to 2.95 for each walking condition. The methodology and layout of the experimental apparatus presented in this paper are suitable for being applied to a full-scale study.

  20. Heart rate variability as determinism with jump stochastic parameters.

    Science.gov (United States)

    Zheng, Jiongxuan; Skufca, Joseph D; Bollt, Erik M

    2013-08-01

    We use measured heart rate information (RR intervals) to develop a one-dimensional nonlinear map that describes short term deterministic behavior in the data. Our study suggests that there is a stochastic parameter with persistence which causes the heart rate and rhythm system to wander about a bifurcation point. We propose a modified circle map with a jump process noise term as a model which can qualitatively capture such this behavior of low dimensional transient determinism with occasional (stochastically defined) jumps from one deterministic system to another within a one parameter family of deterministic systems.

  1. Parameter estimation in stochastic rainfall-runoff models

    DEFF Research Database (Denmark)

    Jonsdottir, Harpa; Madsen, Henrik; Palsson, Olafur Petur

    2006-01-01

    A parameter estimation method for stochastic rainfall-runoff models is presented. The model considered in the paper is a conceptual stochastic model, formulated in continuous-discrete state space form. The model is small and a fully automatic optimization is, therefore, possible for estimating all...... the parameter values are optimal for simulation or prediction. The data originates from Iceland and the model is designed for Icelandic conditions, including a snow routine for mountainous areas. The model demands only two input data series, precipitation and temperature and one output data series...

  2. Accelerated maximum likelihood parameter estimation for stochastic biochemical systems

    Directory of Open Access Journals (Sweden)

    Daigle Bernie J

    2012-05-01

    Full Text Available Abstract Background A prerequisite for the mechanistic simulation of a biochemical system is detailed knowledge of its kinetic parameters. Despite recent experimental advances, the estimation of unknown parameter values from observed data is still a bottleneck for obtaining accurate simulation results. Many methods exist for parameter estimation in deterministic biochemical systems; methods for discrete stochastic systems are less well developed. Given the probabilistic nature of stochastic biochemical models, a natural approach is to choose parameter values that maximize the probability of the observed data with respect to the unknown parameters, a.k.a. the maximum likelihood parameter estimates (MLEs. MLE computation for all but the simplest models requires the simulation of many system trajectories that are consistent with experimental data. For models with unknown parameters, this presents a computational challenge, as the generation of consistent trajectories can be an extremely rare occurrence. Results We have developed Monte Carlo Expectation-Maximization with Modified Cross-Entropy Method (MCEM2: an accelerated method for calculating MLEs that combines advances in rare event simulation with a computationally efficient version of the Monte Carlo expectation-maximization (MCEM algorithm. Our method requires no prior knowledge regarding parameter values, and it automatically provides a multivariate parameter uncertainty estimate. We applied the method to five stochastic systems of increasing complexity, progressing from an analytically tractable pure-birth model to a computationally demanding model of yeast-polarization. Our results demonstrate that MCEM2 substantially accelerates MLE computation on all tested models when compared to a stand-alone version of MCEM. Additionally, we show how our method identifies parameter values for certain classes of models more accurately than two recently proposed computationally efficient methods

  3. A comparison of at-home walking and 10-meter walking test parameters of individuals with post-stroke hemiparesis.

    Science.gov (United States)

    Nagano, Katsuhito; Hori, Hideaki; Muramatsu, Ken

    2015-02-01

    [Purpose] The purpose of this study was to clarify the difference in gait parameters of at-home walking and the 10-meter walking test results of individuals with hemiparesis. [Subjects] A total of 14 hemiparetic stroke recovery patients participated in this study. Inclusion criteria were: living at home, the ability to walk independently, and demonstrated low extremity on recovery stages III-V on the Brunnstrom Approach. The average age of the subjects was 66 years. [Methods] We used video surveillance and the inked footprint technique to record usual walking speed and maximum speed patterns both in subjects' homes and during the 10-meter walking test. From these methods, walking speed, stride length, and step rate were calculated. [Results] While both usual and maximum walking speeds of the 10-meter walking test correlated with stride length and step rate, at-home walking speeds only significantly correlated with stride length. [Conclusion] Walking patterns of the 10-meter walking test are quantifiably distinct from those demonstrated in patients' homes, and this difference is mainly characterized by stride length. In order to enhance in-home walking ability, exercises that improve length of stride rather than step rate should be recommended.

  4. Estimation of Parameters in Mean-Reverting Stochastic Systems

    Directory of Open Access Journals (Sweden)

    Tianhai Tian

    2014-01-01

    Full Text Available Stochastic differential equation (SDE is a very important mathematical tool to describe complex systems in which noise plays an important role. SDE models have been widely used to study the dynamic properties of various nonlinear systems in biology, engineering, finance, and economics, as well as physical sciences. Since a SDE can generate unlimited numbers of trajectories, it is difficult to estimate model parameters based on experimental observations which may represent only one trajectory of the stochastic model. Although substantial research efforts have been made to develop effective methods, it is still a challenge to infer unknown parameters in SDE models from observations that may have large variations. Using an interest rate model as a test problem, in this work we use the Bayesian inference and Markov Chain Monte Carlo method to estimate unknown parameters in SDE models.

  5. Brownian motion model with stochastic parameters for asset prices

    Science.gov (United States)

    Ching, Soo Huei; Hin, Pooi Ah

    2013-09-01

    The Brownian motion model may not be a completely realistic model for asset prices because in real asset prices the drift μ and volatility σ may change over time. Presently we consider a model in which the parameter x = (μ,σ) is such that its value x (t + Δt) at a short time Δt ahead of the present time t depends on the value of the asset price at time t + Δt as well as the present parameter value x(t) and m-1 other parameter values before time t via a conditional distribution. The Malaysian stock prices are used to compare the performance of the Brownian motion model with fixed parameter with that of the model with stochastic parameter.

  6. Estimation of parameter sensitivities for stochastic reaction networks

    KAUST Repository

    Gupta, Ankit

    2016-01-07

    Quantification of the effects of parameter uncertainty is an important and challenging problem in Systems Biology. We consider this problem in the context of stochastic models of biochemical reaction networks where the dynamics is described as a continuous-time Markov chain whose states represent the molecular counts of various species. For such models, effects of parameter uncertainty are often quantified by estimating the infinitesimal sensitivities of some observables with respect to model parameters. The aim of this talk is to present a holistic approach towards this problem of estimating parameter sensitivities for stochastic reaction networks. Our approach is based on a generic formula which allows us to construct efficient estimators for parameter sensitivity using simulations of the underlying model. We will discuss how novel simulation techniques, such as tau-leaping approximations, multi-level methods etc. can be easily integrated with our approach and how one can deal with stiff reaction networks where reactions span multiple time-scales. We will demonstrate the efficiency and applicability of our approach using many examples from the biological literature.

  7. Dynamic optimization of a biped model: Energetic walking gaits with different mechanical and gait parameters

    Directory of Open Access Journals (Sweden)

    Kang An

    2015-05-01

    Full Text Available Energy consumption is one of the problems for bipedal robots walking. For the purpose of studying the parameter effects on the design of energetic walking bipeds with strong adaptability, we use a dynamic optimization method on our new walking model to first investigate the effects of the mechanical parameters, including mass and length distribution, on the walking efficiency. Then, we study the energetic walking gait features with the combinations of walking speed and step length. Our walking model is designed upon Srinivasan’s model. Dynamic optimization is used for a free search with minimal constraints. The results show that the cost of transport of a certain gait increases with the increase in the mass and length distribution parameters, except for that the cost of transport decreases with big length distribution parameter and long step length. We can also find a corresponding range of walking speed and step length, in which the variation in one of the two parameters has no obvious effect on the cost of transport. With fixed mechanical parameters, the cost of transport increases with the increase in the walking speed. There is a speed–step length relationship for walking with minimal cost of transport. The hip torque output strategy is adjusted in two situations to meet the walking requirements.

  8. Identification of a Discontinuous Parameter in Stochastic Parabolic Systems

    International Nuclear Information System (INIS)

    Aihara, S. I.

    1998-01-01

    The purpose of this paper is to study the identification problem for a spatially varying discontinuous parameter in stochastic diffusion equations. The consistency property of the maximum likelihood estimate (M.L.E.) and a generating algorithm for M.L.E. have been explored under the condition that the unknown parameter is in a sufficiently regular space with respect to spatial variables. In order to prove the consistency property of the M.L.E. for a discontinuous diffusion coefficient, we use the method of sieves, i.e., first the admissible class of unknown parameters is projected into a finite-dimensional space and next the convergence of the derived finite-dimensional M.L.E. to the infinite-dimensional M.L.E. is justified under some conditions. An iterative algorithm for generating the M.L.E. is also proposed with two numerical examples

  9. A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters

    NARCIS (Netherlands)

    Peng, Yijie; Fu, Michael C.; Hu, Jian Qiang; Heidergott, Bernd

    In this paper, we propose a new unbiased stochastic derivative estimator in a framework that can handle discontinuous sample performances with structural parameters. This work extends the three most popular unbiased stochastic derivative estimators: (1) infinitesimal perturbation analysis (IPA), (2)

  10. Prediction of interest rate using CKLS model with stochastic parameters

    International Nuclear Information System (INIS)

    Ying, Khor Chia; Hin, Pooi Ah

    2014-01-01

    The Chan, Karolyi, Longstaff and Sanders (CKLS) model is a popular one-factor model for describing the spot interest rates. In this paper, the four parameters in the CKLS model are regarded as stochastic. The parameter vector φ (j) of four parameters at the (J+n)-th time point is estimated by the j-th window which is defined as the set consisting of the observed interest rates at the j′-th time point where j≤j′≤j+n. To model the variation of φ (j) , we assume that φ (j) depends on φ (j−m) , φ (j−m+1) ,…, φ (j−1) and the interest rate r j+n at the (j+n)-th time point via a four-dimensional conditional distribution which is derived from a [4(m+1)+1]-dimensional power-normal distribution. Treating the (j+n)-th time point as the present time point, we find a prediction interval for the future value r j+n+1 of the interest rate at the next time point when the value r j+n of the interest rate is given. From the above four-dimensional conditional distribution, we also find a prediction interval for the future interest rate r j+n+d at the next d-th (d≥2) time point. The prediction intervals based on the CKLS model with stochastic parameters are found to have better ability of covering the observed future interest rates when compared with those based on the model with fixed parameters

  11. Prediction of interest rate using CKLS model with stochastic parameters

    Energy Technology Data Exchange (ETDEWEB)

    Ying, Khor Chia [Faculty of Computing and Informatics, Multimedia University, Jalan Multimedia, 63100 Cyberjaya, Selangor (Malaysia); Hin, Pooi Ah [Sunway University Business School, No. 5, Jalan Universiti, Bandar Sunway, 47500 Subang Jaya, Selangor (Malaysia)

    2014-06-19

    The Chan, Karolyi, Longstaff and Sanders (CKLS) model is a popular one-factor model for describing the spot interest rates. In this paper, the four parameters in the CKLS model are regarded as stochastic. The parameter vector φ{sup (j)} of four parameters at the (J+n)-th time point is estimated by the j-th window which is defined as the set consisting of the observed interest rates at the j′-th time point where j≤j′≤j+n. To model the variation of φ{sup (j)}, we assume that φ{sup (j)} depends on φ{sup (j−m)}, φ{sup (j−m+1)},…, φ{sup (j−1)} and the interest rate r{sub j+n} at the (j+n)-th time point via a four-dimensional conditional distribution which is derived from a [4(m+1)+1]-dimensional power-normal distribution. Treating the (j+n)-th time point as the present time point, we find a prediction interval for the future value r{sub j+n+1} of the interest rate at the next time point when the value r{sub j+n} of the interest rate is given. From the above four-dimensional conditional distribution, we also find a prediction interval for the future interest rate r{sub j+n+d} at the next d-th (d≥2) time point. The prediction intervals based on the CKLS model with stochastic parameters are found to have better ability of covering the observed future interest rates when compared with those based on the model with fixed parameters.

  12. Parameter Estimation in Stochastic Grey-Box Models

    DEFF Research Database (Denmark)

    Kristensen, Niels Rode; Madsen, Henrik; Jørgensen, Sten Bay

    2004-01-01

    An efficient and flexible parameter estimation scheme for grey-box models in the sense of discretely, partially observed Ito stochastic differential equations with measurement noise is presented along with a corresponding software implementation. The estimation scheme is based on the extended...... Kalman filter and features maximum likelihood as well as maximum a posteriori estimation on multiple independent data sets, including irregularly sampled data sets and data sets with occasional outliers and missing observations. The software implementation is compared to an existing software tool...... and proves to have better performance both in terms of quality of estimates for nonlinear systems with significant diffusion and in terms of reproducibility. In particular, the new tool provides more accurate and more consistent estimates of the parameters of the diffusion term....

  13. Bayesian parameter estimation for stochastic models of biological cell migration

    Science.gov (United States)

    Dieterich, Peter; Preuss, Roland

    2013-08-01

    Cell migration plays an essential role under many physiological and patho-physiological conditions. It is of major importance during embryonic development and wound healing. In contrast, it also generates negative effects during inflammation processes, the transmigration of tumors or the formation of metastases. Thus, a reliable quantification and characterization of cell paths could give insight into the dynamics of these processes. Typically stochastic models are applied where parameters are extracted by fitting models to the so-called mean square displacement of the observed cell group. We show that this approach has several disadvantages and problems. Therefore, we propose a simple procedure directly relying on the positions of the cell's trajectory and the covariance matrix of the positions. It is shown that the covariance is identical with the spatial aging correlation function for the supposed linear Gaussian models of Brownian motion with drift and fractional Brownian motion. The technique is applied and illustrated with simulated data showing a reliable parameter estimation from single cell paths.

  14. Material discovery by combining stochastic surface walking global optimization with a neural network.

    Science.gov (United States)

    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.

  15. Stochastic distribution of the required coefficient of friction for level walking--an in-depth study.

    Science.gov (United States)

    Chang, Wen-Ruey; Matz, Simon; Chang, Chien-Chi

    2012-01-01

    This study investigated the stochastic distribution of the required coefficient of friction (RCOF) which is a critical element for estimating slip probability. Fifty participants walked under four walking conditions. The results of the Kolmogorov-Smirnov two-sample test indicate that 76% of the RCOF data showed a difference in distribution between both feet for the same participant under each walking condition; the data from both feet were kept separate. The results of the Kolmogorov-Smirnov goodness-of-fit test indicate that most of the distribution of the RCOF appears to have a good match with the normal (85.5%), log-normal (84.5%) and Weibull distributions (81.5%). However, approximately 7.75% of the cases did not have a match with any of these distributions. It is reasonable to use the normal distribution for representation of the RCOF distribution due to its simplicity and familiarity, but each foot had a different distribution from the other foot in 76% of cases. The stochastic distribution of the required coefficient of friction (RCOF) was investigated for use in a statistical model to improve the estimate of slip probability in risk assessment. The results indicate that 85.5% of the distribution of the RCOF appears to have a good match with the normal distribution.

  16. The effect of uphill and downhill walking on gait parameters: A self-paced treadmill study.

    Science.gov (United States)

    Kimel-Naor, Shani; Gottlieb, Amihai; Plotnik, Meir

    2017-07-26

    It has been shown that gait parameters vary systematically with the slope of the surface when walking uphill (UH) or downhill (DH) (Andriacchi et al., 1977; Crowe et al., 1996; Kawamura et al., 1991; Kirtley et al., 1985; McIntosh et al., 2006; Sun et al., 1996). However, gait trials performed on inclined surfaces have been subject to certain technical limitations including using fixed speed treadmills (TMs) or, alternatively, sampling only a few gait cycles on inclined ramps. Further, prior work has not analyzed upper body kinematics. This study aims to investigate effects of slope on gait parameters using a self-paced TM (SPTM) which facilitates more natural walking, including measuring upper body kinematics and gait coordination parameters. Gait of 11 young healthy participants was sampled during walking in steady state speed. Measurements were made at slopes of +10°, 0° and -10°. Force plates and a motion capture system were used to reconstruct twenty spatiotemporal gait parameters. For validation, previously described parameters were compared with the literature, and novel parameters measuring upper body kinematics and bilateral gait coordination were also analyzed. Results showed that most lower and upper body gait parameters were affected by walking slope angle. Specifically, UH walking had a higher impact on gait kinematics than DH walking. However, gait coordination parameters were not affected by walking slope, suggesting that gait asymmetry, left-right coordination and gait variability are robust characteristics of walking. The findings of the study are discussed in reference to a potential combined effect of slope and gait speed. Follow-up studies are needed to explore the relative effects of each of these factors. Copyright © 2017. Published by Elsevier Ltd.

  17. Test models for improving filtering with model errors through stochastic parameter estimation

    International Nuclear Information System (INIS)

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

    2010-01-01

    The filtering skill for turbulent signals from nature is often limited by model errors created by utilizing an imperfect model for filtering. Updating the parameters in the imperfect model through stochastic parameter estimation is one way to increase filtering skill and model performance. Here a suite of stringent test models for filtering with stochastic parameter estimation is developed based on the Stochastic Parameterization Extended Kalman Filter (SPEKF). These new SPEKF-algorithms systematically correct both multiplicative and additive biases and involve exact formulas for propagating the mean and covariance including the parameters in the test model. A comprehensive study is presented of robust parameter regimes for increasing filtering skill through stochastic parameter estimation for turbulent signals as the observation time and observation noise are varied and even when the forcing is incorrectly specified. The results here provide useful guidelines for filtering turbulent signals in more complex systems with significant model errors.

  18. Effects of upper body parameters on biped walking efficiency studied by dynamic optimization

    Directory of Open Access Journals (Sweden)

    Kang An

    2016-12-01

    Full Text Available Walking efficiency is one of the considerations for designing biped robots. This article uses the dynamic optimization method to study the effects of upper body parameters, including upper body length and mass, on walking efficiency. Two minimal actuations, hip joint torque and push-off impulse, are used in the walking model, and minimal constraints are set in a free search using the dynamic optimization. Results show that there is an optimal solution of upper body length for the efficient walking within a range of walking speed and step length. For short step length, walking with a lighter upper body mass is found to be more efficient and vice versa. It is also found that for higher speed locomotion, the increase of the upper body length and mass can make the walking gait optimal rather than other kind of gaits. In addition, the typical strategy of an optimal walking gait is that just actuating the swing leg at the beginning of the step.

  19. Stochastic resonance in the presence of slowly varying control parameters

    International Nuclear Information System (INIS)

    Nicolis, C; Nicolis, G

    2005-01-01

    The kinetics of transitions between states in a noisy system is studied in the simultaneous presence of a periodic forcing and a ramp. It is shown that the interaction between stochastic resonance and the action of the ramp may give rise to a new method for the control of the transition rates

  20. Parameter estimation in a simple stochastic differential equation for phytoplankton modelling

    DEFF Research Database (Denmark)

    Møller, Jan Kloppenborg; Madsen, Henrik; Carstensen, Jacob

    2011-01-01

    The use of stochastic differential equations (SDEs) for simulation of aquatic ecosystems has attracted increasing attention in recent years. The SDE setting also provides the opportunity for statistical estimation of ecosystem parameters. We present an estimation procedure, based on Kalman...

  1. Aperiodic signals processing via parameter-tuning stochastic resonance in a photorefractive ring cavity

    Directory of Open Access Journals (Sweden)

    Xuefeng Li

    2014-04-01

    Full Text Available Based on solving numerically the generalized nonlinear Langevin equation describing the nonlinear dynamics of stochastic resonance by Fourth-order Runge-Kutta method, an aperiodic stochastic resonance based on an optical bistable system is numerically investigated. The numerical results show that a parameter-tuning stochastic resonance system can be realized by choosing the appropriate optical bistable parameters, which performs well in reconstructing aperiodic signals from a very high level of noise background. The influences of optical bistable parameters on the stochastic resonance effect are numerically analyzed via cross-correlation, and a maximum cross-correlation gain of 8 is obtained by optimizing optical bistable parameters. This provides a prospective method for reconstructing noise-hidden weak signals in all-optical signal processing systems.

  2. A Study on Stability of Limit Cycle Walking Model with Feet: Parameter Study

    Directory of Open Access Journals (Sweden)

    Yonggwon Jeon

    2013-01-01

    Full Text Available In this paper, two kinds of feet, namely, curved and flat feet, are added to limit cycle walking model to investigate its stability properties. Although both models are already proposed and are investigated, most previous works are focused on efficiency and gait behaviors. Only the stability properties of the simplest walking model conceived Garcia et al. are well defined. Therefore, there is still a need for a precise research on the effect of feet, especially in the view of local stability, bifurcation route to chaos, global stability, falling boundary and energy balance line. Therefore, this article revisits the stability analysis of limit cycle walking model with various foot shape. To analyze the effects of feet, we re-derive the equation of motion of modified models by adding one more parameter of foot shape than the simplest walking model. Also, the falling boundary and energy balance line of modified models are derived to get proper initial conditions for stable walking and to explain global stability. Simulation results show us that the curved feet can enlarge both stable walking range and area of basin of attraction while the case of flat feet depends on foot shape parameter.

  3. Robust nonlinear autoregressive moving average model parameter estimation using stochastic recurrent artificial neural networks

    DEFF Research Database (Denmark)

    Chon, K H; Hoyer, D; Armoundas, A A

    1999-01-01

    In this study, we introduce a new approach for estimating linear and nonlinear stochastic autoregressive moving average (ARMA) model parameters, given a corrupt signal, using artificial recurrent neural networks. This new approach is a two-step approach in which the parameters of the deterministic...... part of the stochastic ARMA model are first estimated via a three-layer artificial neural network (deterministic estimation step) and then reestimated using the prediction error as one of the inputs to the artificial neural networks in an iterative algorithm (stochastic estimation step). The prediction...... error is obtained by subtracting the corrupt signal of the estimated ARMA model obtained via the deterministic estimation step from the system output response. We present computer simulation examples to show the efficacy of the proposed stochastic recurrent neural network approach in obtaining accurate...

  4. Emergence of Lévy Walks from Second-Order Stochastic Optimization

    Science.gov (United States)

    Kuśmierz, Łukasz; Toyoizumi, Taro

    2017-12-01

    In natural foraging, many organisms seem to perform two different types of motile search: directed search (taxis) and random search. The former is observed when the environment provides cues to guide motion towards a target. The latter involves no apparent memory or information processing and can be mathematically modeled by random walks. We show that both types of search can be generated by a common mechanism in which Lévy flights or Lévy walks emerge from a second-order gradient-based search with noisy observations. No explicit switching mechanism is required—instead, continuous transitions between the directed and random motions emerge depending on the Hessian matrix of the cost function. For a wide range of scenarios, the Lévy tail index is α =1 , consistent with previous observations in foraging organisms. These results suggest that adopting a second-order optimization method can be a useful strategy to combine efficient features of directed and random search.

  5. A Geršgorin-type eigenvalue localization set with n parameters for stochastic matrices

    Directory of Open Access Journals (Sweden)

    Wang Xiaoxiao

    2018-04-01

    Full Text Available A set in the complex plane which involves n parameters in [0, 1] is given to localize all eigenvalues different from 1 for stochastic matrices. As an application of this set, an upper bound for the moduli of the subdominant eigenvalues of a stochastic matrix is obtained. Lastly, we fix n parameters in [0, 1] to give a new set including all eigenvalues different from 1, which is tighter than those provided by Shen et al. (Linear Algebra Appl. 447 (2014 74-87 and Li et al. (Linear and Multilinear Algebra 63(11 (2015 2159-2170 for estimating the moduli of subdominant eigenvalues.

  6. Stochastic exponential stability of the delayed reaction-diffusion recurrent neural networks with Markovian jumping parameters

    International Nuclear Information System (INIS)

    Wang Linshan; Zhang Zhe; Wang Yangfan

    2008-01-01

    Some criteria for the global stochastic exponential stability of the delayed reaction-diffusion recurrent neural networks with Markovian jumping parameters are presented. The jumping parameters considered here are generated from a continuous-time discrete-state homogeneous Markov process, which are governed by a Markov process with discrete and finite state space. By employing a new Lyapunov-Krasovskii functional, a linear matrix inequality (LMI) approach is developed to establish some easy-to-test criteria of global exponential stability in the mean square for the stochastic neural networks. The criteria are computationally efficient, since they are in the forms of some linear matrix inequalities

  7. Adaptive control of chaotic systems with stochastic time varying unknown parameters

    Energy Technology Data Exchange (ETDEWEB)

    Salarieh, Hassan [Center of Excellence in Design, Robotics and Automation, Department of Mechanical Engineering, Sharif University of Technology, P.O. Box 11365-9567, Azadi Avenue, Tehran (Iran, Islamic Republic of)], E-mail: salarieh@mech.sharif.edu; Alasty, Aria [Center of Excellence in Design, Robotics and Automation, Department of Mechanical Engineering, Sharif University of Technology, P.O. Box 11365-9567, Azadi Avenue, Tehran (Iran, Islamic Republic of)], E-mail: aalasti@sharif.edu

    2008-10-15

    In this paper based on the Lyapunov stability theorem, an adaptive control scheme is proposed for stabilizing the unstable periodic orbits (UPO) of chaotic systems. It is assumed that the chaotic system has some linearly dependent unknown parameters which are stochastically time varying. The stochastic parameters are modeled through the Weiner process derivative. To demonstrate the effectiveness of the proposed technique it has been applied to the Lorenz, Chen and Rossler dynamical systems, as some case studies. Simulation results indicate that the proposed adaptive controller has a high performance in stabilizing the UPO of chaotic systems in noisy environment.

  8. Stochastic stability analysis for delayed neural networks of neutral type with Markovian jump parameters

    International Nuclear Information System (INIS)

    Lou Xuyang; Cui Baotong

    2009-01-01

    In this paper, the problem of stochastic stability for a class of delayed neural networks of neutral type with Markovian jump parameters is investigated. The jumping parameters are modelled as a continuous-time, discrete-state Markov process. A sufficient condition guaranteeing the stochastic stability of the equilibrium point is derived for the Markovian jumping delayed neural networks (MJDNNs) with neutral type. The stability criterion not only eliminates the differences between excitatory and inhibitory effects on the neural networks, but also can be conveniently checked. The sufficient condition obtained can be essentially solved in terms of linear matrix inequality. A numerical example is given to show the effectiveness of the obtained results.

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

    International Nuclear Information System (INIS)

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

    2010-01-01

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

  10. Adaptive Synchronization for Two Different Stochastic Chaotic Systems with Unknown Parameters via a Sliding Mode Controller

    Directory of Open Access Journals (Sweden)

    Zengyun Wang

    2013-01-01

    Full Text Available This paper investigates the problem of synchronization for two different stochastic chaotic systems with unknown parameters and uncertain terms. The main work of this paper consists of the following aspects. Firstly, based on the Lyapunov theory in stochastic differential equations and the theory of sliding mode control, we propose a simple sliding surface and discuss the occurrence of the sliding motion. Secondly, we design an adaptive sliding mode controller to realize the asymptotical synchronization in mean squares. Thirdly, we design an adaptive sliding mode controller to realize the almost surely synchronization. Finally, the designed adaptive sliding mode controllers are used to achieve synchronization between two pairs of different stochastic chaos systems (Lorenz-Chen and Chen-Lu in the presence of the uncertainties and unknown parameters. Numerical simulations are given to demonstrate the robustness and efficiency of the proposed robust adaptive sliding mode controller.

  11. Parameter discovery in stochastic biological models using simulated annealing and statistical model checking.

    Science.gov (United States)

    Hussain, Faraz; Jha, Sumit K; Jha, Susmit; Langmead, Christopher J

    2014-01-01

    Stochastic models are increasingly used to study the behaviour of biochemical systems. While the structure of such models is often readily available from first principles, unknown quantitative features of the model are incorporated into the model as parameters. Algorithmic discovery of parameter values from experimentally observed facts remains a challenge for the computational systems biology community. We present a new parameter discovery algorithm that uses simulated annealing, sequential hypothesis testing, and statistical model checking to learn the parameters in a stochastic model. We apply our technique to a model of glucose and insulin metabolism used for in-silico validation of artificial pancreata and demonstrate its effectiveness by developing parallel CUDA-based implementation for parameter synthesis in this model.

  12. A Doppler Radar System for Sensing Physiological Parameters in Walking and Standing Positions

    Directory of Open Access Journals (Sweden)

    Malikeh Pour Ebrahim

    2017-03-01

    Full Text Available Doppler radar can be implemented for sensing physiological parameters wirelessly at a distance. Detecting respiration rate, an important human body parameter, is essential in a range of applications like emergency and military healthcare environments, and Doppler radar records actual chest motion. One challenge in using Doppler radar is being able to monitor several patients simultaneously and in different situations like standing, walking, or lying. This paper presents a complete transmitter-receiver Doppler radar system, which uses a 4 GHz continuous wave radar signal transmission and receiving system, to extract base-band data from a phase-shifted signal. This work reports experimental evaluations of the system for one and two subjects in various standing and walking positions. It provides a detailed signal analysis of various breathing rates of these two subjects simultaneously. These results will be useful in future medical monitoring applications.

  13. Robust H∞ Filtering for Uncertain Neutral Stochastic Systems with Markovian Jumping Parameters and Time Delay

    Directory of Open Access Journals (Sweden)

    Yajun Li

    2015-01-01

    Full Text Available This paper deals with the robust H∞ filter design problem for a class of uncertain neutral stochastic systems with Markovian jumping parameters and time delay. Based on the Lyapunov-Krasovskii theory and generalized Finsler Lemma, a delay-dependent stability condition is proposed to ensure not only that the filter error system is robustly stochastically stable but also that a prescribed H∞ performance level is satisfied for all admissible uncertainties. All obtained results are expressed in terms of linear matrix inequalities which can be easily solved by MATLAB LMI toolbox. Numerical examples are given to show that the results obtained are both less conservative and less complicated in computation.

  14. A termination criterion for parameter estimation in stochastic models in systems biology.

    Science.gov (United States)

    Zimmer, Christoph; Sahle, Sven

    2015-11-01

    Parameter estimation procedures are a central aspect of modeling approaches in systems biology. They are often computationally expensive, especially when the models take stochasticity into account. Typically parameter estimation involves the iterative optimization of an objective function that describes how well the model fits some measured data with a certain set of parameter values. In order to limit the computational expenses it is therefore important to apply an adequate stopping criterion for the optimization process, so that the optimization continues at least until a reasonable fit is obtained, but not much longer. In the case of stochastic modeling, at least some parameter estimation schemes involve an objective function that is itself a random variable. This means that plain convergence tests are not a priori suitable as stopping criteria. This article suggests a termination criterion suited to optimization problems in parameter estimation arising from stochastic models in systems biology. The termination criterion is developed for optimization algorithms that involve populations of parameter sets, such as particle swarm or evolutionary algorithms. It is based on comparing the variance of the objective function over the whole population of parameter sets with the variance of repeated evaluations of the objective function at the best parameter set. The performance is demonstrated for several different algorithms. To test the termination criterion we choose polynomial test functions as well as systems biology models such as an Immigration-Death model and a bistable genetic toggle switch. The genetic toggle switch is an especially challenging test case as it shows a stochastic switching between two steady states which is qualitatively different from the model behavior in a deterministic model. Copyright © 2015. Published by Elsevier Ireland Ltd.

  15. Stochastic Mixed-Effects Parameters Bertalanffy Process, with Applications to Tree Crown Width Modeling

    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.

  16. Stochastic Parameter Development for PORFLOW Simulations of the Hanford AX Tank Farm

    International Nuclear Information System (INIS)

    Ho, C.K.; Baca, R.G.; Conrad, S.H.; Smith, G.A.; Shyr, L.; Wheeler, T.A.

    1999-01-01

    Parameters have been identified that can be modeled stochastically using PORFLOW and Latin Hypercube Sampling (LHS). These parameters include hydrologic and transport properties in the vadose and saturated zones, as well as source-term parameters and infiltration rates. A number of resources were used to define the parameter distributions, primarily those provided in the Retrieval Performance Evaluation Report (Jacobs, 1998). A linear rank regression was performed on the vadose-zone hydrologic parameters given in Khaleel and Freeman (1995) to determine if correlations existed between pairs of parameters. No strong correlations were found among the vadose-zone hydrologic parameters, and it was recommended that these parameters be sampled independently until future data or analyses reveal a strong correlation or functional relationship between parameters. Other distributions for source-term parameters, infiltration rates, and saturated-zone parameters that are required to stochastically analyze the performance of the AX Tank Farm using LHS/PORFLOW were adapted from distributions and values reported in Jacobs (1998) and other literature sources. Discussions pertaining to the geologic conceptualization, vadose-zone modeling, and saturated-zone modeling of the AX Tank Farm are also presented

  17. Predicting Footbridge Response using Stochastic Load Models

    DEFF Research Database (Denmark)

    Pedersen, Lars; Frier, Christian

    2013-01-01

    Walking parameters such as step frequency, pedestrian mass, dynamic load factor, etc. are basically stochastic, although it is quite common to adapt deterministic models for these parameters. The present paper considers a stochastic approach to modeling the action of pedestrians, but when doing so...... decisions need to be made in terms of statistical distributions of walking parameters and in terms of the parameters describing the statistical distributions. The paper explores how sensitive computations of bridge response are to some of the decisions to be made in this respect. This is useful...

  18. Boosting Bayesian parameter inference of nonlinear stochastic differential equation models by Hamiltonian scale separation.

    Science.gov (United States)

    Albert, Carlo; Ulzega, Simone; Stoop, Ruedi

    2016-04-01

    Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In many situations, the dominant sources of uncertainty must be included into the model for making reliable predictions. This naturally leads to stochastic models. Stochastic models render parameter inference much harder, as the aim then is to find a distribution of likely parameter values. In Bayesian statistics, which is a consistent framework for data-driven learning, this so-called posterior distribution can be used to make probabilistic predictions. We propose a novel, exact, and very efficient approach for generating posterior parameter distributions for stochastic differential equation models calibrated to measured time series. The algorithm is inspired by reinterpreting the posterior distribution as a statistical mechanics partition function of an object akin to a polymer, where the measurements are mapped on heavier beads compared to those of the simulated data. To arrive at distribution samples, we employ a Hamiltonian Monte Carlo approach combined with a multiple time-scale integration. A separation of time scales naturally arises if either the number of measurement points or the number of simulation points becomes large. Furthermore, at least for one-dimensional problems, we can decouple the harmonic modes between measurement points and solve the fastest part of their dynamics analytically. Our approach is applicable to a wide range of inference problems and is highly parallelizable.

  19. Uncertainty calculation for modal parameters used with stochastic subspace identification: an application to a bridge structure

    Science.gov (United States)

    Hsu, Wei-Ting; Loh, Chin-Hsiung; Chao, Shu-Hsien

    2015-03-01

    Stochastic subspace identification method (SSI) has been proven to be an efficient algorithm for the identification of liner-time-invariant system using multivariate measurements. Generally, the estimated modal parameters through SSI may be afflicted with statistical uncertainty, e.g. undefined measurement noises, non-stationary excitation, finite number of data samples etc. Therefore, the identified results are subjected to variance errors. Accordingly, the concept of the stabilization diagram can help users to identify the correct model, i.e. through removing the spurious modes. Modal parameters are estimated at successive model orders where the physical modes of the system are extracted and separated from the spurious modes. Besides, an uncertainty computation scheme was derived for the calculation of uncertainty bounds for modal parameters at some given model order. The uncertainty bounds of damping ratios are particularly interesting, as the estimation of damping ratios are difficult to obtain. In this paper, an automated stochastic subspace identification algorithm is addressed. First, the identification of modal parameters through covariance-driven stochastic subspace identification from the output-only measurements is used for discussion. A systematic way of investigation on the criteria for the stabilization diagram is presented. Secondly, an automated algorithm of post-processing on stabilization diagram is demonstrated. Finally, the computation of uncertainty bounds for each mode with all model order in the stabilization diagram is utilized to determine system natural frequencies and damping ratios. Demonstration of this study on the system identification of a three-span steel bridge under operation condition is presented. It is shown that the proposed new operation procedure for the automated covariance-driven stochastic subspace identification can enhance the robustness and reliability in structural health monitoring.

  20. Effects of wide step walking on swing phase hip muscle forces and spatio-temporal gait parameters.

    Science.gov (United States)

    Bajelan, Soheil; Nagano, Hanatsu; Sparrow, Tony; Begg, Rezaul K

    2017-07-01

    Human walking can be viewed essentially as a continuum of anterior balance loss followed by a step that re-stabilizes balance. To secure balance an extended base of support can be assistive but healthy young adults tend to walk with relatively narrower steps compared to vulnerable populations (e.g. older adults and patients). It was, therefore, hypothesized that wide step walking may enhance dynamic balance at the cost of disturbed optimum coupling of muscle functions, leading to additional muscle work and associated reduction of gait economy. Young healthy adults may select relatively narrow steps for a more efficient gait. The current study focused on the effects of wide step walking on hip abductor and adductor muscles and spatio-temporal gait parameters. To this end, lower body kinematic data and ground reaction forces were obtained using an Optotrak motion capture system and AMTI force plates, respectively, while AnyBody software was employed for muscle force simulation. A single step of four healthy young male adults was captured during preferred walking and wide step walking. Based on preferred walking data, two parallel lines were drawn on the walkway to indicate 50% larger step width and participants targeted the lines with their heels as they walked. In addition to step width that defined walking conditions, other spatio-temporal gait parameters including step length, double support time and single support time were obtained. Average hip muscle forces during swing were modeled. Results showed that in wide step walking step length increased, Gluteus Minimus muscles were more active while Gracilis and Adductor Longus revealed considerably reduced forces. In conclusion, greater use of abductors and loss of adductor forces were found in wide step walking. Further validation is needed in future studies involving older adults and other pathological populations.

  1. Parameter allocation of parallel array bistable stochastic resonance and its application in communication systems

    International Nuclear Information System (INIS)

    Liu Jian; Zhai Qi-Qing; Wang You-Guo; Liu Jin

    2016-01-01

    In this paper, we propose a parameter allocation scheme in a parallel array bistable stochastic resonance-based communication system (P-BSR-CS) to improve the performance of weak binary pulse amplitude modulated (BPAM) signal transmissions. The optimal parameter allocation policy of the P-BSR-CS is provided to minimize the bit error rate (BER) and maximize the channel capacity (CC) under the adiabatic approximation condition. On this basis, we further derive the best parameter selection theorem in realistic communication scenarios via variable transformation. Specifically, the P-BSR structure design not only brings the robustness of parameter selection optimization, where the optimal parameter pair is not fixed but variable in quite a wide range, but also produces outstanding system performance. Theoretical analysis and simulation results indicate that in the P-BSR-CS the proposed parameter allocation scheme yields considerable performance improvement, particularly in very low signal-to-noise ratio (SNR) environments. (paper)

  2. Estimating the parameters of stochastic differential equations using a criterion function based on the Kolmogorov-Smirnov statistic

    OpenAIRE

    McDonald, A. David; Sandal, Leif Kristoffer

    1998-01-01

    Estimation of parameters in the drift and diffusion terms of stochastic differential equations involves simulation and generally requires substantial data sets. We examine a method that can be applied when available time series are limited to less than 20 observations per replication. We compare and contrast parameter estimation for linear and nonlinear first-order stochastic differential equations using two criterion functions: one based on a Chi-square statistic, put forward by Hurn and Lin...

  3. HAL® exoskeleton training improves walking parameters and normalizes cortical excitability in primary somatosensory cortex in spinal cord injury patients.

    Science.gov (United States)

    Sczesny-Kaiser, Matthias; Höffken, Oliver; Aach, Mirko; Cruciger, Oliver; Grasmücke, Dennis; Meindl, Renate; Schildhauer, Thomas A; Schwenkreis, Peter; Tegenthoff, Martin

    2015-08-20

    Reorganization in the sensorimotor cortex accompanied by increased excitability and enlarged body representations is a consequence of spinal cord injury (SCI). Robotic-assisted bodyweight supported treadmill training (BWSTT) was hypothesized to induce reorganization and improve walking function. To assess whether BWSTT with hybrid assistive limb® (HAL®) exoskeleton affects cortical excitability in the primary somatosensory cortex (S1) in SCI patients, as measured by paired-pulse somatosensory evoked potentials (ppSEP) stimulated above the level of injury. Eleven SCI patients took part in HAL® assisted BWSTT for 3 months. PpSEP were conducted before and after this training period, where the amplitude ratios (SEP amplitude following double pulses - SEP amplitude following single pulses) were assessed and compared to eleven healthy control subjects. To assess improvement in walking function, we used the 10-m walk test, timed-up-and-go test, the 6-min walk test, and the lower extremity motor score. PpSEPs were significantly increased in SCI patients as compared to controls at baseline. Following training, ppSEPs were increased from baseline and no longer significantly differed from controls. Walking parameters also showed significant improvements, yet there was no significant correlation between ppSEP measures and walking parameters. The findings suggest that robotic-assisted BWSTT with HAL® in SCI patients is capable of inducing cortical plasticity following highly repetitive, active locomotive use of paretic legs. While there was no significant correlation of excitability with walking parameters, brain areas other than S1 might reflect improvement of walking functions. EEG and neuroimaging studies may provide further information about supraspinal plastic processes and foci in SCI rehabilitation.

  4. An iterative stochastic ensemble method for parameter estimation of subsurface flow models

    International Nuclear Information System (INIS)

    Elsheikh, Ahmed H.; Wheeler, Mary F.; Hoteit, Ibrahim

    2013-01-01

    Parameter estimation for subsurface flow models is an essential step for maximizing the value of numerical simulations for future prediction and the development of effective control strategies. We propose the iterative stochastic ensemble method (ISEM) as a general method for parameter estimation based on stochastic estimation of gradients using an ensemble of directional derivatives. ISEM eliminates the need for adjoint coding and deals with the numerical simulator as a blackbox. The proposed method employs directional derivatives within a Gauss–Newton iteration. The update equation in ISEM resembles the update step in ensemble Kalman filter, however the inverse of the output covariance matrix in ISEM is regularized using standard truncated singular value decomposition or Tikhonov regularization. We also investigate the performance of a set of shrinkage based covariance estimators within ISEM. The proposed method is successfully applied on several nonlinear parameter estimation problems for subsurface flow models. The efficiency of the proposed algorithm is demonstrated by the small size of utilized ensembles and in terms of error convergence rates

  5. Determination of kinetics parameters using stochastic methods in a 252Cf system

    International Nuclear Information System (INIS)

    Difilippo, F.C.

    1988-01-01

    Safety analysis and control system design of nuclear systems require the knowledge of neutron kinetics related parameters like effective delayed neutron fraction, neutron lifetime, time between neutron generations and subcriticality margins. Many methods, deterministic and stochastic, are being used, some since the beginning of nuclear power, to measure these important parameters. The method based on the use of the 252 Cf neutron source has been under intense study at the Oak Ridge National Laboratory, both experimentally and theoretically, during the last years. The increasing demand for this isotope in industrial and medical applications and new designs of advanced high flux reactors to produce it make the isotope available as neutron source (only few micrograms are necessary). A thin layer of 252 Cf is deposited in one of the electrodes of a fission chamber which produces pulses each time the 252 Cf disintegrates via α or spontaneous fission decay; the smaller pulses associated with the α decay can be easily discriminated with the important result that we known the time when v/sub c/ neutrons are injected into the system (number of neutrons per fission of 252 Cf). Thus, a small (few cm 3 ) and nonintrusive device can be used as a random pulsed neutron source with known natural properties that do no depend on biases associated with more complex interrogating devices like accelerators. This paper presents a general formalism that relates the kinetics parameters with stochastic descriptors that naturally appear because of the random nature of the production and transport of neutrons

  6. An iterative stochastic ensemble method for parameter estimation of subsurface flow models

    KAUST Repository

    Elsheikh, Ahmed H.

