Hyperbolic Cross Truncations for Stochastic Fourier Cosine Series
Zhang, Zhihua
2014-01-01
Based on our decomposition of stochastic processes and our asymptotic representations of Fourier cosine coefficients, we deduce an asymptotic formula of approximation errors of hyperbolic cross truncations for bivariate stochastic Fourier cosine series. Moreover we propose a kind of Fourier cosine expansions with polynomials factors such that the corresponding Fourier cosine coefficients decay very fast. Although our research is in the setting of stochastic processes, our results are also new for deterministic functions. PMID:25147842
NLSE: Parameter-Based Inversion Algorithm
Sabbagh, Harold A.; Murphy, R. Kim; Sabbagh, Elias H.; Aldrin, John C.; Knopp, Jeremy S.
Chapter 11 introduced us to the notion of an inverse problem and gave us some examples of the value of this idea to the solution of realistic industrial problems. The basic inversion algorithm described in Chap. 11 was based upon the Gauss-Newton theory of nonlinear least-squares estimation and is called NLSE in this book. In this chapter we will develop the mathematical background of this theory more fully, because this algorithm will be the foundation of inverse methods and their applications during the remainder of this book. We hope, thereby, to introduce the reader to the application of sophisticated mathematical concepts to engineering practice without introducing excessive mathematical sophistication.
Fitting Social Network Models Using Varying Truncation Stochastic Approximation MCMC Algorithm
Jin, Ick Hoon
2013-10-01
The exponential random graph model (ERGM) plays a major role in social network analysis. However, parameter estimation for the ERGM is a hard problem due to the intractability of its normalizing constant and the model degeneracy. The existing algorithms, such as Monte Carlo maximum likelihood estimation (MCMLE) and stochastic approximation, often fail for this problem in the presence of model degeneracy. In this article, we introduce the varying truncation stochastic approximation Markov chain Monte Carlo (SAMCMC) algorithm to tackle this problem. The varying truncation mechanism enables the algorithm to choose an appropriate starting point and an appropriate gain factor sequence, and thus to produce a reasonable parameter estimate for the ERGM even in the presence of model degeneracy. The numerical results indicate that the varying truncation SAMCMC algorithm can significantly outperform the MCMLE and stochastic approximation algorithms: for degenerate ERGMs, MCMLE and stochastic approximation often fail to produce any reasonable parameter estimates, while SAMCMC can do; for nondegenerate ERGMs, SAMCMC can work as well as or better than MCMLE and stochastic approximation. The data and source codes used for this article are available online as supplementary materials. © 2013 American Statistical Association, Institute of Mathematical Statistics, and Interface Foundation of North America.
A one-time truncate and encode multiresolution stochastic framework
Energy Technology Data Exchange (ETDEWEB)
Abgrall, R.; Congedo, P.M.; Geraci, G., E-mail: gianluca.geraci@inria.fr
2014-01-15
In this work a novel adaptive strategy for stochastic problems, inspired from the classical Harten's framework, is presented. The proposed algorithm allows building, in a very general manner, stochastic numerical schemes starting from a whatever type of deterministic schemes and handling a large class of problems, from unsteady to discontinuous solutions. Its formulations permits to recover the same results concerning the interpolation theory of the classical multiresolution approach, but with an extension to uncertainty quantification problems. The present strategy permits to build numerical scheme with a higher accuracy with respect to other classical uncertainty quantification techniques, but with a strong reduction of the numerical cost and memory requirements. Moreover, the flexibility of the proposed approach allows to employ any kind of probability density function, even discontinuous and time varying, without introducing further complications in the algorithm. The advantages of the present strategy are demonstrated by performing several numerical problems where different forms of uncertainty distributions are taken into account, such as discontinuous and unsteady custom-defined probability density functions. In addition to algebraic and ordinary differential equations, numerical results for the challenging 1D Kraichnan–Orszag are reported in terms of accuracy and convergence. Finally, a two degree-of-freedom aeroelastic model for a subsonic case is presented. Though quite simple, the model allows recovering some physical key aspect, on the fluid/structure interaction, thanks to the quasi-steady aerodynamic approximation employed. The injection of an uncertainty is chosen in order to obtain a complete parameterization of the mass matrix. All the numerical results are compared with respect to classical Monte Carlo solution and with a non-intrusive Polynomial Chaos method.
Elsawy, Hesham
2014-08-01
Using stochastic geometry, we develop a tractable uplink modeling paradigm for outage probability and spectral efficiency in both single and multi-tier cellular wireless networks. The analysis accounts for per user equipment (UE) power control as well as the maximum power limitations for UEs. More specifically, for interference mitigation and robust uplink communication, each UE is required to control its transmit power such that the average received signal power at its serving base station (BS) is equal to a certain threshold ρo. Due to the limited transmit power, the UEs employ a truncated channel inversion power control policy with a cutoff threshold of ρo. We show that there exists a transfer point in the uplink system performance that depends on the following tuple: BS intensity λ, maximum transmit power of UEs Pu, and ρo. That is, when Pu is a tight operational constraint with respect to (w.r.t.) λ and ρo, the uplink outage probability and spectral efficiency highly depend on the values of λ and ρo. In this case, there exists an optimal cutoff threshold ρ*o, which depends on the system parameters, that minimizes the outage probability. On the other hand, when Pu is not a binding operational constraint w.r.t. λ and ρo, the uplink outage probability and spectral efficiency become independent of λ and ρo. We obtain approximate yet accurate simple expressions for outage probability and spectral efficiency, which reduce to closed forms in some special cases. © 2002-2012 IEEE.
Elsawy, Hesham; Hossain, Ekram
2014-01-01
Using stochastic geometry, we develop a tractable uplink modeling paradigm for outage probability and spectral efficiency in both single and multi-tier cellular wireless networks. The analysis accounts for per user equipment (UE) power control
A Post-Truncation Parameterization of Truncated Normal Technical Inefficiency
Christine Amsler; Peter Schmidt; Wen-Jen Tsay
2013-01-01
In this paper we consider a stochastic frontier model in which the distribution of technical inefficiency is truncated normal. In standard notation, technical inefficiency u is distributed as N^+ (μ,σ^2). This distribution is affected by some environmental variables z that may or may not affect the level of the frontier but that do affect the shortfall of output from the frontier. We will distinguish the pre-truncation mean (μ) and variance (σ^2) from the post-truncation mean μ_*=E(u) and var...