    2013-06-01

    Parameter estimation for subsurface flow models is an essential step for maximizing the value of numerical simulations for future prediction and the development of effective control strategies. We propose the iterative stochastic ensemble method (ISEM) as a general method for parameter estimation based on stochastic estimation of gradients using an ensemble of directional derivatives. ISEM eliminates the need for adjoint coding and deals with the numerical simulator as a blackbox. The proposed method employs directional derivatives within a Gauss-Newton iteration. The update equation in ISEM resembles the update step in ensemble Kalman filter, however the inverse of the output covariance matrix in ISEM is regularized using standard truncated singular value decomposition or Tikhonov regularization. We also investigate the performance of a set of shrinkage based covariance estimators within ISEM. The proposed method is successfully applied on several nonlinear parameter estimation problems for subsurface flow models. The efficiency of the proposed algorithm is demonstrated by the small size of utilized ensembles and in terms of error convergence rates. © 2013 Elsevier Inc.

  7. Optimum Parameters of a Tuned Liquid Column Damper in a Wind Turbine Subject to Stochastic Load

    Science.gov (United States)

    Alkmim, M. H.; de Morais, M. V. G.; Fabro, A. T.

    2017-12-01

    Parameter optimization for tuned liquid column dampers (TLCD), a class of passive structural control, have been previously proposed in the literature for reducing vibration in wind turbines, and several other applications. However, most of the available work consider the wind excitation as either a deterministic harmonic load or random load with white noise spectra. In this paper, a global direct search optimization algorithm to reduce vibration of a tuned liquid column damper (TLCD), a class of passive structural control device, is presented. The objective is to find optimized parameters for the TLCD under stochastic load from different wind power spectral density. A verification is made considering the analytical solution of undamped primary system under white noise excitation by comparing with result from the literature. Finally, it is shown that different wind profiles can significantly affect the optimum TLCD parameters.

  8. Bridges for Pedestrians with Random Parameters using the Stochastic Finite Elements Analysis

    Science.gov (United States)

    Szafran, J.; Kamiński, M.

    2017-02-01

    The main aim of this paper is to present a Stochastic Finite Element Method analysis with reference to principal design parameters of bridges for pedestrians: eigenfrequency and deflection of bridge span. They are considered with respect to random thickness of plates in boxed-section bridge platform, Young modulus of structural steel and static load resulting from crowd of pedestrians. The influence of the quality of the numerical model in the context of traditional FEM is shown also on the example of a simple steel shield. Steel structures with random parameters are discretized in exactly the same way as for the needs of traditional Finite Element Method. Its probabilistic version is provided thanks to the Response Function Method, where several numerical tests with random parameter values varying around its mean value enable the determination of the structural response and, thanks to the Least Squares Method, its final probabilistic moments.

  9. Bridges for Pedestrians with Random Parameters using the Stochastic Finite Elements Analysis

    Directory of Open Access Journals (Sweden)

    Szafran J.

    2017-02-01

    Full Text Available The main aim of this paper is to present a Stochastic Finite Element Method analysis with reference to principal design parameters of bridges for pedestrians: eigenfrequency and deflection of bridge span. They are considered with respect to random thickness of plates in boxed-section bridge platform, Young modulus of structural steel and static load resulting from crowd of pedestrians. The influence of the quality of the numerical model in the context of traditional FEM is shown also on the example of a simple steel shield. Steel structures with random parameters are discretized in exactly the same way as for the needs of traditional Finite Element Method. Its probabilistic version is provided thanks to the Response Function Method, where several numerical tests with random parameter values varying around its mean value enable the determination of the structural response and, thanks to the Least Squares Method, its final probabilistic moments.

  10. Exponential Synchronization for Stochastic Neural Networks with Mixed Time Delays and Markovian Jump Parameters via Sampled Data

    Directory of Open Access Journals (Sweden)

    Yingwei Li

    2014-01-01

    Full Text Available The exponential synchronization issue for stochastic neural networks (SNNs with mixed time delays and Markovian jump parameters using sampled-data controller is investigated. Based on a novel Lyapunov-Krasovskii functional, stochastic analysis theory, and linear matrix inequality (LMI approach, we derived some novel sufficient conditions that guarantee that the master systems exponentially synchronize with the slave systems. The design method of the desired sampled-data controller is also proposed. To reflect the most dynamical behaviors of the system, both Markovian jump parameters and stochastic disturbance are considered, where stochastic disturbances are given in the form of a Brownian motion. The results obtained in this paper are a little conservative comparing the previous results in the literature. Finally, two numerical examples are given to illustrate the effectiveness of the proposed methods.

  11. Virtual walks in spin space: A study in a family of two-parameter models

    Science.gov (United States)

    Mullick, Pratik; Sen, Parongama

    2018-05-01

    We investigate the dynamics of classical spins mapped as walkers in a virtual "spin" space using a generalized two-parameter family of spin models characterized by parameters y and z [de Oliveira et al., J. Phys. A 26, 2317 (1993), 10.1088/0305-4470/26/10/006]. The behavior of S (x ,t ) , the probability that the walker is at position x at time t , is studied in detail. In general S (x ,t ) ˜t-αf (x /tα) with α ≃1 or 0.5 at large times depending on the parameters. In particular, S (x ,t ) for the point y =1 ,z =0.5 corresponding to the Voter model shows a crossover in time; associated with this crossover, two timescales can be defined which vary with the system size L as L2logL . We also show that as the Voter model point is approached from the disordered regions along different directions, the width of the Gaussian distribution S (x ,t ) diverges in a power law manner with different exponents. For the majority Voter case, the results indicate that the the virtual walk can detect the phase transition perhaps more efficiently compared to other nonequilibrium methods.

  12. Simulation of Higher-Order Electrical Circuits with Stochastic Parameters via SDEs

    Directory of Open Access Journals (Sweden)

    BRANCIK, L.

    2013-02-01

    Full Text Available The paper deals with a technique for the simulation of higher-order electrical circuits with parameters varying randomly. The principle consists in the utilization of the theory of stochastic differential equations (SDE, namely the vector form of the ordinary SDEs. Random changes of both excitation voltage and some parameters of passive circuit elements are considered, and circuit responses are analyzed. The voltage and/or current responses are computed and represented in the form of the sample means accompanied by their confidence intervals to provide reliable estimates. The method is applied to analyze responses of the circuit models of optional orders, specially those consisting of a cascade connection of the RLGC networks. To develop the model equations the state-variable method is used, afterwards a corresponding vector SDE is formulated and a stochastic Euler numerical method applied. To verify the results the deterministic responses are also computed by the help of the PSpice simulator or the numerical inverse Laplace transforms (NILT procedure in MATLAB, while removing random terms from the circuit model.

  13. Experimental estimations of the kinetics parameters of the IBR-2M reactor by stochastic noises

    International Nuclear Information System (INIS)

    Pepelyshev, Yu.N.; Tajybov, L.A.; Garibov, A.A.; Mekhtieva, R.N.

    2012-01-01

    Experimental investigations of stochastic fluctuations of pulse energy of the IBR-2M reactor have been carried out which allowed us to obtain some of the parameters of the reactor kinetics. At different levels of average power a sequence of values of pulse energy was recorded with the calculation of the distribution parameters. An ionization chamber with boron installed near the active zone was used as a neutron detector. The research results allowed us to estimate the average lifetime of prompt neutrons τ = (6.53±0.2)·10 -8 s, absolute power of the reactor and intensity of the source of spontaneous neutrons S sp ≤(6.72±0.12)·10 6 s -1 . It was shown that the experimental results are close to the calculated ones

  14. Control of deterministic and stochastic systems with several small parameters - A survey

    Directory of Open Access Journals (Sweden)

    Vasile Dragan

    2009-07-01

    Full Text Available The past three decades of research on multiparametric singularly perturbed systems are reviewed, including recent results. Particular attention is paid to stability analysis, control, filtering problems and dynamic games. First, a parameter-independent design methodology is summarized, which employs a two-time-scale and descriptor system approach without information on the small parameters. Further, variational computational algorithms are included to avoid ill-conditioned systems : the exact slow-fast decomposition method, the recursive algorithm and Newton's method are considered in particular. Convergence results are presented and the existence and uniqueness of the solutions are discussed. Second, the new results obtained via the stochastic approach are presented. Finally, the results of a simulation of a practical power system are presented to validate the efficiency of the considered design methods.

  15. Stochastic analysis of uncertain thermal parameters for random thermal regime of frozen soil around a single freezing pipe

    Science.gov (United States)

    Wang, Tao; Zhou, Guoqing; Wang, Jianzhou; Zhou, Lei

    2018-03-01

    The artificial ground freezing method (AGF) is widely used in civil and mining engineering, and the thermal regime of frozen soil around the freezing pipe affects the safety of design and construction. The thermal parameters can be truly random due to heterogeneity of the soil properties, which lead to the randomness of thermal regime of frozen soil around the freezing pipe. The purpose of this paper is to study the one-dimensional (1D) random thermal regime problem on the basis of a stochastic analysis model and the Monte Carlo (MC) method. Considering the uncertain thermal parameters of frozen soil as random variables, stochastic processes and random fields, the corresponding stochastic thermal regime of frozen soil around a single freezing pipe are obtained and analyzed. Taking the variability of each stochastic parameter into account individually, the influences of each stochastic thermal parameter on stochastic thermal regime are investigated. The results show that the mean temperatures of frozen soil around the single freezing pipe with three analogy method are the same while the standard deviations are different. The distributions of standard deviation have a great difference at different radial coordinate location and the larger standard deviations are mainly at the phase change area. The computed data with random variable method and stochastic process method have a great difference from the measured data while the computed data with random field method well agree with the measured data. Each uncertain thermal parameter has a different effect on the standard deviation of frozen soil temperature around the single freezing pipe. These results can provide a theoretical basis for the design and construction of AGF.

  16. 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...

  17. 3D stochastic inversion and joint inversion of potential fields for multi scale parameters

    Science.gov (United States)

    Shamsipour, Pejman

    In this thesis we present the development of new techniques for the interpretation of potential field (gravity and magnetic data), which are the most widespread economic geophysical methods used for oil and mineral exploration. These new techniques help to address the long-standing issue with the interpretation of potential fields, namely the intrinsic non-uniqueness inversion of these types of data. The thesis takes the form of three papers (four including Appendix), which have been published, or soon to be published, in respected international journals. The purpose of the thesis is to introduce new methods based on 3D stochastical approaches for: 1) Inversion of potential field data (magnetic), 2) Multiscale Inversion using surface and borehole data and 3) Joint inversion of geophysical potential field data. We first present a stochastic inversion method based on a geostatistical approach to recover 3D susceptibility models from magnetic data. The aim of applying geostatistics is to provide quantitative descriptions of natural variables distributed in space or in time and space. We evaluate the uncertainty on the parameter model by using geostatistical unconditional simulations. The realizations are post-conditioned by cokriging to observation data. In order to avoid the natural tendency of the estimated structure to lay near the surface, depth weighting is included in the cokriging system. Then, we introduce algorithm for multiscale inversion, the presented algorithm has the capability of inverting data on multiple supports. The method involves four main steps: i. upscaling of borehole parameters (It could be density or susceptibility) to block parameters, ii. selection of block to use as constraints based on a threshold on kriging variance, iii. inversion of observation data with selected block densities as constraints, and iv. downscaling of inverted parameters to small prisms. Two modes of application are presented: estimation and simulation. Finally, a novel

  18. 'PSA-SPN' - A Parameter Sensitivity Analysis Method Using Stochastic Petri Nets: Application to a Production Line System

    International Nuclear Information System (INIS)

    Labadi, Karim; Saggadi, Samira; Amodeo, Lionel

    2009-01-01

    The dynamic behavior of a discrete event dynamic system can be significantly affected for some uncertain changes in its decision parameters. So, parameter sensitivity analysis would be a useful way in studying the effects of these changes on the system performance. In the past, the sensitivity analysis approaches are frequently based on simulation models. In recent years, formal methods based on stochastic process including Markov process are proposed in the literature. In this paper, we are interested in the parameter sensitivity analysis of discrete event dynamic systems by using stochastic Petri nets models as a tool for modelling and performance evaluation. A sensitivity analysis approach based on stochastic Petri nets, called PSA-SPN method, will be proposed with an application to a production line system.

  19. Use of stochastic methods for robust parameter extraction from impedance spectra

    International Nuclear Information System (INIS)

    Bueschel, Paul; Troeltzsch, Uwe; Kanoun, Olfa

    2011-01-01

    The fitting of impedance models to measured data is an essential step in impedance spectroscopy (IS). Due to often complicated, nonlinear models, big number of parameters, large search spaces and presence of noise, an automated determination of the unknown parameters is a challenging task. The stronger the nonlinear behavior of a model, the weaker is the convergence of the corresponding regression and the probability to trap into local minima increases during parameter extraction. For fast measurements or automatic measurement systems these problems became the limiting factors of use. We compared the usability of stochastic algorithms, evolution, simulated annealing and particle filter with the widely used tool LEVM for parameter extraction for IS. The comparison is based on one reference model by J.R. Macdonald and a battery model used with noisy measurement data. The results show different performances of the algorithms for these two problems depending on the search space and the model used for optimization. The obtained results by particle filter were the best for both models. This method delivers the most reliable result for both cases even for the ill posed battery model.

  20. The effect of three different types of walking aids on spatio-temporal gait parameters in community-dwelling older adults.

    Science.gov (United States)

    Härdi, Irene; Bridenbaugh, Stephanie A; Gschwind, Yves J; Kressig, Reto W

    2014-04-01

    Gait and balance impairments lead to falls and injuries in older people. Walking aids are meant to increase gait safety and prevent falls, yet little is known about how their use alters gait parameters. This study aimed to quantify gait in older adults during walking without and with different walking aids and to compare gait parameters to matched controls. This retrospective study included 65 older (≥60 years) community dwellers who used a cane, crutch or walker and 195 independently mobile-matched controls. Spatio-temporal gait parameters were measured with an electronic walkway system during normal walking. When walking unaided or aided, walking aid users had significantly worse gait than matched controls. Significant differences between the walking aid groups were found for stride time variability (cane vs. walker) in walking unaided only. Gait performances significantly improved when assessed with vs. without the walking aid for the cane (increased stride time and length, decreased cadence and stride length variability), crutch (increased stride time and length, decreased cadence, stride length variability and double support) and walker (increased gait speed and stride length, decreased base of support and double support) users. Gait in older adults who use a walking aid is more irregular and unstable than gait in independently mobile older adults. Walking aid users have better gait when using their walking aid than when walking without it. The changes in gait were different for the different types of walking aids used. These study results may help better understand gait in older adults and differentiate between pathological gait changes and compensatory gait changes due to the use of a walking aid.

  1. The restricted stochastic user equilibrium with threshold model: Large-scale application and parameter testing

    DEFF Research Database (Denmark)

    Rasmussen, Thomas Kjær; Nielsen, Otto Anker; Watling, David P.

    2017-01-01

    Equilibrium model (DUE), by combining the strengths of the Boundedly Rational User Equilibrium model and the Restricted Stochastic User Equilibrium model (RSUE). Thereby, the RSUET model reaches an equilibrated solution in which the flow is distributed according to Random Utility Theory among a consistently...... model improves the behavioural realism, especially for high congestion cases. Also, fast and well-behaved convergence to equilibrated solutions among non-universal choice sets is observed across different congestion levels, choice model scale parameters, and algorithm step sizes. Clearly, the results...... highlight that the RSUET outperforms the MNP SUE in terms of convergence, calculation time and behavioural realism. The choice set composition is validated by using 16,618 observed route choices collected by GPS devices in the same network and observing their reproduction within the equilibrated choice sets...

  2. A low free-parameter stochastic model of daily Forbush decrease indices

    Science.gov (United States)

    Patra, Sankar Narayan; Bhattacharya, Gautam; Panja, Subhash Chandra; Ghosh, Koushik

    2014-01-01

    Forbush decrease is a rapid decrease in the observed galactic cosmic ray intensity pattern occurring after a coronal mass ejection. In the present paper we have analyzed the daily Forbush decrease indices from January, 1967 to December, 2003 generated in IZMIRAN, Russia. First the entire indices have been smoothened and next we have made an attempt to fit a suitable stochastic model for the present time series by means of a necessary number of process parameters. The study reveals that the present time series is governed by a stationary autoregressive process of order 2 with a trace of white noise. Under the consideration of the present model we have shown that chaos is not expected in the present time series which opens up the possibility of validation of its forecasting (both short-term and long-term) as well as its multi-periodic behavior.

  3. Transport of radionuclides in stochastic media: 2. evaluation of the parameters

    International Nuclear Information System (INIS)

    Smidts, O.F.

    1996-01-01

    This paper shows how we may evaluate in a hydrogeological context (i.e. with hypotheses and parameters commonly encountered in hydrogeology) the different coefficients introduced in the three-dimensional quasi-asymptotic equation found previously (see this issue). The evaluation is based on stochastic models developed in hydrogeology and based on field experiments. An analytical evaluation is made for a simple model of the velocity autocorrelation tensor. Numerical values of the coefficients are given. Next, we applied the model in planar geometry. Exact solutions of the quasi-asymptotic equation are shown in this case. In particular, we examined the differences between our model and the model of Williams in fractured rocks. (Author)

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

    Science.gov (United States)

    Wang, C.; Rubin, Y.

    2014-12-01

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

  5. Testing the new stochastic neutronic code ANET in simulating safety important parameters

    International Nuclear Information System (INIS)

    Xenofontos, T.; Delipei, G.-K.; Savva, P.; Varvayanni, M.; Maillard, J.; Silva, J.; Catsaros, N.

    2017-01-01

    Highlights: • ANET is a new neutronics stochastic code. • Criticality calculations in both subcritical and critical nuclear systems of conventional design were conducted. • Simulations of thermal, lower epithermal and fast neutron fluence rates were performed. • Axial fission rate distributions in standard and MOX fuel pins were computed. - Abstract: ANET (Advanced Neutronics with Evolution and Thermal hydraulic feedback) is an under development Monte Carlo code for simulating both GEN II/III reactors as well as innovative nuclear reactor designs, based on the high energy physics code GEANT3.21 of CERN. ANET is built through continuous GEANT3.21 applicability amplifications, comprising the simulation of particles’ transport and interaction in low energy along with the accessibility of user-provided libraries and tracking algorithms for energies below 20 MeV, as well as the simulation of elastic and inelastic collision, capture and fission. Successive testing applications performed throughout the ANET development have been utilized to verify the new code capabilities. In this context the ANET reliability in simulating certain reactor parameters important to safety is here examined. More specifically the reactor criticality as well as the neutron fluence and fission rates are benchmarked and validated. The Portuguese Research Reactor (RPI) after its conversion to low enrichment in U-235 and the OECD/NEA VENUS-2 MOX international benchmark were considered appropriate for the present study, the former providing criticality and neutron flux data and the latter reaction rates. Concerning criticality benchmarking, the subcritical, Training Nuclear Reactor of the Aristotle University of Thessaloniki (TNR-AUTh) was also analyzed. The obtained results are compared with experimental data from the critical infrastructures and with computations performed by two different, well established stochastic neutronics codes, i.e. TRIPOLI-4.8 and MCNP5. Satisfactory agreement

  6. Stochastic Load Models and Footbridge Response

    DEFF Research Database (Denmark)

    Pedersen, Lars; Frier, Christian

    2015-01-01

    Pedestrians may cause vibrations in footbridges and these vibrations may potentially be annoying. This calls for predictions of footbridge vibration levels and the paper considers a stochastic approach to modeling the action of pedestrians assuming walking parameters such as step frequency, pedes...

  7. Stochastic estimation approach for the evaluation of thermal-hydraulic parameters in pressurized water reactors

    International Nuclear Information System (INIS)

    Shieh, D.J.; Upadhyaya, M.G.

    1986-01-01

    A method based on the extended Kalman filter is developed for the estimation of the core coolant mass flow rate in pressurized water reactors. The need for flow calibration can be avoided by a direct estimation of this parameter. A reduced-order neutronic and thermal-hydraulic model is developed for the Loss-of-Fluid Test (LOFT) reactor. The neutron detector and core-exit coolant temperature signals from the LOFT reactor are used as measurements in the parameter estimation algorithm. The estimation sensitivity to model uncertainties was evaluated using the ambiguity function analysis. This also provides a lower bound on the measurement sample size necessary to achieve a certain estimation accuracy. A sequential technique was developed to minimize the computational effort needed to discretize the continuous time equations, and thus achieve faster convergence to the true parameter value. The performance of the stochastic approximation method was first evaluated using simulated random data, and then applied to the estimation of coolant flow rate using the operational data from the LOFT reactor at 100 and 65% flow rate conditions

  8. The influence of water depth on kinematic and spatiotemporal gait parameters during aquatic treadmill walking.

    Science.gov (United States)

    Jung, Taeyou; Kim, Yumi; Lim, Hyosok; Vrongistinos, Konstantinos

    2018-01-16

    The purpose of this study was to investigate kinematic and spatiotemporal variables of aquatic treadmill walking at three different water depths. A total of 15 healthy individuals completed three two-minute walking trials at three different water depths. The aquatic treadmill walking was conducted at waist-depth, chest-depth and neck-depth, while a customised 3-D underwater motion analysis system captured their walking. Each participant's self-selected walking speed at the waist level was used as a reference speed, which was applied to the remaining two test conditions. A repeated measures ANOVA showed statistically significant differences among the three walking conditions in stride length, cadence, peak hip extension, hip range of motion (ROM), peak ankle plantar flexion and ankle ROM (All p values hip ROM as the water depth rose from waist and chest to the neck level. However, our study found no significant difference between waist and chest level water in all variables. Hydrodynamics, such as buoyancy and drag force, in response to changes in water depths, can affect gait patterns during aquatic treadmill walking.

  9. A Study on Stability of Limit Cycle Walking Model with Feet: Parameter Study

    OpenAIRE

    Yonggwon Jeon; Youn-sik Park; Youngjin Park

    2013-01-01

    In this paper, two kinds of feet, namely, curved and flat feet, are added to limit cycle walking model to investigate its stability properties. Although both models are already proposed and are investigated, most previous works are focused on efficiency and gait behaviors. Only the stability properties of the simplest walking model conceived Garcia et al. are well defined. Therefore, there is still a need for a precise research on the effect of feet, especially in the view of local stability,...

  10. Stochastic models and reliability parameter estimation applicable to nuclear power plant safety

    International Nuclear Information System (INIS)

    Mitra, S.P.

    1979-01-01

    A set of stochastic models and related estimation schemes for reliability parameters are developed. The models are applicable for evaluating reliability of nuclear power plant systems. Reliability information is extracted from model parameters which are estimated from the type and nature of failure data that is generally available or could be compiled in nuclear power plants. Principally, two aspects of nuclear power plant reliability have been investigated: (1) The statistical treatment of inplant component and system failure data; (2) The analysis and evaluation of common mode failures. The model inputs are failure data which have been classified as either the time type of failure data or the demand type of failure data. Failures of components and systems in nuclear power plant are, in general, rare events.This gives rise to sparse failure data. Estimation schemes for treating sparse data, whenever necessary, have been considered. The following five problems have been studied: 1) Distribution of sparse failure rate component data. 2) Failure rate inference and reliability prediction from time type of failure data. 3) Analyses of demand type of failure data. 4) Common mode failure model applicable to time type of failure data. 5) Estimation of common mode failures from 'near-miss' demand type of failure data

  11. Deterministic flows of order-parameters in stochastic processes of quantum Monte Carlo method

    International Nuclear Information System (INIS)

    Inoue, Jun-ichi

    2010-01-01

    In terms of the stochastic process of quantum-mechanical version of Markov chain Monte Carlo method (the MCMC), we analytically derive macroscopically deterministic flow equations of order parameters such as spontaneous magnetization in infinite-range (d(= ∞)-dimensional) quantum spin systems. By means of the Trotter decomposition, we consider the transition probability of Glauber-type dynamics of microscopic states for the corresponding (d + 1)-dimensional classical system. Under the static approximation, differential equations with respect to macroscopic order parameters are explicitly obtained from the master equation that describes the microscopic-law. In the steady state, we show that the equations are identical to the saddle point equations for the equilibrium state of the same system. The equation for the dynamical Ising model is recovered in the classical limit. We also check the validity of the static approximation by making use of computer simulations for finite size systems and discuss several possible extensions of our approach to disordered spin systems for statistical-mechanical informatics. Especially, we shall use our procedure to evaluate the decoding process of Bayesian image restoration. With the assistance of the concept of dynamical replica theory (the DRT), we derive the zero-temperature flow equation of image restoration measure showing some 'non-monotonic' behaviour in its time evolution.

  12. An Optimization Model for Kardeh Reservoir Operation Using Interval-Parameter, Multi-stage, Stochastic Programming

    Directory of Open Access Journals (Sweden)

    Fatemeh Rastegaripour

    2010-09-01

    Full Text Available The present study investigates water allocation of Kardeh Reservoir to domestic and agricultural users using an Interval Parameter, Multi-stage, Stochastic Programming (IMSLP under uncertainty. The advantages of the method include its dynamics nature, use of a pre-defined policy in its optimization process, and the use of interval parameter and probability under uncertainty conditions. Additionally, it offers different decision-making alternatives for different scenarios of water shortage. The required data were collected from Khorasan Razavi Regional Water Organization and from the Water and Wastewater Co. for the period 1988-2007. Results showed that, under the worst conditions, the water deficits expected to occur for each of the next 3 years will be 1.9, 2.55, and 3.11 million cubic meters for the domestic use and 0.22, 0.32, 0.75 million cubic meters for irrigation. Approximate reductions of 0.5, 0.7, and 1 million cubic meters in the monthly consumption of the urban community and enhanced irrigation efficiencies of about 6, 11, and 20% in the agricultural sector are recommended as approaches for combating the water shortage over the next 3 years.

  13. The Effect of Stochastically Varying Creep Parameters on Residual Stresses in Ceramic Matrix Composites

    Science.gov (United States)

    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.

  14. Using random walk in models specified by stochastic differential equations to determine the best expression for the bacterial growth rate

    DEFF Research Database (Denmark)

    method allows us to develop a new expression for the growth rate. The method is based on the stochastic continuous-discrete time state-space model, with a continuous-time state equation (a stochastic differential equation, SDE) combined with a discrete-time measurement equation. In our study the SDE...... described by Kristensen et. al [2]. The resulting time series allows us graphically to inspect the functional dependence of the growth rate on the substrate content. From the method described above we find three new plausible expressions for μ(S). Therefore we apply the likelihood-ratio test to compare...... for the Monod expression. Thus, the method was applied to successfully determine a significant better expression for the substrate dependent growth expression, and we find the method generally applicable for model development. References [1] Kristensen NR, Madsen H, Jørgensen, SB (2004) A method for systematic...

  15. A coupled stochastic inverse-management framework for dealing with nonpoint agriculture pollution under groundwater parameter uncertainty

    Science.gov (United States)

    Llopis-Albert, Carlos; Palacios-Marqués, Daniel; Merigó, José M.

    2014-04-01

    In this paper a methodology for the stochastic management of groundwater quality problems is presented, which can be used to provide agricultural advisory services. A stochastic algorithm to solve the coupled flow and mass transport inverse problem is combined with a stochastic management approach to develop methods for integrating uncertainty; thus obtaining more reliable policies on groundwater nitrate pollution control from agriculture. The stochastic inverse model allows identifying non-Gaussian parameters and reducing uncertainty in heterogeneous aquifers by constraining stochastic simulations to data. The management model determines the spatial and temporal distribution of fertilizer application rates that maximizes net benefits in agriculture constrained by quality requirements in groundwater at various control sites. The quality constraints can be taken, for instance, by those given by water laws such as the EU Water Framework Directive (WFD). Furthermore, the methodology allows providing the trade-off between higher economic returns and reliability in meeting the environmental standards. Therefore, this new technology can help stakeholders in the decision-making process under an uncertainty environment. The methodology has been successfully applied to a 2D synthetic aquifer, where an uncertainty assessment has been carried out by means of Monte Carlo simulation techniques.

  16. On the selection of user-defined parameters in data-driven stochastic subspace identification

    Science.gov (United States)

    Priori, C.; De Angelis, M.; Betti, R.

    2018-02-01

    The paper focuses on the time domain output-only technique called Data-Driven Stochastic Subspace Identification (DD-SSI); in order to identify modal models (frequencies, damping ratios and mode shapes), the role of its user-defined parameters is studied, and rules to determine their minimum values are proposed. Such investigation is carried out using, first, the time histories of structural responses to stationary excitations, with a large number of samples, satisfying the hypothesis on the input imposed by DD-SSI. Then, the case of non-stationary seismic excitations with a reduced number of samples is considered. In this paper, partitions of the data matrix different from the one proposed in the SSI literature are investigated, together with the influence of different choices of the weighting matrices. The study is carried out considering two different applications: (1) data obtained from vibration tests on a scaled structure and (2) in-situ tests on a reinforced concrete building. Referring to the former, the identification of a steel frame structure tested on a shaking table is performed using its responses in terms of absolute accelerations to a stationary (white noise) base excitation and to non-stationary seismic excitations of low intensity. Black-box and modal models are identified in both cases and the results are compared with those from an input-output subspace technique. With regards to the latter, the identification of a complex hospital building is conducted using data obtained from ambient vibration tests.

  17. Determination of the kinetic parameters of the CALIBAN metallic core reactor from stochastic neutron measurements

    Energy Technology Data Exchange (ETDEWEB)

    Casoli, P.; Authier, N.; Chapelle, A. [Commissariat a l' Energie Atomique et Aux Energies Alternatives, CEA, DAM, F-21120 Is sur Tille (France)

    2012-07-01

    Several experimental devices are operated by the Criticality and Neutron Science Research Dept. of the CEA Valduc Laboratory. One of these is the Caliban metallic core reactor. The purpose of this study is to develop and perform experiments allowing to determinate some of fundamental kinetic parameters of the reactor. The prompt neutron decay constant and particularly its value at criticality can be measured with reactor noise techniques such as Rossi-{alpha} and Feynman variance-to-mean methods. Subcritical, critical, and even supercritical experiments were performed. Fission chambers detectors were put nearby the core and measurements were analyzed with the Rossi-{alpha} technique. A new value of the prompt neutron decay constant at criticality was determined, which allows, using the Nelson number method, new evaluations of the effective delayed neutron fraction and the in core neutron lifetime. As an introduction of this paper, some motivations of this work are given in part 1. In part 2, principles of the noise measurements experiments performed at the CEA Valduc Laboratory are reminded. The Caliban reactor is described in part 3. Stochastic neutron measurements analysis techniques used in this study are then presented in part 4. Results of fission chamber experiments are summarized in part 5. Part 6 is devoted to the current work, improvement of the experimental device using He 3 neutron detectors and first results obtained with it. Finally, conclusions and perspectives are given in part 7. (authors)

  18. An Interval-Parameter Fuzzy Linear Programming with Stochastic Vertices Model for Water Resources Management under Uncertainty

    Directory of Open Access Journals (Sweden)

    Yan Han

    2013-01-01

    Full Text Available An interval-parameter fuzzy linear programming with stochastic vertices (IFLPSV method is developed for water resources management under uncertainty by coupling interval-parameter fuzzy linear programming (IFLP with stochastic programming (SP. As an extension of existing interval parameter fuzzy linear programming, the developed IFLPSV approach has advantages in dealing with dual uncertainty optimization problems, which uncertainty presents as interval parameter with stochastic vertices in both of the objective functions and constraints. The developed IFLPSV method improves upon the IFLP method by allowing dual uncertainty parameters to be incorporated into the optimization processes. A hybrid intelligent algorithm based on genetic algorithm and artificial neural network is used to solve the developed model. The developed method is then applied to water resources allocation in Beijing city of China in 2020, where water resources shortage is a challenging issue. The results indicate that reasonable solutions have been obtained, which are helpful and useful for decision makers. Although the amount of water supply from Guanting and Miyun reservoirs is declining with rainfall reduction, water supply from the South-to-North Water Transfer project will have important impact on water supply structure of Beijing city, particularly in dry year and extraordinary dry year.

  19. Evaluation of the free moment parameter during walking in patients with multiple sclerosis

    Directory of Open Access Journals (Sweden)

    Fereshteh Eftekhary

    2018-01-01

    Conclusion: The results of this study can be concluded that most differences in postural sway when walking between subjects with multiple sclerosis and healthy occurs at the start of the stance phase of gait, exactly at the time of initial heel contact.

  20. A Two-Stage Maximum Entropy Prior of Location Parameter with a Stochastic Multivariate Interval Constraint and Its Properties

    Directory of Open Access Journals (Sweden)

    Hea-Jung Kim

    2016-05-01

    Full Text Available This paper proposes a two-stage maximum entropy prior to elicit uncertainty regarding a multivariate interval constraint of the location parameter of a scale mixture of normal model. Using Shannon’s entropy, this study demonstrates how the prior, obtained by using two stages of a prior hierarchy, appropriately accounts for the information regarding the stochastic constraint and suggests an objective measure of the degree of belief in the stochastic constraint. The study also verifies that the proposed prior plays the role of bridging the gap between the canonical maximum entropy prior of the parameter with no interval constraint and that with a certain multivariate interval constraint. It is shown that the two-stage maximum entropy prior belongs to the family of rectangle screened normal distributions that is conjugate for samples from a normal distribution. Some properties of the prior density, useful for developing a Bayesian inference of the parameter with the stochastic constraint, are provided. We also propose a hierarchical constrained scale mixture of normal model (HCSMN, which uses the prior density to estimate the constrained location parameter of a scale mixture of normal model and demonstrates the scope of its applicability.

  1. Global exponential stability of neutral high-order stochastic Hopfield neural networks with Markovian jump parameters and mixed time delays.

    Science.gov (United States)

    Huang, Haiying; Du, Qiaosheng; Kang, Xibing

    2013-11-01

    In this paper, a class of neutral high-order stochastic Hopfield neural networks with Markovian jump parameters and mixed time delays is investigated. The jumping parameters are modeled as a continuous-time finite-state Markov chain. At first, the existence of equilibrium point for the addressed neural networks is studied. By utilizing the Lyapunov stability theory, stochastic analysis theory and linear matrix inequality (LMI) technique, new delay-dependent stability criteria are presented in terms of linear matrix inequalities to guarantee the neural networks to be globally exponentially stable in the mean square. Numerical simulations are carried out to illustrate the main results. © 2013 ISA. Published by ISA. All rights reserved.

  2. A scaling law for random walks on networks

    Science.gov (United States)

    Perkins, Theodore J.; Foxall, Eric; Glass, Leon; Edwards, Roderick

    2014-10-01

    The dynamics of many natural and artificial systems are well described as random walks on a network: the stochastic behaviour of molecules, traffic patterns on the internet, fluctuations in stock prices and so on. The vast literature on random walks provides many tools for computing properties such as steady-state probabilities or expected hitting times. Previously, however, there has been no general theory describing the distribution of possible paths followed by a random walk. Here, we show that for any random walk on a finite network, there are precisely three mutually exclusive possibilities for the form of the path distribution: finite, stretched exponential and power law. The form of the distribution depends only on the structure of the network, while the stepping probabilities control the parameters of the distribution. We use our theory to explain path distributions in domains such as sports, music, nonlinear dynamics and stochastic chemical kinetics.

  3. SU-D-201-06: Random Walk Algorithm Seed Localization Parameters in Lung Positron Emission Tomography (PET) Images

    Energy Technology Data Exchange (ETDEWEB)

    Soufi, M [Shahid Beheshti University, Tehran, Tehran (Iran, Islamic Republic of); Asl, A Kamali [Shahid Beheshti University, Tehran, Iran., Tehran, Tehran (Iran, Islamic Republic of); Geramifar, P [Shariati Hospital, Tehran, Iran., Tehran, Tehran (Iran, Islamic Republic of)

    2015-06-15

    Purpose: The objective of this study was to find the best seed localization parameters in random walk algorithm application to lung tumor delineation in Positron Emission Tomography (PET) images. Methods: PET images suffer from statistical noise and therefore tumor delineation in these images is a challenging task. Random walk algorithm, a graph based image segmentation technique, has reliable image noise robustness. Also its fast computation and fast editing characteristics make it powerful for clinical purposes. We implemented the random walk algorithm using MATLAB codes. The validation and verification of the algorithm have been done by 4D-NCAT phantom with spherical lung lesions in different diameters from 20 to 90 mm (with incremental steps of 10 mm) and different tumor to background ratios of 4:1 and 8:1. STIR (Software for Tomographic Image Reconstruction) has been applied to reconstruct the phantom PET images with different pixel sizes of 2×2×2 and 4×4×4 mm{sup 3}. For seed localization, we selected pixels with different maximum Standardized Uptake Value (SUVmax) percentages, at least (70%, 80%, 90% and 100%) SUVmax for foreground seeds and up to (20% to 55%, 5% increment) SUVmax for background seeds. Also, for investigation of algorithm performance on clinical data, 19 patients with lung tumor were studied. The resulted contours from algorithm have been compared with nuclear medicine expert manual contouring as ground truth. Results: Phantom and clinical lesion segmentation have shown that the best segmentation results obtained by selecting the pixels with at least 70% SUVmax as foreground seeds and pixels up to 30% SUVmax as background seeds respectively. The mean Dice Similarity Coefficient of 94% ± 5% (83% ± 6%) and mean Hausdorff Distance of 1 (2) pixels have been obtained for phantom (clinical) study. Conclusion: The accurate results of random walk algorithm in PET image segmentation assure its application for radiation treatment planning and

  4. SU-D-201-06: Random Walk Algorithm Seed Localization Parameters in Lung Positron Emission Tomography (PET) Images

    International Nuclear Information System (INIS)

    Soufi, M; Asl, A Kamali; Geramifar, P

    2015-01-01

    Purpose: The objective of this study was to find the best seed localization parameters in random walk algorithm application to lung tumor delineation in Positron Emission Tomography (PET) images. Methods: PET images suffer from statistical noise and therefore tumor delineation in these images is a challenging task. Random walk algorithm, a graph based image segmentation technique, has reliable image noise robustness. Also its fast computation and fast editing characteristics make it powerful for clinical purposes. We implemented the random walk algorithm using MATLAB codes. The validation and verification of the algorithm have been done by 4D-NCAT phantom with spherical lung lesions in different diameters from 20 to 90 mm (with incremental steps of 10 mm) and different tumor to background ratios of 4:1 and 8:1. STIR (Software for Tomographic Image Reconstruction) has been applied to reconstruct the phantom PET images with different pixel sizes of 2×2×2 and 4×4×4 mm 3 . For seed localization, we selected pixels with different maximum Standardized Uptake Value (SUVmax) percentages, at least (70%, 80%, 90% and 100%) SUVmax for foreground seeds and up to (20% to 55%, 5% increment) SUVmax for background seeds. Also, for investigation of algorithm performance on clinical data, 19 patients with lung tumor were studied. The resulted contours from algorithm have been compared with nuclear medicine expert manual contouring as ground truth. Results: Phantom and clinical lesion segmentation have shown that the best segmentation results obtained by selecting the pixels with at least 70% SUVmax as foreground seeds and pixels up to 30% SUVmax as background seeds respectively. The mean Dice Similarity Coefficient of 94% ± 5% (83% ± 6%) and mean Hausdorff Distance of 1 (2) pixels have been obtained for phantom (clinical) study. Conclusion: The accurate results of random walk algorithm in PET image segmentation assure its application for radiation treatment planning and

  5. Numerical solution of second-order stochastic differential equations with Gaussian random parameters

    Directory of Open Access Journals (Sweden)

    Rahman Farnoosh

    2014-07-01

    Full Text Available In this paper, we present the numerical solution of ordinary differential equations (or SDEs, from each orderespecially second-order with time-varying and Gaussian random coefficients. We indicate a complete analysisfor second-order equations in specially case of scalar linear second-order equations (damped harmonicoscillators with additive or multiplicative noises. Making stochastic differential equations system from thisequation, it could be approximated or solved numerically by different numerical methods. In the case oflinear stochastic differential equations system by Computing fundamental matrix of this system, it could becalculated based on the exact solution of this system. Finally, this stochastic equation is solved by numericallymethod like E.M. and Milstein. Also its Asymptotic stability and statistical concepts like expectationand variance of solutions are discussed.

  6. Stochastic rainfall-runoff forecasting: parameter estimation, multi-step prediction, and evaluation of overflow risk

    DEFF Research Database (Denmark)

    Löwe, Roland; Mikkelsen, Peter Steen; Madsen, Henrik

    2014-01-01

    Probabilistic runoff forecasts generated by stochastic greybox models can be notably useful for the improvement of the decision-making process in real-time control setups for urban drainage systems because the prediction risk relationships in these systems are often highly nonlinear. To date...... the identification of models for cases with noisy in-sewer observations. For the prediction of the overflow risk, no improvement was demonstrated through the application of stochastic forecasts instead of point predictions, although this result is thought to be caused by the notably simplified setup used...

  7. Definition and solution of a stochastic inverse problem for the Manning's n parameter field in hydrodynamic models

    Science.gov (United States)

    Butler, T.; Graham, L.; Estep, D.; Dawson, C.; Westerink, J. J.

    2015-04-01

    The uncertainty in spatially heterogeneous Manning's n fields is quantified using a novel formulation and numerical solution of stochastic inverse problems for physics-based models. The uncertainty is quantified in terms of a probability measure and the physics-based model considered here is the state-of-the-art ADCIRC model although the presented methodology applies to other hydrodynamic models. An accessible overview of the formulation and solution of the stochastic inverse problem in a mathematically rigorous framework based on measure theory is presented. Technical details that arise in practice by applying the framework to determine the Manning's n parameter field in a shallow water equation model used for coastal hydrodynamics are presented and an efficient computational algorithm and open source software package are developed. A new notion of "condition" for the stochastic inverse problem is defined and analyzed as it relates to the computation of probabilities. This notion of condition is investigated to determine effective output quantities of interest of maximum water elevations to use for the inverse problem for the Manning's n parameter and the effect on model predictions is analyzed.

  8. A comparison of the spatiotemporal parameters, kinematics, and biomechanics between shod, unshod, and minimally supported running as compared to walking.

    Science.gov (United States)

    Lohman, Everett B; Balan Sackiriyas, Kanikkai Steni; Swen, R Wesley

    2011-11-01

    Recreational running has many proven benefits which include increased cardiovascular, physical and mental health. It is no surprise that Running USA reported over 10 million individuals completed running road races in 2009 not to mention recreational joggers who do not wish to compete in organized events. Unfortunately there are numerous risks associated with running, the most common being musculoskeletal injuries attributed to incorrect shoe choice, training errors and excessive shoe wear or other biomechanical factors associated with ground reaction forces. Approximately 65% of chronic injuries in distance runners are related to routine high mileage, rapid increases in mileage, increased intensity, hills or irregular surface running, and surface firmness. Humans have been running barefooted or wearing minimally supportive footwear such as moccasins or sandals since the beginning of time while modernized running shoes were not invented until the 1970s. However, the current trend is that many runners are moving back to barefoot running or running in "minimal" shoes. The goal of this masterclass article is to examine the similarities and differences between shod and unshod (barefoot or minimally supportive running shoes) runners by examining spatiotemporal parameters, energetics, and biomechanics. These running parameters will be compared and contrasted with walking. The most obvious difference between the walking and running gait cycle is the elimination of the double limb support phase of walking gait in exchange for a float (no limb support) phase. The biggest difference between barefoot and shod runners is at the initial contact phase of gait where the barefoot and minimally supported runner initiates contact with their forefoot or midfoot instead of the rearfoot. As movement science experts, physical therapists are often called upon to assess the gait of a running athlete, their choice of footwear, and training regime. With a clearer understanding of running

  9. Tensor methods for parameter estimation and bifurcation analysis of stochastic reaction networks

    Czech Academy of Sciences Publication Activity Database

    Liao, S.; Vejchodský, Tomáš; Erban, R.

    2015-01-01

    Roč. 12, č. 108 (2015), s. 20150233 ISSN 1742-5689 EU Projects: European Commission(XE) 328008 - STOCHDETBIOMODEL Institutional support: RVO:67985840 Keywords : gene regulatory networks * stochastic modelling * parametric analysis Subject RIV: BA - General Mathematics Impact factor: 3.818, year: 2015 http://rsif.royalsocietypublishing.org/content/12/108/20150233

  10. Randomized random walk on a random walk

    International Nuclear Information System (INIS)

    Lee, P.A.

    1983-06-01

    This paper discusses generalizations of the model introduced by Kehr and Kunter of the random walk of a particle on a one-dimensional chain which in turn has been constructed by a random walk procedure. The superimposed random walk is randomised in time according to the occurrences of a stochastic point process. The probability of finding the particle in a particular position at a certain instant is obtained explicitly in the transform domain. It is found that the asymptotic behaviour for large time of the mean-square displacement of the particle depends critically on the assumed structure of the basic random walk, giving a diffusion-like term for an asymmetric walk or a square root law if the walk is symmetric. Many results are obtained in closed form for the Poisson process case, and these agree with those given previously by Kehr and Kunter. (author)

  11. Stochastic Parameter Estimation of Non-Linear Systems Using Only Higher Order Spectra of the Measured Response

    Science.gov (United States)

    Vasta, M.; Roberts, J. B.

    1998-06-01

    Methods for using fourth order spectral quantities to estimate the unknown parameters in non-linear, randomly excited dynamic systems are developed. Attention is focused on the case where only the response is measurable and the excitation is unmeasurable and known only in terms of a stochastic process model. The approach is illustrated through application to a non-linear oscillator with both non-linear damping and stiffness and with excitation modelled as a stationary Gaussian white noise process. The methods have applications in studies of the response of structures to random environmental loads, such as wind and ocean wave forces.

  12. Assessment of spatio-temporal gait parameters from trunk accelerations during human walking

    NARCIS (Netherlands)

    Zijlstra, W; Hof, AL

    2003-01-01

    This paper studies the feasibility of an analysis of spatio-temporal gait parameters based upon accelerometry. To this purpose, acceleration patterns of the trunk and their relationships with spatio-temporal gait parameters were analysed in healthy subjects. Based on model predictions of the body's

  13. A stochastic optimization model under modeling uncertainty and parameter certainty for groundwater remediation design--part I. Model development.

    Science.gov (United States)

    He, L; Huang, G H; Lu, H W

    2010-04-15

    Solving groundwater remediation optimization problems based on proxy simulators can usually yield optimal solutions differing from the "true" ones of the problem. This study presents a new stochastic optimization model under modeling uncertainty and parameter certainty (SOMUM) and the associated solution method for simultaneously addressing modeling uncertainty associated with simulator residuals and optimizing groundwater remediation processes. This is a new attempt different from the previous modeling efforts. The previous ones focused on addressing uncertainty in physical parameters (i.e. soil porosity) while this one aims to deal with uncertainty in mathematical simulator (arising from model residuals). Compared to the existing modeling approaches (i.e. only parameter uncertainty is considered), the model has the advantages of providing mean-variance analysis for contaminant concentrations, mitigating the effects of modeling uncertainties on optimal remediation strategies, offering confidence level of optimal remediation strategies to system designers, and reducing computational cost in optimization processes. 2009 Elsevier B.V. All rights reserved.

  14. A stochastic optimization model under modeling uncertainty and parameter certainty for groundwater remediation design-Part I. Model development

    Energy Technology Data Exchange (ETDEWEB)

    He, L., E-mail: li.he@ryerson.ca [Department of Civil Engineering, Faculty of Engineering, Architecture and Science, Ryerson University, 350 Victoria Street, Toronto, Ontario, M5B 2K3 (Canada); Huang, G.H. [Environmental Systems Engineering Program, Faculty of Engineering, University of Regina, Regina, Saskatchewan, S4S 0A2 (Canada); College of Urban Environmental Sciences, Peking University, Beijing 100871 (China); Lu, H.W. [Environmental Systems Engineering Program, Faculty of Engineering, University of Regina, Regina, Saskatchewan, S4S 0A2 (Canada)

    2010-04-15

    Solving groundwater remediation optimization problems based on proxy simulators can usually yield optimal solutions differing from the 'true' ones of the problem. This study presents a new stochastic optimization model under modeling uncertainty and parameter certainty (SOMUM) and the associated solution method for simultaneously addressing modeling uncertainty associated with simulator residuals and optimizing groundwater remediation processes. This is a new attempt different from the previous modeling efforts. The previous ones focused on addressing uncertainty in physical parameters (i.e. soil porosity) while this one aims to deal with uncertainty in mathematical simulator (arising from model residuals). Compared to the existing modeling approaches (i.e. only parameter uncertainty is considered), the model has the advantages of providing mean-variance analysis for contaminant concentrations, mitigating the effects of modeling uncertainties on optimal remediation strategies, offering confidence level of optimal remediation strategies to system designers, and reducing computational cost in optimization processes.

  15. Intra-rater repeatability of gait parameters in healthy adults during self-paced treadmill-based virtual reality walking.

    Science.gov (United States)

    Al-Amri, Mohammad; Al Balushi, Hilal; Mashabi, Abdulrhman

    2017-12-01

    Self-paced treadmill walking is becoming increasingly popular for the gait assessment and re-education, in both research and clinical settings. Its day-to-day repeatability is yet to be established. This study scrutinised the test-retest repeatability of key gait parameters, obtained from the Gait Real-time Analysis Interactive Lab (GRAIL) system. Twenty-three male able-bodied adults (age: 34.56 ± 5.12 years) completed two separate gait assessments on the GRAIL system, separated by 5 ± 3 days. Key gait kinematic, kinetic, and spatial-temporal parameters were analysed. The Intraclass-Correlation Coefficients (ICC), Standard Error Measurement (SEM), Minimum Detectable Change (MDC), and the 95% limits of agreements were calculated to evaluate the repeatability of these gait parameters. Day-to-day agreements were excellent (ICCs > 0.87) for spatial-temporal parameters with low MDC and SEM values, gait performance over time.

  16. Identification of the structure parameters using short-time non-stationary stochastic excitation

    Science.gov (United States)

    Jarczewska, Kamila; Koszela, Piotr; Śniady, PaweŁ; Korzec, Aleksandra

    2011-07-01

    In this paper, we propose an approach to the flexural stiffness or eigenvalue frequency identification of a linear structure using a non-stationary stochastic excitation process. The idea of the proposed approach lies within time domain input-output methods. The proposed method is based on transforming the dynamical problem into a static one by integrating the input and the output signals. The output signal is the structure reaction, i.e. structure displacements due to the short-time, irregular load of random type. The systems with single and multiple degrees of freedom, as well as continuous systems are considered.

  17. Dynamic analysis and reliability assessment of structures with uncertain-but-bounded parameters under stochastic process excitations

    International Nuclear Information System (INIS)

    Do, Duy Minh; Gao, Wei; Song, Chongmin; Tangaramvong, Sawekchai

    2014-01-01

    This paper presents the non-deterministic dynamic analysis and reliability assessment of structures with uncertain-but-bounded parameters under stochastic process excitations. Random ground acceleration from earthquake motion is adopted to illustrate the stochastic process force. The exact change ranges of natural frequencies, random vibration displacement and stress responses of structures are investigated under the interval analysis framework. Formulations for structural reliability are developed considering the safe boundary and structural random vibration responses as interval parameters. An improved particle swarm optimization algorithm, namely randomised lower sequence initialized high-order nonlinear particle swarm optimization algorithm, is employed to capture the better bounds of structural dynamic characteristics, random vibration responses and reliability. Three numerical examples are used to demonstrate the presented method for interval random vibration analysis and reliability assessment of structures. The accuracy of the results obtained by the presented method is verified by the randomised Quasi-Monte Carlo simulation method (QMCSM) and direct Monte Carlo simulation method (MCSM). - Highlights: • Interval uncertainty is introduced into structural random vibration responses. • Interval dynamic reliability assessments of structures are implemented. • Boundaries of structural dynamic response and reliability are achieved

  18. Mean square stabilization and mean square exponential stabilization of stochastic BAM neural networks with Markovian jumping parameters

    International Nuclear Information System (INIS)

    Ye, Zhiyong; Zhang, He; Zhang, Hongyu; Zhang, Hua; Lu, Guichen

    2015-01-01

    Highlights: •This paper introduces a non-conservative Lyapunov functional. •The achieved results impose non-conservative and can be widely used. •The conditions are easily checked by the Matlab LMI Tool Box. The desired state feedback controller can be well represented by the conditions. -- Abstract: This paper addresses the mean square exponential stabilization problem of stochastic bidirectional associative memory (BAM) neural networks with Markovian jumping parameters and time-varying delays. By establishing a proper Lyapunov–Krasovskii functional and combining with LMIs technique, several sufficient conditions are derived for ensuring exponential stabilization in the mean square sense of such stochastic BAM neural networks. In addition, the achieved results are not difficult to verify for determining the mean square exponential stabilization of delayed BAM neural networks with Markovian jumping parameters and impose less restrictive and less conservative than the ones in previous papers. Finally, numerical results are given to show the effectiveness and applicability of the achieved results

  19. Relation between random walks and quantum walks

    Science.gov (United States)

    Boettcher, Stefan; Falkner, Stefan; Portugal, Renato

    2015-05-01

    Based on studies of four specific networks, we conjecture a general relation between the walk dimensions dw of discrete-time random walks and quantum walks with the (self-inverse) Grover coin. In each case, we find that dw of the quantum walk takes on exactly half the value found for the classical random walk on the same geometry. Since walks on homogeneous lattices satisfy this relation trivially, our results for heterogeneous networks suggest that such a relation holds irrespective of whether translational invariance is maintained or not. To develop our results, we extend the renormalization-group analysis (RG) of the stochastic master equation to one with a unitary propagator. As in the classical case, the solution ρ (x ,t ) in space and time of this quantum-walk equation exhibits a scaling collapse for a variable xdw/t in the weak limit, which defines dw and illuminates fundamental aspects of the walk dynamics, e.g., its mean-square displacement. We confirm the collapse for ρ (x ,t ) in each case with extensive numerical simulation. The exact values for dw themselves demonstrate that RG is a powerful complementary approach to study the asymptotics of quantum walks that weak-limit theorems have not been able to access, such as for systems lacking translational symmetries beyond simple trees.

  20. ADAPTIVE PARAMETER ESTIMATION OF PERSON RECOGNITION MODEL IN A STOCHASTIC HUMAN TRACKING PROCESS

    OpenAIRE

    W. Nakanishi; T. Fuse; T. Ishikawa

    2015-01-01

    This paper aims at an estimation of parameters of person recognition models using a sequential Bayesian filtering method. In many human tracking method, any parameters of models used for recognize the same person in successive frames are usually set in advance of human tracking process. In real situation these parameters may change according to situation of observation and difficulty level of human position prediction. Thus in this paper we formulate an adaptive parameter estimation ...

  1. EARLY GUIDANCE FOR ASSIGNING DISTRIBUTION PARAMETERS TO GEOCHEMICAL INPUT TERMS TO STOCHASTIC TRANSPORT MODELS

    International Nuclear Information System (INIS)

    Kaplan, D; Margaret Millings, M

    2006-01-01

    Stochastic modeling is being used in the Performance Assessment program to provide a probabilistic estimate of the range of risk that buried waste may pose. The objective of this task was to provide early guidance for stochastic modelers for the selection of the range and distribution (e.g., normal, log-normal) of distribution coefficients (K d ) and solubility values (K sp ) to be used in modeling subsurface radionuclide transport in E- and Z-Area on the Savannah River Site (SRS). Due to the project's schedule, some modeling had to be started prior to collecting the necessary field and laboratory data needed to fully populate these models. For the interim, the project will rely on literature values and some statistical analyses of literature data as inputs. Based on statistical analyses of some literature sorption tests, the following early guidance was provided: (1) Set the range to an order of magnitude for radionuclides with K d values >1000 mL/g and to a factor of two for K d values of sp values -6 M and to a factor of two for K d values of >10 -6 M. This decision is based on the literature. (3) The distribution of K d values with a mean >1000 mL/g will be log-normally distributed. Those with a K d value <1000 mL/g will be assigned a normal distribution. This is based on statistical analysis of non-site-specific data. Results from on-going site-specific field/laboratory research involving E-Area sediments will supersede this guidance; these results are expected in 2007

  2. Adaptive Parameter Estimation of Person Recognition Model in a Stochastic Human Tracking Process

    Science.gov (United States)

    Nakanishi, W.; Fuse, T.; Ishikawa, T.

    2015-05-01

    This paper aims at an estimation of parameters of person recognition models using a sequential Bayesian filtering method. In many human tracking method, any parameters of models used for recognize the same person in successive frames are usually set in advance of human tracking process. In real situation these parameters may change according to situation of observation and difficulty level of human position prediction. Thus in this paper we formulate an adaptive parameter estimation using general state space model. Firstly we explain the way to formulate human tracking in general state space model with their components. Then referring to previous researches, we use Bhattacharyya coefficient to formulate observation model of general state space model, which is corresponding to person recognition model. The observation model in this paper is a function of Bhattacharyya coefficient with one unknown parameter. At last we sequentially estimate this parameter in real dataset with some settings. Results showed that sequential parameter estimation was succeeded and were consistent with observation situations such as occlusions.

  3. Stochastic processes

    CERN Document Server

    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.

  4. Behavior of the S parameter in the crossover region between walking and QCD-like regimes of an SU(N) gauge theory

    International Nuclear Information System (INIS)

    Kurachi, Masafumi; Shrock, Robert

    2006-01-01

    We consider a vectorial, confining SU(N) gauge theory with a variable number, N f , of massless fermions transforming according to the fundamental representation. Using the Schwinger-Dyson and Bethe-Salpeter equations, we calculate the S parameter in terms of the current-current correlation functions. We focus on values of N f such that the theory is in the crossover region between the regimes of walking behavior and QCD-like (nonwalking) behavior. Our calculations indicate that the contribution to S from a given fermion decreases as one moves from the QCD-like to the walking regimes. The implications of this result for technicolor theories are discussed

  5. Parameter estimation and change-point detection from Dynamic Contrast Enhanced MRI data using stochastic differential equations.

    Science.gov (United States)

    Cuenod, Charles-André; Favetto, Benjamin; Genon-Catalot, Valentine; Rozenholc, Yves; Samson, Adeline

    2011-09-01

    Dynamic Contrast Enhanced imaging (DCE-imaging) following a contrast agent bolus allows the extraction of information on tissue micro-vascularization. The dynamic signals obtained from DCE-imaging are modeled by pharmacokinetic compartmental models which integrate the Arterial Input Function. These models use ordinary differential equations (ODEs) to describe the exchanges between the arterial and capillary plasma and the extravascular-extracellular space. Their least squares fitting takes into account measurement noises but fails to deal with unpredictable fluctuations due to external/internal sources of variations (patients' anxiety, time-varying parameters, measurement errors in the input function, etc.). Adding Brownian components to the ODEs leads to stochastic differential equations (SDEs). In DCE-imaging, SDEs are discretely observed with an additional measurement noise. We propose to estimate the parameters of these noisy SDEs by maximum likelihood, using the Kalman filter. In DCE-imaging, the contrast agent injected in vein arrives in plasma with an unknown time delay. The delay parameter induces a change-point in the drift of the SDE and ODE models, which is estimated also. Estimations based on the SDE and ODE pharmacokinetic models are compared to real DCE-MRI data. They show that the use of SDE provides robustness in the estimation results. A simulation study confirms these results. Copyright © 2011 Elsevier Inc. All rights reserved.

  6. Footbridge Response Predictions and Their Sensitivity to Stochastic Load Assumptions

    DEFF Research Database (Denmark)

    Pedersen, Lars; Frier, Christian

    2011-01-01

    Knowledge about footbridges response to actions of walking is important in assessments of vibration serviceability. In a number of design codes for footbridges, the vibration serviceability limit state is assessed using a walking load model in which the walking parameters (step frequency, pedestr......Knowledge about footbridges response to actions of walking is important in assessments of vibration serviceability. In a number of design codes for footbridges, the vibration serviceability limit state is assessed using a walking load model in which the walking parameters (step frequency...... of pedestrians for predicting footbridge response, which is meaningful, and a step forward. Modelling walking parameters stochastically, however, requires decisions to be made in terms of their statistical distribution and the parameters describing the statistical distribution. The paper investigates...... the sensitivity of results of computations of bridge response to some of the decisions to be made in this respect. This is a useful approach placing focus on which decisions (and which information) are important for sound estimation of bridge response. The studies involve estimating footbridge responses using...

  7. Parameter estimation in a stochastic model of the tubuloglomerular feedback mechanism in a rat nephron

    DEFF Research Database (Denmark)

    Ditlevsen, Susanne; Yip, Kay-Pong; Holstein-Rathlou, N.-H.

    2005-01-01

    by a variety of influences, which change over time (blood pressure, hormone levels, etc.). To estimate the key parameters of the model we have developed a new estimation method based on the oscillatory behavior of the data. The dynamics is characterized by the spectral density, which has been estimated...

  8. Effect of stimulation on the input parameters of stochastic leaky integrate-and-fire neuronal model

    Czech Academy of Sciences Publication Activity Database

    Lánský, Petr; Šanda, Pavel; He, J.

    2010-01-01

    Roč. 104, 3-4 (2010), s. 160-166 ISSN 0928-4257 R&D Projects: GA MŠk(CZ) LC554; GA AV ČR(CZ) IAA101120604 Institutional research plan: CEZ:AV0Z50110509 Keywords : membrane depolarization * input parameters * diffusion Subject RIV: BO - Biophysics Impact factor: 3.030, year: 2010

  9. Estimating volatility and model parameters of stochastic volatility models with jumps using particle filter

    NARCIS (Netherlands)

    Aihara, ShinIchi; Bagchi, Arunabha; Saha, S.

    Despite the success of particle filter, there are two factors which cause difficulties in its implementation. The first one is the choice of importance functions commonly used in the literature which are far from being optimal. The second one is the combined state and parameter estimation problem.

  10. Stochasticity effects on derivation of physical parameters of unresolved star clusters

    OpenAIRE

    de Meulenaer, Philippe; Narbutis, Donatas; Mineikis, Tadas; Vansevičius, Vladas

    2013-01-01

    We developed a method for a fast modeling of broad-band UBVRI integrated magnitudes of unresolved star clusters and used it to derive their physical parameters (age, mass, and extinction). The method was applied on M33 galaxy cluster sample and consistency of ages and masses derived from unresolved observations with the values derived from resolved stellar photometry was demonstrated. We found that interstellar extinction causes minor age-extinction degeneracy for the studied sample due to a ...

  11. Calculation of kinetic parameters of Caliban metallic core experimental reactor from stochastic neutron measurements

    Energy Technology Data Exchange (ETDEWEB)

    Casoli, P.; Authier, N.; Baud, J. [Commissariat a l' energie Atomique, Centre de Valduc, 21120 Is-sur-Tille (France)

    2009-07-01

    Several experimental devices are operated by the Criticality and Neutron Science Research Department of the CEA Valduc Laboratory. One of these is the metallic core reactor Caliban. The knowledge of the fundamental kinetic parameters of the reactor is very useful, indeed necessary, to the operator. The purpose of this study was to develop and perform experiments allowing to determinate some of these parameters. The prompt neutron decay constant and particularly its value at criticality can be measured with reactor noise techniques such as the interval-distribution, the Feynman variance-to-mean, and the Rossi-{alpha} methods. By introducing the Nelson number, the effective delayed neutron fraction and the average neutron lifetime can also be calculated with the Rossi-{alpha} method. Subcritical, critical, and even supercritical experiments were performed. With the Rossi-{alpha} technique, it was found that the prompt neutron decay constant at criticality was (6.02*10{sup 5} {+-} 9%). Experiments also brought out the limitations of the used experimental parameters. (authors)

  12. Derivation of the spin-glass order parameter from stochastic thermodynamics

    Science.gov (United States)

    Crisanti, A.; Picco, M.; Ritort, F.

    2018-05-01

    A fluctuation relation is derived to extract the order parameter function q (x ) in weakly ergodic systems. The relation is based on measuring and classifying entropy production fluctuations according to the value of the overlap q between configurations. For a fixed value of q , entropy production fluctuations are Gaussian distributed allowing us to derive the quasi-FDT so characteristic of aging systems. The theory is validated by extracting the q (x ) in various types of glassy models. It might be generally applicable to other nonequilibrium systems and experimental small systems.

  13. Sampling of Stochastic Input Parameters for Rockfall Calculations and for Structural Response Calculations Under Vibratory Ground Motion

    International Nuclear Information System (INIS)

    M. Gross

    2004-01-01

    The purpose of this scientific analysis is to define the sampled values of stochastic (random) input parameters for (1) rockfall calculations in the lithophysal and nonlithophysal zones under vibratory ground motions, and (2) structural response calculations for the drip shield and waste package under vibratory ground motions. This analysis supplies: (1) Sampled values of ground motion time history and synthetic fracture pattern for analysis of rockfall in emplacement drifts in nonlithophysal rock (Section 6.3 of ''Drift Degradation Analysis'', BSC 2004 [DIRS 166107]); (2) Sampled values of ground motion time history and rock mechanical properties category for analysis of rockfall in emplacement drifts in lithophysal rock (Section 6.4 of ''Drift Degradation Analysis'', BSC 2004 [DIRS 166107]); (3) Sampled values of ground motion time history and metal to metal and metal to rock friction coefficient for analysis of waste package and drip shield damage to vibratory motion in ''Structural Calculations of Waste Package Exposed to Vibratory Ground Motion'' (BSC 2004 [DIRS 167083]) and in ''Structural Calculations of Drip Shield Exposed to Vibratory Ground Motion'' (BSC 2003 [DIRS 163425]). The sampled values are indices representing the number of ground motion time histories, number of fracture patterns and rock mass properties categories. These indices are translated into actual values within the respective analysis and model reports or calculations. This report identifies the uncertain parameters and documents the sampled values for these parameters. The sampled values are determined by GoldSim V6.04.007 [DIRS 151202] calculations using appropriate distribution types and parameter ranges. No software development or model development was required for these calculations. The calculation of the sampled values allows parameter uncertainty to be incorporated into the rockfall and structural response calculations that support development of the seismic scenario for the

  14. Kalman filter parameter estimation for a nonlinear diffusion model of epithelial cell migration using stochastic collocation and the Karhunen-Loeve expansion.

    Science.gov (United States)

    Barber, Jared; Tanase, Roxana; Yotov, Ivan

    2016-06-01

    Several Kalman filter algorithms are presented for data assimilation and parameter estimation for a nonlinear diffusion model of epithelial cell migration. These include the ensemble Kalman filter with Monte Carlo sampling and a stochastic collocation (SC) Kalman filter with structured sampling. Further, two types of noise are considered -uncorrelated noise resulting in one stochastic dimension for each element of the spatial grid and correlated noise parameterized by the Karhunen-Loeve (KL) expansion resulting in one stochastic dimension for each KL term. The efficiency and accuracy of the four methods are investigated for two cases with synthetic data with and without noise, as well as data from a laboratory experiment. While it is observed that all algorithms perform reasonably well in matching the target solution and estimating the diffusion coefficient and the growth rate, it is illustrated that the algorithms that employ SC and KL expansion are computationally more efficient, as they require fewer ensemble members for comparable accuracy. In the case of SC methods, this is due to improved approximation in stochastic space compared to Monte Carlo sampling. In the case of KL methods, the parameterization of the noise results in a stochastic space of smaller dimension. The most efficient method is the one combining SC and KL expansion. Copyright © 2016 Elsevier Inc. All rights reserved.

  15. The Effect of Shoe Sole Tread Groove Depth on the Gait Parameters during Walking on Dry and Slippery Surface

    Directory of Open Access Journals (Sweden)

    M Ziaei

    2012-12-01

    Full Text Available Background: Prevention of slipping accidents requires provision of adequate friction through the use of suitable combinations of footwear and underfoot surfaces. Shoe sole tread groove is one of the important factors on friction coefficient during walking. Objective: To measure the effect of different shoe sole tread groove depths and different surfaces on the required quotient of friction (Q, heel strike velocity and occurrence time of ground reaction forces (GRF in stance phase during walking on slippery and dry surfaces. Methods: In this semi-experimental study, 22 healthy men were studied under different conditions. The studied independent variables were shoe groove depths (included 1, 2.5 and 5 mm and type of walking surface (dry and slippery. Biomechanical gait analysis was carried out with 396 single steps. Data were collected by motion analysis system and two force platform. Results: The occurrence time of GRF was significantly faster on dry surface than slippery surface (p<0.01. Q was significantly lower on slippery surface and with groove depths of 1 and 2.5 mm. The highest value of Q was observed with the deepest groove depth of 5 mm. Heel strike velocity did not differ significantly in the 6 conditions tested. Conclusion: Tread groove depth is a significant factor affecting the Q at the shoes-surface interface on dry and slippery floors. It seems that deeper groove is more appropriate for maintaining the stability during walking. The walking surface affects the occurrence time of GRF; the force components occur sooner on the dry than slippery surface.

  16. Multicomponent Exercise Improves Hemodynamic Parameters and Mobility, but Not Maximal Walking Speed, Transfer Capacity, and Executive Function of Older Type II Diabetic Patients

    Directory of Open Access Journals (Sweden)

    Hélio José Coelho Junior

    2018-01-01

    Full Text Available The present study aimed to investigate the effects of a 6-month multicomponent exercise program (MCEP on functional, cognitive, and hemodynamic parameters of older Type 2 diabetes mellitus (T2DM patients. Moreover, additional analyses were performed to evaluate if T2DM patients present impaired adaptability in response to physical exercise when compared to nondiabetic volunteers. A total of 72 T2DM patients and 72 age-matched healthy volunteers (CG were recruited and submitted to functional, cognitive, and hemodynamic evaluations before and after six months of a MCEP. The program of exercise was performed twice a week at moderate intensity. Results indicate T2DM and nondiabetic patients present an increase in mobility (i.e., usual walking speed after the MCEP. However, improvements in maximal walking speed, transfer capacity, and executive function were only observed in the CG. On the other hand, only T2DM group reveals a marked decline in blood pressure. In conclusion, data of the current study indicate that a 6-month MCEP improves mobility and reduce blood pressure in T2DM patients. However, maximal walking speed, transfer capacity, and executive function were only improved in CG, indicating that T2DM may present impaired adaptability in response to physical stimulus.

  17. Thermodynamical interpretation of an adaptive walk on a Mt. Fuji-type fitness landscape: Einstein relation-like formula holds in a stochastic evolution.

    Science.gov (United States)

    Aita, Takuyo; Husimi, Yuzuru

    2003-11-21

    We have theoretically studied the statistical properties of adaptive walks (or hill-climbing) on a Mt. Fuji-type fitness landscape in the multi-dimensional sequence space through mathematical analysis and computer simulation. The adaptive walk is characterized by the "mutation distance" d as the step-width of the walker and the "population size" N as the number of randomly generated d-fold point mutants to be screened. In addition to the fitness W, we introduced the following quantities analogous to thermodynamical concepts: "free fitness" G(W) is identical with W+T x S(W), where T is the "evolutionary temperature" T infinity square root of d/lnN and S(W) is the entropy as a function of W, and the "evolutionary force" X is identical with d(G(W)/T)/dW, that is caused by the mutation and selection pressure. It is known that a single adaptive walker rapidly climbs on the fitness landscape up to the stationary state where a "mutation-selection-random drift balance" is kept. In our interpretation, the walker tends to the maximal free fitness state, driven by the evolutionary force X. Our major findings are as follows: First, near the stationary point W*, the "climbing rate" J as the expected fitness change per generation is described by J approximately L x X with L approximately V/2, where V is the variance of fitness distribution on a local landscape. This simple relationship is analogous to the well-known Einstein relation in Brownian motion. Second, the "biological information gain" (DeltaG/T) through adaptive walk can be described by combining the Shannon's information gain (DeltaS) and the "fitness information gain" (DeltaW/T).

  18. Effects of Tai Chi and Walking Exercises on Weight Loss, Metabolic Syndrome Parameters, and Bone Mineral Density: A Cluster Randomized Controlled Trial

    Directory of Open Access Journals (Sweden)

    Stanley Sai-Chuen Hui

    2015-01-01

    Full Text Available Tai Chi and walking are both moderate-intensity physical activity (PA that can be easily practiced in daily life. The objective of the study was to determine the effects of these two PAs on weight loss, metabolic syndrome parameters, and bone mineral density (BMD in Chinese adults. We randomized 374 middle-aged subjects (45.8 ± 5.3 years into 12-week training (45 minutes per day, 5 days per week of Tai Chi (n=124 or self-paced walking (n=121 or control group (n=129. On average, Tai Chi and walking groups lost 0.50 and 0.76 kg of body weight and 0.47 and 0.59 kg of fat mass after intervention, respectively. The between-group difference of waist circumference (WC and fasting blood glucose (FBG was −3.7 cm and −0.18 mmol/L for Tai Chi versus control and −4.1 cm and −0.22 mmol/L for walking versus control. No significant differences were observed regarding lean mass, blood pressure, triglycerides, total cholesterol, high-density and low-density lipoprotein cholesterol, and BMD compared to control. Change in lean mass, not fat mass or total weight loss, was significantly correlated to the change in BMD. Our results suggest that both of these two PAs can produce moderate weight loss and significantly improve the WC and FBG in Hong Kong Chinese adults, with no additional effects on BMD.

  19. Optimization of input parameters of supra-threshold stochastic resonance image processing algorithm for the detection of abdomino-pelvic tumors on PET/CT scan

    International Nuclear Information System (INIS)

    Pandey, Anil Kumar; Saroha, Kartik; Patel, C.D.; Bal, C.S.; Kumar, Rakesh

    2016-01-01

    Administration of diuretics increases the urine output to clear radioactive urine from kidneys and bladder. Hence post-diuretic pelvic PET/CT scan enhances the probability of detection of abdomino-pelvic tumor. However, it causes discomfort in patients and has some side effects also. Application of supra threshold stochastic resonance (SSR) image processing algorithm on Pre-diuretic PET/CT scan may also increase the probability of detection of these tumors. Amount of noise and threshold are two variable parameters that effect the final image quality. This study was conducted to investigate the effect of these two variable parameters on the detection of abdomen-pelvic tumor

  20. Benefits of Repetitive Transcranial Magnetic Stimulation (rTMS for Spastic Subjects: Clinical, Functional, and Biomechanical Parameters for Lower Limb and Walking in Five Hemiparetic Patients

    Directory of Open Access Journals (Sweden)

    Luc Terreaux

    2014-01-01

    Full Text Available Introduction. Spasticity is a disabling symptom resulting from reorganization of spinal reflexes no longer inhibited by supraspinal control. Several studies have demonstrated interest in repetitive transcranial magnetic stimulation in spastic patients. We conducted a prospective, randomized, double-blind crossover study on five spastic hemiparetic patients to determine whether this type of stimulation of the premotor cortex can provide a clinical benefit. Material and Methods. Two stimulation frequencies (1 Hz and 10 Hz were tested versus placebo. Patients were assessed clinically, by quantitative analysis of walking and measurement of neuromechanical parameters (H and T reflexes, musculoarticular stiffness of the ankle. Results. No change was observed after placebo and 10 Hz protocols. Clinical parameters were not significantly modified after 1 Hz stimulation, apart from a tendency towards improved recruitment of antagonist muscles on the Fügl-Meyer scale. Only cadence and recurvatum were significantly modified on quantitative analysis of walking. Neuromechanical parameters were modified with significant decreases in Hmax⁡ /Mmax⁡ and T/Mmax⁡ ratios and stiffness indices 9 days or 31 days after initiation of TMS. Conclusion. This preliminary study supports the efficacy of low-frequency TMS to reduce reflex excitability and stiffness of ankle plantar flexors, while clinical signs of spasticity were not significantly modified.

  1. Benefits of repetitive transcranial magnetic stimulation (rTMS) for spastic subjects: clinical, functional, and biomechanical parameters for lower limb and walking in five hemiparetic patients.

    Science.gov (United States)

    Terreaux, Luc; Gross, Raphael; Leboeuf, Fabien; Desal, Hubert; Hamel, Olivier; Nguyen, Jean Paul; Pérot, Chantal; Buffenoir, Kévin

    2014-01-01

    Introduction. Spasticity is a disabling symptom resulting from reorganization of spinal reflexes no longer inhibited by supraspinal control. Several studies have demonstrated interest in repetitive transcranial magnetic stimulation in spastic patients. We conducted a prospective, randomized, double-blind crossover study on five spastic hemiparetic patients to determine whether this type of stimulation of the premotor cortex can provide a clinical benefit. Material and Methods. Two stimulation frequencies (1 Hz and 10 Hz) were tested versus placebo. Patients were assessed clinically, by quantitative analysis of walking and measurement of neuromechanical parameters (H and T reflexes, musculoarticular stiffness of the ankle). Results. No change was observed after placebo and 10 Hz protocols. Clinical parameters were not significantly modified after 1 Hz stimulation, apart from a tendency towards improved recruitment of antagonist muscles on the Fügl-Meyer scale. Only cadence and recurvatum were significantly modified on quantitative analysis of walking. Neuromechanical parameters were modified with significant decreases in H max⁡ /M max⁡ and T/M max⁡ ratios and stiffness indices 9 days or 31 days after initiation of TMS. Conclusion. This preliminary study supports the efficacy of low-frequency TMS to reduce reflex excitability and stiffness of ankle plantar flexors, while clinical signs of spasticity were not significantly modified.

  2. Influence of partially known parameter on flaw characterization in Eddy Current Testing by using a random walk MCMC method based on metamodeling

    International Nuclear Information System (INIS)

    Cai, Caifang; Lambert, Marc; Rodet, Thomas

    2014-01-01

    First, we present the implementation of a random walk Metropolis-within-Gibbs (MWG) sampling method in flaw characterization based on a metamodeling method. The role of metamodeling is to reduce the computational time cost in Eddy Current Testing (ECT) forward model calculation. In such a way, the use of Markov Chain Monte Carlo (MCMC) methods becomes possible. Secondly, we analyze the influence of partially known parameters in Bayesian estimation. The objective is to evaluate the importance of providing more specific prior information. Simulation results show that even partially known information has great interest in providing more accurate flaw parameter estimations. The improvement ratio depends on the parameter dependence and the interest shows only when the provided information is specific enough

  3. Event-Based Variance-Constrained ${\\mathcal {H}}_{\\infty }$ Filtering for Stochastic Parameter Systems Over Sensor Networks With Successive Missing Measurements.

    Science.gov (United States)

    Wang, Licheng; Wang, Zidong; Han, Qing-Long; Wei, Guoliang

    2018-03-01

    This paper is concerned with the distributed filtering problem for a class of discrete time-varying stochastic parameter systems with error variance constraints over a sensor network where the sensor outputs are subject to successive missing measurements. The phenomenon of the successive missing measurements for each sensor is modeled via a sequence of mutually independent random variables obeying the Bernoulli binary distribution law. To reduce the frequency of unnecessary data transmission and alleviate the communication burden, an event-triggered mechanism is introduced for the sensor node such that only some vitally important data is transmitted to its neighboring sensors when specific events occur. The objective of the problem addressed is to design a time-varying filter such that both the requirements and the variance constraints are guaranteed over a given finite-horizon against the random parameter matrices, successive missing measurements, and stochastic noises. By recurring to stochastic analysis techniques, sufficient conditions are established to ensure the existence of the time-varying filters whose gain matrices are then explicitly characterized in term of the solutions to a series of recursive matrix inequalities. A numerical simulation example is provided to illustrate the effectiveness of the developed event-triggered distributed filter design strategy.

  4. Effect of diabetes mellitus on walking distance parameters after supervised exercise therapy for intermittent claudication: A systematic review.

    Science.gov (United States)

    Hageman, David; Gommans, Lindy Nm; Scheltinga, Marc Rm; Teijink, Joep Aw

    2017-02-01

    Some believe that certain patients with intermittent claudication may be unsuitable for supervised exercise therapy (SET), based on the presence of comorbidities and the possibly increased risks. We conducted a systematic review (MEDLINE, EMBASE and CENTRAL) to summarize evidence on the potential influence of diabetes mellitus (DM) on the response to SET. Randomized and nonrandomized studies that investigated the effect of DM on walking distance after SET in patients with IC were included. Considered outcome measures were maximal, pain-free and functional walking distance (MWD, PFWD and FWD). Three articles met the inclusion criteria ( n = 845). In one study, MWD was 111 meters (128%) longer in the non-DM group compared to the DM group after 3 months of follow-up ( p = 0.056). In a second study, the non-DM group demonstrated a significant increase in PFWD (114 meters, p ⩽ 0.05) after 3 months of follow-up, whereas there was no statistically significant increase for the DM group (54 meters). On the contrary, the largest study of this review did not demonstrate any adverse effect of DM on MWD and FWD after SET. In conclusion, the data evaluating the effects of DM on SET were inadequate to determine if DM impairs the exercise response. While trends in the data do not suggest an impairment, they are not conclusive. Practitioners should consider this limitation when making clinical decisions.

  5. Stochastic differential equations as a tool to regularize the parameter estimation problem for continuous time dynamical systems given discrete time measurements.

    Science.gov (United States)

    Leander, Jacob; Lundh, Torbjörn; Jirstrand, Mats

    2014-05-01

    In this paper we consider the problem of estimating parameters in ordinary differential equations given discrete time experimental data. The impact of going from an ordinary to a stochastic differential equation setting is investigated as a tool to overcome the problem of local minima in the objective function. Using two different models, it is demonstrated that by allowing noise in the underlying model itself, the objective functions to be minimized in the parameter estimation procedures are regularized in the sense that the number of local minima is reduced and better convergence is achieved. The advantage of using stochastic differential equations is that the actual states in the model are predicted from data and this will allow the prediction to stay close to data even when the parameters in the model is incorrect. The extended Kalman filter is used as a state estimator and sensitivity equations are provided to give an accurate calculation of the gradient of the objective function. The method is illustrated using in silico data from the FitzHugh-Nagumo model for excitable media and the Lotka-Volterra predator-prey system. The proposed method performs well on the models considered, and is able to regularize the objective function in both models. This leads to parameter estimation problems with fewer local minima which can be solved by efficient gradient-based methods. Copyright © 2014 The Authors. Published by Elsevier Inc. All rights reserved.

  6. Nine Walks

    DEFF Research Database (Denmark)

    2013-01-01

    Based on studies of, among others, the Situationists and their theories regarding walks as an artistic method and expression nine master students from “Studio Constructing an Archive”, Aarhus School of Architecture, Denmark performed nine walks as part of the exhibition. These walks relate...... to the students’ individual mappings of Behind the Green Door, its structure and content. They highlight a number of motifs found in the exhibition which are of particular interest to the students. The walks represented reflections on the walk as an artistic method and expression. Each walk is an individual...

  7. Connecting the dots: Semi-analytical and random walk numerical solutions of the diffusion–reaction equation with stochastic initial conditions

    Energy Technology Data Exchange (ETDEWEB)

    Paster, Amir, E-mail: paster@tau.ac.il [Environmental Fluid Mechanics Laboratories, Dept. of Civil and Environmental Engineering and Earth Sciences, University of Notre Dame, Notre Dame, IN (United States); School of Mechanical Engineering, Tel Aviv University, Tel Aviv, 69978 (Israel); Bolster, Diogo [Environmental Fluid Mechanics Laboratories, Dept. of Civil and Environmental Engineering and Earth Sciences, University of Notre Dame, Notre Dame, IN (United States); Benson, David A. [Hydrologic Science and Engineering, Colorado School of Mines, Golden, CO, 80401 (United States)

    2014-04-15

    We study a system with bimolecular irreversible kinetic reaction A+B→∅ where the underlying transport of reactants is governed by diffusion, and the local reaction term is given by the law of mass action. We consider the case where the initial concentrations are given in terms of an average and a white noise perturbation. Our goal is to solve the diffusion–reaction equation which governs the system, and we tackle it with both analytical and numerical approaches. To obtain an analytical solution, we develop the equations of moments and solve them approximately. To obtain a numerical solution, we develop a grid-less Monte Carlo particle tracking approach, where diffusion is modeled by a random walk of the particles, and reaction is modeled by annihilation of particles. The probability of annihilation is derived analytically from the particles' co-location probability. We rigorously derive the relationship between the initial number of particles in the system and the amplitude of white noise represented by that number. This enables us to compare the particle simulations and the approximate analytical solution and offer an explanation of the late time discrepancies. - Graphical abstract:.

  8. Neuromorphic walking gait control.

    Science.gov (United States)

    Still, Susanne; Hepp, Klaus; Douglas, Rodney J

    2006-03-01

    We present a neuromorphic pattern generator for controlling the walking gaits of four-legged robots which is inspired by central pattern generators found in the nervous system and which is implemented as a very large scale integrated (VLSI) chip. The chip contains oscillator circuits that mimic the output of motor neurons in a strongly simplified way. We show that four coupled oscillators can produce rhythmic patterns with phase relationships that are appropriate to generate all four-legged animal walking gaits. These phase relationships together with frequency and duty cycle of the oscillators determine the walking behavior of a robot driven by the chip, and they depend on a small set of stationary bias voltages. We give analytic expressions for these dependencies. This chip reduces the complex, dynamic inter-leg control problem associated with walking gait generation to the problem of setting a few stationary parameters. It provides a compact and low power solution for walking gait control in robots.

  9. Random walk on random walks

    NARCIS (Netherlands)

    Hilário, M.; Hollander, den W.Th.F.; Sidoravicius, V.; Soares dos Santos, R.; Teixeira, A.

    2014-01-01

    In this paper we study a random walk in a one-dimensional dynamic random environment consisting of a collection of independent particles performing simple symmetric random walks in a Poisson equilibrium with density ¿¿(0,8). At each step the random walk performs a nearest-neighbour jump, moving to

  10. Reliability and validity of a smartphone-based assessment of gait parameters across walking speed and smartphone locations: Body, bag, belt, hand, and pocket.

    Science.gov (United States)

    Silsupadol, Patima; Teja, Kunlanan; Lugade, Vipul

    2017-10-01

    The assessment of spatiotemporal gait parameters is a useful clinical indicator of health status. Unfortunately, most assessment tools require controlled laboratory environments which can be expensive and time consuming. As smartphones with embedded sensors are becoming ubiquitous, this technology can provide a cost-effective, easily deployable method for assessing gait. Therefore, the purpose of this study was to assess the reliability and validity of a smartphone-based accelerometer in quantifying spatiotemporal gait parameters when attached to the body or in a bag, belt, hand, and pocket. Thirty-four healthy adults were asked to walk at self-selected comfortable, slow, and fast speeds over a 10-m walkway while carrying a smartphone. Step length, step time, gait velocity, and cadence were computed from smartphone-based accelerometers and validated with GAITRite. Across all walking speeds, smartphone data had excellent reliability (ICC 2,1 ≥0.90) for the body and belt locations, with bag, hand, and pocket locations having good to excellent reliability (ICC 2,1 ≥0.69). Correlations between the smartphone-based and GAITRite-based systems were very high for the body (r=0.89, 0.98, 0.96, and 0.87 for step length, step time, gait velocity, and cadence, respectively). Similarly, Bland-Altman analysis demonstrated that the bias approached zero, particularly in the body, bag, and belt conditions under comfortable and fast speeds. Thus, smartphone-based assessments of gait are most valid when placed on the body, in a bag, or on a belt. The use of a smartphone to assess gait can provide relevant data to clinicians without encumbering the user and allow for data collection in the free-living environment. Copyright © 2017 Elsevier B.V. All rights reserved.

  11. Identification of ecosystem parameters by SDE-modelling

    DEFF Research Database (Denmark)

    Stochastic differential equations (SDEs) for ecosystem modelling have attracted increasing attention during recent years. The modelling has mostly been through simulation experiments in order to analyse how system noise propagates through the ordinary differential equation formulation of ecosystem...... models. Estimation of parameters in SDEs is, however, possible by combining Kalman filter techniques and likelihood estimation. By modelling parameters as random walks it is possible to identify linear as well as non-linear interactions between ecosystem components. By formulating a simple linear SDE...

  12. Stochastic models of solute transport in highly heterogeneous geologic media

    Energy Technology Data Exchange (ETDEWEB)

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

    2009-09-15

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

  13. Estimation of parameters in Shot-Noise-Driven Doubly Stochastic Poisson processes using the EM algorithm--modeling of pre- and postsynaptic spike trains.