New Schemes for Positive Real Truncation
Directory of Open Access Journals (Sweden)
Kari Unneland
2007-07-01
Full Text Available Model reduction, based on balanced truncation, of stable and of positive real systems are considered. An overview over some of the already existing techniques are given: Lyapunov balancing and stochastic balancing, which includes Riccati balancing. A novel scheme for positive real balanced truncation is then proposed, which is a combination of the already existing Lyapunov balancing and Riccati balancing. Using Riccati balancing, the solution of two Riccati equations are needed to obtain positive real reduced order systems. For the suggested method, only one Lyapunov equation and one Riccati equation are solved in order to obtain positive real reduced order systems, which is less computationally demanding. Further it is shown, that in order to get positive real reduced order systems, only one Riccati equation needs to be solved. Finally, this is used to obtain positive real frequency weighted balanced truncation.
R Programs for Truncated Distributions
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Saralees Nadarajah
2006-08-01
Full Text Available Truncated distributions arise naturally in many practical situations. In this note, we provide programs for computing six quantities of interest (probability density function, mean, variance, cumulative distribution function, quantile function and random numbers for any truncated distribution: whether it is left truncated, right truncated or doubly truncated. The programs are written in R: a freely downloadable statistical software.
Stochastic inverse problems: Models and metrics
International Nuclear Information System (INIS)
Sabbagh, Elias H.; Sabbagh, Harold A.; Murphy, R. Kim; Aldrin, John C.; Annis, Charles; Knopp, Jeremy S.
2015-01-01
In past work, we introduced model-based inverse methods, and applied them to problems in which the anomaly could be reasonably modeled by simple canonical shapes, such as rectangular solids. In these cases the parameters to be inverted would be length, width and height, as well as the occasional probe lift-off or rotation. We are now developing a formulation that allows more flexibility in modeling complex flaws. The idea consists of expanding the flaw in a sequence of basis functions, and then solving for the expansion coefficients of this sequence, which are modeled as independent random variables, uniformly distributed over their range of values. There are a number of applications of such modeling: 1. Connected cracks and multiple half-moons, which we have noted in a POD set. Ideally we would like to distinguish connected cracks from one long shallow crack. 2. Cracks of irregular profile and shape which have appeared in cold work holes during bolt-hole eddy-current inspection. One side of such cracks is much deeper than other. 3. L or C shaped crack profiles at the surface, examples of which have been seen in bolt-hole cracks. By formulating problems in a stochastic sense, we are able to leverage the stochastic global optimization algorithms in NLSE, which is resident in VIC-3D®, to answer questions of global minimization and to compute confidence bounds using the sensitivity coefficient that we get from NLSE. We will also address the issue of surrogate functions which are used during the inversion process, and how they contribute to the quality of the estimation of the bounds
Stochastic inverse problems: Models and metrics
Sabbagh, Elias H.; Sabbagh, Harold A.; Murphy, R. Kim; Aldrin, John C.; Annis, Charles; Knopp, Jeremy S.
2015-03-01
In past work, we introduced model-based inverse methods, and applied them to problems in which the anomaly could be reasonably modeled by simple canonical shapes, such as rectangular solids. In these cases the parameters to be inverted would be length, width and height, as well as the occasional probe lift-off or rotation. We are now developing a formulation that allows more flexibility in modeling complex flaws. The idea consists of expanding the flaw in a sequence of basis functions, and then solving for the expansion coefficients of this sequence, which are modeled as independent random variables, uniformly distributed over their range of values. There are a number of applications of such modeling: 1. Connected cracks and multiple half-moons, which we have noted in a POD set. Ideally we would like to distinguish connected cracks from one long shallow crack. 2. Cracks of irregular profile and shape which have appeared in cold work holes during bolt-hole eddy-current inspection. One side of such cracks is much deeper than other. 3. L or C shaped crack profiles at the surface, examples of which have been seen in bolt-hole cracks. By formulating problems in a stochastic sense, we are able to leverage the stochastic global optimization algorithms in NLSE, which is resident in VIC-3D®, to answer questions of global minimization and to compute confidence bounds using the sensitivity coefficient that we get from NLSE. We will also address the issue of surrogate functions which are used during the inversion process, and how they contribute to the quality of the estimation of the bounds.
Properties of truncated multiplicity distributions
International Nuclear Information System (INIS)
Lupia, S.
1995-01-01
Truncation effects on multiplicity distributions are discussed. Observables sensitive to the tail, like factorial moments, factorial cumulants and their ratio, are shown to be strongly affected by truncation. A possible way to overcome this problem by looking at the head of the distribution is suggested. (author)
Properties of truncated multiplicity distributions
Energy Technology Data Exchange (ETDEWEB)
Lupia, S. [Turin Univ. (Italy). Dipt. di Fisica
1995-12-31
Truncation effects on multiplicity distributions are discussed. Observables sensitive to the tail, like factorial moments, factorial cumulants and their ratio, are shown to be strongly affected by truncation. A possible way to overcome this problem by looking at the head of the distribution is suggested. (author)
Mixtures of truncated basis functions
DEFF Research Database (Denmark)
Langseth, Helge; Nielsen, Thomas Dyhre; Rumí, Rafael
2012-01-01
In this paper we propose a framework, called mixtures of truncated basis functions (MoTBFs), for representing general hybrid Bayesian networks. The proposed framework generalizes both the mixture of truncated exponentials (MTEs) framework and the mixture of polynomials (MoPs) framework. Similar t...
Energy Technology Data Exchange (ETDEWEB)
Simon, Vitor Hugo
1997-12-01
The goal of this work was a development of an algorithm for the Truncated Plurigaussian Stochastic Simulation and its validation in a complex geologic model. The reservoir data comes from Aux Vases Zone at Rural Hill Field in Illinois, USA, and from the 2D geological interpretation, described by WEIMER et al. (1982), three sets of samples, with different grid densities ware taken. These sets were used to condition the simulation and to refine the estimates of the non-stationary matrix of facies proportions, used to truncate the gaussian random functions (RF). The Truncated Plurigaussian Model is an extension of the Truncated Gaussian Model (TG). In this new model its possible to use several facies with different spatial structures, associated with the simplicity of TG. The geological interpretation, used as a validation model, was chosen because it shows a set of NW/SE elongated tidal channels cutting the NE/SW shoreline deposits interleaved by impermeable facies. These characteristics of spatial structures of sedimentary facies served to evaluate the simulation model. Two independent gaussian RF were used, as well as an 'erosive model' as the truncation strategy. Also, non-conditional simulations were proceeded, using linearly combined gaussian RF with varying correlation coefficients. It was analyzed the influence of some parameters like: number of gaussian RF,correlation coefficient, truncations strategy, in the outcome of simulation, and also the physical meaning of these parameters under a geological point of view. It was showed, step by step, using an example, the theoretical model, and how to construct an algorithm to simulate with the Truncated Plurigaussian Model. The conclusion of this work was that even with a plain algorithm of the Conditional Truncated Plurigaussian and a complex geological model it's possible to obtain a usefulness product. (author)
How Truncating Are 'Truncating Languages'? Evidence from Russian and German.
Rathcke, Tamara V
Russian and German have pr eviously been described as 'truncating', or cutting off target frequencies of the phrase-final pitch trajectories when the time available for voicing is compromised. However, supporting evidence is rare and limited to only a few pitch categories. This paper reports a production study conducted to document pitch adjustments to linguistic materials, in which the amount of voicing available for the realization of a pitch pattern varies from relatively long to extremely short. Productions of nuclear H+L*, H* and L*+H pitch accents followed by a low boundary tone were investigated in the two languages. The results of the study show that speakers of both 'truncating languages' do not utilize truncation exclusively when accommodating to different segmental environments. On the contrary, they employ several strategies - among them is truncation but also compression and temporal re-alignment - to produce the target pitch categories under increasing time pressure. Given that speakers can systematically apply all three adjustment strategies to produce some pitch patterns (H* L% in German and Russian) while not using truncation in others (H+L* L% particularly in Russian), we question the effectiveness of the typological classification of these two languages as 'truncating'. Moreover, the phonetic detail of truncation varies considerably, both across and within the two languages, indicating that truncation cannot be easily modeled as a unified phenomenon. The results further suggest that the phrase-final pitch adjustments are sensitive to the phonological composition of the tonal string and the status of a particular tonal event (associated vs. boundary tone), and do not apply to falling vs. rising pitch contours across the board, as previously put forward for German. Implications for the intonational phonology and prosodic typology are addressed in the discussion. © 2017 S. Karger AG, Basel.
A Multistep Extending Truncation Method towards Model Construction of Infinite-State Markov Chains
Directory of Open Access Journals (Sweden)
Kemin Wang
2014-01-01
Full Text Available The model checking of Infinite-State Continuous Time Markov Chains will inevitably encounter the state explosion problem when constructing the CTMCs model; our method is to get a truncated model of the infinite one; to get a sufficient truncated model to meet the model checking of Continuous Stochastic Logic based system properties, we propose a multistep extending advanced truncation method towards model construction of CTMCs and implement it in the INFAMY model checker; the experiment results show that our method is effective.
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...
Truncated Calogero-Sutherland models
Pittman, S. M.; Beau, M.; Olshanii, M.; del Campo, A.
2017-05-01
A one-dimensional quantum many-body system consisting of particles confined in a harmonic potential and subject to finite-range two-body and three-body inverse-square interactions is introduced. The range of the interactions is set by truncation beyond a number of neighbors and can be tuned to interpolate between the Calogero-Sutherland model and a system with nearest and next-nearest neighbors interactions discussed by Jain and Khare. The model also includes the Tonks-Girardeau gas describing impenetrable bosons as well as an extension with truncated interactions. While the ground state wave function takes a truncated Bijl-Jastrow form, collective modes of the system are found in terms of multivariable symmetric polynomials. We numerically compute the density profile, one-body reduced density matrix, and momentum distribution of the ground state as a function of the range r and the interaction strength.
Angular truncation errors in integrating nephelometry
International Nuclear Information System (INIS)
Moosmueller, Hans; Arnott, W. Patrick
2003-01-01
Ideal integrating nephelometers integrate light scattered by particles over all directions. However, real nephelometers truncate light scattered in near-forward and near-backward directions below a certain truncation angle (typically 7 deg. ). This results in truncation errors, with the forward truncation error becoming important for large particles. Truncation errors are commonly calculated using Mie theory, which offers little physical insight and no generalization to nonspherical particles. We show that large particle forward truncation errors can be calculated and understood using geometric optics and diffraction theory. For small truncation angles (i.e., <10 deg. ) as typical for modern nephelometers, diffraction theory by itself is sufficient. Forward truncation errors are, by nearly a factor of 2, larger for absorbing particles than for nonabsorbing particles because for large absorbing particles most of the scattered light is due to diffraction as transmission is suppressed. Nephelometers calibration procedures are also discussed as they influence the effective truncation error
Tsuchida, Satoshi; Kuratsuji, Hiroshi
2018-05-01
A stochastic theory is developed for the light transmitting the optical media exhibiting linear and nonlinear birefringence. The starting point is the two-component nonlinear Schrödinger equation (NLSE). On the basis of the ansatz of “soliton” solution for the NLSE, the evolution equation for the Stokes parameters is derived, which turns out to be the Langevin equation by taking account of randomness and dissipation inherent in the birefringent media. The Langevin equation is converted to the Fokker-Planck (FP) equation for the probability distribution by employing the technique of functional integral on the assumption of the Gaussian white noise for the random fluctuation. The specific application is considered for the optical rotation, which is described by the ellipticity (third component of the Stokes parameters) alone: (i) The asymptotic analysis is given for the functional integral, which leads to the transition rate on the Poincaré sphere. (ii) The FP equation is analyzed in the strong coupling approximation, by which the diffusive behavior is obtained for the linear and nonlinear birefringence. These would provide with a basis of statistical analysis for the polarization phenomena in nonlinear birefringent media.