    Science.gov (United States)

    Mino, H

    2007-01-01

    To estimate the parameters, the impulse response (IR) functions of some linear time-invariant systems generating intensity processes, in Shot-Noise-Driven Doubly Stochastic Poisson Process (SND-DSPP) in which multivariate presynaptic spike trains and postsynaptic spike trains can be assumed to be modeled by the SND-DSPPs. An explicit formula for estimating the IR functions from observations of multivariate input processes of the linear systems and the corresponding counting process (output process) is derived utilizing the expectation maximization (EM) algorithm. The validity of the estimation formula was verified through Monte Carlo simulations in which two presynaptic spike trains and one postsynaptic spike train were assumed to be observable. The IR functions estimated on the basis of the proposed identification method were close to the true IR functions. The proposed method will play an important role in identifying the input-output relationship of pre- and postsynaptic neural spike trains in practical situations.

  14. Minimal Walking Technicolor

    DEFF Research Database (Denmark)

    Foadi, Roshan; Frandsen, Mads Toudal; A. Ryttov, T.

    2007-01-01

    Different theoretical and phenomenological aspects of the Minimal and Nonminimal Walking Technicolor theories have recently been studied. The goal here is to make the models ready for collider phenomenology. We do this by constructing the low energy effective theory containing scalars......, pseudoscalars, vector mesons and other fields predicted by the minimal walking theory. We construct their self-interactions and interactions with standard model fields. Using the Weinberg sum rules, opportunely modified to take into account the walking behavior of the underlying gauge theory, we find...... interesting relations for the spin-one spectrum. We derive the electroweak parameters using the newly constructed effective theory and compare the results with the underlying gauge theory. Our analysis is sufficiently general such that the resulting model can be used to represent a generic walking technicolor...

  15. Alzheimer random walk

    Science.gov (United States)

    Odagaki, Takashi; Kasuya, Keisuke

    2017-09-01

    Using the Monte Carlo simulation, we investigate a memory-impaired self-avoiding walk on a square lattice in which a random walker marks each of sites visited with a given probability p and makes a random walk avoiding the marked sites. Namely, p = 0 and p = 1 correspond to the simple random walk and the self-avoiding walk, respectively. When p> 0, there is a finite probability that the walker is trapped. We show that the trap time distribution can well be fitted by Stacy's Weibull distribution b(a/b){a+1}/{b}[Γ({a+1}/{b})]-1x^a\\exp(-a/bx^b)} where a and b are fitting parameters depending on p. We also find that the mean trap time diverges at p = 0 as p- α with α = 1.89. In order to produce sufficient number of long walks, we exploit the pivot algorithm and obtain the mean square displacement and its Flory exponent ν(p) as functions of p. We find that the exponent determined for 1000 step walks interpolates both limits ν(0) for the simple random walk and ν(1) for the self-avoiding walk as [ ν(p) - ν(0) ] / [ ν(1) - ν(0) ] = pβ with β = 0.388 when p ≪ 0.1 and β = 0.0822 when p ≫ 0.1. Contribution to the Topical Issue "Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.

  16. Social aggregation in pea aphids: experiment and random walk modeling.

    Directory of Open Access Journals (Sweden)

    Christa Nilsen

    Full Text Available From bird flocks to fish schools and ungulate herds to insect swarms, social biological aggregations are found across the natural world. An ongoing challenge in the mathematical modeling of aggregations is to strengthen the connection between models and biological data by quantifying the rules that individuals follow. We model aggregation of the pea aphid, Acyrthosiphon pisum. Specifically, we conduct experiments to track the motion of aphids walking in a featureless circular arena in order to deduce individual-level rules. We observe that each aphid transitions stochastically between a moving and a stationary state. Moving aphids follow a correlated random walk. The probabilities of motion state transitions, as well as the random walk parameters, depend strongly on distance to an aphid's nearest neighbor. For large nearest neighbor distances, when an aphid is essentially isolated, its motion is ballistic with aphids moving faster, turning less, and being less likely to stop. In contrast, for short nearest neighbor distances, aphids move more slowly, turn more, and are more likely to become stationary; this behavior constitutes an aggregation mechanism. From the experimental data, we estimate the state transition probabilities and correlated random walk parameters as a function of nearest neighbor distance. With the individual-level model established, we assess whether it reproduces the macroscopic patterns of movement at the group level. To do so, we consider three distributions, namely distance to nearest neighbor, angle to nearest neighbor, and percentage of population moving at any given time. For each of these three distributions, we compare our experimental data to the output of numerical simulations of our nearest neighbor model, and of a control model in which aphids do not interact socially. Our stochastic, social nearest neighbor model reproduces salient features of the experimental data that are not captured by the control.

  17. Quantum Walks for Computer Scientists

    CERN Document Server

    Venegas-Andraca, Salvador

    2008-01-01

    Quantum computation, one of the latest joint ventures between physics and the theory of computation, is a scientific field whose main goals include the development of hardware and algorithms based on the quantum mechanical properties of those physical systems used to implement such algorithms. Solving difficult tasks (for example, the Satisfiability Problem and other NP-complete problems) requires the development of sophisticated algorithms, many of which employ stochastic processes as their mathematical basis. Discrete random walks are a popular choice among those stochastic processes. Inspir

  18. Reserves Represented by Random Walks

    International Nuclear Information System (INIS)

    Filipe, J A; Ferreira, M A M; Andrade, M

    2012-01-01

    The reserves problem is studied through models based on Random Walks. Random walks are a classical particular case in the analysis of stochastic processes. They do not appear only to study reserves evolution models. They are also used to build more complex systems and as analysis instruments, in a theoretical feature, of other kind of systems. In this work by studying the reserves, the main objective is to see and guarantee that pensions funds get sustainable. Being the use of these models considering this goal a classical approach in the study of pensions funds, this work concluded about the problematic of reserves. A concrete example is presented.

  19. Sequential stochastic optimization

    CERN Document Server

    Cairoli, Renzo

    1996-01-01

    Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior knowledge of the subject is assumed; its only prerequisites are a standard graduate course in probability theory and some familiarity with discrete-paramet

  20. 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.)

  1. Random-walk enzymes

    Science.gov (United States)

    Mak, Chi H.; Pham, Phuong; Afif, Samir A.; Goodman, Myron F.

    2015-09-01

    Enzymes that rely on random walk to search for substrate targets in a heterogeneously dispersed medium can leave behind complex spatial profiles of their catalyzed conversions. The catalytic signatures of these random-walk enzymes are the result of two coupled stochastic processes: scanning and catalysis. Here we develop analytical models to understand the conversion profiles produced by these enzymes, comparing an intrusive model, in which scanning and catalysis are tightly coupled, against a loosely coupled passive model. Diagrammatic theory and path-integral solutions of these models revealed clearly distinct predictions. Comparison to experimental data from catalyzed deaminations deposited on single-stranded DNA by the enzyme activation-induced deoxycytidine deaminase (AID) demonstrates that catalysis and diffusion are strongly intertwined, where the chemical conversions give rise to new stochastic trajectories that were absent if the substrate DNA was homogeneous. The C →U deamination profiles in both analytical predictions and experiments exhibit a strong contextual dependence, where the conversion rate of each target site is strongly contingent on the identities of other surrounding targets, with the intrusive model showing an excellent fit to the data. These methods can be applied to deduce sequence-dependent catalytic signatures of other DNA modification enzymes, with potential applications to cancer, gene regulation, and epigenetics.

  2. Random walks and diffusion on networks

    Science.gov (United States)

    Masuda, Naoki; Porter, Mason A.; Lambiotte, Renaud

    2017-11-01

    Random walks are ubiquitous in the sciences, and they are interesting from both theoretical and practical perspectives. They are one of the most fundamental types of stochastic processes; can be used to model numerous phenomena, including diffusion, interactions, and opinions among humans and animals; and can be used to extract information about important entities or dense groups of entities in a network. Random walks have been studied for many decades on both regular lattices and (especially in the last couple of decades) on networks with a variety of structures. In the present article, we survey the theory and applications of random walks on networks, restricting ourselves to simple cases of single and non-adaptive random walkers. We distinguish three main types of random walks: discrete-time random walks, node-centric continuous-time random walks, and edge-centric continuous-time random walks. We first briefly survey random walks on a line, and then we consider random walks on various types of networks. We extensively discuss applications of random walks, including ranking of nodes (e.g., PageRank), community detection, respondent-driven sampling, and opinion models such as voter models.

  3. Assessment of neutronic parameter's uncertainties obtained within the reactor dosimetry framework: Development and application of the stochastic methods of analysis

    Energy Technology Data Exchange (ETDEWEB)

    Destouches, C.; Beretz, D. [Service de Physique Experimentale, CEA-CAD/DEN/DER/SPEx, Departement d' Etudes des Reacteurs, 13108 St-Paul lez Durance Cedex (France); Devictor, N. [Service d' Etude des Systemes Innovant, CEA-CAD/DEN/DER/SESI, Departement d' Etudes des Reacteurs, 13108 St-Paul lez Durance Cedex (France); Gregoire, G. [Service de Physique Experimentale, CEA-CAD/DEN/DER/SPEx, Departement d' Etudes des Reacteurs, 13108 St-Paul lez Durance Cedex (France)

    2006-07-01

    One of the main objectives of reactor dosimetry is the determination of the physical parameters characterizing the neutronic field in which the studied sample is irradiated. The knowledge of the associated uncertainties represents a significant stake for nuclear industry as shows the high uncertainty value of 15% (k=1) commonly allowed for the calculated neutron flux (E> 1 MeV) on the vessel and internal structures. The study presented in this paper aims at determining then reducing uncertainties associated with the reactor dosimetry interpretation process. After a brief presentation of the interpretation process, input data uncertainties identification and quantification are performed in particular with regard to covariances. Then uncertainties propagation is carried out and analyzed by deterministic and stochastic methods on a representative case. Finally, a Monte Carlo sensitivity study based on Sobol indices is achieved on a case leading to derive the most penalizing input uncertainties. This paper concludes rising improvement axes to be studied for the input data knowledge. It highlights for example the need for having realistic variance-covariance matrices associated with input data (cross sections libraries, neutron computation code's outputs, ...). Lastly, the methodology principle presented in this paper is enough general to be easily transposable for other measurements data interpretation processes. (authors)

  4. Elements of random walk and diffusion processes

    CERN Document Server

    Ibe, Oliver C

    2013-01-01

    Presents an important and unique introduction to random walk theory Random walk is a stochastic process that has proven to be a useful model in understanding discrete-state discrete-time processes across a wide spectrum of scientific disciplines. Elements of Random Walk and Diffusion Processes provides an interdisciplinary approach by including numerous practical examples and exercises with real-world applications in operations research, economics, engineering, and physics. Featuring an introduction to powerful and general techniques that are used in the application of physical and dynamic

  5. Stochastic programming with integer recourse

    NARCIS (Netherlands)

    van der Vlerk, Maarten Hendrikus

    1995-01-01

    In this thesis we consider two-stage stochastic linear programming models with integer recourse. Such models are at the intersection of two different branches of mathematical programming. On the one hand some of the model parameters are random, which places the problem in the field of stochastic

  6. Stochastic Analysis with Financial Applications

    CERN Document Server

    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

  7. Stochastic optimization methods

    CERN Document Server

    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.

  8. PARAMETER IDENTIFICATION AND STOCHASTIC CONTROL ...

    African Journals Online (AJOL)

    parameta identification examples treated in PART I. OPTIMAL PREDICTION. As aJ.ady discussed in PART I, a discrete linear system cm be modeled by the polynomial. A(z-1)y., = z°""B(z-1)ut + C(z-1)wt (15) where Yt is the output seq~. u the control. ""'l'mcc. IOl:l ~a 2m>-lDC8ll white process noise with variance q. dis the ...

  9. Optimal Land Use Management for Soil Erosion Control by Using an Interval-Parameter Fuzzy Two-Stage Stochastic Programming Approach

    Science.gov (United States)

    Han, Jing-Cheng; Huang, Guo-He; Zhang, Hua; Li, Zhong

    2013-09-01

    Soil erosion is one of the most serious environmental and public health problems, and such land degradation can be effectively mitigated through performing land use transitions across a watershed. Optimal land use management can thus provide a way to reduce soil erosion while achieving the maximum net benefit. However, optimized land use allocation schemes are not always successful since uncertainties pertaining to soil erosion control are not well presented. This study applied an interval-parameter fuzzy two-stage stochastic programming approach to generate optimal land use planning strategies for soil erosion control based on an inexact optimization framework, in which various uncertainties were reflected. The modeling approach can incorporate predefined soil erosion control policies, and address inherent system uncertainties expressed as discrete intervals, fuzzy sets, and probability distributions. The developed model was demonstrated through a case study in the Xiangxi River watershed, China's Three Gorges Reservoir region. Land use transformations were employed as decision variables, and based on these, the land use change dynamics were yielded for a 15-year planning horizon. Finally, the maximum net economic benefit with an interval value of [1.197, 6.311] × 109 was obtained as well as corresponding land use allocations in the three planning periods. Also, the resulting soil erosion amount was found to be decreased and controlled at a tolerable level over the watershed. Thus, results confirm that the developed model is a useful tool for implementing land use management as not only does it allow local decision makers to optimize land use allocation, but can also help to answer how to accomplish land use changes.

  10. Optimal land use management for soil erosion control by using an interval-parameter fuzzy two-stage stochastic programming approach.

    Science.gov (United States)

    Han, Jing-Cheng; Huang, Guo-He; Zhang, Hua; Li, Zhong

    2013-09-01

    Soil erosion is one of the most serious environmental and public health problems, and such land degradation can be effectively mitigated through performing land use transitions across a watershed. Optimal land use management can thus provide a way to reduce soil erosion while achieving the maximum net benefit. However, optimized land use allocation schemes are not always successful since uncertainties pertaining to soil erosion control are not well presented. This study applied an interval-parameter fuzzy two-stage stochastic programming approach to generate optimal land use planning strategies for soil erosion control based on an inexact optimization framework, in which various uncertainties were reflected. The modeling approach can incorporate predefined soil erosion control policies, and address inherent system uncertainties expressed as discrete intervals, fuzzy sets, and probability distributions. The developed model was demonstrated through a case study in the Xiangxi River watershed, China's Three Gorges Reservoir region. Land use transformations were employed as decision variables, and based on these, the land use change dynamics were yielded for a 15-year planning horizon. Finally, the maximum net economic benefit with an interval value of [1.197, 6.311] × 10(9) $ was obtained as well as corresponding land use allocations in the three planning periods. Also, the resulting soil erosion amount was found to be decreased and controlled at a tolerable level over the watershed. Thus, results confirm that the developed model is a useful tool for implementing land use management as not only does it allow local decision makers to optimize land use allocation, but can also help to answer how to accomplish land use changes.

  11. Stochastic processes

    CERN Document Server

    Parzen, Emanuel

    1962-01-01

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

  12. Mesoscopic description of random walks on combs

    Science.gov (United States)

    Méndez, Vicenç; Iomin, Alexander; Campos, Daniel; Horsthemke, Werner

    2015-12-01

    Combs are a simple caricature of various types of natural branched structures, which belong to the category of loopless graphs and consist of a backbone and branches. We study continuous time random walks on combs and present a generic method to obtain their transport properties. The random walk along the branches may be biased, and we account for the effect of the branches by renormalizing the waiting time probability distribution function for the motion along the backbone. We analyze the overall diffusion properties along the backbone and find normal diffusion, anomalous diffusion, and stochastic localization (diffusion failure), respectively, depending on the characteristics of the continuous time random walk along the branches, and compare our analytical results with stochastic simulations.

  13. Output-only cyclo-stationary linear-parameter time-varying stochastic subspace identification method for rotating machinery and spinning structures

    Science.gov (United States)

    Velazquez, Antonio; Swartz, R. Andrew

    2015-02-01

    stochastic subspace identification (SSI) and linear parameter time-varying (LPTV) techniques. Structural response is assumed to be stationary ambient excitation produced by a Gaussian (white) noise within the operative range bandwidth of the machinery or structure in study. ERA-OKID analysis is driven by correlation-function matrices from the stationary ambient response aiming to reduce noise effects. Singular value decomposition (SVD) and eigenvalue analysis are computed in a last stage to identify frequencies and complex-valued mode shapes. Proposed assumptions are carefully weighted to account for the uncertainty of the environment. A numerical example is carried out based a spinning finite element (SFE) model, and verified using ANSYS® Ver. 12. Finally, comments and observations are provided on how this subspace realization technique can be extended to the problem of modal-parameter identification using only ambient vibration data.

  14. Stochastic quantization

    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.)

  15. Dynamics of stochastic systems

    CERN Document Server

    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 ...

  16. Selected papers on noise and stochastic processes

    CERN Document Server

    1954-01-01

    Six classic papers on stochastic process, selected to meet the needs of physicists, applied mathematicians, and engineers. Contents: 1.Chandrasekhar, S.: Stochastic Problems in Physics and Astronomy. 2. Uhlenbeck, G. E. and Ornstein, L. S.: On the Theory of the Browninan Motion. 3. Ming Chen Wang and Uhlenbeck, G. E.: On the Theory of the Browninan Motion II. 4. Rice, S. O.: Mathematical Analysis of Random Noise. 5. Kac, Mark: Random Walk and the Theory of Brownian Motion. 6. Doob, J. L.: The Brownian Movement and Stochastic Equations. Unabridged republication of the Dover reprint (1954). Pre

  17. 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.

  18. The random walk model of intrafraction movement

    International Nuclear Information System (INIS)

    Ballhausen, H; Reiner, M; Kantz, S; Belka, C; Söhn, M

    2013-01-01

    The purpose of this paper is to understand intrafraction movement as a stochastic process driven by random external forces. The hypothetically proposed three-dimensional random walk model has significant impact on optimal PTV margins and offers a quantitatively correct explanation of experimental findings. Properties of the random walk are calculated from first principles, in particular fraction-average population density distributions for displacements along the principal axes. When substituted into the established optimal margin recipes these fraction-average distributions yield safety margins about 30% smaller as compared to the suggested values from end-of-fraction Gaussian fits. Stylized facts of a random walk are identified in clinical data, such as the increase of the standard deviation of displacements with the square root of time. Least squares errors in the comparison to experimental results are reduced by about 50% when accounting for non-Gaussian corrections from the random walk model. (paper)

  19. The random walk model of intrafraction movement.

    Science.gov (United States)

    Ballhausen, H; Reiner, M; Kantz, S; Belka, C; Söhn, M

    2013-04-07

    The purpose of this paper is to understand intrafraction movement as a stochastic process driven by random external forces. The hypothetically proposed three-dimensional random walk model has significant impact on optimal PTV margins and offers a quantitatively correct explanation of experimental findings. Properties of the random walk are calculated from first principles, in particular fraction-average population density distributions for displacements along the principal axes. When substituted into the established optimal margin recipes these fraction-average distributions yield safety margins about 30% smaller as compared to the suggested values from end-of-fraction gaussian fits. Stylized facts of a random walk are identified in clinical data, such as the increase of the standard deviation of displacements with the square root of time. Least squares errors in the comparison to experimental results are reduced by about 50% when accounting for non-gaussian corrections from the random walk model.

  20. Quantum stochastics

    CERN Document Server

    Chang, Mou-Hsiung

    2015-01-01

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

  1. 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)

  2. Allegheny County Walk Scores

    Data.gov (United States)

    Allegheny County / City of Pittsburgh / Western PA Regional Data Center — Walk Score measures the walkability of any address using a patented system developed by the Walk Score company. For each 2010 Census Tract centroid, Walk Score...

  3. Toe Walking in Children

    Science.gov (United States)

    ... prone to damage and weaken over time. This diagnosis might be more likely if your child initially walked normally before starting to toe walk. Autism. Toe walking has been linked to autism spectrum ...

  4. Stochasticity in the Josephson map

    International Nuclear Information System (INIS)

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

    1996-04-01

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

  5. Stochastic cooling

    International Nuclear Information System (INIS)

    Bisognano, J.; Leemann, C.

    1982-03-01

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

  6. Stochastic thermodynamics

    Science.gov (United States)

    Eichhorn, Ralf; Aurell, Erik

    2014-04-01

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

  7. Lagrangian modelling of plankton motion: From deceptively simple random walks to Fokker-Planck and back again

    DEFF Research Database (Denmark)

    Visser, Andre

    2008-01-01

    The movement of plankton, either by turbulent mixing or their own inherent motility, can be simulated in a Lagrangian framework as a random walk. Validation of random walk simulations is essential. There is a continuum of mathematically valid stochastic integration schemes upon which random walk...

  8. Stochastic quantization of Einstein gravity

    International Nuclear Information System (INIS)

    Rumpf, H.

    1986-01-01

    We determine a one-parameter family of covariant Langevin equations for the metric tensor of general relativity corresponding to DeWitt's one-parameter family of supermetrics. The stochastic source term in these equations can be expressed in terms of a Gaussian white noise upon the introduction of a stochastic tetrad field. The only physically acceptable resolution of a mathematical ambiguity in the ansatz for the source term is the adoption of Ito's calculus. By taking the formal equilibrium limit of the stochastic metric a one-parameter family of covariant path-integral measures for general relativity is obtained. There is a unique parameter value, distinguished by any one of the following three properties: (i) the metric is harmonic with respect to the supermetric, (ii) the path-integral measure is that of DeWitt, (iii) the supermetric governs the linearized Einstein dynamics. Moreover the Feynman propagator corresponding to this parameter is causal. Finally we show that a consistent stochastic perturbation theory gives rise to a new type of diagram containing ''stochastic vertices.''

  9. The Effects of Walking or Walking-with-Poles Training on Tissue Oxygenation in Patients with Peripheral Arterial Disease

    Directory of Open Access Journals (Sweden)

    Eileen G. Collins

    2012-01-01

    Full Text Available This randomized trial proposed to determine if there were differences in calf muscle StO2 parameters in patients before and after 12 weeks of a traditional walking or walking-with-poles exercise program. Data were collected on 85 patients who were randomized to a traditional walking program ( or walking-with-poles program ( of exercise training. Patients walked for 3 times weekly for 12 weeks. Seventy-one patients completed both the baseline and the 12-week follow-up progressive treadmill tests ( traditional walking and walking-with-poles. Using the near-infrared spectroscopy measures, StO2 was measured prior to, during, and after exercise. At baseline, calf muscle oxygenation decreased from % prior to the treadmill test to % at peak exercise. The time elapsed prior to reaching nadir StO2 values increased more in the traditional walking group when compared to the walking-with-poles group. Likewise, absolute walking time increased more in the traditional walking group than in the walking-with-poles group. Tissue oxygenation decline during treadmill testing was less for patients assigned to a 12-week traditional walking program when compared to those assigned to a 12-week walking-with-poles program. In conclusion, the 12-week traditional walking program was superior to walking-with-poles in improving tissue deoxygenation in patients with PAD.

  10. Stochastic Analysis 2010

    CERN Document Server

    Crisan, Dan

    2011-01-01

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

  11. Complementarity and quantum walks

    International Nuclear Information System (INIS)

    Kendon, Viv; Sanders, Barry C.

    2005-01-01

    We show that quantum walks interpolate between a coherent 'wave walk' and a random walk depending on how strongly the walker's coin state is measured; i.e., the quantum walk exhibits the quintessentially quantum property of complementarity, which is manifested as a tradeoff between knowledge of which path the walker takes vs the sharpness of the interference pattern. A physical implementation of a quantum walk (the quantum quincunx) should thus have an identifiable walker and the capacity to demonstrate the interpolation between wave walk and random walk depending on the strength of measurement

  12. Constraining walking and custodial technicolor

    DEFF Research Database (Denmark)

    Foadi, Roshan; Frandsen, Mads Toudal; Sannino, Francesco

    2008-01-01

    We show how to constrain the physical spectrum of walking technicolor models via precision measurements and modified Weinberg sum rules. We also study models possessing a custodial symmetry for the S parameter at the effective Lagrangian level-custodial technicolor-and argue that these models...

  13. Phenomenology of stochastic exponential growth

    Science.gov (United States)

    Pirjol, Dan; Jafarpour, Farshid; Iyer-Biswas, Srividya

    2017-06-01

    Stochastic exponential growth is observed in a variety of contexts, including molecular autocatalysis, nuclear fission, population growth, inflation of the universe, viral social media posts, and financial markets. Yet literature on modeling the phenomenology of these stochastic dynamics has predominantly focused on one model, geometric Brownian motion (GBM), which can be described as the solution of a Langevin equation with linear drift and linear multiplicative noise. Using recent experimental results on stochastic exponential growth of individual bacterial cell sizes, we motivate the need for a more general class of phenomenological models of stochastic exponential growth, which are consistent with the observation that the mean-rescaled distributions are approximately stationary at long times. We show that this behavior is not consistent with GBM, instead it is consistent with power-law multiplicative noise with positive fractional powers. Therefore, we consider this general class of phenomenological models for stochastic exponential growth, provide analytical solutions, and identify the important dimensionless combination of model parameters, which determines the shape of the mean-rescaled distribution. We also provide a prescription for robustly inferring model parameters from experimentally observed stochastic growth trajectories.

  14. Fire-Walking

    Science.gov (United States)

    Willey, David

    2010-01-01

    This article gives a brief history of fire-walking and then deals with the physics behind fire-walking. The author has performed approximately 50 fire-walks, took the data for the world's hottest fire-walk and was, at one time, a world record holder for the longest fire-walk (www.dwilley.com/HDATLTW/Record_Making_Firewalks.html). He currently…

  15. Stochastic deformation of a thermodynamic symplectic structure

    OpenAIRE

    Kazinski, P. O.

    2008-01-01

    A stochastic deformation of a thermodynamic symplectic structure is studied. The stochastic deformation procedure is analogous to the deformation of an algebra of observables like deformation quantization, but for an imaginary deformation parameter (the Planck constant). Gauge symmetries of thermodynamics and corresponding stochastic mechanics, which describes fluctuations of a thermodynamic system, are revealed and gauge fields are introduced. A physical interpretation to the gauge transform...

  16. The use of relative coupling intervals in horses during walk

    DEFF Research Database (Denmark)

    Olsen, Emil; Pfau, Thilo

    Walking speed varies between over-ground trials and a speed-independent gait-parameter does not exist for use in horses. We introduce relative (R) lateral (L) and diagonal (D) coupling intervals (CI) and hypothesize that both are independent of walking speed. Four horses were walked over 8 Kistler...

  17. Stochastic kinetics

    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)

  18. Stochastic Jeux

    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.

  19. Stochastic simulation of biological reactions, and its applications for studying actin polymerization.

    Science.gov (United States)

    Ichikawa, Kazuhisa; Suzuki, Takashi; Murata, Noboru

    2010-11-30

    Molecular events in biological cells occur in local subregions, where the molecules tend to be small in number. The cytoskeleton, which is important for both the structural changes of cells and their functions, is also a countable entity because of its long fibrous shape. To simulate the local environment using a computer, stochastic simulations should be run. We herein report a new method of stochastic simulation based on random walk and reaction by the collision of all molecules. The microscopic reaction rate P(r) is calculated from the macroscopic rate constant k. The formula involves only local parameters embedded for each molecule. The results of the stochastic simulations of simple second-order, polymerization, Michaelis-Menten-type and other reactions agreed quite well with those of deterministic simulations when the number of molecules was sufficiently large. An analysis of the theory indicated a relationship between variance and the number of molecules in the system, and results of multiple stochastic simulation runs confirmed this relationship. We simulated Ca²(+) dynamics in a cell by inward flow from a point on the cell surface and the polymerization of G-actin forming F-actin. Our results showed that this theory and method can be used to simulate spatially inhomogeneous events.

  20. Stochastic simulation of biological reactions, and its applications for studying actin polymerization

    International Nuclear Information System (INIS)

    Ichikawa, Kazuhisa; Suzuki, Takashi; Murata, Noboru

    2010-01-01

    Molecular events in biological cells occur in local subregions, where the molecules tend to be small in number. The cytoskeleton, which is important for both the structural changes of cells and their functions, is also a countable entity because of its long fibrous shape. To simulate the local environment using a computer, stochastic simulations should be run. We herein report a new method of stochastic simulation based on random walk and reaction by the collision of all molecules. The microscopic reaction rate P r is calculated from the macroscopic rate constant k. The formula involves only local parameters embedded for each molecule. The results of the stochastic simulations of simple second-order, polymerization, Michaelis–Menten-type and other reactions agreed quite well with those of deterministic simulations when the number of molecules was sufficiently large. An analysis of the theory indicated a relationship between variance and the number of molecules in the system, and results of multiple stochastic simulation runs confirmed this relationship. We simulated Ca 2+ dynamics in a cell by inward flow from a point on the cell surface and the polymerization of G-actin forming F-actin. Our results showed that this theory and method can be used to simulate spatially inhomogeneous events

  1. More Adults Are Walking

    Centers for Disease Control (CDC) Podcasts

    This podcast is based on the August 2012 CDC Vital Signs report. While more adults are walking, only half get the recommended amount of physical activity. Listen to learn how communities, employers, and individuals may help increase walking.

  2. Stochastic modeling

    CERN Document Server

    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 ...

  3. Quantum walk computation

    International Nuclear Information System (INIS)

    Kendon, Viv

    2014-01-01

    Quantum versions of random walks have diverse applications that are motivating experimental implementations as well as theoretical studies. Recent results showing quantum walks are “universal for quantum computation” relate to algorithms, to be run on quantum computers. We consider whether an experimental implementation of a quantum walk could provide useful computation before we have a universal quantum computer

  4. STOCHASTIC FLOWS OF MAPPINGS

    Institute of Scientific and Technical Information of China (English)

    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.

  5. Stochastic Averaging and Stochastic Extremum Seeking

    CERN Document Server

    Liu, Shu-Jun

    2012-01-01

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

  6. A stochastic analysis of the impact of input parameters on profit of Australian pasture-based dairy farms under variable carbon price scenarios

    International Nuclear Information System (INIS)

    Özkan, Şeyda; Farquharson, Robert J.; Hill, Julian; Malcolm, Bill

    2015-01-01

    Highlights: • Two different pasture-based dairy feeding systems were evaluated. • The home-grown forage system outperformed the traditional pasture-based system. • Probability of achieving $200,000 income was reduced by imposition of a carbon tax. • Different farming systems will respond to change differently. • The ‘best choice’ for each individual farm is subjective. - Abstract: The imposition of a carbon tax in the economy will have indirect impacts on dairy farmers in Australia. Although there is a great deal of information available regarding mitigation strategies both in Australia and internationally, there seems to be a lack of research investigating the variable prices of carbon-based emissions on dairy farm operating profits in Australia. In this study, a stochastic analysis comparing the uncertainty in income in response to different prices on carbon-based emissions was conducted. The impact of variability in pasture consumption and variable prices of concentrates and hay on farm profitability was also investigated. The two different feeding systems examined were a ryegrass pasture-based system (RM) and a complementary forage-based system (CF). Imposing a carbon price ($20–$60) and not changing the systems reduced the farm operating profits by 28.4% and 25.6% in the RM and CF systems, respectively compared to a scenario where no carbon price was imposed. Different farming businesses will respond to variability in the rapidly changing operating environment such as fluctuations in pasture availability, price of purchased feeds and price of milk or carbon emissions differently. Further, in case there is a carbon price imposed for GHG emissions emanated from dairy farming systems, changing from pasture-based to more complex feeding systems incorporating home-grown double crops may reduce the reductions in farm operating profits. There is opportunity for future studies to focus on the impacts of different mitigation strategies and policy

  7. A Passive Dynamic Walking Model Based on Knee-Bend Behaviour: Stability and Adaptability for Walking down Steep Slopes

    Directory of Open Access Journals (Sweden)

    Kang An

    2013-10-01

    Full Text Available This paper presents a passive dynamic walking model based on knee-bend behaviour, which is inspired by the way human beings walk. The length and mass parameters of human beings are used in the walking model. The knee-bend mechanism of the stance leg is designed in the phase between knee-strike and heel-strike. q* which is the angular difference of the stance leg between the two events, knee-strike and knee-bend, is adjusted in order to find a stable walking motion. The results show that the stable periodic walking motion on a slope of r <0.4 can be found by adjusting q*. Furthermore, with a particular q* in the range of 0.12walk down more steps before falling down on an arbitrary slope. The walking motion is more stable and adaptable than the conventional walking motion, especially for steep slopes.

  8. Stochastic geometry for image analysis

    CERN Document Server

    Descombes, Xavier

    2013-01-01

    This book develops the stochastic geometry framework for image analysis purpose. Two main frameworks are  described: marked point process and random closed sets models. We derive the main issues for defining an appropriate model. The algorithms for sampling and optimizing the models as well as for estimating parameters are reviewed.  Numerous applications, covering remote sensing images, biological and medical imaging, are detailed.  This book provides all the necessary tools for developing an image analysis application based on modern stochastic modeling.

  9. 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

  10. Measuring Oscillating Walking Paths with a LIDAR

    Directory of Open Access Journals (Sweden)

    Jordi Palacín

    2011-05-01

    Full Text Available This work describes the analysis of different walking paths registered using a Light Detection And Ranging (LIDAR laser range sensor in order to measure oscillating trajectories during unsupervised walking. The estimate of the gait and trajectory parameters were obtained with a terrestrial LIDAR placed 100 mm above the ground with the scanning plane parallel to the floor to measure the trajectory of the legs without attaching any markers or modifying the floor. Three different large walking experiments were performed to test the proposed measurement system with straight and oscillating trajectories. The main advantages of the proposed system are the possibility to measure several steps and obtain average gait parameters and the minimum infrastructure required. This measurement system enables the development of new ambulatory applications based on the analysis of the gait and the trajectory during a walk.

  11. Soil stochastic parameter correlation impact in the piping erosion failure estimation of riverine flood defences, doi:10.1016/j.strusafe.2016.01.004

    NARCIS (Netherlands)

    Aguilar Lopez, Juan Pablo; Warmink, Jord Jurriaan; Schielen, Ralph Mathias Johannes; Hulscher, Suzanne J.M.H.

    2016-01-01

    Piping erosion has been proved to be one of the failure mechanisms that contributes the most to the total probability of failure on the Dutch flood defence systems. The present study aimed to find the impact of correlation and tail dependence between soil parameters present in the Sellmeijer revised

  12. Stochastic Reformulations of Linear Systems: Algorithms and Convergence Theory

    KAUST Repository

    Richtarik, Peter; Taká č, Martin

    2017-01-01

    We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete or continuous distribution over random matrices. Our reformulation has several equivalent interpretations, allowing for researchers from various communities to leverage their domain specific insights. In particular, our reformulation can be equivalently seen as a stochastic optimization problem, stochastic linear system, stochastic fixed point problem and a probabilistic intersection problem. We prove sufficient, and necessary and sufficient conditions for the reformulation to be exact. Further, we propose and analyze three stochastic algorithms for solving the reformulated problem---basic, parallel and accelerated methods---with global linear convergence rates. The rates can be interpreted as condition numbers of a matrix which depends on the system matrix and on the reformulation parameters. This gives rise to a new phenomenon which we call stochastic preconditioning, and which refers to the problem of finding parameters (matrix and distribution) leading to a sufficiently small condition number. Our basic method can be equivalently interpreted as stochastic gradient descent, stochastic Newton method, stochastic proximal point method, stochastic fixed point method, and stochastic projection method, with fixed stepsize (relaxation parameter), applied to the reformulations.

  13. Stochastic Reformulations of Linear Systems: Algorithms and Convergence Theory

    KAUST Repository

    Richtarik, Peter

    2017-06-04

    We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete or continuous distribution over random matrices. Our reformulation has several equivalent interpretations, allowing for researchers from various communities to leverage their domain specific insights. In particular, our reformulation can be equivalently seen as a stochastic optimization problem, stochastic linear system, stochastic fixed point problem and a probabilistic intersection problem. We prove sufficient, and necessary and sufficient conditions for the reformulation to be exact. Further, we propose and analyze three stochastic algorithms for solving the reformulated problem---basic, parallel and accelerated methods---with global linear convergence rates. The rates can be interpreted as condition numbers of a matrix which depends on the system matrix and on the reformulation parameters. This gives rise to a new phenomenon which we call stochastic preconditioning, and which refers to the problem of finding parameters (matrix and distribution) leading to a sufficiently small condition number. Our basic method can be equivalently interpreted as stochastic gradient descent, stochastic Newton method, stochastic proximal point method, stochastic fixed point method, and stochastic projection method, with fixed stepsize (relaxation parameter), applied to the reformulations.

  14. Stochastic Still Water Response Model

    DEFF Research Database (Denmark)

    Friis-Hansen, Peter; Ditlevsen, Ove Dalager

    2002-01-01

    In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model is...... out that an important parameter of the stochastic cargo field model is the mean number of containers delivered by each customer.......In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model...... is to establish the stochastic load field conditional on a given draft and trim of the vessel. The model contributes to a realistic modelling of the stochastic load processes to be used in a reliability evaluation of the ship hull. Emphasis is given to container vessels. The formulation of the model for obtaining...

  15. Walking solitons in quadratic nonlinear media

    OpenAIRE

    Torner Sabata, Lluís; Mazilu, D; Mihalache, Dumitru

    1996-01-01

    We study self-action of light in parametric wave interactions in nonlinear quadratic media. We show the existence of stationary solitons in the presence of Poynting vector beam walk-off or different group velocities between the waves. We discover that the new solitons constitute a two-parameter family, and they exist for different wave intensities and transverse velocities. We discuss the properties of the walking solitons and their experimental implications. Peer Reviewed

  16. Stochastic resonance

    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

  17. Extending Stochastic Network Calculus to Loss Analysis

    Directory of Open Access Journals (Sweden)

    Chao Luo

    2013-01-01

    Full Text Available Loss is an important parameter of Quality of Service (QoS. Though stochastic network calculus is a very useful tool for performance evaluation of computer networks, existing studies on stochastic service guarantees mainly focused on the delay and backlog. Some efforts have been made to analyse loss by deterministic network calculus, but there are few results to extend stochastic network calculus for loss analysis. In this paper, we introduce a new parameter named loss factor into stochastic network calculus and then derive the loss bound through the existing arrival curve and service curve via this parameter. We then prove that our result is suitable for the networks with multiple input flows. Simulations show the impact of buffer size, arrival traffic, and service on the loss factor.

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

    KAUST Repository

    Loizou, Nicolas

    2017-12-27

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

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

    KAUST Repository

    Loizou, Nicolas; Richtarik, Peter

    2017-01-01

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

  20. Stochastic tools in turbulence

    CERN Document Server

    Lumey, John L

    2012-01-01

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

  1. Defining and modeling the soil geochemical background of heavy metals from the Hengshi River watershed (southern China): Integrating EDA, stochastic simulation and magnetic parameters

    International Nuclear Information System (INIS)

    Zhou Xu; Xia Beicheng

    2010-01-01

    It is crucial to separate the soil geochemical background concentrations from anthropogenic anomalies and to provide a realistic environmental geochemical map honoring the fluctuations in original data. This study was carried out in the Hengshi River watershed, north of Guangdong, China and the method proposed combined exploratory data analysis (EDA), sequential indicator co-simulation (SIcS) and the ratio of isothermal remnant magnetization (S 100 = -IRM -100mT /SIRM). The results showed that this is robust procedure for defining and mapping soil geochemical background concentrations in mineralized regions. The rock magnetic parameter helps to improve the mapping process by distinguishing anthropogenic influences. In this study, the geochemical backgrounds for four potentially toxic heavy metals (copper 200 mg/kg; zinc 230 mg/kg; lead 190 mg/kg and cadmium 1.85 mg/kg) Cu, Zn and Cd exceeded the soil Grade II limits (for pH < 6.5) from the Chinese Environmental Quality Standard for Soils (GB 15618-1995) (EQSS) which are 100, 200, 250 and 0.3 mg/kg for Cu, Zn, Pb and Cd, respectively. In particular, the geochemical background level for Cd exceeds standard six times. Results suggest that local public health is at high-risk along the riparian region of the Hengshi River, although the watershed ecosystem has not been severely disturbed.

  2. Stochastic Stabilityfor Contracting Lorenz Maps and Flows

    Science.gov (United States)

    Metzger, R. J.

    In a previous work [M], we proved the existence of absolutely continuous invariant measures for contracting Lorenz-like maps, and constructed Sinai-Ruelle-Bowen measures f or the flows that generate them. Here, we prove stochastic stability for such one-dimensional maps and use this result to prove that the corresponding flows generating these maps are stochastically stable under small diffusion-type perturbations, even though, as shown by Rovella [Ro], they are persistent only in a measure theoretical sense in a parameter space. For the one-dimensional maps we also prove strong stochastic stability in the sense of Baladi and Viana[BV].

  3. Stochastic interaction between TAE and alpha particles

    International Nuclear Information System (INIS)

    Krlin, L.; Pavlo, P.; Malijevsky, I.

    1996-01-01

    The interaction of toroidicity-induced Alfven eigenmodes with thermonuclear alpha particles in the intrinsic stochasticity regime was investigated based on the numerical integration of the equation of motion of alpha particles in the tokamak. The first results obtained for the ITER parameters and moderate wave amplitudes indicate that the stochasticity is highest in the trapped/passing boundary region, where the alpha particles jump stochastically between the two regimes with an appreciable radial excursion (about 0.5 m amplitudes). A similar chaotic behavior was also found for substantially lower energies (about 350 keV). 7 figs., 15 refs

  4. 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....

  5. High on walking

    DEFF Research Database (Denmark)

    Woythal, Bente Martinsen; Haahr, Anita; Dreyer, Pia

    2018-01-01

    a leg, and people who live with Parkinson’s disease. The analysis of the data is inspired by Paul Ricoeur’s philosophy of interpretation. Four themes were identified: (a) I feel high in two ways; (b) Walking has to be automatic; (c) Every Monday, I walk with the girls in the park; and (d) I dream...

  6. James Watt's Leicester Walk

    OpenAIRE

    Bell, Kathleen

    2016-01-01

    a poem in which James Watt, inventor of the separate condenser, walks through contemporary Leicester (his route is from Bonners Lane and alongside the canal, taking in the Statue of Liberty on its traffic island near Sage Road). It is derived from the exercise of taking a character for a walk,

  7. More Adults Are Walking

    Centers for Disease Control (CDC) Podcasts

    2012-07-31

    This podcast is based on the August 2012 CDC Vital Signs report. While more adults are walking, only half get the recommended amount of physical activity. Listen to learn how communities, employers, and individuals may help increase walking.  Created: 7/31/2012 by Centers for Disease Control and Prevention (CDC).   Date Released: 8/7/2012.

  8. Time-ordered product expansions for computational stochastic system biology

    International Nuclear Information System (INIS)

    Mjolsness, Eric

    2013-01-01

    The time-ordered product framework of quantum field theory can also be used to understand salient phenomena in stochastic biochemical networks. It is used here to derive Gillespie’s stochastic simulation algorithm (SSA) for chemical reaction networks; consequently, the SSA can be interpreted in terms of Feynman diagrams. It is also used here to derive other, more general simulation and parameter-learning algorithms including simulation algorithms for networks of stochastic reaction-like processes operating on parameterized objects, and also hybrid stochastic reaction/differential equation models in which systems of ordinary differential equations evolve the parameters of objects that can also undergo stochastic reactions. Thus, the time-ordered product expansion can be used systematically to derive simulation and parameter-fitting algorithms for stochastic systems. (paper)

  9. Applied stochastic modelling

    CERN Document Server

    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...