Five-dimensional truncation of the plane incompressible navier-stokes equations
Energy Technology Data Exchange (ETDEWEB)
Boldrighini, C [Camerino Univ. (Italy). Istituto di Matematica; Franceschini, V [Modena Univ. (Italy). Istituto Matematico
1979-01-01
A five-modes truncation of the Navier-Stokes equations for a two dimensional incompressible fluid on a torus is considered. A computer analysis shows that for a certain range of the Reynolds number the system exhibits a stochastic behaviour, approached through an involved sequence of bifurcations.
Directory of Open Access Journals (Sweden)
Bogdan Gheorghe Munteanu
2013-01-01
Full Text Available Using the stochastic approximations, in this paper it was studiedthe convergence in distribution of the fractional parts of the sum of random variables to the truncated exponential distribution with parameter lambda. This fact is feasible by means of the Fourier-Stieltjes sequence (FSS of the random variable.
Truncated States Obtained by Iteration
International Nuclear Information System (INIS)
Cardoso, W. B.; Almeida, N. G. de
2008-01-01
We introduce the concept of truncated states obtained via iterative processes (TSI) and study its statistical features, making an analogy with dynamical systems theory (DST). As a specific example, we have studied TSI for the doubling and the logistic functions, which are standard functions in studying chaos. TSI for both the doubling and logistic functions exhibit certain similar patterns when their statistical features are compared from the point of view of DST
Truncated Groebner fans and lattice ideals
Lauritzen, Niels
2005-01-01
We outline a generalization of the Groebner fan of a homogeneous ideal with maximal cells parametrizing truncated Groebner bases. This "truncated" Groebner fan is usually much smaller than the full Groebner fan and offers the natural framework for conversion between truncated Groebner bases. The generic Groebner walk generalizes naturally to this setting by using the Buchberger algorithm with truncation on facets. We specialize to the setting of lattice ideals. Here facets along the generic w...
Applications of Fast Truncated Multiplication in Cryptography
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Laszlo Hars
2006-12-01
Full Text Available Truncated multiplications compute truncated products, contiguous subsequences of the digits of integer products. For an n-digit multiplication algorithm of time complexity O(nÃŽÂ±, with 1<ÃŽÂ±Ã¢Â‰Â¤2, there is a truncated multiplication algorithm, which is constant times faster when computing a short enough truncated product. Applying these fast truncated multiplications, several cryptographic long integer arithmetic algorithms are improved, including integer reciprocals, divisions, Barrett and Montgomery multiplications, 2n-digit modular multiplication on hardware for n-digit half products. For example, Montgomery multiplication is performed in 2.6 Karatsuba multiplication time.
Zero-truncated negative binomial - Erlang distribution
Bodhisuwan, Winai; Pudprommarat, Chookait; Bodhisuwan, Rujira; Saothayanun, Luckhana
2017-11-01
The zero-truncated negative binomial-Erlang distribution is introduced. It is developed from negative binomial-Erlang distribution. In this work, the probability mass function is derived and some properties are included. The parameters of the zero-truncated negative binomial-Erlang distribution are estimated by using the maximum likelihood estimation. Finally, the proposed distribution is applied to real data, the number of methamphetamine in the Bangkok, Thailand. Based on the results, it shows that the zero-truncated negative binomial-Erlang distribution provided a better fit than the zero-truncated Poisson, zero-truncated negative binomial, zero-truncated generalized negative-binomial and zero-truncated Poisson-Lindley distributions for this data.
Stochastic goal-oriented error estimation with memory
Ackmann, Jan; Marotzke, Jochem; Korn, Peter
2017-11-01
We propose a stochastic dual-weighted error estimator for the viscous shallow-water equation with boundaries. For this purpose, previous work on memory-less stochastic dual-weighted error estimation is extended by incorporating memory effects. The memory is introduced by describing the local truncation error as a sum of time-correlated random variables. The random variables itself represent the temporal fluctuations in local truncation errors and are estimated from high-resolution information at near-initial times. The resulting error estimator is evaluated experimentally in two classical ocean-type experiments, the Munk gyre and the flow around an island. In these experiments, the stochastic process is adapted locally to the respective dynamical flow regime. Our stochastic dual-weighted error estimator is shown to provide meaningful error bounds for a range of physically relevant goals. We prove, as well as show numerically, that our approach can be interpreted as a linearized stochastic-physics ensemble.
2–stage stochastic Runge–Kutta for stochastic delay differential equations
Energy Technology Data Exchange (ETDEWEB)
Rosli, Norhayati; Jusoh Awang, Rahimah [Faculty of Industrial Science and Technology, Universiti Malaysia Pahang, Lebuhraya Tun Razak, 26300, Gambang, Pahang (Malaysia); Bahar, Arifah; Yeak, S. H. [Department of Mathematical Sciences, Faculty of Science, Universiti Teknologi Malaysia, 81310 Johor Bahru, Johor (Malaysia)
2015-05-15
This paper proposes a newly developed one-step derivative-free method, that is 2-stage stochastic Runge-Kutta (SRK2) to approximate the solution of stochastic delay differential equations (SDDEs) with a constant time lag, r > 0. General formulation of stochastic Runge-Kutta for SDDEs is introduced and Stratonovich Taylor series expansion for numerical solution of SRK2 is presented. Local truncation error of SRK2 is measured by comparing the Stratonovich Taylor expansion of the exact solution with the computed solution. Numerical experiment is performed to assure the validity of the method in simulating the strong solution of SDDEs.
Statistical estimation for truncated exponential families
Akahira, Masafumi
2017-01-01
This book presents new findings on nonregular statistical estimation. Unlike other books on this topic, its major emphasis is on helping readers understand the meaning and implications of both regularity and irregularity through a certain family of distributions. In particular, it focuses on a truncated exponential family of distributions with a natural parameter and truncation parameter as a typical nonregular family. This focus includes the (truncated) Pareto distribution, which is widely used in various fields such as finance, physics, hydrology, geology, astronomy, and other disciplines. The family is essential in that it links both regular and nonregular distributions, as it becomes a regular exponential family if the truncation parameter is known. The emphasis is on presenting new results on the maximum likelihood estimation of a natural parameter or truncation parameter if one of them is a nuisance parameter. In order to obtain more information on the truncation, the Bayesian approach is also considere...