  10. Race walking gait and its influence on race walking economy in world-class race walkers.

    Science.gov (United States)

    Gomez-Ezeiza, Josu; Torres-Unda, Jon; Tam, Nicholas; Irazusta, Jon; Granados, Cristina; Santos-Concejero, Jordan

    2018-03-06

    The aim of this study was to determine the relationships between biomechanical parameters of the gait cycle and race walking economy in world-class Olympic race walkers. Twenty-One world-class race walkers possessing the Olympic qualifying standard participated in this study. Participants completed an incremental race walking test starting at 10 km·h -1 , where race walking economy (ml·kg -1 ·km -1 ) and spatiotemporal gait variables were analysed at different speeds. 20-km race walking performance was related to race walking economy, being the fastest race walkers those displaying reduced oxygen cost at a given speed (R = 0.760, p < 0.001). Longer ground contact times, shorter flight times, longer midstance sub-phase and shorter propulsive sub-phase during stance were related to a better race walking economy (moderate effect, p < 0.05). According to the results of this study, the fastest race walkers were more economi cal than the lesser performers. Similarly, shorter flight times are associated with a more efficient race walking economy. Coaches and race walkers should avoid modifying their race walking style by increasing flight times, as it may not only impair economy, but also lead to disqualification.

  11. Lévy walks

    Science.gov (United States)

    Zaburdaev, V.; Denisov, S.; Klafter, J.

    2015-04-01

    Random walk is a fundamental concept with applications ranging from quantum physics to econometrics. Remarkably, one specific model of random walks appears to be ubiquitous across many fields as a tool to analyze transport phenomena in which the dispersal process is faster than dictated by Brownian diffusion. The Lévy-walk model combines two key features, the ability to generate anomalously fast diffusion and a finite velocity of a random walker. Recent results in optics, Hamiltonian chaos, cold atom dynamics, biophysics, and behavioral science demonstrate that this particular type of random walk provides significant insight into complex transport phenomena. This review gives a self-consistent introduction to Lévy walks, surveys their existing applications, including latest advances, and outlines further perspectives.

  12. Modular invariance and stochastic quantization

    International Nuclear Information System (INIS)

    Ordonez, C.R.; Rubin, M.A.; Zwanziger, D.

    1989-01-01

    In Polyakov path integrals and covariant closed-string field theory, integration over Teichmueller parameters must be restricted by hand to a single modular region. This problem has an analog in Yang-Mills gauge theory---namely, the Gribov problem, which can be resolved by the method of stochastic gauge fixing. This method is here employed to quantize a simple modular-invariant system: the Polyakov point particle. In the limit of a large gauge-fixing force, it is shown that suitable choices for the functional form of the gauge-fixing force can lead to a restriction of Teichmueller integration to a single modular region. Modifications which arise when applying stochastic quantization to a system in which the volume of the orbits of the gauge group depends on a dynamical variable, such as a Teichmueller parameter, are pointed out, and the extension to Polyakov strings and covariant closed-string field theory is discussed

  13. Neuromechanical adaptations during a robotic powered exoskeleton assisted walking session.

    Science.gov (United States)

    Ramanujam, Arvind; Cirnigliaro, Christopher M; Garbarini, Erica; Asselin, Pierre; Pilkar, Rakesh; Forrest, Gail F

    2017-04-20

    To evaluate gait parameters and neuromuscular profiles of exoskeleton-assisted walking under Max Assist condition during a single-session for; (i) able bodied (AB) individuals walking assisted with (EXO) and without (non-EXO) a powered exoskeleton, (ii) non-ambulatory SCI individuals walking assisted with a powered exoskeleton. Single-session. Motion analysis laboratory. Four AB individuals and four individuals with SCI. Powered lower extremity exoskeleton. Temporal-spatial parameters, kinematics, walking velocity and electromyography data. AB individuals in exoskeleton showed greater stance time and a significant reduction in walking velocity (P exoskeleton movements, they walked with an increased velocity and lowered stance time to resemble that of slow walking. For SCI individuals, mean percent stance time was higher and walking velocity was lower compared to all AB walking conditions (P exoskeleton and moreover with voluntary control there is a greater temporal-spatial response of the lower limbs. Also, there are neuromuscular phasic adaptions for both AB and SCI groups while walking in the exoskeleton that are inconsistent to non-EXO gait muscle activation.

  14. A stochastic model of enzyme kinetics

    Science.gov (United States)

    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.

  15. Optimal Advertising with Stochastic Demand

    OpenAIRE

    George E. Monahan

    1983-01-01

    A stochastic, sequential model is developed to determine optimal advertising expenditures as a function of product maturity and past advertising. Random demand for the product depends upon an aggregate measure of current and past advertising called "goodwill," and the position of the product in its life cycle measured by sales-to-date. Conditions on the parameters of the model are established that insure that it is optimal to advertise less as the product matures. Additional characteristics o...

  16. Biomechanical analysis of rollator walking

    DEFF Research Database (Denmark)

    Alkjaer, T; Larsen, Peter K; Pedersen, Gitte

    2006-01-01

    The rollator is a very popular walking aid. However, knowledge about how a rollator affects the walking patterns is limited. Thus, the purpose of the study was to investigate the biomechanical effects of walking with and without a rollator on the walking pattern in healthy subjects.......The rollator is a very popular walking aid. However, knowledge about how a rollator affects the walking patterns is limited. Thus, the purpose of the study was to investigate the biomechanical effects of walking with and without a rollator on the walking pattern in healthy subjects....

  17. Noncausal stochastic calculus

    CERN Document Server

    Ogawa, Shigeyoshi

    2017-01-01

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

  18. Passage times of asymmetric anomalous walks with multiple paths

    International Nuclear Information System (INIS)

    Caceres, Manuel O; Insua, G Liliana

    2005-01-01

    We investigate the transient and the long-time behaviour of asymmetric anomalous walks in heterogeneous media. Two types of disorder are worked out explicitly: weak and strong disorder; in addition, the occurrence of disordered multiple paths is considered. We calculate the first passage time distribution of the associated stochastic transport process. We discuss the occurrence of the crossover from a power law to an exponential decay for the long-time behaviour of the distribution of the first passage times of disordered biased walks

  19. Walking to health.

    Science.gov (United States)

    Morris, J N; Hardman, A E

    1997-05-01

    Walking is a rhythmic, dynamic, aerobic activity of large skeletal muscles that confers the multifarious benefits of this with minimal adverse effects. Walking, faster than customary, and regularly in sufficient quantity into the 'training zone' of over 70% of maximal heart rate, develops and sustains physical fitness: the cardiovascular capacity and endurance (stamina) for bodily work and movement in everyday life that also provides reserves for meeting exceptional demands. Muscles of the legs, limb girdle and lower trunk are strengthened and the flexibility of their cardinal joints preserved; posture and carriage may improve. Any amount of walking, and at any pace, expends energy. Hence the potential, long term, of walking for weight control. Dynamic aerobic exercise, as in walking, enhances a multitude of bodily processes that are inherent in skeletal muscle activity, including the metabolism of high density lipoproteins and insulin/glucose dynamics. Walking is also the most common weight-bearing activity, and there are indications at all ages of an increase in related bone strength. The pleasurable and therapeutic, psychological and social dimensions of walking, whilst evident, have been surprisingly little studied. Nor has an economic assessment of the benefits and costs of walking been attempted. Walking is beneficial through engendering improved fitness and/or greater physiological activity and energy turnover. Two main modes of such action are distinguished as: (i) acute, short term effects of the exercise; and (ii) chronic, cumulative adaptations depending on habitual activity over weeks and months. Walking is often included in studies of exercise in relation to disease but it has seldom been specifically tested. There is, nevertheless, growing evidence of gains in the prevention of heart attack and reduction of total death rates, in the treatment of hypertension, intermittent claudication and musculoskeletal disorders, and in rehabilitation after heart

  20. Lively quantum walks on cycles

    International Nuclear Information System (INIS)

    Sadowski, Przemysław; Miszczak, Jarosław Adam; Ostaszewski, Mateusz

    2016-01-01

    We introduce a family of quantum walks on cycles parametrized by their liveliness, defined by the ability to execute a long-range move. We investigate the behaviour of the probability distribution and time-averaged probability distribution. We show that the liveliness parameter, controlling the magnitude of the additional long-range move, has a direct impact on the periodicity of the limiting distribution. We also show that the introduced model provides a method for network exploration which is robust against trapping. (paper)

  1. Planning under uncertainty solving large-scale stochastic linear programs

    Energy Technology Data Exchange (ETDEWEB)

    Infanger, G. [Stanford Univ., CA (United States). Dept. of Operations Research]|[Technische Univ., Vienna (Austria). Inst. fuer Energiewirtschaft

    1992-12-01

    For many practical problems, solutions obtained from deterministic models are unsatisfactory because they fail to hedge against certain contingencies that may occur in the future. Stochastic models address this shortcoming, but up to recently seemed to be intractable due to their size. Recent advances both in solution algorithms and in computer technology now allow us to solve important and general classes of practical stochastic problems. We show how large-scale stochastic linear programs can be efficiently solved by combining classical decomposition and Monte Carlo (importance) sampling techniques. We discuss the methodology for solving two-stage stochastic linear programs with recourse, present numerical results of large problems with numerous stochastic parameters, show how to efficiently implement the methodology on a parallel multi-computer and derive the theory for solving a general class of multi-stage problems with dependency of the stochastic parameters within a stage and between different stages.

  2. PC analysis of stochastic differential equations driven by Wiener noise

    KAUST Repository

    Le Maitre, Olivier

    2015-03-01

    A polynomial chaos (PC) analysis with stochastic expansion coefficients is proposed for stochastic differential equations driven by additive or multiplicative Wiener noise. It is shown that for this setting, a Galerkin formalism naturally leads to the definition of a hierarchy of stochastic differential equations governing the evolution of the PC modes. Under the mild assumption that the Wiener and uncertain parameters can be treated as independent random variables, it is also shown that the Galerkin formalism naturally separates parametric uncertainty and stochastic forcing dependences. This enables us to perform an orthogonal decomposition of the process variance, and consequently identify contributions arising from the uncertainty in parameters, the stochastic forcing, and a coupled term. Insight gained from this decomposition is illustrated in light of implementation to simplified linear and non-linear problems; the case of a stochastic bifurcation is also considered.

  3. The Act of Walking

    DEFF Research Database (Denmark)

    Vestergaard, Maria Quvang Harck; Olesen, Mette; Helmer, Pernille Falborg

    2014-01-01

    ’ of mobility (Jensen 2013:111) such as the urban environment, and the infrastructures. Walking has indeed also a ‘software dimension’ as an embodied performance that trigger the human senses (Jensen 2013) and which is closely related to the habitus and identity of the individual (Halprin 1963). The individual......The ability to walk in an area is, in the existing literature, often explained by the physical structures like building density and the presence of facilities in an area, and it is often termed ‘walkability’ (Patton 2007; Forsyth and Southworth 2008; Krizek, Handy and Forsyth 2009; Johnson 2003......; Frumkin 2002). The term ‘walkability’ focuses on how the physical structures in the urban environment can promote walking, and how this potentially eases issues of public health and liveability in our cities (Krizek et al. 2009). However, the study of walking should not be reduced merely to the ‘hardware...

  4. Walking - Sensing - Participation

    DEFF Research Database (Denmark)

    Bødker, Mads; Meinhardt, Nina Dam; Browning, David

    2014-01-01

    Building on ethnographic research and social theory in the field of ‘mobilities’, this workshop paper suggests that field work based on simply walking with people entails a form of embodied participation that informs technological interventions by creating a space within which to address a wider ...... set of experiential or ‘felt’ qualities of living with mobile technologies. Moving from reflections on the value of walking with people, the paper outlines some affordances of a smartphone application built to capture place experiences through walking.......Building on ethnographic research and social theory in the field of ‘mobilities’, this workshop paper suggests that field work based on simply walking with people entails a form of embodied participation that informs technological interventions by creating a space within which to address a wider...

  5. What Is Walking Pneumonia?

    Science.gov (United States)

    ... different from regular pneumonia? Answers from Eric J. Olson, M.D. Walking pneumonia is an informal term ... be treated with an antibiotic. With Eric J. Olson, M.D. Goldman L, et al., eds. Mycoplasma ...

  6. walk over ℤ

    Directory of Open Access Journals (Sweden)

    Philippe Leroux

    2005-01-01

    walk over ℤ can be described from a coassociative coalgebra. Relationships between this coalgebra and the set of periodic orbits of the classical chaotic system x↦2x mod⁡1, x∈[0,1], are also given.

  7. Solvable stochastic dealer models for financial markets

    Science.gov (United States)

    Yamada, Kenta; Takayasu, Hideki; Ito, Takatoshi; Takayasu, Misako

    2009-05-01

    We introduce solvable stochastic dealer models, which can reproduce basic empirical laws of financial markets such as the power law of price change. Starting from the simplest model that is almost equivalent to a Poisson random noise generator, the model becomes fairly realistic by adding only two effects: the self-modulation of transaction intervals and a forecasting tendency, which uses a moving average of the latest market price changes. Based on the present microscopic model of markets, we find a quantitative relation with market potential forces, which have recently been discovered in the study of market price modeling based on random walks.

  8. Kinetics of subdiffusion-assisted reactions: non-Markovian stochastic Liouville equation approach

    International Nuclear Information System (INIS)

    Shushin, A I

    2005-01-01

    Anomalous specific features of the kinetics of subdiffusion-assisted bimolecular reactions (time-dependence, dependence on parameters of systems, etc) are analysed in detail with the use of the non-Markovian stochastic Liouville equation (SLE), which has been recently derived within the continuous-time random-walk (CTRW) approach. In the CTRW approach, subdiffusive motion of particles is modelled by jumps whose onset probability distribution function is of a long-tailed form. The non-Markovian SLE allows for rigorous describing of some peculiarities of these reactions; for example, very slow long-time behaviour of the kinetics, non-analytical dependence of the reaction rate on the reactivity of particles, strong manifestation of fluctuation kinetics showing itself in very slowly decreasing behaviour of the kinetics at very long times, etc

  9. Two Legged Walking Robot

    OpenAIRE

    Kraus, V.

    2015-01-01

    The aim of this work is to construct a two-legged wirelessly controlled walking robot. This paper describes the construction of the robot, its control electronics, and the solution of the wireless control. The article also includes a description of the application to control the robot. The control electronics of the walking robot are built using the development kit Arduino Mega, which is enhanced with WiFi module allowing the wireless control, a set of ultrasonic sensors for detecting obstacl...

  10. American option pricing with stochastic volatility processes

    Directory of Open Access Journals (Sweden)

    Ping LI

    2017-12-01

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

  11. A stochastic SIS epidemic model with vaccination

    Science.gov (United States)

    Cao, Boqiang; Shan, Meijing; Zhang, Qimin; Wang, Weiming

    2017-11-01

    In this paper, we investigate the basic features of an SIS type infectious disease model with varying population size and vaccinations in presence of environment noise. By applying the Markov semigroup theory, we propose a stochastic reproduction number R0s which can be seen as a threshold parameter to utilize in identifying the stochastic extinction and persistence: If R0s disease-free absorbing set for the stochastic epidemic model, which implies that disease dies out with probability one; while if R0s > 1, under some mild extra conditions, the SDE model has an endemic stationary distribution which results in the stochastic persistence of the infectious disease. The most interesting finding is that large environmental noise can suppress the outbreak of the disease.

  12. Hopf bifurcation of the stochastic model on business cycle

    International Nuclear Information System (INIS)

    Xu, J; Wang, H; Ge, G

    2008-01-01

    A stochastic model on business cycle was presented in thas paper. Simplifying the model through the quasi Hamiltonian theory, the Ito diffusion process was obtained. According to Oseledec multiplicative ergodic theory and singular boundary theory, the conditions of local and global stability were acquired. Solving the stationary FPK equation and analyzing the stationary probability density, the stochastic Hopf bifurcation was explained. The result indicated that the change of parameter awas the key factor to the appearance of the stochastic Hopf bifurcation

  13. Renormalization of an abelian gauge theory in stochastic quantization

    International Nuclear Information System (INIS)

    Chaturvedi, S.; Kapoor, A.K.; Srinivasan, V.

    1987-01-01

    The renormalization of an abelian gauge field coupled to a complex scalar field is discussed in the stochastic quantization method. The super space formulation of the stochastic quantization method is used to derive the Ward Takahashi identities associated with supersymmetry. These Ward Takahashi identities together with previously derived Ward Takahashi identities associated with gauge invariance are shown to be sufficient to fix all the renormalization constants in terms of scaling of the fields and of the parameters appearing in the stochastic theory. (orig.)

  14. Doubly stochastic radial basis function methods

    Science.gov (United States)

    Yang, Fenglian; Yan, Liang; Ling, Leevan

    2018-06-01

    We propose a doubly stochastic radial basis function (DSRBF) method for function recoveries. Instead of a constant, we treat the RBF shape parameters as stochastic variables whose distribution were determined by a stochastic leave-one-out cross validation (LOOCV) estimation. A careful operation count is provided in order to determine the ranges of all the parameters in our methods. The overhead cost for setting up the proposed DSRBF method is O (n2) for function recovery problems with n basis. Numerical experiments confirm that the proposed method not only outperforms constant shape parameter formulation (in terms of accuracy with comparable computational cost) but also the optimal LOOCV formulation (in terms of both accuracy and computational cost).

  15. Elitism and Stochastic Dominance

    OpenAIRE

    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...

  16. Stochastic Generalized Method of Moments

    KAUST Repository

    Yin, Guosheng; Ma, Yanyuan; Liang, Faming; Yuan, Ying

    2011-01-01

    The generalized method of moments (GMM) is a very popular estimation and inference procedure based on moment conditions. When likelihood-based methods are difficult to implement, one can often derive various moment conditions and construct the GMM objective function. However, minimization of the objective function in the GMM may be challenging, especially over a large parameter space. Due to the special structure of the GMM, we propose a new sampling-based algorithm, the stochastic GMM sampler, which replaces the multivariate minimization problem by a series of conditional sampling procedures. We develop the theoretical properties of the proposed iterative Monte Carlo method, and demonstrate its superior performance over other GMM estimation procedures in simulation studies. As an illustration, we apply the stochastic GMM sampler to a Medfly life longevity study. Supplemental materials for the article are available online. © 2011 American Statistical Association.

  17. Stochastic Generalized Method of Moments

    KAUST Repository

    Yin, Guosheng

    2011-08-16

    The generalized method of moments (GMM) is a very popular estimation and inference procedure based on moment conditions. When likelihood-based methods are difficult to implement, one can often derive various moment conditions and construct the GMM objective function. However, minimization of the objective function in the GMM may be challenging, especially over a large parameter space. Due to the special structure of the GMM, we propose a new sampling-based algorithm, the stochastic GMM sampler, which replaces the multivariate minimization problem by a series of conditional sampling procedures. We develop the theoretical properties of the proposed iterative Monte Carlo method, and demonstrate its superior performance over other GMM estimation procedures in simulation studies. As an illustration, we apply the stochastic GMM sampler to a Medfly life longevity study. Supplemental materials for the article are available online. © 2011 American Statistical Association.

  18. Singular stochastic differential equations

    CERN Document Server

    Cherny, Alexander S

    2005-01-01

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

  19. Stochastic processes an introduction

    CERN Document Server

    Jones, Peter Watts

    2009-01-01

    Some Background on ProbabilityIntroduction Probability Conditional probability and independence Discrete random variables Continuous random variables Mean and variance Some standard discrete probability distributions Some standard continuous probability distributions Generating functions Conditional expectationSome Gambling ProblemsGambler's ruin Probability of ruin Some numerical simulations Duration of the game Some variations of gambler's ruinRandom WalksIntroduction Unrestricted random walks The probability distribution after n steps First returns of the symmetric random walkMarkov ChainsS

  20. 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

  1. Effects of Walking Direction and Cognitive Challenges on Gait in Persons with Multiple Sclerosis

    Directory of Open Access Journals (Sweden)

    Douglas A. Wajda

    2013-01-01

    Full Text Available Declines in walking performance are commonly seen when undergoing a concurrent cognitive task in persons with multiple sclerosis (MS. The purpose of this study was to determine the effect of walking direction and simultaneous cognitive task on the spatiotemporal gait parameters in persons with MS compared to healthy controls. Ten persons with MS (Median EDSS, 3.0 and ten healthy controls took part in this pilot study. Participants performed 4 walking trials at their self-selected comfortable pace. These trials included forward walking, forward walking with a cognitive task, backward walking, and backward walking with a cognitive task. Walking performance was indexed with measures of velocity, cadence, and stride length for each testing condition. The MS group walked slower with significantly reduced stride length compared to the control group. The novel observation of this investigation was that walking differences between persons with MS and healthy controls were greater during backward walking, and this effect was further highlighted during backward walking with added cognitive test. This raises the possibility that backward walking tests could be an effective way to examine walking difficulties in individuals with MS with relatively minimal walking impairment.

  2. Walking the Everyday

    Directory of Open Access Journals (Sweden)

    Matthew Bissen

    2014-11-01

    Full Text Available Since 2010, @matthewalking (Bissen, 2013 has published real-time public texts of walks in the city. This text-based Twitter feed has developed a narrative of a particular everyday life and developed a space of interface with others that represents a centering of perspective within an urban landscape. Walking the city provides a spatial, tactile, social, and embodied knowledge of the environment as each of us emerges into a space, orients ourselves, and determines a path that is highly localized, but is in connection with distant spaces and cultures. According to Ben Jacks in “Walking the City: Manhattan Projects,” “for urban dwellers and designers, walking is a fundamental tool for laying claim to, understanding, and shaping a livable city. Walking yields bodily knowing, recovers place memory, creates narrative, prioritizes human scale, and reconnects people to places” (75. @matthewalking’s walks, at times for as long as 5 hours, attempt to center an experience of an urban existence in a spatial narrative of the city that at once prioritizes a connection to place, but also is projected outward into a mediated relationship with others. The project is a series of unbounded walks, or dérives (drift, through the city that are logged on Twitter and traced to create an archive map of a set of particular urban experiences. The dérive concept as outlined in “The Theory of the Dérive,” by Guy Debord is when “one or more persons during a certain period drop their relations, their work and leisure activities, and all their other usual motives for movement and action, and let themselves be drawn by the attractions of the terrain and the encounters they find there” (62.

  3. Self-Trapping Self-Repelling Random Walks

    Science.gov (United States)

    Grassberger, Peter

    2017-10-01

    Although the title seems self-contradictory, it does not contain a misprint. The model we study is a seemingly minor modification of the "true self-avoiding walk" model of Amit, Parisi, and Peliti in two dimensions. The walks in it are self-repelling up to a characteristic time T* (which depends on various parameters), but spontaneously (i.e., without changing any control parameter) become self-trapping after that. For free walks, T* is astronomically large, but on finite lattices the transition is easily observable. In the self-trapped regime, walks are subdiffusive and intermittent, spending longer and longer times in small areas until they escape and move rapidly to a new area. In spite of this, these walks are extremely efficient in covering finite lattices, as measured by average cover times.

  4. 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)

  5. 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.

  6. Stochastic climate theory

    NARCIS (Netherlands)

    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

  7. On Stochastic Dependence

    Science.gov (United States)

    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.

  8. Reliability-Based Shape Optimization using Stochastic Finite Element Methods

    DEFF Research Database (Denmark)

    Enevoldsen, Ib; Sørensen, John Dalsgaard; Sigurdsson, G.

    1991-01-01

    stochastic fields (e.g. loads and material parameters such as Young's modulus and the Poisson ratio). In this case stochastic finite element techniques combined with FORM analysis can be used to obtain measures of the reliability of the structural systems, see Der Kiureghian & Ke (6) and Liu & Der Kiureghian...

  9. 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

  10. 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)

  11. Stochastic neuron models

    CERN Document Server

    Greenwood, Priscilla E

    2016-01-01

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

  12. The variability problem of normal human walking

    DEFF Research Database (Denmark)

    Simonsen, Erik B; Alkjær, Tine

    2012-01-01

    Previous investigations have suggested considerable inter-individual variability in the time course pattern of net joint moments during normal human walking, although the limited sample sizes precluded statistical analyses. The purpose of the present study was to obtain joint moment patterns from...... a group of normal subjects and to test whether or not the expected differences would prove to be statistically significant. Fifteen healthy male subjects were recorded on video while they walked across two force platforms. Ten kinematic and kinetic parameters were selected and input to a statistical...... cluster analysis to determine whether or not the 15 subjects could be divided into different 'families' (clusters) of walking strategy. The net joint moments showed a variability corroborating earlier reports. The cluster analysis showed that the 15 subjects could be grouped into two clusters of 5 and 10...

  13. Stationary walking solitons in bulk quadratic nonlinear media

    OpenAIRE

    Mihalache, Dumitru; Mazilu, D; Crasonavn, L C; Torner Sabata, Lluís

    1997-01-01

    We study the mutual trapping of fundamental and second-harmonic light beams propagating in bulk quadratic nonlinear media in the presence of Poynting vector beam walk-off. We show numerically the existence of a two-parameter family of (2 + 1)-dimensional stationary, spatial walking solitons. We have found that the solitons exist at various values of material parameters with different wave intensities and soliton velocities. We discuss the differences between (2 + 1) and (1 + 1)-dimensional wa...

  14. Walks on SPR neighborhoods.

    Science.gov (United States)

    Caceres, Alan Joseph J; Castillo, Juan; Lee, Jinnie; St John, Katherine

    2013-01-01

    A nearest-neighbor-interchange (NNI)-walk is a sequence of unrooted phylogenetic trees, T1, T2, . . . , T(k) where each consecutive pair of trees differs by a single NNI move. We give tight bounds on the length of the shortest NNI-walks that visit all trees in a subtree-prune-and-regraft (SPR) neighborhood of a given tree. For any unrooted, binary tree, T, on n leaves, the shortest walk takes Θ(n²) additional steps more than the number of trees in the SPR neighborhood. This answers Bryant’s Second Combinatorial Challenge from the Phylogenetics Challenges List, the Isaac Newton Institute, 2011, and the Penny Ante Problem List, 2009.

  15. 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.

  16. 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

  17. Set-Theoretic Inequalities in Stochastic Noncooperative Games with Coalition

    Directory of Open Access Journals (Sweden)

    Ailada Treerattrakoon

    2008-04-01

    Full Text Available We model and analyze antagonistic stochastic games of three players, two of whom form a coalition against the third one. The actions of the players are modeled by random walk processes recording the cumulative damages to each player at any moment of time. The game continues until the single player or the coalition is defeated. The defeat of any particular player takes place when the associated process (representing the collateral damage crosses a fixed threshold. Once the threshold is exceeded at some time, the associated player exits the game. All involved processes are being “observed by a third party process” so that the information regarding the status of all players is restricted to those special epochs. Furthermore, all processed are modulated (with their parameters being modified in due course of the game. We obtain a closed form joint functional of the named processes at key reference points.

  18. Robust and efficient walking with spring-like legs

    Energy Technology Data Exchange (ETDEWEB)

    Rummel, J; Blum, Y; Seyfarth, A, E-mail: juergen.rummel@uni-jena.d, E-mail: andre.seyfarth@uni-jena.d [Lauflabor Locomotion Laboratory, University of Jena, Dornburger Strasse 23, 07743 Jena (Germany)

    2010-12-15

    The development of bipedal walking robots is inspired by human walking. A way of implementing walking could be performed by mimicking human leg dynamics. A fundamental model, representing human leg dynamics during walking and running, is the bipedal spring-mass model which is the basis for this paper. The aim of this study is the identification of leg parameters leading to a compromise between robustness and energy efficiency in walking. It is found that, compared to asymmetric walking, symmetric walking with flatter angles of attack reveals such a compromise. With increasing leg stiffness, energy efficiency increases continuously. However, robustness is the maximum at moderate leg stiffness and decreases slightly with increasing stiffness. Hence, an adjustable leg compliance would be preferred, which is adaptable to the environment. If the ground is even, a high leg stiffness leads to energy efficient walking. However, if external perturbations are expected, e.g. when the robot walks on uneven terrain, the leg should be softer and the angle of attack flatter. In the case of underactuated robots with constant physical springs, the leg stiffness should be larger than k-tilde = 14 in order to use the most robust gait. Soft legs, however, lack in both robustness and efficiency.

  19. Robust and efficient walking with spring-like legs

    International Nuclear Information System (INIS)

    Rummel, J; Blum, Y; Seyfarth, A

    2010-01-01

    The development of bipedal walking robots is inspired by human walking. A way of implementing walking could be performed by mimicking human leg dynamics. A fundamental model, representing human leg dynamics during walking and running, is the bipedal spring-mass model which is the basis for this paper. The aim of this study is the identification of leg parameters leading to a compromise between robustness and energy efficiency in walking. It is found that, compared to asymmetric walking, symmetric walking with flatter angles of attack reveals such a compromise. With increasing leg stiffness, energy efficiency increases continuously. However, robustness is the maximum at moderate leg stiffness and decreases slightly with increasing stiffness. Hence, an adjustable leg compliance would be preferred, which is adaptable to the environment. If the ground is even, a high leg stiffness leads to energy efficient walking. However, if external perturbations are expected, e.g. when the robot walks on uneven terrain, the leg should be softer and the angle of attack flatter. In the case of underactuated robots with constant physical springs, the leg stiffness should be larger than k-tilde = 14 in order to use the most robust gait. Soft legs, however, lack in both robustness and efficiency.

  20. Generating random walks and polygons with stiffness in confinement

    International Nuclear Information System (INIS)

    Diao, Y; Ernst, C; Saarinen, S; Ziegler, U

    2015-01-01

    The purpose of this paper is to explore ways to generate random walks and polygons in confinement with a bias toward stiffness. Here the stiffness refers to the curvature angle between two consecutive edges along the random walk or polygon. The stiffer the walk (polygon), the smaller this angle on average. Thus random walks and polygons with an elevated stiffness have lower than expected curvatures. The authors introduced and studied several generation algorithms with a stiffness parameter s>0 that regulates the expected curvature angle at a given vertex in which the random walks and polygons are generated one edge at a time using conditional probability density functions. Our generating algorithms also allow the generation of unconfined random walks and polygons with any desired mean curvature angle. In the case of random walks and polygons confined in a sphere of fixed radius, we observe that, as expected, stiff random walks or polygons are more likely to be close to the confinement boundary. The methods developed here require that the random walks and random polygons be rooted at the center of the confinement sphere. (paper)

  1. Fitness Club / Nordic Walking

    CERN Multimedia

    Fitness Club

    2011-01-01

    Nordic Walking at CERN Enrollments are open for Nordic Walking courses and outings at CERN. Classes will be on Tuesdays as of 20 September, and outings for the more experienced will be on Thursdays as of 15 September. We meet at the CERN Club barracks car park (near entrance A). • 18:00 to 19:00 on 20 & 27 September, as well as 4 & 11 October. Check out our schedule and rates and enroll at: http://cern.ch/club-fitness Hope to see you among us! CERN Fitness Club fitness.club@cern.ch  

  2. The interpolation method of stochastic functions and the stochastic variational principle

    International Nuclear Information System (INIS)

    Liu Xianbin; Chen Qiu

    1993-01-01

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

  3. Treadmill training improves overground walking economy in Parkinson’s disease: A randomized, controlled pilot study

    Directory of Open Access Journals (Sweden)

    Miguel eFERNANDEZ-DEL-OLMO

    2014-09-01

    Full Text Available Gait disturbances are one of the principal and most incapacitating symptoms of Parkinson’s disease (PD. In addition, walking economy is impaired in PD patients and could contribute to excess fatigue in this population. An important number of studies have shown that treadmill training can improve kinematic parameters in PD patients. However, the effects of treadmill and overground walking on the walking economy remain unknown. The goal of this study was to explore the walking economy changes in response to a treadmill and an overground training program, as well as the differences in the walking economy during treadmill and overground walking. 22 mild PD patients were randomly assigned to a treadmill or overground training group. The training program consisted of 5 weeks (3 sessions/week. We evaluated the energy expenditure of overground walking, before and after each of the training programs. The energy expenditure of treadmill walking (before the program was also evaluated. The treadmill, but not the overground training program, lead to an improvement in the walking economy (the rate of oxygen consumed per distance, during overground walking at a preferred speed in PD patients. In addition, walking on a treadmill required more energy expenditure compared with overground walking at the same speed. This study provides evidence that in mild PD patients, treadmill training is more beneficial compared with that of walking overground, leading to a greater improvement in the walking economy. This finding is of clinical importance for the therapeutic administration of exercise in Parkinson’s disease.

  4. AESS: Accelerated Exact Stochastic Simulation

    Science.gov (United States)

    Jenkins, David D.; Peterson, Gregory D.

    2011-12-01

    The Stochastic Simulation Algorithm (SSA) developed by Gillespie provides a powerful mechanism for exploring the behavior of chemical systems with small species populations or with important noise contributions. Gene circuit simulations for systems biology commonly employ the SSA method, as do ecological applications. This algorithm tends to be computationally expensive, so researchers seek an efficient implementation of SSA. In this program package, the Accelerated Exact Stochastic Simulation Algorithm (AESS) contains optimized implementations of Gillespie's SSA that improve the performance of individual simulation runs or ensembles of simulations used for sweeping parameters or to provide statistically significant results. Program summaryProgram title: AESS Catalogue identifier: AEJW_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEJW_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: University of Tennessee copyright agreement No. of lines in distributed program, including test data, etc.: 10 861 No. of bytes in distributed program, including test data, etc.: 394 631 Distribution format: tar.gz Programming language: C for processors, CUDA for NVIDIA GPUs Computer: Developed and tested on various x86 computers and NVIDIA C1060 Tesla and GTX 480 Fermi GPUs. The system targets x86 workstations, optionally with multicore processors or NVIDIA GPUs as accelerators. Operating system: Tested under Ubuntu Linux OS and CentOS 5.5 Linux OS Classification: 3, 16.12 Nature of problem: Simulation of chemical systems, particularly with low species populations, can be accurately performed using Gillespie's method of stochastic simulation. Numerous variations on the original stochastic simulation algorithm have been developed, including approaches that produce results with statistics that exactly match the chemical master equation (CME) as well as other approaches that approximate the CME. Solution

  5. Physiological aspect walking and Nordic walking as adequate kinetic activities.

    OpenAIRE

    BENEŠ, Václav

    2010-01-01

    This bachelor thesis on the topic of The Physiological Aspect of Walking and Nordic Walking as an adequate physical activity focuses on chosen physiological changes of an organism during a five-month training cycle. In the theoretical part I describe the physiological changes of organism during a regularly repeated strain, and also the technique of walking, Nordic walking and health benefits of these activities are defined here. The research part of the thesis describes the measurement method...

  6. STOCHASTIC MODEL OF THE SPIN DISTRIBUTION OF DARK MATTER HALOS

    Energy Technology Data Exchange (ETDEWEB)

    Kim, Juhan [Center for Advanced Computation, Korea Institute for Advanced Study, Heogiro 85, Seoul 130-722 (Korea, Republic of); Choi, Yun-Young [Department of Astronomy and Space Science, Kyung Hee University, Gyeonggi 446-701 (Korea, Republic of); Kim, Sungsoo S.; Lee, Jeong-Eun [School of Space Research, Kyung Hee University, Gyeonggi 446-701 (Korea, Republic of)

    2015-09-15

    We employ a stochastic approach to probing the origin of the log-normal distributions of halo spin in N-body simulations. After analyzing spin evolution in halo merging trees, it was found that a spin change can be characterized by a stochastic random walk of angular momentum. Also, spin distributions generated by random walks are fairly consistent with those directly obtained from N-body simulations. We derived a stochastic differential equation from a widely used spin definition and measured the probability distributions of the derived angular momentum change from a massive set of halo merging trees. The roles of major merging and accretion are also statistically analyzed in evolving spin distributions. Several factors (local environment, halo mass, merging mass ratio, and redshift) are found to influence the angular momentum change. The spin distributions generated in the mean-field or void regions tend to shift slightly to a higher spin value compared with simulated spin distributions, which seems to be caused by the correlated random walks. We verified the assumption of randomness in the angular momentum change observed in the N-body simulation and detected several degrees of correlation between walks, which may provide a clue for the discrepancies between the simulated and generated spin distributions in the voids. However, the generated spin distributions in the group and cluster regions successfully match the simulated spin distribution. We also demonstrated that the log-normality of the spin distribution is a natural consequence of the stochastic differential equation of the halo spin, which is well described by the Geometric Brownian Motion model.

  7. Walking to transit.

    Science.gov (United States)

    2011-12-01

    Using a real-life setting, WalkBostons project focused on developing and testing techniques to broaden the scope and range of public participation in transportation planning in a large neighborhood in Boston. The team explored methods of seeking o...

  8. Walking along water

    DEFF Research Database (Denmark)

    Rasmussen, Mattias Borg

    2014-01-01

    Steep slopes, white peaks and deep valleys make up the Andes. As phenomenologists of landscape have told us, different people have different landscapes. By moving across the terrain, walking along, we might get a sense of how this has been carved out by the movement of wind and water, tectonics...

  9. Multidimensional stochastic approximation using locally contractive functions

    Science.gov (United States)

    Lawton, W. M.

    1975-01-01

    A Robbins-Monro type multidimensional stochastic approximation algorithm which converges in mean square and with probability one to the fixed point of a locally contractive regression function is developed. The algorithm is applied to obtain maximum likelihood estimates of the parameters for a mixture of multivariate normal distributions.

  10. Modelling Evolutionary Algorithms with Stochastic Differential Equations.

    Science.gov (United States)

    Heredia, Jorge Pérez

    2017-11-20

    There has been renewed interest in modelling the behaviour of evolutionary algorithms (EAs) by more traditional mathematical objects, such as ordinary differential equations or Markov chains. The advantage is that the analysis becomes greatly facilitated due to the existence of well established methods. However, this typically comes at the cost of disregarding information about the process. Here, we introduce the use of stochastic differential equations (SDEs) for the study of EAs. SDEs can produce simple analytical results for the dynamics of stochastic processes, unlike Markov chains which can produce rigorous but unwieldy expressions about the dynamics. On the other hand, unlike ordinary differential equations (ODEs), they do not discard information about the stochasticity of the process. We show that these are especially suitable for the analysis of fixed budget scenarios and present analogues of the additive and multiplicative drift theorems from runtime analysis. In addition, we derive a new more general multiplicative drift theorem that also covers non-elitist EAs. This theorem simultaneously allows for positive and negative results, providing information on the algorithm's progress even when the problem cannot be optimised efficiently. Finally, we provide results for some well-known heuristics namely Random Walk (RW), Random Local Search (RLS), the (1+1) EA, the Metropolis Algorithm (MA), and the Strong Selection Weak Mutation (SSWM) algorithm.

  11. Walking and Sensing Mobile Lives

    DEFF Research Database (Denmark)

    Bødker, Mads; Meinhardt, Nina Dam

    In this position paper, we discuss how mindful walking with people allow us to explore sensory aspects of mobile lives that are typically absent from research. We present an app that aids researchers collect impressions from a walk.......In this position paper, we discuss how mindful walking with people allow us to explore sensory aspects of mobile lives that are typically absent from research. We present an app that aids researchers collect impressions from a walk....

  12. Stochastic resonance in a stochastic bistable system with additive noises and square–wave signal

    International Nuclear Information System (INIS)

    Feng, Guo; Xiang-Dong, Luo; Shao-Fu, Li; Yu-Rong, Zhou

    2010-01-01

    This paper considers the stochastic resonance in a stochastic bistable system driven by a periodic square-wave signal and a static force as well as by additive white noise and dichotomous noise from the viewpoint of signal-to-noise ratio. It finds that the signal-to-noise ratio appears as stochastic resonance behaviour when it is plotted as a function of the noise strength of the white noise and dichotomous noise, as a function of the system parameters, or as a function of the static force. Moreover, the influence of the strength of the stochastic potential force and the correlation rate of the dichotomous noise on the signal-to-noise ratio is investigated. (general)

  13. Adaptive Asymptotical Synchronization for Stochastic Complex Networks with Time-Delay and Markovian Switching

    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.

  14. Efficient tests for equivalence of hidden Markov processes and quantum random walks

    NARCIS (Netherlands)

    U. Faigle; A. Schönhuth (Alexander)

    2011-01-01

    htmlabstractWhile two hidden Markov process (HMP) resp.~quantum random walk (QRW) parametrizations can differ from one another, the stochastic processes arising from them can be equivalent. Here a polynomial-time algorithm is presented which can determine equivalence of two HMP parametrizations

  15. Kineziologická charakteristika Nordic Walking

    OpenAIRE

    Pospíšilová, Petra

    2009-01-01

    Title: Functional a physiological characteristics of Nordic Walking Purposes: The aim of the thesis is to describe and summarize current knowledge about Nordic Walking Methods: Literature analysis Key words: Nordic Walking, free bipedal walk, health benefits, functional indicator changes

  16. 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.

  17. Stochastic models of intracellular transport

    KAUST Repository

    Bressloff, Paul C.

    2013-01-09

    The interior of a living cell is a crowded, heterogenuous, fluctuating environment. Hence, a major challenge in modeling intracellular transport is to analyze stochastic processes within complex environments. Broadly speaking, there are two basic mechanisms for intracellular transport: passive diffusion and motor-driven active transport. Diffusive transport can be formulated in terms of the motion of an overdamped Brownian particle. On the other hand, active transport requires chemical energy, usually in the form of adenosine triphosphate hydrolysis, and can be direction specific, allowing biomolecules to be transported long distances; this is particularly important in neurons due to their complex geometry. In this review a wide range of analytical methods and models of intracellular transport is presented. In the case of diffusive transport, narrow escape problems, diffusion to a small target, confined and single-file diffusion, homogenization theory, and fractional diffusion are considered. In the case of active transport, Brownian ratchets, random walk models, exclusion processes, random intermittent search processes, quasi-steady-state reduction methods, and mean-field approximations are considered. Applications include receptor trafficking, axonal transport, membrane diffusion, nuclear transport, protein-DNA interactions, virus trafficking, and the self-organization of subcellular structures. © 2013 American Physical Society.

  18. Stochastic processes inference theory

    CERN Document Server

    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.

  19. Introduction to stochastic calculus

    CERN Document Server

    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...

  20. Stochastic coalgebraic logic

    CERN Document Server

    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.

  1. Does walking strategy in older people change as a function of walking distance?

    Science.gov (United States)

    Najafi, Bijan; Helbostad, Jorunn L; Moe-Nilssen, Rolf; Zijlstra, Wiebren; Aminian, Kamiar

    2009-02-01

    This study investigates whether the spatio-temporal parameters of gait in the elderly vary as a function of walking distance. The gait pattern of older subjects (n=27) over both short (SWDLWD>20 m) walking was evaluated using an ambulatory device consisting of body-worn sensors (Physilog). The stride velocity (SV), gait cycle time (GCT), and inter-cycle variability of each parameter (CV) were evaluated for each subject. Analysis was undertaken after evaluating the errors and the test-retest reliability of the Physilog device compared with an electronic walkway system (GaitRite) over the SWD with different walking speeds. While both systems were highly reliable with respect to the SV and GCT parameters (ICC>0.82), agreement for the gait variability was poor. Interestingly, our data revealed that the measured gait parameters over SWD and LWD were significantly different. LWD trials had a mean increase of 5.2% (pLWD trials decreased by an average of 1% relative to the SWD case, the drop was not significant. Moreover, reliability for gait variability measures was poor, irrespective of the instrument and despite a moderate improvement for LWD trials. Taken together, our findings indicate that for valid and reliable comparisons, test and retest should be performed under identical distance conditions. Furthermore, our findings suggest that the older subjects may choose different walking strategies for SWD and LWD conditions.

  2. 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...

  3. Infinite-degree-corrected stochastic block model

    DEFF Research Database (Denmark)

    Herlau, Tue; Schmidt, Mikkel Nørgaard; Mørup, Morten

    2014-01-01

    In stochastic block models, which are among the most prominent statistical models for cluster analysis of complex networks, clusters are defined as groups of nodes with statistically similar link probabilities within and between groups. A recent extension by Karrer and Newman [Karrer and Newman...... corrected stochastic block model as a nonparametric Bayesian model, incorporating a parameter to control the amount of degree correction that can then be inferred from data. Additionally, our formulation yields principled ways of inferring the number of groups as well as predicting missing links...

  4. Approximating Preemptive Stochastic Scheduling

    OpenAIRE

    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...

  5. The stochastic goodwill problem

    OpenAIRE

    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...

  6. BRST stochastic quantization

    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)

  7. Minimal representation of matrix valued white stochastic processes and U–D factorisation of algorithms for optimal control

    NARCIS (Netherlands)

    Willigenburg, van L.G.; Koning, de W.L.