Classification With Truncated Distance Kernel.
Huang, Xiaolin; Suykens, Johan A K; Wang, Shuning; Hornegger, Joachim; Maier, Andreas
2018-05-01
This brief proposes a truncated distance (TL1) kernel, which results in a classifier that is nonlinear in the global region but is linear in each subregion. With this kernel, the subregion structure can be trained using all the training data and local linear classifiers can be established simultaneously. The TL1 kernel has good adaptiveness to nonlinearity and is suitable for problems which require different nonlinearities in different areas. Though the TL1 kernel is not positive semidefinite, some classical kernel learning methods are still applicable which means that the TL1 kernel can be directly used in standard toolboxes by replacing the kernel evaluation. In numerical experiments, the TL1 kernel with a pregiven parameter achieves similar or better performance than the radial basis function kernel with the parameter tuned by cross validation, implying the TL1 kernel a promising nonlinear kernel for classification tasks.
Lamp with a truncated reflector cup
Li, Ming; Allen, Steven C.; Bazydola, Sarah; Ghiu, Camil-Daniel
2013-10-15
A lamp assembly, and method for making same. The lamp assembly includes first and second truncated reflector cups. The lamp assembly also includes at least one base plate disposed between the first and second truncated reflector cups, and a light engine disposed on a top surface of the at least one base plate. The light engine is configured to emit light to be reflected by one of the first and second truncated reflector cups.
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
Computing correct truncated excited state wavefunctions
Bacalis, N. C.; Xiong, Z.; Zang, J.; Karaoulanis, D.
2016-12-01
We demonstrate that, if a wave function's truncated expansion is small, then the standard excited states computational method, of optimizing one "root" of a secular equation, may lead to an incorrect wave function - despite the correct energy according to the theorem of Hylleraas, Undheim and McDonald - whereas our proposed method [J. Comput. Meth. Sci. Eng. 8, 277 (2008)] (independent of orthogonality to lower lying approximants) leads to correct reliable small truncated wave functions. The demonstration is done in He excited states, using truncated series expansions in Hylleraas coordinates, as well as standard configuration-interaction truncated expansions.
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.)
Perspective on rainbow-ladder truncation
International Nuclear Information System (INIS)
Eichmann, G.; Alkofer, R.; Krassnigg, A.; Cloeet, I. C.; Roberts, C. D.
2008-01-01
Prima facie the systematic implementation of corrections to the rainbow-ladder truncation of QCD's Dyson-Schwinger equations will uniformly reduce in magnitude those calculated mass-dimensioned results for pseudoscalar and vector meson properties that are not tightly constrained by symmetries. The aim and interpretation of studies employing rainbow-ladder truncation are reconsidered in this light
Stability of Slopes Reinforced with Truncated Piles
Directory of Open Access Journals (Sweden)
Shu-Wei Sun
2016-01-01
Full Text Available Piles are extensively used as a means of slope stabilization. A novel engineering technique of truncated piles that are unlike traditional piles is introduced in this paper. A simplified numerical method is proposed to analyze the stability of slopes stabilized with truncated piles based on the shear strength reduction method. The influential factors, which include pile diameter, pile spacing, depth of truncation, and existence of a weak layer, are systematically investigated from a practical point of view. The results show that an optimum ratio exists between the depth of truncation and the pile length above a slip surface, below which truncating behavior has no influence on the piled slope stability. This optimum ratio is bigger for slopes stabilized with more flexible piles and piles with larger spacing. Besides, truncated piles are more suitable for slopes with a thin weak layer than homogenous slopes. In practical engineering, the piles could be truncated reasonably while ensuring the reinforcement effect. The truncated part of piles can be filled with the surrounding soil and compacted to reduce costs by using fewer materials.
STOCHASTIC ASSESSMENT OF NIGERIAN STOCHASTIC ...
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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.
The Apparent Lack of Lorentz Invariance in Zero-Point Fields with Truncated Spectra
Directory of Open Access Journals (Sweden)
Daywitt W. C.
2009-01-01
Full Text Available The integrals that describe the expectation values of the zero-point quantum-field-theoretic vacuum state are semi-infinite, as are the integrals for the stochastic electrodynamic vacuum. The unbounded upper limit to these integrals leads in turn to infinite energy densities and renormalization masses. A number of models have been put forward to truncate the integrals so that these densities and masses are finite. Unfortunately the truncation apparently destroys the Lorentz invariance of the integrals. This note argues that the integrals are naturally truncated by the graininess of the negative-energy Planck vacuum state from which the zero-point vacuum arises, and are thus automatically Lorentz invariant.
Stochastic Wake Modelling Based on POD Analysis
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David Bastine
2018-03-01
Full Text Available In this work, large eddy simulation data is analysed to investigate a new stochastic modeling approach for the wake of a wind turbine. The data is generated by the large eddy simulation (LES model PALM combined with an actuator disk with rotation representing the turbine. After applying a proper orthogonal decomposition (POD, three different stochastic models for the weighting coefficients of the POD modes are deduced resulting in three different wake models. Their performance is investigated mainly on the basis of aeroelastic simulations of a wind turbine in the wake. Three different load cases and their statistical characteristics are compared for the original LES, truncated PODs and the stochastic wake models including different numbers of POD modes. It is shown that approximately six POD modes are enough to capture the load dynamics on large temporal scales. Modeling the weighting coefficients as independent stochastic processes leads to similar load characteristics as in the case of the truncated POD. To complete this simplified wake description, we show evidence that the small-scale dynamics can be captured by adding to our model a homogeneous turbulent field. In this way, we present a procedure to derive stochastic wake models from costly computational fluid dynamics (CFD calculations or elaborated experimental investigations. These numerically efficient models provide the added value of possible long-term studies. Depending on the aspects of interest, different minimalized models may be obtained.
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...
Clustered survival data with left-truncation
DEFF Research Database (Denmark)
Eriksson, Frank; Martinussen, Torben; Scheike, Thomas H.
2015-01-01
Left-truncation occurs frequently in survival studies, and it is well known how to deal with this for univariate survival times. However, there are few results on how to estimate dependence parameters and regression effects in semiparametric models for clustered survival data with delayed entry....... Surprisingly, existing methods only deal with special cases. In this paper, we clarify different kinds of left-truncation and suggest estimators for semiparametric survival models under specific truncation schemes. The large-sample properties of the estimators are established. Small-sample properties...
Simulation of nuclear plant operation into a stochastic energy production model
International Nuclear Information System (INIS)
Pacheco, R.L.
1983-04-01
A simulation model of nuclear plant operation is developed to fit into a stochastic energy production model. In order to improve the stochastic model used, and also reduce its computational time burdened by the aggregation of the model of nuclear plant operation, a study of tail truncation of the unsupplied demand distribution function has been performed. (E.G.) [pt
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
NLO renormalization in the Hamiltonian truncation
Elias-Miró, Joan; Rychkov, Slava; Vitale, Lorenzo G.
2017-09-01
Hamiltonian truncation (also known as "truncated spectrum approach") is a numerical technique for solving strongly coupled quantum field theories, in which the full Hilbert space is truncated to a finite-dimensional low-energy subspace. The accuracy of the method is limited only by the available computational resources. The renormalization program improves the accuracy by carefully integrating out the high-energy states, instead of truncating them away. In this paper, we develop the most accurate ever variant of Hamiltonian Truncation, which implements renormalization at the cubic order in the interaction strength. The novel idea is to interpret the renormalization procedure as a result of integrating out exactly a certain class of high-energy "tail states." We demonstrate the power of the method with high-accuracy computations in the strongly coupled two-dimensional quartic scalar theory and benchmark it against other existing approaches. Our work will also be useful for the future goal of extending Hamiltonian truncation to higher spacetime dimensions.
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
Crisan, Dan
2011-01-01
"Stochastic Analysis" aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume "Stochastic Analysis 2010" provides a sa
Borodin, Andrei N
2017-01-01
This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes. In turn, it also presents proofs of well-known results, sometimes together with new approaches. Moreover, the book explores topics not previously covered elsewhere, such as distributions of functionals of diffusions stopped at different random times, the Brownian local time, diffusions with jumps, and an invariance principle for random walks and local times. Supported by carefully selected material, the book showcases a wealth of examples that demonstrate how to solve concrete problems by applying theoretical results. It addresses a broad range of applications, focusing on concrete computational techniques rather than on abstract theory. The content presented here is largely self-contained, making it suitable for researchers and graduate students alike.
Equivalence of truncated count mixture distributions and mixtures of truncated count distributions.
Böhning, Dankmar; Kuhnert, Ronny
2006-12-01
This article is about modeling count data with zero truncation. A parametric count density family is considered. The truncated mixture of densities from this family is different from the mixture of truncated densities from the same family. Whereas the former model is more natural to formulate and to interpret, the latter model is theoretically easier to treat. It is shown that for any mixing distribution leading to a truncated mixture, a (usually different) mixing distribution can be found so that the associated mixture of truncated densities equals the truncated mixture, and vice versa. This implies that the likelihood surfaces for both situations agree, and in this sense both models are equivalent. Zero-truncated count data models are used frequently in the capture-recapture setting to estimate population size, and it can be shown that the two Horvitz-Thompson estimators, associated with the two models, agree. In particular, it is possible to achieve strong results for mixtures of truncated Poisson densities, including reliable, global construction of the unique NPMLE (nonparametric maximum likelihood estimator) of the mixing distribution, implying a unique estimator for the population size. The benefit of these results lies in the fact that it is valid to work with the mixture of truncated count densities, which is less appealing for the practitioner but theoretically easier. Mixtures of truncated count densities form a convex linear model, for which a developed theory exists, including global maximum likelihood theory as well as algorithmic approaches. Once the problem has been solved in this class, it might readily be transformed back to the original problem by means of an explicitly given mapping. Applications of these ideas are given, particularly in the case of the truncated Poisson family.
Truncation correction for oblique filtering lines
International Nuclear Information System (INIS)
Hoppe, Stefan; Hornegger, Joachim; Lauritsch, Guenter; Dennerlein, Frank; Noo, Frederic
2008-01-01
State-of-the-art filtered backprojection (FBP) algorithms often define the filtering operation to be performed along oblique filtering lines in the detector. A limited scan field of view leads to the truncation of those filtering lines, which causes artifacts in the final reconstructed volume. In contrast to the case where filtering is performed solely along the detector rows, no methods are available for the case of oblique filtering lines. In this work, the authors present two novel truncation correction methods which effectively handle data truncation in this case. Method 1 (basic approach) handles data truncation in two successive preprocessing steps by applying a hybrid data extrapolation method, which is a combination of a water cylinder extrapolation and a Gaussian extrapolation. It is independent of any specific reconstruction algorithm. Method 2 (kink approach) uses similar concepts for data extrapolation as the basic approach but needs to be integrated into the reconstruction algorithm. Experiments are presented from simulated data of the FORBILD head phantom, acquired along a partial-circle-plus-arc trajectory. The theoretically exact M-line algorithm is used for reconstruction. Although the discussion is focused on theoretically exact algorithms, the proposed truncation correction methods can be applied to any FBP algorithm that exposes oblique filtering lines.
Formal truncations of connected kernel equations
International Nuclear Information System (INIS)
Dixon, R.M.
1977-01-01
The Connected Kernel Equations (CKE) of Alt, Grassberger and Sandhas (AGS); Kouri, Levin and Tobocman (KLT); and Bencze, Redish and Sloan (BRS) are compared against reaction theory criteria after formal channel space and/or operator truncations have been introduced. The Channel Coupling Class concept is used to study the structure of these CKE's. The related wave function formalism of Sandhas, of L'Huillier, Redish and Tandy and of Kouri, Krueger and Levin are also presented. New N-body connected kernel equations which are generalizations of the Lovelace three-body equations are derived. A method for systematically constructing fewer body models from the N-body BRS and generalized Lovelace (GL) equations is developed. The formally truncated AGS, BRS, KLT and GL equations are analyzed by employing the criteria of reciprocity and two-cluster unitarity. Reciprocity considerations suggest that formal truncations of BRS, KLT and GL equations can lead to reciprocity-violating results. This study suggests that atomic problems should employ three-cluster connected truncations and that the two-cluster connected truncations should be a useful starting point for nuclear systems
An iterative reconstruction from truncated projection data
International Nuclear Information System (INIS)
Anon.