    2013-01-01

    Two different descriptions are used in the literature to formulate the optimal dynamic output feedback control problem for linear dynamical systems with white stochastic parameters and quadratic criteria, called the optimal compensation problem. One describes the matrix valued white stochastic

  8. [Walking abnormalities in children].

    Science.gov (United States)

    Segawa, Masaya

    2010-11-01

    Walking is a spontaneous movement termed locomotion that is promoted by activation of antigravity muscles by serotonergic (5HT) neurons. Development of antigravity activity follows 3 developmental epochs of the sleep-wake (S-W) cycle and is modulated by particular 5HT neurons in each epoch. Activation of antigravity activities occurs in the first epoch (around the age of 3 to 4 months) as restriction of atonia in rapid eye movement (REM) stage and development of circadian S-W cycle. These activities strengthen in the second epoch, with modulation of day-time sleep and induction of crawling around the age of 8 months and induction of walking by 1 year. Around the age of 1 year 6 months, absence of guarded walking and interlimb cordination is observed along with modulation of day-time sleep to once in the afternoon. Bipedal walking in upright position occurs in the third epoch, with development of a biphasic S-W cycle by the age of 4-5 years. Patients with infantile autism (IA), Rett syndrome (RTT), or Tourette syndrome (TS) show failure in the development of the first, second, or third epoch, respectively. Patients with IA fail to develop interlimb coordination; those with RTT, crawling and walking; and those with TS, walking in upright posture. Basic pathophysiology underlying these condition is failure in restricting atonia in REM stage; this induces dysfunction of the pedunculopontine nucleus and consequently dys- or hypofunction of the dopamine (DA) neurons. DA hypofunction in the developing brain, associated with compensatory upward regulation of the DA receptors causes psychobehavioral disorders in infancy (IA), failure in synaptogenesis in the frontal cortex and functional development of the motor and associate cortexes in late infancy through the basal ganglia (RTT), and failure in functional development of the prefrontal cortex through the basal ganglia (TS). Further, locomotion failure in early childhood causes failure in development of functional

  9. Elastic coupling of limb joints enables faster bipedal walking

    Science.gov (United States)

    Dean, J.C.; Kuo, A.D.

    2008-01-01

    The passive dynamics of bipedal limbs alone are sufficient to produce a walking motion, without need for control. Humans augment these dynamics with muscles, actively coordinated to produce stable and economical walking. Present robots using passive dynamics walk much slower, perhaps because they lack elastic muscles that couple the joints. Elastic properties are well known to enhance running gaits, but their effect on walking has yet to be explored. Here we use a computational model of dynamic walking to show that elastic joint coupling can help to coordinate faster walking. In walking powered by trailing leg push-off, the model's speed is normally limited by a swing leg that moves too slowly to avoid stumbling. A uni-articular spring about the knee allows faster but uneconomical walking. A combination of uni-articular hip and knee springs can speed the legs for improved speed and economy, but not without the swing foot scuffing the ground. Bi-articular springs coupling the hips and knees can yield high economy and good ground clearance similar to humans. An important parameter is the knee-to-hip moment arm that greatly affects the existence and stability of gaits, and when selected appropriately can allow for a wide range of speeds. Elastic joint coupling may contribute to the economy and stability of human gait. PMID:18957360

  10. 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.

  11. Nordic Walking Classes

    CERN Multimedia

    Fitness Club

    2015-01-01

    Four classes of one hour each are held on Tuesdays. RDV barracks parking at Entrance A, 10 minutes before class time. Spring Course 2015: 05.05/12.05/19.05/26.05 Prices 40 CHF per session + 10 CHF club membership 5 CHF/hour pole rental Check out our schedule and enroll at: https://espace.cern.ch/club-fitness/Lists/Nordic%20Walking/NewForm.aspx? Hope to see you among us! fitness.club@cern.ch

  12. Ways of Walking

    DEFF Research Database (Denmark)

    Eslambolchilar, Parisa; Bødker, Mads; Chamberlain, Alan

    2016-01-01

    It seems logical to argue that mobile computing technologies are intended for use "on-the-go." However, on closer inspection, the use of mobile technologies pose a number of challenges for users who are mobile, particularly moving around on foot. In engaging with such mobile technologies and thei......It seems logical to argue that mobile computing technologies are intended for use "on-the-go." However, on closer inspection, the use of mobile technologies pose a number of challenges for users who are mobile, particularly moving around on foot. In engaging with such mobile technologies...... and their envisaged development, we argue that interaction designers must increasingly consider a multitude of perspectives that relate to walking in order to frame design problems appropriately. In this paper, we consider a number of perspectives on walking, and we discuss how these may inspire the design of mobile...... technologies. Drawing on insights from non-representational theory, we develop a partial vocabulary with which to engage with qualities of pedestrian mobility, and we outline how taking more mindful approaches to walking may enrich and inform the design space of handheld technologies....

  13. Dynamic Simulation and Analysis of Human Walking Mechanism

    Science.gov (United States)

    Azahari, Athirah; Siswanto, W. A.; Ngali, M. Z.; Salleh, S. Md.; Yusup, Eliza M.

    2017-01-01

    Behaviour such as gait or posture may affect a person with the physiological condition during daily activities. The characteristic of human gait cycle phase is one of the important parameter which used to described the human movement whether it is in normal gait or abnormal gait. This research investigates four types of crouch walking (upright, interpolated, crouched and severe) by simulation approach. The assessment are conducting by looking the parameters of hamstring muscle joint, knee joint and ankle joint. The analysis results show that based on gait analysis approach, the crouch walking have a weak pattern of walking and postures. Short hamstring and knee joint is the most influence factor contributing to the crouch walking due to excessive hip flexion that typically accompanies knee flexion.

  14. Lectures on Dynamics of Stochastic Systems

    CERN Document Server

    Klyatskin, Valery I

    2010-01-01

    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. Models naturally render to statistical description, where random processes and fields express the input parameters and solutions. 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 the system and initial data. This book is a revised a

  15. Variability in energy cost and walking gait during race walking in competitive race walkers.

    Science.gov (United States)

    Brisswalter, J; Fougeron, B; Legros, P

    1998-09-01

    The aim of this study was to examine the variability of energy cost (Cw) and race walking gait after a 3-h walk at the competition pace in race walkers of the same performance level. Nine competitive race walkers were studied. In the same week, after a first test of VO2max determination, each subject completed two submaximal treadmill walks (6 min length, 0% grade, 12 km X h(-1) speed) before and after a 3-h overground test completed at the individual competition speed of the race walker. During the two submaximal tests, subjects were filmed between the 2nd and the 4th min, and physiological parameters were recorded between the 4th and the 6th min. Results showed two trends. On the one hand, we observed a significant and systematic increase in energy cost of walking (mean deltaCw = 8.4%), whereas no variation in the gait kinematics prescribed by the rules of race walking was recorded. On the other hand, this increase in metabolic energy demand was accompanied by variations of different magnitude and direction of stride length, of the excursion of the heel and of the maximal ankle flexion at toe-off among the race walkers. These results indicated that competitive race walkers are able to maintain their walking gait with exercise duration apart from a systematic increase in energy cost. Moreover, in this form of locomotion the effect of fatigue on the gait variability seems to be an individual function of the race walk constraints and the constraints of the performer.

  16. Random walks on generalized Koch networks

    International Nuclear Information System (INIS)

    Sun, Weigang

    2013-01-01

    For deterministically growing networks, it is a theoretical challenge to determine the topological properties and dynamical processes. In this paper, we study random walks on generalized Koch networks with features that include an initial state that is a globally connected network to r nodes. In each step, every existing node produces m complete graphs. We then obtain the analytical expressions for first passage time (FPT), average return time (ART), i.e. the average of FPTs for random walks from node i to return to the starting point i for the first time, and average sending time (AST), defined as the average of FPTs from a hub node to all other nodes, excluding the hub itself with regard to network parameters m and r. For this family of Koch networks, the ART of the new emerging nodes is identical and increases with the parameters m or r. In addition, the AST of our networks grows with network size N as N ln N and also increases with parameter m. The results obtained in this paper are the generalizations of random walks for the original Koch network. (paper)

  17. Transport in Stochastic Media

    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

  18. Development of a restricted state space stochastic differential equation model for bacterial growth in rich media

    DEFF Research Database (Denmark)

    Møller, Jan Kloppenborg; Philipsen, Kirsten Riber; Christiansen, Lasse Engbo

    2012-01-01

    In the present study, bacterial growth in a rich media is analysed in a Stochastic Differential Equation (SDE) framework. It is demonstrated that the SDE formulation and smoothened state estimates provide a systematic framework for data driven model improvements, using random walk hidden states...

  19. Time-dependent solutions for stochastic systems with delays: Perturbation theory and applications to financial physics

    International Nuclear Information System (INIS)

    Frank, T.D.

    2006-01-01

    First-order approximations of time-dependent solutions are determined for stochastic systems perturbed by time-delayed feedback forces. To this end, the theory of delay Fokker-Planck equations is applied in combination with Bayes' theorem. Applications to a time-delayed Ornstein-Uhlenbeck process and the geometric Brownian walk of financial physics are discussed

  20. A Stochastic Theory for Deep Bed Filtration Accounting for Dispersion and Size Distributions

    DEFF Research Database (Denmark)

    Shapiro, Alexander; Bedrikovetsky, P. G.

    2010-01-01

    We develop a stochastic theory for filtration of suspensions in porous media. The theory takes into account particle and pore size distributions, as well as the random character of the particle motion, which is described in the framework of the theory of continuous-time random walks (CTRW...

  1. Filtering and control of stochastic jump hybrid systems

    CERN Document Server

    Yao, Xiuming; Zheng, Wei Xing

    2016-01-01

    This book presents recent research work on stochastic jump hybrid systems. Specifically, the considered stochastic jump hybrid systems include Markovian jump Ito stochastic systems, Markovian jump linear-parameter-varying (LPV) systems, Markovian jump singular systems, Markovian jump two-dimensional (2-D) systems, and Markovian jump repeated scalar nonlinear systems. Some sufficient conditions are first established respectively for the stability and performances of those kinds of stochastic jump hybrid systems in terms of solution of linear matrix inequalities (LMIs). Based on the derived analysis conditions, the filtering and control problems are addressed. The book presents up-to-date research developments and novel methodologies on stochastic jump hybrid systems. The contents can be divided into two parts: the first part is focused on robust filter design problem, while the second part is put the emphasis on robust control problem. These methodologies provide a framework for stability and performance analy...

  2. Modeling spatial segregation and travel cost influences on utilitarian walking: Towards policy intervention.

    Science.gov (United States)

    Yang, Yong; Auchincloss, Amy H; Rodriguez, Daniel A; Brown, Daniel G; Riolo, Rick; Diez-Roux, Ana V

    2015-05-01

    We develop an agent-based model of utilitarian walking and use the model to explore spatial and socioeconomic factors affecting adult utilitarian walking and how travel costs as well as various educational interventions aimed at changing attitudes can alter the prevalence of walking and income differentials in walking. The model is validated against US national data. We contrast realistic and extreme parameter values in our model and test effects of changing these parameters across various segregation and pricing scenarios while allowing for interactions between travel choice and place and for behavioral feedbacks. Results suggest that in addition to income differences in the perceived cost of time, the concentration of mixed land use (differential density of residences and businesses) are important determinants of income differences in walking (high income walk less), whereas safety from crime and income segregation on their own do not have large influences on income differences in walking. We also show the difficulty in altering walking behaviors for higher income groups who are insensitive to price and how adding to the cost of driving could increase the income differential in walking particularly in the context of segregation by income and land use. We show that strategies to decrease positive attitudes towards driving can interact synergistically with shifting cost structures to favor walking in increasing the percent of walking trips. Agent-based models, with their ability to capture dynamic processes and incorporate empirical data, are powerful tools to explore the influence on health behavior from multiple factors and test policy interventions.

  3. 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...).

  4. Stochastic dynamics and irreversibility

    CERN Document Server

    Tomé, Tânia

    2015-01-01

    This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models displaying phase transitions and critical phenomema both in thermodynamic equilibrium and out of equilibrium. These models include the linear Glauber model, the Glauber-Ising model, lattice models with absorbing states such as the contact process and those used in population dynamic and spreading of epidemic, probabilistic cellular automata, reaction-diffusion processes, random sequential adsorption and dynamic percolation. A stochastic approach to chemical reaction is also presented.The textbook is intended for students of ...

  5. Stochastic quantum gravity

    International Nuclear Information System (INIS)

    Rumpf, H.

    1987-01-01

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

  6. 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)

  7. 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

  8. Sensory optimization by stochastic tuning.

    Science.gov (United States)

    Jurica, Peter; Gepshtein, Sergei; Tyukin, Ivan; van Leeuwen, Cees

    2013-10-01

    Individually, visual neurons are each selective for several aspects of stimulation, such as stimulus location, frequency content, and speed. Collectively, the neurons implement the visual system's preferential sensitivity to some stimuli over others, manifested in behavioral sensitivity functions. We ask how the individual neurons are coordinated to optimize visual sensitivity. We model synaptic plasticity in a generic neural circuit and find that stochastic changes in strengths of synaptic connections entail fluctuations in parameters of neural receptive fields. The fluctuations correlate with uncertainty of sensory measurement in individual neurons: The higher the uncertainty the larger the amplitude of fluctuation. We show that this simple relationship is sufficient for the stochastic fluctuations to steer sensitivities of neurons toward a characteristic distribution, from which follows a sensitivity function observed in human psychophysics and which is predicted by a theory of optimal allocation of receptive fields. The optimal allocation arises in our simulations without supervision or feedback about system performance and independently of coupling between neurons, making the system highly adaptive and sensitive to prevailing stimulation. PsycINFO Database Record (c) 2013 APA, all rights reserved.

  9. Stochastic Feedforward Control Technique

    Science.gov (United States)

    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.

  10. 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.

  11. Stochastic Switching Dynamics

    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...

  12. Stochastic dynamics and control

    CERN Document Server

    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

  13. Stochastic singular optics

    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...

  14. Foundations of stochastic analysis

    CERN Document Server

    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

  15. 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.

  16. Complex networks: when random walk dynamics equals synchronization

    International Nuclear Information System (INIS)

    Kriener, Birgit; Anand, Lishma; Timme, Marc

    2012-01-01

    Synchrony prevalently emerges from the interactions of coupled dynamical units. For simple systems such as networks of phase oscillators, the asymptotic synchronization process is assumed to be equivalent to a Markov process that models standard diffusion or random walks on the same network topology. In this paper, we analytically derive the conditions for such equivalence for networks of pulse-coupled oscillators, which serve as models for neurons and pacemaker cells interacting by exchanging electric pulses or fireflies interacting via light flashes. We find that the pulse synchronization process is less simple, but there are classes of, e.g., network topologies that ensure equivalence. In particular, local dynamical operators are required to be doubly stochastic. These results provide a natural link between stochastic processes and deterministic synchronization on networks. Tools for analyzing diffusion (or, more generally, Markov processes) may now be transferred to pin down features of synchronization in networks of pulse-coupled units such as neural circuits. (paper)

  17. Rugged Walking Robot

    Science.gov (United States)

    Larimer, Stanley J.; Lisec, Thomas R.; Spiessbach, Andrew J.

    1990-01-01

    Proposed walking-beam robot simpler and more rugged than articulated-leg walkers. Requires less data processing, and uses power more efficiently. Includes pair of tripods, one nested in other. Inner tripod holds power supplies, communication equipment, computers, instrumentation, sampling arms, and articulated sensor turrets. Outer tripod holds mast on which antennas for communication with remote control site and video cameras for viewing local and distant terrain mounted. Propels itself by raising, translating, and lowering tripods in alternation. Steers itself by rotating raised tripod on turntable.

  18. Random walk loop soup

    OpenAIRE

    Lawler, Gregory F.; Ferreras, José A. Trujillo

    2004-01-01

    The Brownian loop soup introduced in Lawler and Werner (2004) is a Poissonian realization from a sigma-finite measure on unrooted loops. This measure satisfies both conformal invariance and a restriction property. In this paper, we define a random walk loop soup and show that it converges to the Brownian loop soup. In fact, we give a strong approximation result making use of the strong approximation result of Koml\\'os, Major, and Tusn\\'ady. To make the paper self-contained, we include a proof...

  19. A mathematical nature walk

    CERN Document Server

    Adam, John A

    2009-01-01

    How heavy is that cloud? Why can you see farther in rain than in fog? Why are the droplets on that spider web spaced apart so evenly? If you have ever asked questions like these while outdoors, and wondered how you might figure out the answers, this is a book for you. An entertaining and informative collection of fascinating puzzles from the natural world around us, A Mathematical Nature Walk will delight anyone who loves nature or math or both. John Adam presents ninety-six questions about many common natural phenomena--and a few uncommon ones--and then shows how to answer them using mostly b

  20. Intra-fraction motion of the prostate is a random walk

    Science.gov (United States)

    Ballhausen, H.; Li, M.; Hegemann, N.-S.; Ganswindt, U.; Belka, C.

    2015-01-01

    A random walk model for intra-fraction motion has been proposed, where at each step the prostate moves a small amount from its current position in a random direction. Online tracking data from perineal ultrasound is used to validate or reject this model against alternatives. Intra-fraction motion of a prostate was recorded by 4D ultrasound (Elekta Clarity system) during 84 fractions of external beam radiotherapy of six patients. In total, the center of the prostate was tracked for 8 h in intervals of 4 s. Maximum likelihood model parameters were fitted to the data. The null hypothesis of a random walk was tested with the Dickey-Fuller test. The null hypothesis of stationarity was tested by the Kwiatkowski-Phillips-Schmidt-Shin test. The increase of variance in prostate position over time and the variability in motility between fractions were analyzed. Intra-fraction motion of the prostate was best described as a stochastic process with an auto-correlation coefficient of ρ = 0.92  ±  0.13. The random walk hypothesis (ρ = 1) could not be rejected (p = 0.27). The static noise hypothesis (ρ = 0) was rejected (p test rejected the null hypothesis ρ = 1 in 25% to 32% of cases. On average, the Kwiatkowski-Phillips-Schmidt-Shin test rejected the null hypothesis ρ = 0 with a probability of 93% to 96%. The variance in prostate position increased linearly over time (r2 = 0.9  ±  0.1). Variance kept increasing and did not settle at a maximum as would be expected from a stationary process. There was substantial variability in motility between fractions and patients with maximum aberrations from isocenter ranging from 0.5 mm to over 10 mm in one patient alone. In conclusion, evidence strongly suggests that intra-fraction motion of the prostate is a random walk and neither static (like inter-fraction setup errors) nor stationary (like a cyclic motion such as breathing, for example). The prostate tends to drift away from the isocenter during a fraction, and

  1. Intra-fraction motion of the prostate is a random walk

    International Nuclear Information System (INIS)

    Ballhausen, H; Li, M; Hegemann, N-S; Ganswindt, U; Belka, C

    2015-01-01

    A random walk model for intra-fraction motion has been proposed, where at each step the prostate moves a small amount from its current position in a random direction. Online tracking data from perineal ultrasound is used to validate or reject this model against alternatives. Intra-fraction motion of a prostate was recorded by 4D ultrasound (Elekta Clarity system) during 84 fractions of external beam radiotherapy of six patients. In total, the center of the prostate was tracked for 8 h in intervals of 4 s. Maximum likelihood model parameters were fitted to the data. The null hypothesis of a random walk was tested with the Dickey–Fuller test. The null hypothesis of stationarity was tested by the Kwiatkowski–Phillips–Schmidt–Shin test. The increase of variance in prostate position over time and the variability in motility between fractions were analyzed. Intra-fraction motion of the prostate was best described as a stochastic process with an auto-correlation coefficient of ρ = 0.92  ±  0.13. The random walk hypothesis (ρ = 1) could not be rejected (p = 0.27). The static noise hypothesis (ρ = 0) was rejected (p < 0.001). The Dickey–Fuller test rejected the null hypothesis ρ = 1 in 25% to 32% of cases. On average, the Kwiatkowski–Phillips–Schmidt–Shin test rejected the null hypothesis ρ = 0 with a probability of 93% to 96%. The variance in prostate position increased linearly over time (r 2 = 0.9  ±  0.1). Variance kept increasing and did not settle at a maximum as would be expected from a stationary process. There was substantial variability in motility between fractions and patients with maximum aberrations from isocenter ranging from 0.5 mm to over 10 mm in one patient alone. In conclusion, evidence strongly suggests that intra-fraction motion of the prostate is a random walk and neither static (like inter-fraction setup errors) nor stationary (like a cyclic motion such as breathing, for example). The prostate tends to

  2. Stochastic models, estimation, and control

    CERN Document Server

    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.

  3. Energy cost of walking: solving the paradox of steady state in the presence of variable walking speed.

    Science.gov (United States)

    Plasschaert, Frank; Jones, Kim; Forward, Malcolm

    2009-02-01

    Measurement of the energy cost of walking in children with cerebral palsy is used for baseline and outcome assessment. However, such testing relies on the establishment of steady state that is deemed present when oxygen consumption is stable. This is often assumed when walking speed is constant but in practice, speed can and does vary naturally. Whilst constant speed is achievable on a treadmill, this is often impractical clinically, thus rendering an energy cost test to an element of subjectivity. This paper attempts to address this issue by presenting a new method for calculating energy cost of walking that automatically applies a mathematically defined threshold for steady state within a (non-treadmill) walking trial and then strips out all of the non-steady state events within that trial. The method is compared with a generic approach that does not remove non-steady state data but rather uses an average value over a complete walking trial as is often used in the clinical environment. Both methods were applied to the calculation of several energy cost of walking parameters of self-selected walking speed in a cohort of unimpaired subjects and children with cerebral palsy. The results revealed that both methods were strongly correlated for each parameter but showed systematic significant differences. It is suggested that these differences are introduced by the rejection of non-steady state data that would otherwise have incorrectly been incorporated into the calculation of the energy cost of walking indices during self-selected walking with its inherent speed variation.

  4. Stochastic processes from physics to finance

    CERN Document Server

    Paul, Wolfgang

    2013-01-01

    This book introduces the theory of stochastic processes with applications taken from physics and finance. Fundamental concepts like the random walk or Brownian motion but also Levy-stable distributions are discussed. Applications are selected to show the interdisciplinary character of the concepts and methods. In the second edition of the book a discussion of extreme events ranging from their mathematical definition to their importance for financial crashes was included. The exposition of basic notions of probability theory and the Brownian motion problem as well as the relation between conservative diffusion processes and quantum mechanics is expanded. The second edition also enlarges the treatment of financial markets. Beyond a presentation of geometric Brownian motion and the Black-Scholes approach to option pricing as well as the econophysics analysis of the stylized facts of financial markets, an introduction to agent based modeling approaches is given.

  5. Mapping stochastic processes onto complex networks

    International Nuclear Information System (INIS)

    Shirazi, A H; Reza Jafari, G; Davoudi, J; Peinke, J; Reza Rahimi Tabar, M; Sahimi, Muhammad

    2009-01-01

    We introduce a method by which stochastic processes are mapped onto complex networks. As examples, we construct the networks for such time series as those for free-jet and low-temperature helium turbulence, the German stock market index (the DAX), and white noise. The networks are further studied by contrasting their geometrical properties, such as the mean length, diameter, clustering, and average number of connections per node. By comparing the network properties of the original time series investigated with those for the shuffled and surrogate series, we are able to quantify the effect of the long-range correlations and the fatness of the probability distribution functions of the series on the networks constructed. Most importantly, we demonstrate that the time series can be reconstructed with high precision by means of a simple random walk on their corresponding networks

  6. Physical implementation of quantum walks

    CERN Document Server

    Manouchehri, Kia

    2013-01-01

    Given the extensive application of random walks in virtually every science related discipline, we may be at the threshold of yet another problem solving paradigm with the advent of quantum walks. Over the past decade, quantum walks have been explored for their non-intuitive dynamics, which may hold the key to radically new quantum algorithms. This growing interest has been paralleled by a flurry of research into how one can implement quantum walks in laboratories. This book presents numerous proposals as well as actual experiments for such a physical realization, underpinned by a wide range of

  7. Quantum walks with entangled coins

    International Nuclear Information System (INIS)

    Venegas-Andraca, S E; Ball, J L; Burnett, K; Bose, S

    2005-01-01

    We present a mathematical formalism for the description of un- restricted quantum walks with entangled coins and one walker. The numerical behaviour of such walks is examined when using a Bell state as the initial coin state, with two different coin operators, two different shift operators, and one walker. We compare and contrast the performance of these quantum walks with that of a classical random walk consisting of one walker and two maximally correlated coins as well as quantum walks with coins sharing different degrees of entanglement. We illustrate that the behaviour of our walk with entangled coins can be very different in comparison to the usual quantum walk with a single coin. We also demonstrate that simply by changing the shift operator, we can generate widely different distributions. We also compare the behaviour of quantum walks with maximally entangled coins with that of quantum walks with non-entangled coins. Finally, we show that the use of different shift operators on two and three qubit coins leads to different position probability distributions in one- and two-dimensional graphs

  8. Random-walk simulation of selected aspects of dissipative collisions

    International Nuclear Information System (INIS)

    Toeke, J.; Gobbi, A.; Matulewicz, T.

    1984-11-01

    Internuclear thermal equilibrium effects and shell structure effects in dissipative collisions are studied numerically within the framework of the model of stochastic exchanges by applying the random-walk technique. Effective blocking of the drift through the mass flux induced by the temperature difference, while leaving the variances of the mass distributions unaltered is found possible, provided an internuclear potential barrier is present. Presence of the shell structure is found to lead to characteristic correlations between the consecutive exchanges. Experimental evidence for the predicted effects is discussed. (orig.)

  9. 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.)

  10. Rainfall Stochastic models

    Science.gov (United States)

    Campo, M. A.; Lopez, J. J.; Rebole, J. P.

    2012-04-01

    This work was carried out in north of Spain. San Sebastian A meteorological station, where there are available precipitation records every ten minutes was selected. Precipitation data covers from October of 1927 to September of 1997. Pulse models describe the temporal process of rainfall as a succession of rainy cells, main storm, whose origins are distributed in time according to a Poisson process and a secondary process that generates a random number of cells of rain within each storm. Among different pulse models, the Bartlett-Lewis was used. On the other hand, alternative renewal processes and Markov chains describe the way in which the process will evolve in the future depending only on the current state. Therefore they are nor dependant on past events. Two basic processes are considered when describing the occurrence of rain: the alternation of wet and dry periods and temporal distribution of rainfall in each rain event, which determines the rainwater collected in each of the intervals that make up the rain. This allows the introduction of alternative renewal processes and Markov chains of three states, where interstorm time is given by either of the two dry states, short or long. Thus, the stochastic model of Markov chains tries to reproduce the basis of pulse models: the succession of storms, each one composed for a series of rain, separated by a short interval of time without theoretical complexity of these. In a first step, we analyzed all variables involved in the sequential process of the rain: rain event duration, event duration of non-rain, average rainfall intensity in rain events, and finally, temporal distribution of rainfall within the rain event. Additionally, for pulse Bartlett-Lewis model calibration, main descriptive statistics were calculated for each month, considering the process of seasonal rainfall in each month. In a second step, both models were calibrated. Finally, synthetic series were simulated with calibration parameters; series

  11. 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)

  12. Stochastic Estimation via Polynomial Chaos

    Science.gov (United States)

    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

  13. The quantum Levy walk

    International Nuclear Information System (INIS)

    Caceres, Manuel O; Nizama, Marco

    2010-01-01

    We introduce the quantum Levy walk to study transport and decoherence in a quantum random model. We have derived from second-order perturbation theory the quantum master equation for a Levy-like particle that moves along a lattice through scale-free hopping while interacting with a thermal bath of oscillators. The general evolution of the quantum Levy particle has been solved for different preparations of the system. We examine the evolution of the quantum purity, the localized correlation and the probability to be in a lattice site, all of them leading to important conclusions concerning quantum irreversibility and decoherence features. We prove that the quantum thermal mean-square displacement is finite under a constraint that is different when compared to the classical Weierstrass random walk. We prove that when the mean-square displacement is infinite the density of state has a complex null-set inside the Brillouin zone. We show the existence of a critical behavior in the continuous eigenenergy which is related to its non-differentiability and self-affine characteristics. In general, our approach allows us to study analytically quantum fluctuations and decoherence in a long-range hopping model.

  14. 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

  15. 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.

  16. Stochastic growth logistic model with aftereffect for batch fermentation process

    Science.gov (United States)

    Rosli, Norhayati; Ayoubi, Tawfiqullah; Bahar, Arifah; Rahman, Haliza Abdul; Salleh, Madihah Md

    2014-06-01

    In this paper, the stochastic growth logistic model with aftereffect for the cell growth of C. acetobutylicum P262 and Luedeking-Piret equations for solvent production in batch fermentation system is introduced. The parameters values of the mathematical models are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic models numerically. The effciency of mathematical models is measured by comparing the simulated result and the experimental data of the microbial growth and solvent production in batch system. Low values of Root Mean-Square Error (RMSE) of stochastic models with aftereffect indicate good fits.

  17. Stochastic growth logistic model with aftereffect for batch fermentation process

    International Nuclear Information System (INIS)

    Rosli, Norhayati; Ayoubi, Tawfiqullah; Bahar, Arifah; Rahman, Haliza Abdul; Salleh, Madihah Md

    2014-01-01

    In this paper, the stochastic growth logistic model with aftereffect for the cell growth of C. acetobutylicum P262 and Luedeking-Piret equations for solvent production in batch fermentation system is introduced. The parameters values of the mathematical models are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic models numerically. The effciency of mathematical models is measured by comparing the simulated result and the experimental data of the microbial growth and solvent production in batch system. Low values of Root Mean-Square Error (RMSE) of stochastic models with aftereffect indicate good fits

  18. Stochastic growth logistic model with aftereffect for batch fermentation process

    Energy Technology Data Exchange (ETDEWEB)

    Rosli, Norhayati; Ayoubi, Tawfiqullah [Faculty of Industrial Sciences and Technology, Universiti Malaysia Pahang, Lebuhraya Tun Razak, 26300 Gambang, Pahang (Malaysia); Bahar, Arifah; Rahman, Haliza Abdul [Department of Mathematical Sciences, Faculty of Science, Universiti Teknologi Malaysia, 81310 Johor Bahru, Johor (Malaysia); Salleh, Madihah Md [Department of Biotechnology Industry, Faculty of Biosciences and Bioengineering, Universiti Teknologi Malaysia, 81310 Johor Bahru, Johor (Malaysia)

    2014-06-19

    In this paper, the stochastic growth logistic model with aftereffect for the cell growth of C. acetobutylicum P262 and Luedeking-Piret equations for solvent production in batch fermentation system is introduced. The parameters values of the mathematical models are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic models numerically. The effciency of mathematical models is measured by comparing the simulated result and the experimental data of the microbial growth and solvent production in batch system. Low values of Root Mean-Square Error (RMSE) of stochastic models with aftereffect indicate good fits.

  19. Stochastic failure modelling of unidirectional composite ply failure

    International Nuclear Information System (INIS)

    Whiteside, M.B.; Pinho, S.T.; Robinson, P.

    2012-01-01

    Stochastic failure envelopes are generated through parallelised Monte Carlo Simulation of a physically based failure criteria for unidirectional carbon fibre/epoxy matrix composite plies. Two examples are presented to demonstrate the consequence on failure prediction of both statistical interaction of failure modes and uncertainty in global misalignment. Global variance-based Sobol sensitivity indices are computed to decompose the observed variance within the stochastic failure envelopes into contributions from physical input parameters. The paper highlights a selection of the potential advantages stochastic methodologies offer over the traditional deterministic approach.

  20. Stochastic bifurcation in a model of love with colored noise

    Science.gov (United States)

    Yue, Xiaokui; Dai, Honghua; Yuan, Jianping

    2015-07-01

    In this paper, we wish to examine the stochastic bifurcation induced by multiplicative Gaussian colored noise in a dynamical model of love where the random factor is used to describe the complexity and unpredictability of psychological systems. First, the dynamics in deterministic love-triangle model are considered briefly including equilibrium points and their stability, chaotic behaviors and chaotic attractors. Then, the influences of Gaussian colored noise with different parameters are explored such as the phase plots, top Lyapunov exponents, stationary probability density function (PDF) and stochastic bifurcation. The stochastic P-bifurcation through a qualitative change of the stationary PDF will be observed and bifurcation diagram on parameter plane of correlation time and noise intensity is presented to find the bifurcation behaviors in detail. Finally, the top Lyapunov exponent is computed to determine the D-bifurcation when the noise intensity achieves to a critical value. By comparison, we find there is no connection between two kinds of stochastic bifurcation.

  1. Elementary stochastic cooling

    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)

  2. Affine stochastic mortality

    NARCIS (Netherlands)

    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

  3. Composite stochastic processes

    NARCIS (Netherlands)

    Kampen, N.G. van

    Certain problems in physics and chemistry lead to the definition of a class of stochastic processes. Although they are not Markovian they can be treated explicitly to some extent. In particular, the probability distribution for large times can be found. It is shown to obey a master equation. This

  4. 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.

  5. 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...

  6. Research in Stochastic Processes.

    Science.gov (United States)

    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

  7. 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...

  8. 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

  9. Identification of walking human model using agent-based modelling

    Science.gov (United States)

    Shahabpoor, Erfan; Pavic, Aleksandar; Racic, Vitomir

    2018-03-01

    The interaction of walking people with large vibrating structures, such as footbridges and floors, in the vertical direction is an important yet challenging phenomenon to describe mathematically. Several different models have been proposed in the literature to simulate interaction of stationary people with vibrating structures. However, the research on moving (walking) human models, explicitly identified for vibration serviceability assessment of civil structures, is still sparse. In this study, the results of a comprehensive set of FRF-based modal tests were used, in which, over a hundred test subjects walked in different group sizes and walking patterns on a test structure. An agent-based model was used to simulate discrete traffic-structure interactions. The occupied structure modal parameters found in tests were used to identify the parameters of the walking individual's single-degree-of-freedom (SDOF) mass-spring-damper model using 'reverse engineering' methodology. The analysis of the results suggested that the normal distribution with the average of μ = 2.85Hz and standard deviation of σ = 0.34Hz can describe human SDOF model natural frequency. Similarly, the normal distribution with μ = 0.295 and σ = 0.047 can describe the human model damping ratio. Compared to the previous studies, the agent-based modelling methodology proposed in this paper offers significant flexibility in simulating multi-pedestrian walking traffics, external forces and simulating different mechanisms of human-structure and human-environment interaction at the same time.

  10. Stochastic differential equations and a biological system

    DEFF Research Database (Denmark)

    Wang, Chunyan

    1994-01-01

    The purpose of this Ph.D. study is to explore the property of a growth process. The study includes solving and simulating of the growth process which is described in terms of stochastic differential equations. The identification of the growth and variability parameters of the process based...... on experimental data is considered. As an example, the growth of bacteria Pseudomonas fluorescens is taken. Due to the specific features of stochastic differential equations, namely that their solutions do not exist in the general sense, two new integrals - the Ito integral and the Stratonovich integral - have...... description. In order to identify the parameters, a Maximum likelihood estimation method is used together with a simplified truncated second order filter. Because of the continuity feature of the predictor equation, two numerical integration methods, called the Odeint and the Discretization method...

  11. Neutrino oscillations in discrete-time quantum walk framework

    Energy Technology Data Exchange (ETDEWEB)

    Mallick, Arindam; Mandal, Sanjoy; Chandrashekar, C.M. [C. I. T. Campus, The Institute of Mathematical Sciences, Chennai (India); Homi Bhabha National Institute, Training School Complex, Mumbai (India)

    2017-02-15

    Here we present neutrino oscillation in the framework of quantum walks. Starting from a one spatial dimensional discrete-time quantum walk we present a scheme of evolutions that will simulate neutrino oscillation. The set of quantum walk parameters which is required to reproduce the oscillation probability profile obtained in both, long range and short range neutrino experiment is explicitly presented. Our scheme to simulate three-generation neutrino oscillation from quantum walk evolution operators can be physically realized in any low energy experimental set-up with access to control a single six-level system, a multiparticle three-qubit or a qubit-qutrit system. We also present the entanglement between spins and position space, during neutrino propagation that will quantify the wave function delocalization around instantaneous average position of the neutrino. This work will contribute towards understanding neutrino oscillation in the framework of the quantum information perspective. (orig.)

  12. Stochastic nature of series of waiting times

    Science.gov (United States)

    Anvari, Mehrnaz; Aghamohammadi, Cina; Dashti-Naserabadi, H.; Salehi, E.; Behjat, E.; Qorbani, M.; Khazaei Nezhad, M.; Zirak, M.; Hadjihosseini, Ali; Peinke, Joachim; Tabar, M. Reza Rahimi

    2013-06-01

    Although fluctuations in the waiting time series have been studied for a long time, some important issues such as its long-range memory and its stochastic features in the presence of nonstationarity have so far remained unstudied. Here we find that the “waiting times” series for a given increment level have long-range correlations with Hurst exponents belonging to the interval 1/2stochastic nature using the Markovian method and determine the corresponding Kramers-Moyal coefficients. As an example, we analyze the velocity fluctuations in high Reynolds number turbulence and determine the level dependence of Markov time scales, as well as the drift and diffusion coefficients. We show that the waiting time distributions exhibit power law tails, and we were able to model the distribution with a continuous time random walk.

  13. Fitting PAC spectra with stochastic models: PolyPacFit

    Energy Technology Data Exchange (ETDEWEB)

    Zacate, M. O., E-mail: zacatem1@nku.edu [Northern Kentucky University, Department of Physics and Geology (United States); Evenson, W. E. [Utah Valley University, College of Science and Health (United States); Newhouse, R.; Collins, G. S. [Washington State University, Department of Physics and Astronomy (United States)

    2010-04-15

    PolyPacFit is an advanced fitting program for time-differential perturbed angular correlation (PAC) spectroscopy. It incorporates stochastic models and provides robust options for customization of fits. Notable features of the program include platform independence and support for (1) fits to stochastic models of hyperfine interactions, (2) user-defined constraints among model parameters, (3) fits to multiple spectra simultaneously, and (4) any spin nuclear probe.

  14. Kinematic control of walking.

    Science.gov (United States)

    Lacquaniti, F; Ivanenko, Y P; Zago, M

    2002-10-01

    The planar law of inter-segmental co-ordination we described may emerge from the coupling of neural oscillators between each other and with limb mechanical oscillators. Muscle contraction intervenes at variable times to re-excite the intrinsic oscillations of the system when energy is lost. The hypothesis that a law of coordinative control results from a minimal active tuning of the passive inertial and viscoelastic coupling among limb segments is congruent with the idea that movement has evolved according to minimum energy criteria (1, 8). It is known that multi-segment motion of mammals locomotion is controlled by a network of coupled oscillators (CPGs, see 18, 33, 37). Flexible combination of unit oscillators gives rise to different forms of locomotion. Inter-oscillator coupling can be modified by changing the synaptic strength (or polarity) of the relative spinal connections. As a result, unit oscillators can be coupled in phase, out of phase, or with a variable phase, giving rise to different behaviors, such as speed increments or reversal of gait direction (from forward to backward). Supra-spinal centers may drive or modulate functional sets of coordinating interneurons to generate different walking modes (or gaits). Although it is often assumed that CPGs control patterns of muscle activity, an equally plausible hypothesis is that they control patterns of limb segment motion instead (22). According to this kinematic view, each unit oscillator would directly control a limb segment, alternately generating forward and backward oscillations of the segment. Inter-segmental coordination would be achieved by coupling unit oscillators with a variable phase. Inter-segmental kinematic phase plays the role of global control variable previously postulated for the network of central oscillators. In fact, inter-segmental phase shifts systematically with increasing speed both in man (4) and cat (38). Because this phase-shift is correlated with the net mechanical power

  15. Walking Tips for Older Adults

    Science.gov (United States)

    ... you can continue your walking program. Don’t let a cane or walker stop you It’s OK to use your cane or walker if you already have one. These can improve your balance and help take the load off painful joints. Aim for the right pace Try to walk as fast as you ...

  16. Adaptive random walks on the class of Web graphs

    Science.gov (United States)

    Tadić, B.

    2001-09-01

    We study random walk with adaptive move strategies on a class of directed graphs with variable wiring diagram. The graphs are grown from the evolution rules compatible with the dynamics of the world-wide Web [B. Tadić, Physica A 293, 273 (2001)], and are characterized by a pair of power-law distributions of out- and in-degree for each value of the parameter β, which measures the degree of rewiring in the graph. The walker adapts its move strategy according to locally available information both on out-degree of the visited node and in-degree of target node. A standard random walk, on the other hand, uses the out-degree only. We compute the distribution of connected subgraphs visited by an ensemble of walkers, the average access time and survival probability of the walks. We discuss these properties of the walk dynamics relative to the changes in the global graph structure when the control parameter β is varied. For β≥ 3, corresponding to the world-wide Web, the access time of the walk to a given level of hierarchy on the graph is much shorter compared to the standard random walk on the same graph. By reducing the amount of rewiring towards rigidity limit β↦βc≲ 0.1, corresponding to the range of naturally occurring biochemical networks, the survival probability of adaptive and standard random walk become increasingly similar. The adaptive random walk can be used as an efficient message-passing algorithm on this class of graphs for large degree of rewiring.

  17. The role of series ankle elasticity in bipedal walking.

    Science.gov (United States)

    Zelik, Karl E; Huang, Tzu-Wei P; Adamczyk, Peter G; Kuo, Arthur D

    2014-04-07

    The elastic stretch-shortening cycle of the Achilles tendon during walking can reduce the active work demands on the plantarflexor muscles in series. However, this does not explain why or when this ankle work, whether by muscle or tendon, needs to be performed during gait. We therefore employ a simple bipedal walking model to investigate how ankle work and series elasticity impact economical locomotion. Our model shows that ankle elasticity can use passive dynamics to aid push-off late in single support, redirecting the body's center-of-mass (COM) motion upward. An appropriately timed, elastic push-off helps to reduce dissipative collision losses at contralateral heelstrike, and therefore the positive work needed to offset those losses and power steady walking. Thus, the model demonstrates how elastic ankle work can reduce the total energetic demands of walking, including work required from more proximal knee and hip muscles. We found that the key requirement for using ankle elasticity to achieve economical gait is the proper ratio of ankle stiffness to foot length. Optimal combination of these parameters ensures proper timing of elastic energy release prior to contralateral heelstrike, and sufficient energy storage to redirect the COM velocity. In fact, there exist parameter combinations that theoretically yield collision-free walking, thus requiring zero active work, albeit with relatively high ankle torques. Ankle elasticity also allows the hip to power economical walking by contributing indirectly to push-off. Whether walking is powered by the ankle or hip, ankle elasticity may aid walking economy by reducing collision losses. Copyright © 2013 Elsevier Ltd. All rights reserved.

  18. Quantum walks and search algorithms

    CERN Document Server

    Portugal, Renato

    2013-01-01

    This book addresses an interesting area of quantum computation called quantum walks, which play an important role in building quantum algorithms, in particular search algorithms. Quantum walks are the quantum analogue of classical random walks. It is known that quantum computers have great power for searching unsorted databases. This power extends to many kinds of searches, particularly to the problem of finding a specific location in a spatial layout, which can be modeled by a graph. The goal is to find a specific node knowing that the particle uses the edges to jump from one node to the next. This book is self-contained with main topics that include: Grover's algorithm, describing its geometrical interpretation and evolution by means of the spectral decomposition of the evolution operater Analytical solutions of quantum walks on important graphs like line, cycles, two-dimensional lattices, and hypercubes using Fourier transforms Quantum walks on generic graphs, describing methods to calculate the limiting d...