1985-01-01
Various methods have been proposed for tomographic reconstruction from truncated projection data. In this paper, a reconstructive method is discussed which consists of iterations of filtered back-projection, reprojection and some nonlinear processings. First, the method is so constructed that it converges to a fixed point. Then, to examine its effectiveness, comparisons are made by computer experiments with two existing reconstructive methods for truncated projection data, that is, the method of extrapolation based on the smooth assumption followed by filtered back-projection, and modified additive ART
Stellar Disk Truncations: HI Density and Dynamics
Trujillo, Ignacio; Bakos, Judit
2010-06-01
Using HI Nearby Galaxy Survey (THINGS) 21-cm observations of a sample of nearby (nearly face-on) galaxies we explore whether the stellar disk truncation phenomenon produces any signature either in the HI gas density and/or in the gas dynamics. Recent cosmological simulations suggest that the origin of the break on the surface brightness distribution is produced by the appearance of a warp at the truncation position. This warp should produce a flaring on the gas distribution increasing the velocity dispersion of the HI component beyond the break. We do not find, however, any evidence of this increase in the gas velocity dispersion profile.
International Nuclear Information System (INIS)
Colombino, A.; Mosiello, R.; Norelli, F.; Jorio, V.M.; Pacilio, N.
1975-01-01
A nuclear system kinetics is formulated according to a stochastic approach. The detailed probability balance equations are written for the probability of finding the mixed population of neutrons and detected neutrons, i.e. detectrons, at a given level for a given instant of time. Equations are integrated in search of a probability profile: a series of cases is analyzed through a progressive criterium. It tends to take into account an increasing number of physical processes within the chosen model. The most important contribution is that solutions interpret analytically experimental conditions of equilibrium (moise analysis) and non equilibrium (pulsed neutron measurements, source drop technique, start up procedures)
Directory of Open Access Journals (Sweden)
Romanu Ekaterini
2006-01-01
Full Text Available This article shows the similarities between Claude Debussy’s and Iannis Xenakis’ philosophy of music and work, in particular the formers Jeux and the latter’s Metastasis and the stochastic works succeeding it, which seem to proceed parallel (with no personal contact to what is perceived as the evolution of 20th century Western music. Those two composers observed the dominant (German tradition as outsiders, and negated some of its elements considered as constant or natural by "traditional" innovators (i.e. serialists: the linearity of musical texture, its form and rhythm.
Truncation in diffraction pattern analysis. Pt. 1
International Nuclear Information System (INIS)
Delhez, R.; Keijser, T.H. de; Mittemeijer, E.J.; Langford, J.I.
1986-01-01
An evaluation of the concept of a line profile is provoked by truncation of the range of intensity measurement in practice. The measured truncated line profile can be considered either as part of the total intensity distribution which peaks at or near the reciprocal-lattice points (approach 1), or as part of a component line profile which is confined to a single reciprocal-lattice point (approach 2). Some false conceptions in line-profile analysis can then be avoided and recipes can be developed for the extrapolation of the tails of the truncated line profile. Fourier analysis of line profiles, according to the first approach, implies a Fourier series development of the total intensity distribution defined within [l - 1/2, l + 1/2] (l indicates the node considered in reciprocal space); the second approach implies a Fourier transformation of the component line profile defined within [ - ∞, + ∞]. Exact descriptions of size broadening are provided by both approaches, whereas combined size and strain broadening can only be evaluated adequately within the first approach. Straightforward methods are given for obtaining truncation-corrected values for the average crystallite size. (orig.)
Balanced truncation for linear switched systems
DEFF Research Database (Denmark)
Petreczky, Mihaly; Wisniewski, Rafal; Leth, John-Josef
2013-01-01
In this paper, we present a theoretical analysis of the model reduction algorithm for linear switched systems from Shaker and Wisniewski (2011, 2009) and . This algorithm is a reminiscence of the balanced truncation method for linear parameter varying systems (Wood et al., 1996) [3]. Specifically...
Family Therapy for the "Truncated" Nuclear Family.
Zuk, Gerald H.
1980-01-01
The truncated nuclear family consists of a two-generation group in which conflict has produced a polarization of values. The single-parent family is at special risk. Go-between process enables the therapist to depolarize sharply conflicted values and reduce pathogenic relating. (Author)
The extended local gauge invariance and the BRS symmetry in stochastic quantization of gauge fields
International Nuclear Information System (INIS)
Nakazawa, Naohito.
1989-05-01
We investigate the BRS invariance of the first-class constrained systems in the context of the stochastic quantization. For the first-class constrained systems, we construct the nilpotent BRS transformation and the BRS invariant stochastic effective action based on the D+1 dimensional field theoretical formulation of stochastic quantization. By eliminating the multiplier field of the gauge fixing condition and an auxiliary field, it is shown that there exists a truncated BRS transformation which satisfies the nilpotency condition. The truncated BRS invariant stochastic action is also derived. As the examples of the general formulation, we investigate the BRS invariant structure in the massless and massive Yang-Mills fields in stochastic quantization. (author)
Stochastic dynamics of dengue epidemics.
de Souza, David R; Tomé, Tânia; Pinho, Suani T R; Barreto, Florisneide R; de Oliveira, Mário J
2013-01-01
We use a stochastic Markovian dynamics approach to describe the spreading of vector-transmitted diseases, such as dengue, and the threshold of the disease. The coexistence space is composed of two structures representing the human and mosquito populations. The human population follows a susceptible-infected-recovered (SIR) type dynamics and the mosquito population follows a susceptible-infected-susceptible (SIS) type dynamics. The human infection is caused by infected mosquitoes and vice versa, so that the SIS and SIR dynamics are interconnected. We develop a truncation scheme to solve the evolution equations from which we get the threshold of the disease and the reproductive ratio. The threshold of the disease is also obtained by performing numerical simulations. We found that for certain values of the infection rates the spreading of the disease is impossible, for any death rate of infected mosquitoes.