  19. Stochastic processes in cell biology

    CERN Document Server

    Bressloff, Paul C

    2014-01-01

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

  20. Forecasting financial asset processes: stochastic dynamics via learning neural networks.

    Science.gov (United States)

    Giebel, S; Rainer, M

    2010-01-01

    Models for financial asset dynamics usually take into account their inherent unpredictable nature by including a suitable stochastic component into their process. Unknown (forward) values of financial assets (at a given time in the future) are usually estimated as expectations of the stochastic asset under a suitable risk-neutral measure. This estimation requires the stochastic model to be calibrated to some history of sufficient length in the past. Apart from inherent limitations, due to the stochastic nature of the process, the predictive power is also limited by the simplifying assumptions of the common calibration methods, such as maximum likelihood estimation and regression methods, performed often without weights on the historic time series, or with static weights only. Here we propose a novel method of "intelligent" calibration, using learning neural networks in order to dynamically adapt the parameters of the stochastic model. Hence we have a stochastic process with time dependent parameters, the dynamics of the parameters being themselves learned continuously by a neural network. The back propagation in training the previous weights is limited to a certain memory length (in the examples we consider 10 previous business days), which is similar to the maximal time lag of autoregressive processes. We demonstrate the learning efficiency of the new algorithm by tracking the next-day forecasts for the EURTRY and EUR-HUF exchange rates each.

  1. The role of stochasticity in sawtooth oscillation

    International Nuclear Information System (INIS)

    Lichtenberg, A.J.; Itoh, Kimitaka; Itoh, Sanae; Fukuyama, Atsushi.

    1991-08-01

    In this paper we have demonstrated that stochastization of field lines, resulting from the interaction of the fundamental m/n=1/1 helical mode with other periodicities, plays an important role in sawtooth oscillations. The time scale for the stochastic temperature diffusion has been determined. It was shown to be sufficiently fast to account for the fast sawtooth crash, and is generally shorter than the time scales for the redistribution of current. The enhancement of the electron and ion viscosity, arising from the stochastic field lines, has been calculated. The enhanced electron viscosity always leads to an initial increase in the growth rate of the mode; the enhanced ion viscosity can ultimately lead to mode stabilization before a complete temperature redistribution or flux reconnection has occurred. A dynamical model has been introduced to calculate the path of the sawtooth oscillation through a parameter space of shear and amplitude of the helical perturbation. The stochastic trigger to the enhanced growth rate and the stabilization by the ion viscosity are also included in the mode. A reasonable prescription for the flux reconnection at the end of the growth phase allows us to determine the initial q-value for the successive sawtooth ramps. (J.P.N.)

  2. walk around Irkutsk

    Directory of Open Access Journals (Sweden)

    Elena Grigoryeva

    2011-08-01

    Full Text Available It is noteworthy that this country develops through two types of events: either through a jubilee or through a catastrophe.It seems that Irkutsk Airport will be built only after the next crash. At least the interest to this problem returns regularly after sad events, and this occurs almost half a century (a jubilee, too! – the Council of Ministers decided to relocate the Airport away from the city as long ago as 1962. The Airport does not relate to the topic of this issue, but an attentive reader understands that it is our Carthage, and that the Airport should be relocated. The Romans coped with it faster and more effectively.Back to Irkutsk’s jubilee, we should say that we will do without blare of trumpets. We will just make an unpretentious walk around the city in its summer 350. Each our route covers new (some of them have been completed by the jubilee and old buildings, some of them real monuments. All these buildings are integrated into public spaces of different quality and age.We will also touch on the problems, for old houses, especially the wooden ones often provoke a greedy developer to demolish or to burn them down. Thus a primitive thrift estimates an output of additional square meters. Not to mention how attractive it is to seize public spaces without demolition or without reallocation of the dwellers. Or, rather, the one who is to preserve, to cherish and to improve such houses for the good of the citizens never speaks about this sensitive issue. So we have to do it.Walking is a no-hurry genre, unlike the preparation for the celebration. Walking around the city you like is a pleasant and cognitive process. It will acquaint the architects with the works of their predecessors and colleagues. We hope that such a walk may be interesting for Irkutsk citizens and visitors, too. Isn’t it interesting to learn “at first hand” the intimate details of the restoration of the Trubetskoys’ estate

  3. Walking for art's sake

    CERN Multimedia

    2005-01-01

    The man who compared himself to a proton ! On 20 May, Gianni Motti went down into the LHC tunnel and walked around the 27 kilometres of the underground ring at an average, unaccelerated pace of 5 kph. This was an artistic rather than an athletic performance, aimed at drawing a parallel between the fantastic speed of the beams produced by the future accelerator and the leisurely stroll of a human. The artist, who hails from Lombardy, was accompanied by cameraman Ivo Zanetti, who filmed the event from start to finish, and physicist Jean-Pierre Merlo. The first part of the film can be seen at the Villa Bernasconi, 8 route du Grand-Lancy, Grand Lancy, until 26 June.

  4. Walking for art's sake

    CERN Multimedia

    2005-01-01

      The man who compared himself to a proton ! On 20 May, Gianni Motti went down into the LHC tunnel and walked around the 27 kilometres of the underground ring at an average, unaccelerated pace of 5 kph. This was an artistic rather than an athletic performance, aimed at drawing a parallel between the fantastic speed of the beams produced by the future accelerator and the leisurely stroll of a human. The artist, who hails from Lombardy, was accompanied by cameraman Ivo Zanetti, who filmed the event from start to finish, and physicist Jean-Pierre Merlo. The first part of the film can be seen at the Villa Bernasconi, 8 route du Grand-Lancy, Grand Lancy, until 26 June.

  5. Evolution of the concentration PDF in random environments modeled by global random walk

    Science.gov (United States)

    Suciu, Nicolae; Vamos, Calin; Attinger, Sabine; Knabner, Peter

    2013-04-01

    The evolution of the probability density function (PDF) of concentrations of chemical species transported in random environments is often modeled by ensembles of notional particles. The particles move in physical space along stochastic-Lagrangian trajectories governed by Ito equations, with drift coefficients given by the local values of the resolved velocity field and diffusion coefficients obtained by stochastic or space-filtering upscaling procedures. A general model for the sub-grid mixing also can be formulated as a system of Ito equations solving for trajectories in the composition space. The PDF is finally estimated by the number of particles in space-concentration control volumes. In spite of their efficiency, Lagrangian approaches suffer from two severe limitations. Since the particle trajectories are constructed sequentially, the demanded computing resources increase linearly with the number of particles. Moreover, the need to gather particles at the center of computational cells to perform the mixing step and to estimate statistical parameters, as well as the interpolation of various terms to particle positions, inevitably produce numerical diffusion in either particle-mesh or grid-free particle methods. To overcome these limitations, we introduce a global random walk method to solve the system of Ito equations in physical and composition spaces, which models the evolution of the random concentration's PDF. The algorithm consists of a superposition on a regular lattice of many weak Euler schemes for the set of Ito equations. Since all particles starting from a site of the space-concentration lattice are spread in a single numerical procedure, one obtains PDF estimates at the lattice sites at computational costs comparable with those for solving the system of Ito equations associated to a single particle. The new method avoids the limitations concerning the number of particles in Lagrangian approaches, completely removes the numerical diffusion, and

  6. Human treadmill walking needs attention

    Directory of Open Access Journals (Sweden)

    Daniel Olivier

    2006-08-01

    Full Text Available Abstract Background The aim of the study was to assess the attentional requirements of steady state treadmill walking in human subjects using a dual task paradigm. The extent of decrement of a secondary (cognitive RT task provides a measure of the attentional resources required to maintain performance of the primary (locomotor task. Varying the level of difficulty of the reaction time (RT task is used to verify the priority of allocation of attentional resources. Methods 11 healthy adult subjects were required to walk while simultaneously performing a RT task. Participants were instructed to bite a pressure transducer placed in the mouth as quickly as possible in response to an unpredictable electrical stimulation applied on the back of the neck. Each subject was tested under five different experimental conditions: simple RT task alone and while walking, recognition RT task alone and while walking, walking alone. A foot switch system composed of a pressure sensitive sensor was placed under the heel and forefoot of each foot to determine the gait cycle duration. Results Gait cycle duration was unchanged (p > 0.05 by the addition of the RT task. Regardless of the level of difficulty of the RT task, the RTs were longer during treadmill walking than in sitting conditions (p 0.05 was found between the attentional demand of the walking task and the decrement of performance found in the RT task under varying levels of difficulty. This finding suggests that the healthy subjects prioritized the control of walking at the expense of cognitive performance. Conclusion We conclude that treadmill walking in young adults is not a purely automatic task. The methodology and outcome measures used in this study provide an assessment of the attentional resources required by walking on the treadmill at a steady state.

  7. Quantum walks on quotient graphs

    International Nuclear Information System (INIS)

    Krovi, Hari; Brun, Todd A.

    2007-01-01

    A discrete-time quantum walk on a graph Γ is the repeated application of a unitary evolution operator to a Hilbert space corresponding to the graph. If this unitary evolution operator has an associated group of symmetries, then for certain initial states the walk will be confined to a subspace of the original Hilbert space. Symmetries of the original graph, given by its automorphism group, can be inherited by the evolution operator. We show that a quantum walk confined to the subspace corresponding to this symmetry group can be seen as a different quantum walk on a smaller quotient graph. We give an explicit construction of the quotient graph for any subgroup H of the automorphism group and illustrate it with examples. The automorphisms of the quotient graph which are inherited from the original graph are the original automorphism group modulo the subgroup H used to construct it. The quotient graph is constructed by removing the symmetries of the subgroup H from the original graph. We then analyze the behavior of hitting times on quotient graphs. Hitting time is the average time it takes a walk to reach a given final vertex from a given initial vertex. It has been shown in earlier work [Phys. Rev. A 74, 042334 (2006)] that the hitting time for certain initial states of a quantum walks can be infinite, in contrast to classical random walks. We give a condition which determines whether the quotient graph has infinite hitting times given that they exist in the original graph. We apply this condition for the examples discussed and determine which quotient graphs have infinite hitting times. All known examples of quantum walks with hitting times which are short compared to classical random walks correspond to systems with quotient graphs much smaller than the original graph; we conjecture that the existence of a small quotient graph with finite hitting times is necessary for a walk to exhibit a quantum speedup

  8. Disorder and decoherence in coined quantum walks

    International Nuclear Information System (INIS)

    Zhang Rong; Qin Hao; Tang Bao; Xue Peng

    2013-01-01

    This article aims to provide a review on quantum walks. Starting form a basic idea of discrete-time quantum walks, we will review the impact of disorder and decoherence on the properties of quantum walks. The evolution of the standard quantum walks is deterministic and disorder introduces randomness to the whole system and change interference pattern leading to the localization effect. Whereas, decoherence plays the role of transmitting quantum walks to classical random walks. (topical review - quantum information)

  9. Walking drawings and walking ability in children with cerebral palsy.

    Science.gov (United States)

    Chong, Jimmy; Mackey, Anna H; Stott, N Susan; Broadbent, Elizabeth

    2013-06-01

    To investigate whether drawings of the self walking by children with cerebral palsy (CP) were associated with walking ability and illness perceptions. This was an exploratory study in 52 children with CP (M:F = 28:24), mean age 11.1 years (range 5-18), who were attending tertiary level outpatient clinics. Children were asked to draw a picture of themselves walking. Drawing size and content was used to investigate associations with clinical walk tests and children's own perceptions of their CP assessed using a CP version of the Brief Illness Perception Questionnaire. Larger drawings of the self were associated with less distance traveled, higher emotional responses to CP, and lower perceptions of pain or discomfort, independent of age. A larger self-to-overall drawing height ratio was related to walking less distance. Drawings of the self confined within buildings and the absence of other figures were also associated with reduced walking ability. Drawing size and content can reflect walking ability, as well as symptom perceptions and distress. Drawings may be useful for clinicians to use with children with cerebral palsy to aid discussion about their condition. PsycINFO Database Record (c) 2013 APA, all rights reserved.

  10. AGN Accretion Physics in the Time Domain: Survey Cadences, Stochastic Analysis, and Physical Interpretations

    Science.gov (United States)

    Moreno, Jackeline; Vogeley, Michael S.; Richards, Gordon; O'Brien, John T.; Kasliwal, Vishal

    2018-01-01

    We present rigorous testing of survey cadences (K2, SDSS, CRTS, & Pan-STARRS) for quasar variability science using a magnetohydrodynamics synthetic lightcurve and the canonical lightcurve from Kepler, Zw 229.15. We explain where the state of the art is in regards to physical interpretations of stochastic models (CARMA) applied to AGN variability. Quasar variability offers a time domain approach of probing accretion physics at the SMBH scale. Evidence shows that the strongest amplitude changes in the brightness of AGN occur on long timescales ranging from months to hundreds of days. These global behaviors can be constrained by survey data despite low sampling resolution. CARMA processes provide a flexible family of models used to interpolate between data points, predict future observations and describe behaviors in a lightcurve. This is accomplished by decomposing a signal into rise and decay timescales, frequencies for cyclic behavior and shock amplitudes. Characteristic timescales may point to length-scales over which a physical process operates such as turbulent eddies, warping or hotspots due to local thermal instabilities. We present the distribution of SDSS Stripe 82 quasars in CARMA parameters space that pass our cadence tests and also explain how the Damped Harmonic Oscillator model, CARMA(2,1), reduces to the Damped Random Walk, CARMA(1,0), given the data in a specific region of the parameter space.

  11. Stochastic calculus and applications

    CERN Document Server

    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...

  12. 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

  13. Stochastic ice stream dynamics.

    Science.gov (United States)

    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.

  14. Fractional Stochastic Field Theory

    Science.gov (United States)

    Honkonen, Juha

    2018-02-01

    Models describing evolution of physical, chemical, biological, social and financial processes are often formulated as differential equations with the understanding that they are large-scale equations for averages of quantities describing intrinsically random processes. Explicit account of randomness may lead to significant changes in the asymptotic behaviour (anomalous scaling) in such models especially in low spatial dimensions, which in many cases may be captured with the use of the renormalization group. Anomalous scaling and memory effects may also be introduced with the use of fractional derivatives and fractional noise. Construction of renormalized stochastic field theory with fractional derivatives and fractional noise in the underlying stochastic differential equations and master equations and the interplay between fluctuation-induced and built-in anomalous scaling behaviour is reviewed and discussed.

  15. Essentials of stochastic processes

    CERN Document Server

    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...

  16. Dynamic stochastic optimization

    CERN Document Server

    Ermoliev, Yuri; Pflug, Georg

    2004-01-01

    Uncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often too complex to allow for precise evaluations and, as a result, the lack of proper management (control) may create significant risks. In order to develop robust strategies we need approaches which explic­ itly deal with uncertainties, risks and changing conditions. One rather general approach is to characterize (explicitly or implicitly) uncertainties by objec­ tive or subjective probabilities (measures of confidence or belief). This leads us to stochastic optimization problems which can rarely be solved by using the standard deterministic optimization and optimal control methods. In the stochastic optimization the accent is on problems with a large number of deci­ sion and random variables, and consequently the focus ofattention is directed to efficient solution procedures rather than to (analytical) closed-form solu­ tions. Objective an...

  17. Stochastic porous media equations

    CERN Document Server

    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.

  18. 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

  19. Multistage stochastic optimization

    CERN Document Server

    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

  20. Identifiability in stochastic models

    CERN Document Server

    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.

  1. 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

  2. Probability and stochastic modeling

    CERN Document Server

    Rotar, Vladimir I

    2012-01-01

    Basic NotionsSample Space and EventsProbabilitiesCounting TechniquesIndependence and Conditional ProbabilityIndependenceConditioningThe Borel-Cantelli TheoremDiscrete Random VariablesRandom Variables and VectorsExpected ValueVariance and Other Moments. Inequalities for DeviationsSome Basic DistributionsConvergence of Random Variables. The Law of Large NumbersConditional ExpectationGenerating Functions. Branching Processes. Random Walk RevisitedBranching Processes Generating Functions Branching Processes Revisited More on Random WalkMarkov ChainsDefinitions and Examples. Probability Distributions of Markov ChainsThe First Step Analysis. Passage TimesVariables Defined on a Markov ChainErgodicity and Stationary DistributionsA Classification of States and ErgodicityContinuous Random VariablesContinuous DistributionsSome Basic Distributions Continuous Multivariate Distributions Sums of Independent Random Variables Conditional Distributions and ExpectationsDistributions in the General Case. SimulationDistribution F...

  3. Stochasticity Modeling in Memristors

    KAUST Repository

    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.

  4. Stochasticity Modeling in Memristors

    KAUST Repository

    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.

  5. 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

  6. On the maximal noise for stochastic and QCD travelling waves

    International Nuclear Information System (INIS)

    Peschanski, Robi

    2008-01-01

    Using the relation of a set of nonlinear Langevin equations to reaction-diffusion processes, we note the existence of a maximal strength of the noise for the stochastic travelling wave solutions of these equations. Its determination is obtained using the field-theoretical analysis of branching-annihilation random walks near the directed percolation transition. We study its consequence for the stochastic Fisher-Kolmogorov-Petrovsky-Piscounov equation. For the related Langevin equation modeling the quantum chromodynamic nonlinear evolution of gluon density with rapidity, the physical maximal-noise limit may appear before the directed percolation transition, due to a shift in the travelling-wave speed. In this regime, an exact solution is known from a coalescence process. Universality and other open problems and applications are discussed in the outlook

  7. Stochastic dynamic modeling of regular and slow earthquakes

    Science.gov (United States)

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

    2017-12-01

    diffusion appears much slower than the particle velocity of each molecule. The concept of stochastic triggering originates in the Brownian walk model [Ide, 2008], and the present study introduces the stochastic dynamics into dynamic simulations. The stochastic dynamic model has the potential to explain both regular and slow earthquakes more realistically.

  8. To what extent are stochastic the arithmetical progressions of the fractional parts?

    International Nuclear Information System (INIS)

    Arnold, V.

    2008-01-01

    For the residues of the division of the n members of an arithmetical progression by a real number N is proved the tending to 0 of the Kolmogorov's stochasticity parameter λ n , when n tends to infinity, providing that the progression step is commensurable with N. On the contrary, when the step is incommensurable with N, the paper describes some examples, where the stochasticity parameter λ n does not tend to zero, and even attains (infrequently) some arbitrary large values. Both the too small and the too large values of the stochasticity parameter show the small probability of the randomness of the sequence, for which they have been counted. Thus, the long arithmetical progressions' stochasticity degree is much smaller than that of the geometrical progressions (which provide temperate values of the stochasticity parameter, similarly to its value for the genuinely random sequences). (author)

  9. Kinematics and dynamics analysis of a quadruped walking robot with parallel leg mechanism

    Science.gov (United States)

    Wang, Hongbo; Sang, Lingfeng; Hu, Xing; Zhang, Dianfan; Yu, Hongnian

    2013-09-01

    It is desired to require a walking robot for the elderly and the disabled to have large capacity, high stiffness, stability, etc. However, the existing walking robots cannot achieve these requirements because of the weight-payload ratio and simple function. Therefore, Improvement of enhancing capacity and functions of the walking robot is an important research issue. According to walking requirements and combining modularization and reconfigurable ideas, a quadruped/biped reconfigurable walking robot with parallel leg mechanism is proposed. The proposed robot can be used for both a biped and a quadruped walking robot. The kinematics and performance analysis of a 3-UPU parallel mechanism which is the basic leg mechanism of a quadruped walking robot are conducted and the structural parameters are optimized. The results show that performance of the walking robot is optimal when the circumradius R, r of the upper and lower platform of leg mechanism are 161.7 mm, 57.7 mm, respectively. Based on the optimal results, the kinematics and dynamics of the quadruped walking robot in the static walking mode are derived with the application of parallel mechanism and influence coefficient theory, and the optimal coordination distribution of the dynamic load for the quadruped walking robot with over-determinate inputs is analyzed, which solves dynamic load coupling caused by the branches’ constraint of the robot in the walk process. Besides laying a theoretical foundation for development of the prototype, the kinematics and dynamics studies on the quadruped walking robot also boost the theoretical research of the quadruped walking and the practical applications of parallel mechanism.

  10. Stochastic modeling of soil salinity

    Science.gov (United States)

    Suweis, S.; Porporato, A. M.; Daly, E.; van der Zee, S.; Maritan, A.; Rinaldo, A.

    2010-12-01

    A minimalist stochastic model of primary soil salinity is proposed, in which the rate of soil salinization is determined by the balance between dry and wet salt deposition and the intermittent leaching events caused by rainfall events. The equations for the probability density functions of salt mass and concentration are found by reducing the coupled soil moisture and salt mass balance equations to a single stochastic differential equation (generalized Langevin equation) driven by multiplicative Poisson noise. Generalized Langevin equations with multiplicative white Poisson noise pose the usual Ito (I) or Stratonovich (S) prescription dilemma. Different interpretations lead to different results and then choosing between the I and S prescriptions is crucial to describe correctly the dynamics of the model systems. We show how this choice can be determined by physical information about the timescales involved in the process. We also show that when the multiplicative noise is at most linear in the random variable one prescription can be made equivalent to the other by a suitable transformation in the jump probability distribution. We then apply these results to the generalized Langevin equation that drives the salt mass dynamics. The stationary analytical solutions for the probability density functions of salt mass and concentration provide insight on the interplay of the main soil, plant and climate parameters responsible for long term soil salinization. In particular, they show the existence of two distinct regimes, one where the mean salt mass remains nearly constant (or decreases) with increasing rainfall frequency, and another where mean salt content increases markedly with increasing rainfall frequency. As a result, relatively small reductions of rainfall in drier climates may entail dramatic shifts in longterm soil salinization trends, with significant consequences, e.g. for climate change impacts on rain fed agriculture.

  11. 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)

  12. Stochastic flows in the Brownian web and net

    Czech Academy of Sciences Publication Activity Database

    Schertzer, E.; Sun, R.; Swart, Jan M.

    2014-01-01

    Roč. 227, č. 1065 (2014), s. 1-160 ISSN 0065-9266 R&D Projects: GA ČR GA201/07/0237; GA ČR GA201/09/1931 Institutional support: RVO:67985556 Keywords : Brownian web * Brownian net * stochastic flow of kernels * measure-valued process * Howitt-Warren flow * linear system * random walk in random environment * finite graph representation Subject RIV: BA - General Mathematics Impact factor: 1.727, year: 2014 http://library.utia.cas.cz/separaty/2013/SI/swart-0396636.pdf

  13. Emotion rendering in auditory simulations of imagined walking styles

    DEFF Research Database (Denmark)

    Turchet, Luca; Rodá, Antonio

    2016-01-01

    This paper investigated how different emotional states of a walker can be rendered and recognized by means of footstep sounds synthesis algorithms. In a first experiment, participants were asked to render, according to imagined walking scenarios, five emotions (aggressive, happy, neutral, sad......, and tender) by manipulating the parameters of synthetic footstep sounds simulating various combinations of surface materials and shoes types. Results allowed to identify, for the involved emotions and sound conditions, the mean values and ranges of variation of two parameters, sound level and temporal...... distance between consecutive steps. Results were in accordance with those reported in previous studies on real walking, suggesting that expression of emotions in walking is independent from the real or imagined motor activity. In a second experiment participants were asked to identify the emotions...

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

    Directory of Open Access Journals (Sweden)

    Yingqi Zhang

    2012-01-01

    Full Text Available This paper is concerned with the stochastic finite-time stability and stochastic finite-time boundedness problems for one family of fuzzy discrete-time systems over networks with packet dropout, parametric uncertainties, and time-varying norm-bounded disturbance. Firstly, we present the dynamic model description studied, in which the discrete-time fuzzy T-S systems with packet loss can be described by one class of fuzzy Markovian jump systems. Then, the concepts of stochastic finite-time stability and stochastic finite-time boundedness and problem formulation are given. Based on Lyapunov function approach, sufficient conditions on stochastic finite-time stability and stochastic finite-time boundedness are established for the resulting closed-loop fuzzy discrete-time system with Markovian jumps, and state-feedback controllers are designed to ensure stochastic finite-time stability and stochastic finite-time boundedness of the class of fuzzy systems. The stochastic finite-time stability and stochastic finite-time boundedness criteria can be tackled in the form of linear matrix inequalities with a fixed parameter. As an auxiliary result, we also give sufficient conditions on the stochastic stability of the class of fuzzy T-S systems with packet loss. Finally, two illustrative examples are presented to show the validity of the developed methodology.

  15. Investment timing under hybrid stochastic and local volatility

    International Nuclear Information System (INIS)

    Kim, Jeong-Hoon; Lee, Min-Ku; Sohn, So Young

    2014-01-01

    Highlights: • The effects of hybrid stochastic volatility on real option prices are studied. • The stochastic volatility consists of a fast mean-reverting component and a CEV type one. • A fast mean-reverting factor lowers real option prices and investment thresholds. • The increase of elasticity raises real option prices and investment thresholds. • The effects of the addition of a slowly varying factor depend upon the project value. - Abstract: We consider an investment timing problem under a real option model where the instantaneous volatility of the project value is given by a combination of a hidden stochastic process and the project value itself. The stochastic volatility part is given by a function of a fast mean-reverting process as well as a slowly varying process and the local volatility part is a power (the elasticity parameter) of the project value itself. The elasticity parameter controls directly the correlation between the project value and the volatility. Knowing that the project value represents the market price of a real asset in many applications and the value of the elasticity parameter depends on the asset, the elasticity parameter should be treated with caution for investment decision problems. Based on the hybrid structure of volatility, we investigate the simultaneous impact of the elasticity and the stochastic volatility on the real option value as well as the investment threshold

  16. Random walk, diffusion and mixing in simulations of scalar transport in fluid flows

    International Nuclear Information System (INIS)

    Klimenko, A Y

    2008-01-01

    Physical similarity and mathematical equivalence of continuous diffusion and particle random walk form one of the cornerstones of modern physics and the theory of stochastic processes. In many applied models used in simulation of turbulent transport and turbulent combustion, mixing between particles is used to reflect the influence of the continuous diffusion terms in the transport equations. We show that the continuous scalar transport and diffusion can be accurately specified by means of mixing between randomly walking Lagrangian particles with scalar properties and assess errors associated with this scheme. This gives an alternative formulation for the stochastic process which is selected to represent the continuous diffusion. This paper focuses on statistical errors and deals with relatively simple cases, where one-particle distributions are sufficient for a complete description of the problem.

  17. Stochastic Watershed Models for Risk Based Decision Making

    Science.gov (United States)

    Vogel, R. M.

    2017-12-01

    Over half a century ago, the Harvard Water Program introduced the field of operational or synthetic hydrology providing stochastic streamflow models (SSMs), which could generate ensembles of synthetic streamflow traces useful for hydrologic risk management. The application of SSMs, based on streamflow observations alone, revolutionized water resources planning activities, yet has fallen out of favor due, in part, to their inability to account for the now nearly ubiquitous anthropogenic influences on streamflow. This commentary advances the modern equivalent of SSMs, termed `stochastic watershed models' (SWMs) useful as input to nearly all modern risk based water resource decision making approaches. SWMs are deterministic watershed models implemented using stochastic meteorological series, model parameters and model errors, to generate ensembles of streamflow traces that represent the variability in possible future streamflows. SWMs combine deterministic watershed models, which are ideally suited to accounting for anthropogenic influences, with recent developments in uncertainty analysis and principles of stochastic simulation

  18. Long-time correlations in the stochastic regime

    International Nuclear Information System (INIS)

    Karney, C.F.F.

    1982-11-01

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

  19. Heuristic for Stochastic Online Flowshop Problem with Preemption Penalties

    Directory of Open Access Journals (Sweden)

    Mohammad Bayat

    2013-01-01

    Full Text Available The deterministic flowshop model is one of the most widely studied problems; whereas its stochastic equivalent has remained a challenge. Furthermore, the preemptive online stochastic flowshop problem has received much less attention, and most of the previous researches have considered a nonpreemptive version. Moreover, little attention has been devoted to the problems where a certain time penalty is incurred when preemption is allowed. This paper examines the preemptive stochastic online flowshop with the objective of minimizing the expected makespan. All the jobs arrive overtime, which means that the existence and the parameters of each job are unknown until its release date. The processing time of the jobs is stochastic and actual processing time is unknown until completion of the job. A heuristic procedure for this problem is presented, which is applicable whenever the job processing times are characterized by their means and standard deviation. The performance of the proposed heuristic method is explored using some numerical examples.

  20. Big power from walking

    Science.gov (United States)

    Illenberger, Patrin K.; Madawala, Udaya K.; Anderson, Iain A.

    2016-04-01

    Dielectric Elastomer Generators (DEG) offer an opportunity to capture the energy otherwise wasted from human motion. By integrating a DEG into the heel of standard footwear, it is possible to harness this energy to power portable devices. DEGs require substantial auxiliary systems which are commonly large, heavy and inefficient. A unique challenge for these low power generators is the combination of high voltage and low current. A void exists in the semiconductor market for devices that can meet these requirements. Until these become available, existing devices must be used in an innovative way to produce an effective DEG system. Existing systems such as the Bi-Directional Flyback (BDFB) and Self Priming Circuit (SPC) are an excellent example of this. The BDFB allows full charging and discharging of the DEG, improving power gained. The SPC allows fully passive voltage boosting, removing the priming source and simplifying the electronics. This paper outlines the drawbacks and benefits of active and passive electronic solutions for maximizing power from walking.

  1. The Dead Walk

    Directory of Open Access Journals (Sweden)

    Bill Phillips

    2014-02-01

    Full Text Available Monsters have always enjoyed a significant presence in the human imagination, and religion was instrumental in replacing the physical horror they engendered with that of a moral threat. Zombies, however, are amoral – their motivation purely instinctive and arbitrary, yet they are, perhaps, the most loathed of all contemporary monsters. One explanation for this lies in the theory of the uncanny valley, proposed by robotics engineer Masahiro Mori. According to the theory, we reserve our greatest fears for those things which seem most human, yet are not – such as dead bodies. Such a reaction is most likely a survival mechanism to protect us from danger and disease – a mechanism even more essential when the dead rise up and walk. From their beginnings zombies have reflected western societies’ greatest fears – be they of revolutionary Haitians, women, or communists. In recent years the rise in the popularity of the zombie in films, books and television series reflects our fears for the planet, the economy, and of death itself

  2. Effective computation of stochastic protein kinetic equation by reducing stiffness via variable transformation

    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.

  3. Hopf Bifurcation of Compound Stochastic van der Pol System

    Directory of Open Access Journals (Sweden)

    Shaojuan Ma

    2016-01-01

    Full Text Available Hopf bifurcation analysis for compound stochastic van der Pol system with a bound random parameter and Gaussian white noise is investigated in this paper. By the Karhunen-Loeve (K-L expansion and the orthogonal polynomial approximation, the equivalent deterministic van der Pol system can be deduced. Based on the bifurcation theory of nonlinear deterministic system, the critical value of bifurcation parameter is obtained and the influence of random strength δ and noise intensity σ on stochastic Hopf bifurcation in compound stochastic system is discussed. At last we found that increased δ can relocate the critical value of bifurcation parameter forward while increased σ makes it backward and the influence of δ is more sensitive than σ. The results are verified by numerical simulations.

  4. Walking on a moving surface: energy-optimal walking motions on a shaky bridge and a shaking treadmill can reduce energy costs below normal.

    Science.gov (United States)

    Joshi, Varun; Srinivasan, Manoj

    2015-02-08

    Understanding how humans walk on a surface that can move might provide insights into, for instance, whether walking humans prioritize energy use or stability. Here, motivated by the famous human-driven oscillations observed in the London Millennium Bridge, we introduce a minimal mathematical model of a biped, walking on a platform (bridge or treadmill) capable of lateral movement. This biped model consists of a point-mass upper body with legs that can exert force and perform mechanical work on the upper body. Using numerical optimization, we obtain energy-optimal walking motions for this biped, deriving the periodic body and platform motions that minimize a simple metabolic energy cost. When the platform has an externally imposed sinusoidal displacement of appropriate frequency and amplitude, we predict that body motion entrained to platform motion consumes less energy than walking on a fixed surface. When the platform has finite inertia, a mass- spring-damper with similar parameters to the Millennium Bridge, we show that the optimal biped walking motion sustains a large lateral platform oscillation when sufficiently many people walk on the bridge. Here, the biped model reduces walking metabolic cost by storing and recovering energy from the platform, demonstrating energy benefits for two features observed for walking on the Millennium Bridge: crowd synchrony and large lateral oscillations.

  5. 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.

  6. 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.)

  7. Walking around to grasp interaction

    DEFF Research Database (Denmark)

    Lykke, Marianne; Jantzen, Christian

    2013-01-01

    The paper presents experiences from a study using walk-alongs to provide insight into museum visitors’ experience with interactive features of sound art installations. The overall goal of the study was to learn about the participants’ opinions and feelings about the possibility of interaction...... with the sound installations. The aim was to gain an understanding of the role of the in-teraction, if interaction makes a difference for the understanding of the sound art. 30 walking interviews were carried out at ZKM, Karlsruhe with a total of 57 museum guests, individuals or groups. During the walk......-alongs the research-ers acted as facilitators and partners in the engagement with the sound installa-tions. The study provided good insight into advantages and challenges with the walk-along method, for instance the importance of shared, embodied sensing of space for the understanding of the experience. The common...

  8. Quantum snake walk on graphs

    International Nuclear Information System (INIS)

    Rosmanis, Ansis

    2011-01-01

    I introduce a continuous-time quantum walk on graphs called the quantum snake walk, the basis states of which are fixed-length paths (snakes) in the underlying graph. First, I analyze the quantum snake walk on the line, and I show that, even though most states stay localized throughout the evolution, there are specific states that most likely move on the line as wave packets with momentum inversely proportional to the length of the snake. Next, I discuss how an algorithm based on the quantum snake walk might potentially be able to solve an extended version of the glued trees problem, which asks to find a path connecting both roots of the glued trees graph. To the best of my knowledge, no efficient quantum algorithm solving this problem is known yet.

  9. Computational Methods in Stochastic Dynamics Volume 2

    CERN Document Server

    Stefanou, George; Papadopoulos, Vissarion

    2013-01-01

    The considerable influence of inherent uncertainties on structural behavior has led the engineering community to recognize the importance of a stochastic approach to structural problems. Issues related to uncertainty quantification and its influence on the reliability of the computational models are continuously gaining in significance. In particular, the problems of dynamic response analysis and reliability assessment of structures with uncertain system and excitation parameters have been the subject of continuous research over the last two decades as a result of the increasing availability of powerful computing resources and technology.   This book is a follow up of a previous book with the same subject (ISBN 978-90-481-9986-0) and focuses on advanced computational methods and software tools which can highly assist in tackling complex problems in stochastic dynamic/seismic analysis and design of structures. The selected chapters are authored by some of the most active scholars in their respective areas and...

  10. Analysis of absorbing times of quantum walks

    International Nuclear Information System (INIS)

    Yamasaki, Tomohiro; Kobayashi, Hirotada; Imai, Hiroshi

    2003-01-01

    Quantum walks are expected to provide useful algorithmic tools for quantum computation. This paper introduces absorbing probability and time of quantum walks and gives both numerical simulation results and theoretical analyses on Hadamard walks on the line and symmetric walks on the hypercube from the viewpoint of absorbing probability and time

  11. Exact solutions and symmetry analysis for the limiting probability distribution of quantum walks

    International Nuclear Information System (INIS)

    Xu, Xin-Ping; Ide, Yusuke

    2016-01-01

    In the literature, there are numerous studies of one-dimensional discrete-time quantum walks (DTQWs) using a moving shift operator. However, there is no exact solution for the limiting probability distributions of DTQWs on cycles using a general coin or swapping shift operator. In this paper, we derive exact solutions for the limiting probability distribution of quantum walks using a general coin and swapping shift operator on cycles for the first time. Based on the exact solutions, we show how to generate symmetric quantum walks and determine the condition under which a symmetric quantum walk appears. Our results suggest that choosing various coin and initial state parameters can achieve a symmetric quantum walk. By defining a quantity to measure the variation of symmetry, deviation and mixing time of symmetric quantum walks are also investigated.

  12. Exact solutions and symmetry analysis for the limiting probability distribution of quantum walks

    Energy Technology Data Exchange (ETDEWEB)

    Xu, Xin-Ping, E-mail: xuxp@mail.ihep.ac.cn [School of Physical Science and Technology, Soochow University, Suzhou 215006 (China); Ide, Yusuke [Department of Information Systems Creation, Faculty of Engineering, Kanagawa University, Yokohama, Kanagawa, 221-8686 (Japan)

    2016-10-15

    In the literature, there are numerous studies of one-dimensional discrete-time quantum walks (DTQWs) using a moving shift operator. However, there is no exact solution for the limiting probability distributions of DTQWs on cycles using a general coin or swapping shift operator. In this paper, we derive exact solutions for the limiting probability distribution of quantum walks using a general coin and swapping shift operator on cycles for the first time. Based on the exact solutions, we show how to generate symmetric quantum walks and determine the condition under which a symmetric quantum walk appears. Our results suggest that choosing various coin and initial state parameters can achieve a symmetric quantum walk. By defining a quantity to measure the variation of symmetry, deviation and mixing time of symmetric quantum walks are also investigated.

  13. Random walk through fractal environments

    International Nuclear Information System (INIS)

    Isliker, H.; Vlahos, L.

    2003-01-01

    We analyze random walk through fractal environments, embedded in three-dimensional, permeable space. Particles travel freely and are scattered off into random directions when they hit the fractal. The statistical distribution of the flight increments (i.e., of the displacements between two consecutive hittings) is analytically derived from a common, practical definition of fractal dimension, and it turns out to approximate quite well a power-law in the case where the dimension D F of the fractal is less than 2, there is though, always a finite rate of unaffected escape. Random walks through fractal sets with D F ≤2 can thus be considered as defective Levy walks. The distribution of jump increments for D F >2 is decaying exponentially. The diffusive behavior of the random walk is analyzed in the frame of continuous time random walk, which we generalize to include the case of defective distributions of walk increments. It is shown that the particles undergo anomalous, enhanced diffusion for D F F >2 is normal for large times, enhanced though for small and intermediate times. In particular, it follows that fractals generated by a particular class of self-organized criticality models give rise to enhanced diffusion. The analytical results are illustrated by Monte Carlo simulations

  14. The Six Minute Walk Test Revisited

    Science.gov (United States)

    Mazumder, M.

    2017-12-01

    Background and Purpose: Heart failure is the leading cause of death and often alters or severely restricts human mobility, an essential life function. Motion capture is an emerging tool for analyzing human movement and extremity articulation, providing quantitative information on gait and range of motion. This study uses BioStamp mechanosensors to identify differences in motion for the duration of the Six Minute Walk Test and signature patterns of muscle contraction and posture in patients with advanced heart failure compared to healthy subjects. Identification and close follow up of these patterns may allow enhanced diagnosis and the possibility for early intervention before disease worsening. Additionally, movement parameters represent a new family of potential biomarkers to track heart failure onset, progression and therapy. Methods: Prior to the Six Minute Walk Test, BioStamps (MC10) were applied to the chest, upper and lower extremities of heart failure and healthy patients and data were streamed and recorded revealing the pattern of movement in three separate axes. Conjointly, before and after the Six Minute Walk Test, the following vitals were measured per subject: heart rate, respiratory rate, blood pressure, oxygen saturation, dyspnea and leg fatigue (self-reported with Borg scale). During the test, patients were encouraged to walk as far as they can in 6 minutes on a 30m course, as we recorded the number of laps completed and oxygen saturation every minute. Results and Conclusions: The sensors captured and quantified whole body and regional motion parameters including: a. motion extent, position, acceleration and angle via incorporated accelerometers and gyroscopes; b. muscle contraction via incorporated electromyogram (EMG). Accelerometry and gyroscopic data for the last five steps of a healthy and heart failure patient are shown. While significant differences in motion for the duration of the test were not found, each category of patients had a distinct

  15. The stochastic spectator

    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.

  16. The stochastic spectator

    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.

  17. Portfolio Optimization with Stochastic Dividends and Stochastic Volatility

    Science.gov (United States)

    Varga, Katherine Yvonne

    2015-01-01

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

  18. Stochastic ontogenetic growth model

    Science.gov (United States)

    West, B. J.; West, D.

    2012-02-01

    An ontogenetic growth model (OGM) for a thermodynamically closed system is generalized to satisfy both the first and second law of thermodynamics. The hypothesized stochastic ontogenetic growth model (SOGM) is shown to entail the interspecies allometry relation by explicitly averaging the basal metabolic rate and the total body mass over the steady-state probability density for the total body mass (TBM). This is the first derivation of the interspecies metabolic allometric relation from a dynamical model and the asymptotic steady-state distribution of the TBM is fit to data and shown to be inverse power law.

  19. 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

  20. The stochastic quality calculus

    DEFF Research Database (Denmark)

    Zeng, Kebin; Nielson, Flemming; Nielson, Hanne Riis

    2014-01-01

    We introduce the Stochastic Quality Calculus in order to model and reason about distributed processes that rely on each other in order to achieve their overall behaviour. The calculus supports broadcast communication in a truly concurrent setting. Generally distributed delays are associated...... with the outputs and at the same time the inputs impose constraints on the waiting times. Consequently, the expected inputs may not be available when needed and therefore the calculus allows to express the absence of data.The communication delays are expressed by general distributions and the resulting semantics...

  1. Stochastic conditional intensity processes

    DEFF Research Database (Denmark)

    Bauwens, Luc; Hautsch, Nikolaus

    2006-01-01

    model allows for a wide range of (cross-)autocorrelation structures in multivariate point processes. The model is estimated by simulated maximum likelihood (SML) using the efficient importance sampling (EIS) technique. By modeling price intensities based on NYSE trading, we provide significant evidence......In this article, we introduce the so-called stochastic conditional intensity (SCI) model by extending Russell’s (1999) autoregressive conditional intensity (ACI) model by a latent common dynamic factor that jointly drives the individual intensity components. We show by simulations that the proposed...... for a joint latent factor and show that its inclusion allows for an improved and more parsimonious specification of the multivariate intensity process...

  2. Stochastic cooling for beginners

    International Nuclear Information System (INIS)

    Moehl, D.

    1984-01-01

    These two lectures have been prepared to give a simple introduction to the principles. In Part I we try to explain stochastic cooling using the time-domain picture which starts from the pulse response of the system. In Part II the discussion is repeated, looking more closely at the frequency-domain response. An attempt is made to familiarize the beginners with some of the elementary cooling equations, from the 'single particle case' up to equations which describe the evolution of the particle distribution. (orig.)

  3. Indirect Inference for Stochastic Differential Equations Based on Moment Expansions

    KAUST Repository

    Ballesio, Marco

    2016-01-06

    We provide an indirect inference method to estimate the parameters of timehomogeneous scalar diffusion and jump diffusion processes. We obtain a system of ODEs that approximate the time evolution of the first two moments of the process by the approximation of the stochastic model applying a second order Taylor expansion of the SDE s infinitesimal generator in the Dynkin s formula. This method allows a simple and efficient procedure to infer the parameters of such stochastic processes given the data by the maximization of the likelihood of an approximating Gaussian process described by the two moments equations. Finally, we perform numerical experiments for two datasets arising from organic and inorganic fouling deposition phenomena.

  4. INFERENCE AND SENSITIVITY IN STOCHASTIC WIND POWER FORECAST MODELS.

    KAUST Repository

    Elkantassi, Soumaya

    2017-10-03

    Reliable forecasting of wind power generation is crucial to optimal control of costs in generation of electricity with respect to the electricity demand. Here, we propose and analyze stochastic wind power forecast models described by parametrized stochastic differential equations, which introduce appropriate fluctuations in numerical forecast outputs. We use an approximate maximum likelihood method to infer the model parameters taking into account the time correlated sets of data. Furthermore, we study the validity and sensitivity of the parameters for each model. We applied our models to Uruguayan wind power production as determined by historical data and corresponding numerical forecasts for the period of March 1 to May 31, 2016.

  5. INFERENCE AND SENSITIVITY IN STOCHASTIC WIND POWER FORECAST MODELS.

    KAUST Repository

    Elkantassi, Soumaya; Kalligiannaki, Evangelia; Tempone, Raul

    2017-01-01

    Reliable forecasting of wind power generation is crucial to optimal control of costs in generation of electricity with respect to the electricity demand. Here, we propose and analyze stochastic wind power forecast models described by parametrized stochastic differential equations, which introduce appropriate fluctuations in numerical forecast outputs. We use an approximate maximum likelihood method to infer the model parameters taking into account the time correlated sets of data. Furthermore, we study the validity and sensitivity of the parameters for each model. We applied our models to Uruguayan wind power production as determined by historical data and corresponding numerical forecasts for the period of March 1 to May 31, 2016.

  6. Fractional diffusion equation with distributed-order material derivative. Stochastic foundations

    International Nuclear Information System (INIS)

    Magdziarz, M; Teuerle, M

    2017-01-01

    In this paper, we present the stochastic foundations of fractional dynamics driven by the fractional material derivative of distributed-order type. Before stating our main result, we present the stochastic scenario which underlies the dynamics given by the fractional material derivative. Then we introduce the Lévy walk process of distributed-order type to establish our main result, which is the scaling limit of the considered process. It appears that the probability density function of the scaling limit process fulfills, in a weak sense, the fractional diffusion equation with the material derivative of distributed-order type. (paper)

  7. ParPor: Particles in Pores. Stochastic Modeling of Polydisperse Transport

    DEFF Research Database (Denmark)

    Yuan, Hao

    2010-01-01

    Liquid flow containing particles in the different types of porous media appear in a large variety of practically important industrial and natural processes. The project aims at developing a stochastic model for the deep bed filtration process in which the polydisperse suspension flow...... in the polydisperse porous media. Instead of the traditional parabolic Advection-Dispersion Equation (ADE) the novel elliptic PDE based on the Continuous Time Random Walk is adopted for the particle size kinetics. The pore kinetics is either described by the stochastic size exclusion mechanism or the incomplete pore...

  8. Trajectory averaging for stochastic approximation MCMC algorithms

    KAUST Repository

    Liang, Faming

    2010-01-01

    to the stochastic approximation Monte Carlo algorithm [Liang, Liu and Carroll J. Amer. Statist. Assoc. 102 (2007) 305-320]. The application of the trajectory averaging estimator to other stochastic approximationMCMC algorithms, for example, a stochastic

  9. Stochastic Blind Motion Deblurring

    KAUST Repository

    Xiao, Lei

    2015-05-13

    Blind motion deblurring from a single image is a highly under-constrained problem with many degenerate solutions. A good approximation of the intrinsic image can therefore only be obtained with the help of prior information in the form of (often non-convex) regularization terms for both the intrinsic image and the kernel. While the best choice of image priors is still a topic of ongoing investigation, this research is made more complicated by the fact that historically each new prior requires the development of a custom optimization method. In this paper, we develop a stochastic optimization method for blind deconvolution. Since this stochastic solver does not require the explicit computation of the gradient of the objective function and uses only efficient local evaluation of the objective, new priors can be implemented and tested very quickly. We demonstrate that this framework, in combination with different image priors produces results with PSNR values that match or exceed the results obtained by much more complex state-of-the-art blind motion deblurring algorithms.

  10. Simple stochastic simulation.

    Science.gov (United States)

    Schilstra, Maria J; Martin, Stephen R

    2009-01-01

    Stochastic simulations may be used to describe changes with time of a reaction system in a way that explicitly accounts for the fact that molecules show a significant degree of randomness in their dynamic behavior. The stochastic approach is almost invariably used when small numbers of molecules or molecular assemblies are involved because this randomness leads to significant deviations from the predictions of the conventional deterministic (or continuous) approach to the simulation of biochemical kinetics. Advances in computational methods over the three decades that have elapsed since the publication of Daniel Gillespie's seminal paper in 1977 (J. Phys. Chem. 81, 2340-2361) have allowed researchers to produce highly sophisticated models of complex biological systems. However, these models are frequently highly specific for the particular application and their description often involves mathematical treatments inaccessible to the nonspecialist. For anyone completely new to the field to apply such techniques in their own work might seem at first sight to be a rather intimidating prospect. However, the fundamental principles underlying the approach are in essence rather simple, and the aim of this article is to provide an entry point to the field for a newcomer. It focuses mainly on these general principles, both kinetic and computational, which tend to be not particularly well covered in specialist literature, and shows that interesting information may even be obtained using very simple operations in a conventional spreadsheet.

  11. AA, stochastic precooling pickup

    CERN Multimedia

    CERN PhotoLab

    1980-01-01

    The freshly injected antiprotons were subjected to fast stochastic "precooling". In this picture of a precooling pickup, the injection orbit is to the left, the stack orbit to the far right. After several seconds of precooling with the system's kickers (in momentum and in the vertical plane), the precooled antiprotons were transferred, by means of RF, to the stack tail, where they were subjected to further stochastic cooling in momentum and in both transverse planes, until they ended up, deeply cooled, in the stack core. During precooling, a shutter near the central orbit shielded the pickups from the signals emanating from the stack-core, whilst the stack-core was shielded from the violent action of the precooling kickers by a shutter on these. All shutters were opened briefly during transfer of the precooled antiprotons to the stack tail. Here, the shutter is not yet mounted. Precooling pickups and kickers had the same design, except that the kickers had cooling circuits and the pickups had none. Peering th...

  12. Behavioral Stochastic Resonance

    Science.gov (United States)

    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.

  13. Thermal mixtures in stochastic mechanics

    Energy Technology Data Exchange (ETDEWEB)

    Guerra, F [Rome Univ. (Italy). Ist. di Matematica; Loffredo, M I [Salerno Univ. (Italy). Ist. di Fisica

    1981-01-17

    Stochastic mechanics is extended to systems in thermal equilibrium. The resulting stochastic processes are mixtures of Nelson processes. Their Markov property is investigated in some simple cases. It is found that in order to inforce Markov property the algebra of observable associated to the present must be suitably enlarged.

  14. Stochastic Pi-calculus Revisited

    DEFF Research Database (Denmark)

    Cardelli, Luca; Mardare, Radu Iulian

    2013-01-01

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

  15. Alternative Asymmetric Stochastic Volatility Models

    NARCIS (Netherlands)

    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

  16. Stochastic ferromagnetism analysis and numerics

    CERN Document Server

    Brzezniak, Zdzislaw; Neklyudov, Mikhail; Prohl, Andreas

    2013-01-01

    This monograph examines magnetization dynamics at elevated temperatures which can be described by the stochastic Landau-Lifshitz-Gilbert equation (SLLG). Comparative computational studies with the stochastic model are included. Constructive tools such as e.g. finite element methods are used to derive the theoretical results, which are then used for computational studies.

  17. Pedestrian Walking Behavior Revealed through a Random Walk Model

    Directory of Open Access Journals (Sweden)

    Hui Xiong

    2012-01-01

    Full Text Available This paper applies method of continuous-time random walks for pedestrian flow simulation. In the model, pedestrians can walk forward or backward and turn left or right if there is no block. Velocities of pedestrian flow moving forward or diffusing are dominated by coefficients. The waiting time preceding each jump is assumed to follow an exponential distribution. To solve the model, a second-order two-dimensional partial differential equation, a high-order compact scheme with the alternating direction implicit method, is employed. In the numerical experiments, the walking domain of the first one is two-dimensional with two entrances and one exit, and that of the second one is two-dimensional with one entrance and one exit. The flows in both scenarios are one way. Numerical results show that the model can be used for pedestrian flow simulation.

  18. Variance decomposition in stochastic simulators.

    Science.gov (United States)

    Le Maître, O P; Knio, O M; Moraes, A

    2015-06-28

    This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

  19. Variance decomposition in stochastic simulators

    Science.gov (United States)

    Le Maître, O. P.; Knio, O. M.; Moraes, A.

    2015-06-01

    This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

  20. Brownian motion and stochastic calculus

    CERN Document Server

    Karatzas, Ioannis

    1998-01-01

    This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large num...

  1. Variance decomposition in stochastic simulators

    Energy Technology Data Exchange (ETDEWEB)

    Le Maître, O. P., E-mail: olm@limsi.fr [LIMSI-CNRS, UPR 3251, Orsay (France); Knio, O. M., E-mail: knio@duke.edu [Department of Mechanical Engineering and Materials Science, Duke University, Durham, North Carolina 27708 (United States); Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa [King Abdullah University of Science and Technology, Thuwal (Saudi Arabia)

    2015-06-28

    This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

  2. Variance decomposition in stochastic simulators

    KAUST Repository

    Le Maî tre, O. P.; Knio, O. M.; Moraes, Alvaro

    2015-01-01

    This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

  3. Understanding deterministic diffusion by correlated random walks

    International Nuclear Information System (INIS)

    Klages, R.; Korabel, N.

    2002-01-01

    Low-dimensional periodic arrays of scatterers with a moving point particle are ideal models for studying deterministic diffusion. For such systems the diffusion coefficient is typically an irregular function under variation of a control parameter. Here we propose a systematic scheme of how to approximate deterministic diffusion coefficients of this kind in terms of correlated random walks. We apply this approach to two simple examples which are a one-dimensional map on the line and the periodic Lorentz gas. Starting from suitable Green-Kubo formulae we evaluate hierarchies of approximations for their parameter-dependent diffusion coefficients. These approximations converge exactly yielding a straightforward interpretation of the structure of these irregular diffusion coefficients in terms of dynamical correlations. (author)

  4. The effects of total ankle replacement on ankle joint mechanics during walking

    Directory of Open Access Journals (Sweden)

    Henry Wang

    2017-09-01

    Conclusion: Three months after surgeries, the STAA patients experienced improvements in ankle function and gait parameters. The STAA ankle demonstrated improved ankle mechanics during daily activities such as walking.

  5. Model selection for integrated pest management with stochasticity.

    Science.gov (United States)

    Akman, Olcay; Comar, Timothy D; Hrozencik, Daniel

    2018-04-07

    In Song and Xiang (2006), an integrated pest management model with periodically varying climatic conditions was introduced. In order to address a wider range of environmental effects, the authors here have embarked upon a series of studies resulting in a more flexible modeling approach. In Akman et al. (2013), the impact of randomly changing environmental conditions is examined by incorporating stochasticity into the birth pulse of the prey species. In Akman et al. (2014), the authors introduce a class of models via a mixture of two birth-pulse terms and determined conditions for the global and local asymptotic stability of the pest eradication solution. With this work, the authors unify the stochastic and mixture model components to create further flexibility in modeling the impacts of random environmental changes on an integrated pest management system. In particular, we first determine the conditions under which solutions of our deterministic mixture model are permanent. We then analyze the stochastic model to find the optimal value of the mixing parameter that minimizes the variance in the efficacy of the pesticide. Additionally, we perform a sensitivity analysis to show that the corresponding pesticide efficacy determined by this optimization technique is indeed robust. Through numerical simulations we show that permanence can be preserved in our stochastic model. Our study of the stochastic version of the model indicates that our results on the deterministic model provide informative conclusions about the behavior of the stochastic model. Copyright © 2017 Elsevier Ltd. All rights reserved.

  6. Mechanical design of walking machines.

    Science.gov (United States)

    Arikawa, Keisuke; Hirose, Shigeo

    2007-01-15

    The performance of existing actuators, such as electric motors, is very limited, be it power-weight ratio or energy efficiency. In this paper, we discuss the method to design a practical walking machine under this severe constraint with focus on two concepts, the gravitationally decoupled actuation (GDA) and the coupled drive. The GDA decouples the driving system against the gravitational field to suppress generation of negative power and improve energy efficiency. On the other hand, the coupled drive couples the driving system to distribute the output power equally among actuators and maximize the utilization of installed actuator power. First, we depict the GDA and coupled drive in detail. Then, we present actual machines, TITAN-III and VIII, quadruped walking machines designed on the basis of the GDA, and NINJA-I and II, quadruped wall walking machines designed on the basis of the coupled drive. Finally, we discuss walking machines that travel on three-dimensional terrain (3D terrain), which includes the ground, walls and ceiling. Then, we demonstrate with computer simulation that we can selectively leverage GDA and coupled drive by walking posture control.

  7. Stochasticity and superadiabaticity in radiofrequency plasma heating

    International Nuclear Information System (INIS)

    Stix, T.H.

    1979-04-01

    In a plasma subject to radiofrequency fields, it is only the resonant particles - comprising just a minor portion of the total velocity distribution - which are strongly affected. Under near-fusion conditions, thermalization by Coulomb collisions is slow, and noncollisional stochasticity can play an important role in reshaping f(v). It is found that the common rf interactions, including Landau, cyclotron and transit-time damping, can be fitted in a unified manner by a simple two-step one-parameter (epsilon) mapping which can display collision-free stochastic or adiabatic (also called superadiabatic) behavior, depending on the choice of epsilon. The effect on the evolution of the space averaged f (x,v,t) is reasonably well described by a pseudo-stochastic diffusion function, D/sub PS/(v,epsilon) which is the quasilinear diffusion coefficient but with appropriate widening of the delta-function spikes. Coulomb collisions, leading to D/sub Coul/(v) which may be added and directly compared to D/sub PS/(v,epsilon), are introduced by Langevin terms in the mapping equations

  8. Stochastic phenomena in a fiber Raman amplifier

    Energy Technology Data Exchange (ETDEWEB)

    Kalashnikov, Vladimir [Aston Institute of Photonic Technologies, Aston University, Birmingham (United Kingdom); Institute of Photonics, Vienna University of Technology (Austria); Sergeyev, Sergey V. [Aston Institute of Photonic Technologies, Aston University, Birmingham (United Kingdom); Ania-Castanon, Juan Diego [Instituto de Optica CSIC, Madrid (Spain); Jacobsen, Gunnar [Acreo, Kista (Sweden); Popov, Sergei [Royal Institute of Technology (KTH), Stockholm (Sweden)

    2017-01-15

    The interplay of such cornerstones of modern nonlinear fiber optics as a nonlinearity, stochasticity and polarization leads to variety of the noise induced instabilities including polarization attraction and escape phenomena harnessing of which is a key to unlocking the fiber optic systems specifications required in high resolution spectroscopy, metrology, biomedicine and telecommunications. Here, by using direct stochastic modeling, the mapping of interplay of the Raman scattering-based nonlinearity, the random birefringence of a fiber, and the pump-to-signal intensity noise transfer has been done in terms of the fiber Raman amplifier parameters, namely polarization mode dispersion, the relative intensity noise of the pump laser, fiber length, and the signal power. The obtained results reveal conditions for emergence of the random birefringence-induced resonance-like enhancement of the gain fluctuations (stochastic anti-resonance) accompanied by pulse broadening and rare events in the form of low power output signals having probability heavily deviated from the Gaussian distribution. (copyright 2016 by WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim)

  9. Symbolic Computing in Probabilistic and Stochastic Analysis

    Directory of Open Access Journals (Sweden)

    Kamiński Marcin

    2015-12-01

    Full Text Available The main aim is to present recent developments in applications of symbolic computing in probabilistic and stochastic analysis, and this is done using the example of the well-known MAPLE system. The key theoretical methods discussed are (i analytical derivations, (ii the classical Monte-Carlo simulation approach, (iii the stochastic perturbation technique, as well as (iv some semi-analytical approaches. It is demonstrated in particular how to engage the basic symbolic tools implemented in any system to derive the basic equations for the stochastic perturbation technique and how to make an efficient implementation of the semi-analytical methods using an automatic differentiation and integration provided by the computer algebra program itself. The second important illustration is probabilistic extension of the finite element and finite difference methods coded in MAPLE, showing how to solve boundary value problems with random parameters in the environment of symbolic computing. The response function method belongs to the third group, where interference of classical deterministic software with the non-linear fitting numerical techniques available in various symbolic environments is displayed. We recover in this context the probabilistic structural response in engineering systems and show how to solve partial differential equations including Gaussian randomness in their coefficients.

  10. Performance improvement of optical CDMA networks with stochastic artificial bee colony optimization technique

    Science.gov (United States)

    Panda, Satyasen

    2018-05-01

    This paper proposes a modified artificial bee colony optimization (ABC) algorithm based on levy flight swarm intelligence referred as artificial bee colony levy flight stochastic walk (ABC-LFSW) optimization for optical code division multiple access (OCDMA) network. The ABC-LFSW algorithm is used to solve asset assignment problem based on signal to noise ratio (SNR) optimization in OCDM networks with quality of service constraints. The proposed optimization using ABC-LFSW algorithm provides methods for minimizing various noises and interferences, regulating the transmitted power and optimizing the network design for improving the power efficiency of the optical code path (OCP) from source node to destination node. In this regard, an optical system model is proposed for improving the network performance with optimized input parameters. The detailed discussion and simulation results based on transmitted power allocation and power efficiency of OCPs are included. The experimental results prove the superiority of the proposed network in terms of power efficiency and spectral efficiency in comparison to networks without any power allocation approach.

  11. Alfven-wave current drive and magnetic field stochasticity

    International Nuclear Information System (INIS)

    Litwin, C.; Hegna, C.C.

    1993-01-01

    Propagating Alfven waves can generate parallel current through an alpha effect. In resistive MHD however, the dynamo field is proportional to resistivity and as such cannot drive significant currents for realistic parameters. In the search for an enhancement of this effect the authors investigate the role of magnetic field stochasticity. They show that the presence of a stochastic magnetic field, either spontaneously generated by instabilities or induced externally, can enhance the alpha effect of the wave. This enhancement is caused by an increased wave dissipation due to both current diffusion and filamentation. For the range of parameters of current drive experiments at Phaedrus-T tokamak, a moderate field stochasticity leads to significant modifications in the loop voltage

  12. Stochastic Modelling, Analysis, and Simulations of the Solar Cycle Dynamic Process

    Science.gov (United States)

    Turner, Douglas C.; Ladde, Gangaram S.

    2018-03-01

    Analytical solutions, discretization schemes and simulation results are presented for the time delay deterministic differential equation model of the solar dynamo presented by Wilmot-Smith et al. In addition, this model is extended under stochastic Gaussian white noise parametric fluctuations. The introduction of stochastic fluctuations incorporates variables affecting the dynamo process in the solar interior, estimation error of parameters, and uncertainty of the α-effect mechanism. Simulation results are presented and analyzed to exhibit the effects of stochastic parametric volatility-dependent perturbations. The results generalize and extend the work of Hazra et al. In fact, some of these results exhibit the oscillatory dynamic behavior generated by the stochastic parametric additative perturbations in the absence of time delay. In addition, the simulation results of the modified stochastic models influence the change in behavior of the very recently developed stochastic model of Hazra et al.

  13. Quantum walks based on an interferometric analogy

    International Nuclear Information System (INIS)

    Hillery, Mark; Bergou, Janos; Feldman, Edgar

    2003-01-01

    There are presently two models for quantum walks on graphs. The ''coined'' walk uses discrete-time steps, and contains, besides the particle making the walk, a second quantum system, the coin, that determines the direction in which the particle will move. The continuous walk operates with continuous time. Here a third model for quantum walks is proposed, which is based on an analogy to optical interferometers. It is a discrete-time model, and the unitary operator that advances the walk one step depends only on the local structure of the graph on which the walk is taking place. This type of walk also allows us to introduce elements, such as phase shifters, that have no counterpart in classical random walks. Several examples are discussed

  14. A developmental basis for stochasticity in floral organ numbers

    Science.gov (United States)

    Kitazawa, Miho S.; Fujimoto, Koichi

    2014-01-01

    Stochasticity ubiquitously inevitably appears at all levels from molecular traits to multicellular, morphological traits. Intrinsic stochasticity in biochemical reactions underlies the typical intercellular distributions of chemical concentrations, e.g., morphogen gradients, which can give rise to stochastic morphogenesis. While the universal statistics and mechanisms underlying the stochasticity at the biochemical level have been widely analyzed, those at the morphological level have not. Such morphological stochasticity is found in foral organ numbers. Although the floral organ number is a hallmark of floral species, it can distribute stochastically even within an individual plant. The probability distribution of the floral organ number within a population is usually asymmetric, i.e., it is more likely to increase rather than decrease from the modal value, or vice versa. We combined field observations, statistical analysis, and mathematical modeling to study the developmental basis of the variation in floral organ numbers among 50 species mainly from Ranunculaceae and several other families from core eudicots. We compared six hypothetical mechanisms and found that a modified error function reproduced much of the asymmetric variation found in eudicot floral organ numbers. The error function is derived from mathematical modeling of floral organ positioning, and its parameters represent measurable distances in the floral bud morphologies. The model predicts two developmental sources of the organ-number distributions: stochastic shifts in the expression boundaries of homeotic genes and a semi-concentric (whorled-type) organ arrangement. Other models species- or organ-specifically reproduced different types of distributions that reflect different developmental processes. The organ-number variation could be an indicator of stochasticity in organ fate determination and organ positioning. PMID:25404932

  15. Who walks? Factors associated with walking behavior in disabled older women with and without self-reported walking difficulty.

    Science.gov (United States)

    Simonsick, E M; Guralnik, J M; Fried, L P

    1999-06-01

    To determine how severity of walking difficulty and sociodemographic, psychosocial, and health-related factors influence walking behavior in disabled older women. Cross-sectional analyses of baseline data from the Women's Health and Aging Study (WHAS). An urban community encompassing 12 contiguous zip code areas in the eastern portion of Baltimore City and part of Baltimore County, Maryland. A total of 920 moderately to severely disabled community-resident women, aged 65 years and older, identified from an age-stratified random sample of Medicare beneficiaries. Walking behavior was defined as minutes walked for exercise and total blocks walked per week. Independent variables included self-reported walking difficulty, sociodemographic factors, psychological status (depression, mastery, anxiety, and cognition), and health-related factors (falls and fear of falling, fatigue, vision and balance problems, weight, smoking, and cane use). Walking at least 8 blocks per week was strongly negatively related to severity of walking difficulty. Independent of difficulty level, older age, black race, fatigue, obesity, and cane use were also negatively associated with walking; living alone and high mastery had a positive association with walking. Even among functionally limited women, sociocultural, psychological, and health-related factors were independently associated with walking behavior. Thus, programs aimed at improving walking ability need to address these factors in addition to walking difficulties to maximize participation and compliance.

  16. Ground reaction forces during level ground walking with body weight unloading

    Science.gov (United States)

    Barela, Ana M. F.; de Freitas, Paulo B.; Celestino, Melissa L.; Camargo, Marcela R.; Barela, José A.

    2014-01-01

    Background: Partial body weight support (BWS) systems have been broadly used with treadmills as a strategy for gait training of individuals with gait impairments. Considering that we usually walk on level ground and that BWS is achieved by altering the load on the plantar surface of the foot, it would be important to investigate some ground reaction force (GRF) parameters in healthy individuals walking on level ground with BWS to better implement rehabilitation protocols for individuals with gait impairments. Objective: To describe the effects of body weight unloading on GRF parameters as healthy young adults walked with BWS on level ground. Method: Eighteen healthy young adults (27±4 years old) walked on a walkway, with two force plates embedded in the middle of it, wearing a harness connected to a BWS system, with 0%, 15%, and 30% BWS. Vertical and horizontal peaks and vertical valley of GRF, weight acceptance and push-off rates, and impulse were calculated and compared across the three experimental conditions. Results: Overall, participants walked more slowly with the BWS system on level ground compared to their normal walking speed. As body weight unloading increased, the magnitude of the GRF forces decreased. Conversely, weight acceptance rate was similar among conditions. Conclusions: Different amounts of body weight unloading promote different outputs of GRF parameters, even with the same mean walk speed. The only parameter that was similar among the three experimental conditions was the weight acceptance rate. PMID:25590450

  17. Ground reaction forces during level ground walking with body weight unloading

    Directory of Open Access Journals (Sweden)

    Ana M. F. Barela

    2014-12-01

    Full Text Available Background: Partial body weight support (BWS systems have been broadly used with treadmills as a strategy for gait training of individuals with gait impairments. Considering that we usually walk on level ground and that BWS is achieved by altering the load on the plantar surface of the foot, it would be important to investigate some ground reaction force (GRF parameters in healthy individuals walking on level ground with BWS to better implement rehabilitation protocols for individuals with gait impairments. Objective: To describe the effects of body weight unloading on GRF parameters as healthy young adults walked with BWS on level ground. Method: Eighteen healthy young adults (27±4 years old walked on a walkway, with two force plates embedded in the middle of it, wearing a harness connected to a BWS system, with 0%, 15%, and 30% BWS. Vertical and horizontal peaks and vertical valley of GRF, weight acceptance and push-off rates, and impulse were calculated and compared across the three experimental conditions. Results: Overall, participants walked more slowly with the BWS system on level ground compared to their normal walking speed. As body weight unloading increased, the magnitude of the GRF forces decreased. Conversely, weight acceptance rate was similar among conditions. Conclusions: Different amounts of body weight unloading promote different outputs of GRF parameters, even with the same mean walk speed. The only parameter that was similar among the three experimental conditions was the weight acceptance rate.

  18. Single and Dual Task Walking

    Directory of Open Access Journals (Sweden)

    Natalie de Bruin

    2010-01-01

    Full Text Available This study explored the viability and efficacy of integrating cadence-matched, salient music into a walking intervention for patients with Parkinson's disease (PD. Twenty-two people with PD were randomised to a control (CTRL, n=11 or experimental (MUSIC, n=11 group. MUSIC subjects walked with an individualised music playlist three times a week for the intervention period. Playlists were designed to meet subject's musical preferences. In addition, the tempo of the music closely matched (±10–15 bpm the subject's preferred cadence. CTRL subjects continued with their regular activities during the intervention. The effects of training accompanied by “walking songs” were evaluated using objective measures of gait score. The MUSIC group improved gait velocity, stride time, cadence, and motor symptom severity following the intervention. This is the first study to demonstrate that music listening can be safely implemented amongst PD patients during home exercise.

  19. Walking the history of healthcare.

    Science.gov (United States)

    Black, Nick

    2007-12-01

    The history of healthcare is complex, confusing and contested. In Walking London's medical history the story of how health services developed from medieval times to the present day is told through seven walks. The book also aims to help preserve our legacy, as increasingly former healthcare buildings are converted to other uses, and to enhance understanding of the current challenges we face in trying to improve healthcare in the 21st century. Each walk has a theme, ranging from the way hospitals merge or move and the development of primary care to how key healthcare trades became professions and the competition between the church, Crown and City for control of healthcare. While recognising the contributions of the 'great men of medicine', the book takes as much interest in the six ambulance stations built by the London County Council (1915) as the grandest teaching hospitals.

  20. Stochastic population theories

    CERN Document Server

    Ludwig, Donald

    1974-01-01

    These notes serve as an introduction to stochastic theories which are useful in population biology; they are based on a course given at the Courant Institute, New York, in the Spring of 1974. In order to make the material. accessible to a wide audience, it is assumed that the reader has only a slight acquaintance with probability theory and differential equations. The more sophisticated topics, such as the qualitative behavior of nonlinear models, are approached through a succession of simpler problems. Emphasis is placed upon intuitive interpretations, rather than upon formal proofs. In most cases, the reader is referred elsewhere for a rigorous development. On the other hand, an attempt has been made to treat simple, useful models in some detail. Thus these notes complement the existing mathematical literature, and there appears to be little duplication of existing works. The authors are indebted to Miss Jeanette Figueroa for her beautiful and speedy typing of this work. The research was supported by the Na...

  1. Propagator of stochastic electrodynamics

    International Nuclear Information System (INIS)

    Cavalleri, G.

    1981-01-01

    The ''elementary propagator'' for the position of a free charged particle subject to the zero-point electromagnetic field with Lorentz-invariant spectral density proportionalω 3 is obtained. The nonstationary process for the position is solved by the stationary process for the acceleration. The dispersion of the position elementary propagator is compared with that of quantum electrodynamics. Finally, the evolution of the probability density is obtained starting from an initial distribution confined in a small volume and with a Gaussian distribution in the velocities. The resulting probability density for the position turns out to be equal, to within radiative corrections, to psipsi* where psi is the Kennard wave packet. If the radiative corrections are retained, the present result is new since the corresponding expression in quantum electrodynamics has not yet been found. Besides preceding quantum electrodynamics for this problem, no renormalization is required in stochastic electrodynamics

  2. Kinematic Adaptations of Forward and Backward Walking on Land and in Water

    Directory of Open Access Journals (Sweden)

    Cadenas-Sanchez Cristina

    2015-12-01

    Full Text Available The aim of this study was to compare sagittal plane lower limb kinematics during walking on land and submerged to the hip in water. Eight healthy adults (age 22.1 ± 1.1 years, body height 174.8 ± 7.1 cm, body mass 63.4 ± 6.2 kg were asked to cover a distance of 10 m at comfortable speed with controlled step frequency, walking forward or backward. Sagittal plane lower limb kinematics were obtained from three dimensional video analysis to compare spatiotemporal gait parameters and joint angles at selected events using two-way repeated measures ANOVA. Key findings were a reduced walking speed, stride length, step length and a support phase in water, and step length asymmetry was higher compared to the land condition (p<0.05. At initial contact, knees and hips were more flexed during walking forward in water, whilst, ankles were more dorsiflexed during walking backward in water. At final stance, knees and ankles were more flexed during forward walking, whilst the hip was more flexed during backward walking. These results show how walking in water differs from walking on land, and provide valuable insights into the development and prescription of rehabilitation and training programs.

  3. Evoking prescribed spike times in stochastic neurons

    Science.gov (United States)

    Doose, Jens; Lindner, Benjamin

    2017-09-01

    Single cell stimulation in vivo is a powerful tool to investigate the properties of single neurons and their functionality in neural networks. We present a method to determine a cell-specific stimulus that reliably evokes a prescribed spike train with high temporal precision of action potentials. We test the performance of this stimulus in simulations for two different stochastic neuron models. For a broad range of parameters and a neuron firing with intermediate firing rates (20-40 Hz) the reliability in evoking the prescribed spike train is close to its theoretical maximum that is mainly determined by the level of intrinsic noise.

  4. Accelerated Sensitivity Analysis in High-Dimensional Stochastic Reaction Networks.

    Science.gov (United States)

    Arampatzis, Georgios; Katsoulakis, Markos A; Pantazis, Yannis

    2015-01-01

    Existing sensitivity analysis approaches are not able to handle efficiently stochastic reaction networks with a large number of parameters and species, which are typical in the modeling and simulation of complex biochemical phenomena. In this paper, a two-step strategy for parametric sensitivity analysis for such systems is proposed, exploiting advantages and synergies between two recently proposed sensitivity analysis methodologies for stochastic dynamics. The first method performs sensitivity analysis of the stochastic dynamics by means of the Fisher Information Matrix on the underlying distribution of the trajectories; the second method is a reduced-variance, finite-difference, gradient-type sensitivity approach relying on stochastic coupling techniques for variance reduction. Here we demonstrate that these two methods can be combined and deployed together by means of a new sensitivity bound which incorporates the variance of the quantity of interest as well as the Fisher Information Matrix estimated from the first method. The first step of the proposed strategy labels sensitivities using the bound and screens out the insensitive parameters in a controlled manner. In the second step of the proposed strategy, a finite-difference method is applied only for the sensitivity estimation of the (potentially) sensitive parameters that have not been screened out in the first step. Results on an epidermal growth factor network with fifty parameters and on a protein homeostasis with eighty parameters demonstrate that the proposed strategy is able to quickly discover and discard the insensitive parameters and in the remaining potentially sensitive parameters it accurately estimates the sensitivities. The new sensitivity strategy can be several times faster than current state-of-the-art approaches that test all parameters, especially in "sloppy" systems. In particular, the computational acceleration is quantified by the ratio between the total number of parameters over the

  5. Accelerated Sensitivity Analysis in High-Dimensional Stochastic Reaction Networks.

    Directory of Open Access Journals (Sweden)

    Georgios Arampatzis

    Full Text Available Existing sensitivity analysis approaches are not able to handle efficiently stochastic reaction networks with a large number of parameters and species, which are typical in the modeling and simulation of complex biochemical phenomena. In this paper, a two-step strategy for parametric sensitivity analysis for such systems is proposed, exploiting advantages and synergies between two recently proposed sensitivity analysis methodologies for stochastic dynamics. The first method performs sensitivity analysis of the stochastic dynamics by means of the Fisher Information Matrix on the underlying distribution of the trajectories; the second method is a reduced-variance, finite-difference, gradient-type sensitivity approach relying on stochastic coupling techniques for variance reduction. Here we demonstrate that these two methods can be combined and deployed together by means of a new sensitivity bound which incorporates the variance of the quantity of interest as well as the Fisher Information Matrix estimated from the first method. The first step of the proposed strategy labels sensitivities using the bound and screens out the insensitive parameters in a controlled manner. In the second step of the proposed strategy, a finite-difference method is applied only for the sensitivity estimation of the (potentially sensitive parameters that have not been screened out in the first step. Results on an epidermal growth factor network with fifty parameters and on a protein homeostasis with eighty parameters demonstrate that the proposed strategy is able to quickly discover and discard the insensitive parameters and in the remaining potentially sensitive parameters it accurately estimates the sensitivities. The new sensitivity strategy can be several times faster than current state-of-the-art approaches that test all parameters, especially in "sloppy" systems. In particular, the computational acceleration is quantified by the ratio between the total number of

  6. Pedagogies of the Walking Dead

    Directory of Open Access Journals (Sweden)

    Michael A. Peters

    2016-04-01

    Full Text Available This paper investigates the trope of the zombie and the recent upsurge in popular culture surrounding the figure of the zombie described as the “walking dead”. We investigate this trope and figure as a means of analyzing the “pedagogy of the walking dead” with particular attention to the crisis of education in the era of neoliberal capitalism. In particular we examine the professionalization and responsibilization of teachers in the new regulative environment and ask whether there is any room left for the project of critical education.

  7. RES: Regularized Stochastic BFGS Algorithm

    Science.gov (United States)

    Mokhtari, Aryan; Ribeiro, Alejandro

    2014-12-01

    RES, a regularized stochastic version of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton method is proposed to solve convex optimization problems with stochastic objectives. The use of stochastic gradient descent algorithms is widespread, but the number of iterations required to approximate optimal arguments can be prohibitive in high dimensional problems. Application of second order methods, on the other hand, is impracticable because computation of objective function Hessian inverses incurs excessive computational cost. BFGS modifies gradient descent by introducing a Hessian approximation matrix computed from finite gradient differences. RES utilizes stochastic gradients in lieu of deterministic gradients for both, the determination of descent directions and the approximation of the objective function's curvature. Since stochastic gradients can be computed at manageable computational cost RES is realizable and retains the convergence rate advantages of its deterministic counterparts. Convergence results show that lower and upper bounds on the Hessian egeinvalues of the sample functions are sufficient to guarantee convergence to optimal arguments. Numerical experiments showcase reductions in convergence time relative to stochastic gradient descent algorithms and non-regularized stochastic versions of BFGS. An application of RES to the implementation of support vector machines is developed.

  8. Efficient Estimating Functions for Stochastic Differential Equations

    DEFF Research Database (Denmark)

    Jakobsen, Nina Munkholt

    The overall topic of this thesis is approximate martingale estimating function-based estimationfor solutions of stochastic differential equations, sampled at high frequency. Focuslies on the asymptotic properties of the estimators. The first part of the thesis deals with diffusions observed over...... a fixed time interval. Rate optimal and effcient estimators areobtained for a one-dimensional diffusion parameter. Stable convergence in distribution isused to achieve a practically applicable Gaussian limit distribution for suitably normalisedestimators. In a simulation example, the limit distributions...... multidimensional parameter. Conditions for rate optimality and effciency of estimatorsof drift-jump and diffusion parameters are given in some special cases. Theseconditions are found to extend the pre-existing conditions applicable to continuous diffusions,and impose much stronger requirements on the estimating...

  9. A Proposed Stochastic Finite Difference Approach Based on Homogenous Chaos Expansion

    Directory of Open Access Journals (Sweden)

    O. H. Galal

    2013-01-01

    Full Text Available This paper proposes a stochastic finite difference approach, based on homogenous chaos expansion (SFDHC. The said approach can handle time dependent nonlinear as well as linear systems with deterministic or stochastic initial and boundary conditions. In this approach, included stochastic parameters are modeled as second-order stochastic processes and are expanded using Karhunen-Loève expansion, while the response function is approximated using homogenous chaos expansion. Galerkin projection is used in converting the original stochastic partial differential equation (PDE into a set of coupled deterministic partial differential equations and then solved using finite difference method. Two well-known equations were used for efficiency validation of the method proposed. First one being the linear diffusion equation with stochastic parameter and the second is the nonlinear Burger's equation with stochastic parameter and stochastic initial and boundary conditions. In both of these examples, the probability distribution function of the response manifested close conformity to the results obtained from Monte Carlo simulation with optimized computational cost.

  10. Walk Score(TM), Perceived Neighborhood Walkability, and walking in the US.

    Science.gov (United States)

    Tuckel, Peter; Milczarski, William

    2015-03-01

    To investigate both the Walk Score(TM) and a self-reported measure of neighborhood walkability ("Perceived Neighborhood Walkability") as estimators of transport and recreational walking among Americans. The study is based upon a survey of a nationally-representative sample of 1224 American adults. The survey gauged walking for both transport and recreation and included a self-reported measure of neighborhood walkability and each respondent's Walk Score(TM). Binary logistic and linear regression analyses were performed on the data. The Walk Score(TM) is associated with walking for transport, but not recreational walking nor total walking. Perceived Neighborhood Walkability is associated with transport, recreational and total walking. Perceived Neighborhood Walkability captures the experiential nature of walking more than the Walk Score(TM).

  11. The stochastic dynamics of intermittent porescale particle motion

    Science.gov (United States)

    Dentz, Marco; Morales, Veronica; Puyguiraud, Alexandre; Gouze, Philippe; Willmann, Matthias; Holzner, Markus

    2017-04-01

    Numerical and experimental data for porescale particle dynamics show intermittent patterns in Lagrangian velocities and accelerations, which manifest in long time intervals of low and short durations of high velocities [1, 2]. This phenomenon is due to the spatial persistence of particle velocities on characteristic heterogeneity length scales. In order to systematically quantify these behaviors and extract the stochastic dynamics of particle motion, we focus on the analysis of Lagrangian velocities sampled equidistantly along trajectories [3]. This method removes the intermittency observed under isochrone sampling. The space-Lagrangian velocity series can be quantified by a Markov process that is continuous in distance along streamline. It is fully parameterized in terms of the flux-weighted Eulerian velocity PDF and the characteristic pore-length. The resulting stochastic particle motion describes a continuous time random walk (CTRW). This approach allows for the process based interpretation of experimental and numerical porescale velocity, acceleration and displacement data. It provides a framework for the characterization and upscaling of particle transport and dispersion from the pore to the Darcy-scale based on the medium geometry and Eulerian flow attributes. [1] P. De Anna, T. Le Borgne, M. Dentz, A.M. Tartakovsky, D. Bolster, and P. Davy, "Flow intermittency, dispersion, and correlated continuous time random walks in porous media," Phys. Rev. Lett. 110, 184502 (2013). [2] M. Holzner, V. L. Morales, M. Willmann, and M. Dentz, "Intermittent Lagrangian velocities and accelerations in three- dimensional porous medium flow," Phys. Rev. E 92, 013015 (2015). [3] M. Dentz, P. K. Kang, A. Comolli, T. Le Borgne, and D. R. Lester, "Continuous time random walks for the evolution of Lagrangian velocities," Phys. Rev. Fluids (2016).

  12. Stochastic estimation of electricity consumption

    International Nuclear Information System (INIS)

    Kapetanovic, I.; Konjic, T.; Zahirovic, Z.

    1999-01-01

    Electricity consumption forecasting represents a part of the stable functioning of the power system. It is very important because of rationality and increase of control process efficiency and development planning of all aspects of society. On a scientific basis, forecasting is a possible way to solve problems. Among different models that have been used in the area of forecasting, the stochastic aspect of forecasting as a part of quantitative models takes a very important place in applications. ARIMA models and Kalman filter as stochastic estimators have been treated together for electricity consumption forecasting. Therefore, the main aim of this paper is to present the stochastic forecasting aspect using short time series. (author)

  13. Linear stochastic neutron transport theory

    International Nuclear Information System (INIS)

    Lewins, J.

    1978-01-01

    A new and direct derivation of the Bell-Pal fundamental equation for (low power) neutron stochastic behaviour in the Boltzmann continuum model is given. The development includes correlation of particle emission direction in induced and spontaneous fission. This leads to generalizations of the backward and forward equations for the mean and variance of neutron behaviour. The stochastic importance for neutron transport theory is introduced and related to the conventional deterministic importance. Defining equations and moment equations are derived and shown to be related to the backward fundamental equation with the detector distribution of the operational definition of stochastic importance playing the role of an adjoint source. (author)

  14. Introduction to stochastic dynamic programming

    CERN Document Server

    Ross, Sheldon M; Lukacs, E

    1983-01-01

    Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming. The book begins with a chapter on various finite-stage models, illustrating the wide range of applications of stochastic dynamic programming. Subsequent chapters study infinite-stage models: discounting future returns, minimizing nonnegative costs, maximizing nonnegative returns, and maximizing the long-run average return. Each of these chapters first considers whether an optimal policy need exist-providing counterexamples where appropriate-and the

  15. Adults' Daily Walking for Travel and Leisure: Interaction Between Attitude Toward Walking and the Neighborhood Environment.

    Science.gov (United States)

    Yang, Yong; Diez-Roux, Ana V

    2017-09-01

    Studies on how the interaction of psychological and environmental characteristics influences walking are limited, and the results are inconsistent. Our aim is to examine how the attitude toward walking and neighborhood environments interacts to influence walking. Cross-sectional phone and mail survey. Participants randomly sampled from 6 study sites including Los Angeles, Chicago, Baltimore, Minneapolis, Manhattan, and Bronx Counties in New York City, and Forsyth and Davidson Counties in North Carolina. The final sample consisted of 2621 persons from 2011 to 2012. Total minutes of walking for travel or leisure, attitude toward walking, and perceptions of the neighborhood environments were self-reported. Street Smart (SS) Walk Score (a measure of walkability derived from a variety of geographic data) was obtained for each residential location. Linear regression models adjusting for age, gender, race/ethnicity, education, and income. Attitude toward walking was positively associated with walking for both purposes. Walking for travel was significantly associated with SS Walk Score, whereas walking for leisure was not. The SS Walk Score and selected perceived environment characteristics were associated with walking in people with a very positive attitude toward walking but were not associated with walking in people with a less positive attitude. Attitudes toward walking and neighborhood environments interact to affect walking behavior.

  16. Deterministic Versus Stochastic Interpretation of Continuously Monitored Sewer Systems

    DEFF Research Database (Denmark)

    Harremoës, Poul; Carstensen, Niels Jacob

    1994-01-01

    An analysis has been made of the uncertainty of input parameters to deterministic models for sewer systems. The analysis reveals a very significant uncertainty, which can be decreased, but not eliminated and has to be considered for engineering application. Stochastic models have a potential for ...

  17. Stochastic processes analysis in nuclear reactor using ARMA models

    International Nuclear Information System (INIS)

    Zavaljevski, N.

    1990-01-01

    The analysis of ARMA model derived from general stochastic state equations of nuclear reactor is given. The dependence of ARMA model parameters on the main physical characteristics of RB nuclear reactor in Vinca is presented. Preliminary identification results are presented, observed discrepancies between theory and experiment are explained and the possibilities of identification improvement are anticipated. (author)

  18. Stochastic Properties of Plasticity Based Constitutive Law for Concrete

    DEFF Research Database (Denmark)

    Frier, Christian; Sørensen, John Dalsgaard

    The purpose of this paper is to obtain a stochastic model for the parameters in a constitutive model for concrete based on associated plasticity theory and with emphasis placed on the pre-failure range. The constitutive model is based on a Drucker Prager yield surface augmented by a Rankine cut-o...

  19. 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...

  20. Bias-reduced estimation of long memory stochastic volatility

    DEFF Research Database (Denmark)

    Frederiksen, Per; Nielsen, Morten Ørregaard

    We propose to use a variant of the local polynomial Whittle estimator to estimate the memory parameter in volatility for long memory stochastic volatility models with potential nonstation- arity in the volatility process. We show that the estimator is asymptotically normal and capable of obtaining...