Lanchier, Nicolas
2017-01-01
Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which focus on real-world problems. Exercises range from the classics of probability theory to more exotic research-oriented problems based on numerical simulations. Intended for graduate students in mathematics and applied sciences, the text provides the tools and training needed to write and use programs for research purposes. The first part of the text begins with a brief review of measure theory and revisits the main concepts of probability theory, from random variables to the standard limit theorems. The second part covers traditional material on stochastic processes, including martingales, discrete-time Markov chains, Poisson processes, and continuous-time Markov chains. The theory developed is illustrated by a variety of examples surrounding applications such as the ...
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
In this paper, the stochastic flow of mappings generated by a Feller convolution semigroup on a compact metric space is studied. This kind of flow is the generalization of superprocesses of stochastic flows and stochastic diffeomorphism induced by the strong solutions of stochastic differential equations.
Stochastic Averaging and Stochastic Extremum Seeking
Liu, Shu-Jun
2012-01-01
Stochastic Averaging and Stochastic Extremum Seeking develops methods of mathematical analysis inspired by the interest in reverse engineering and analysis of bacterial convergence by chemotaxis and to apply similar stochastic optimization techniques in other environments. The first half of the text presents significant advances in stochastic averaging theory, necessitated by the fact that existing theorems are restricted to systems with linear growth, globally exponentially stable average models, vanishing stochastic perturbations, and prevent analysis over infinite time horizon. The second half of the text introduces stochastic extremum seeking algorithms for model-free optimization of systems in real time using stochastic perturbations for estimation of their gradients. Both gradient- and Newton-based algorithms are presented, offering the user the choice between the simplicity of implementation (gradient) and the ability to achieve a known, arbitrary convergence rate (Newton). The design of algorithms...
On truncations of the exact renormalization group
Morris, T R
1994-01-01
We investigate the Exact Renormalization Group (ERG) description of (Z_2 invariant) one-component scalar field theory, in the approximation in which all momentum dependence is discarded in the effective vertices. In this context we show how one can perform a systematic search for non-perturbative continuum limits without making any assumption about the form of the lagrangian. Concentrating on the non-perturbative three dimensional Wilson fixed point, we then show that the sequence of truncations n=2,3,\\dots, obtained by expanding about the field \\varphi=0 and discarding all powers \\varphi^{2n+2} and higher, yields solutions that at first converge to the answer obtained without truncation, but then cease to further converge beyond a certain point. No completely reliable method exists to reject the many spurious solutions that are also found. These properties are explained in terms of the analytic behaviour of the untruncated solutions -- which we describe in some detail.
Truncated Wigner dynamics and conservation laws
Drummond, Peter D.; Opanchuk, Bogdan
2017-10-01
Ultracold Bose gases can be used to experimentally test many-body theory predictions. Here we point out that both exact conservation laws and dynamical invariants exist in the topical case of the one-dimensional Bose gas, and these provide an important validation of methods. We show that the first four quantum conservation laws are exactly conserved in the approximate truncated Wigner approach to many-body quantum dynamics. Center-of-mass position variance is also exactly calculable. This is nearly exact in the truncated Wigner approximation, apart from small terms that vanish as N-3 /2 as N →∞ with fixed momentum cutoff. Examples of this are calculated in experimentally relevant, mesoscopic cases.
No chiral truncation of quantum log gravity?
Andrade, Tomás; Marolf, Donald
2010-03-01
At the classical level, chiral gravity may be constructed as a consistent truncation of a larger theory called log gravity by requiring that left-moving charges vanish. In turn, log gravity is the limit of topologically massive gravity (TMG) at a special value of the coupling (the chiral point). We study the situation at the level of linearized quantum fields, focussing on a unitary quantization. While the TMG Hilbert space is continuous at the chiral point, the left-moving Virasoro generators become ill-defined and cannot be used to define a chiral truncation. In a sense, the left-moving asymptotic symmetries are spontaneously broken at the chiral point. In contrast, in a non-unitary quantization of TMG, both the Hilbert space and charges are continuous at the chiral point and define a unitary theory of chiral gravity at the linearized level.
Approximate truncation robust computed tomography—ATRACT
International Nuclear Information System (INIS)
Dennerlein, Frank; Maier, Andreas
2013-01-01
We present an approximate truncation robust algorithm to compute tomographic images (ATRACT). This algorithm targets at reconstructing volumetric images from cone-beam projections in scenarios where these projections are highly truncated in each dimension. It thus facilitates reconstructions of small subvolumes of interest, without involving prior knowledge about the object. Our method is readily applicable to medical C-arm imaging, where it may contribute to new clinical workflows together with a considerable reduction of x-ray dose. We give a detailed derivation of ATRACT that starts from the conventional Feldkamp filtered-backprojection algorithm and that involves, as one component, a novel original formula for the inversion of the two-dimensional Radon transform. Discretization and numerical implementation are discussed and reconstruction results from both, simulated projections and first clinical data sets are presented. (paper)
Truncated Dual-Cap Nucleation Site Development
Matson, Douglas M.; Sander, Paul J.
2012-01-01
During heterogeneous nucleation within a metastable mushy-zone, several geometries for nucleation site development must be considered. Traditional spherical dual cap and crevice models are compared to a truncated dual cap to determine the activation energy and critical cluster growth kinetics in ternary Fe-Cr-Ni steel alloys. Results of activation energy results indicate that nucleation is more probable at grain boundaries within the solid than at the solid-liquid interface.
On the Truncated Pareto Distribution with applications
Zaninetti, Lorenzo; Ferraro, Mario
2008-01-01
The Pareto probability distribution is widely applied in different fields such us finance, physics, hydrology, geology and astronomy. This note deals with an application of the Pareto distribution to astrophysics and more precisely to the statistical analysis of mass of stars and of diameters of asteroids. In particular a comparison between the usual Pareto distribution and its truncated version is presented. Finally a possible physical mechanism that produces Pareto tails for the distributio...
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...
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
Stochastic tools in turbulence
Lumey, John L
2012-01-01
Stochastic Tools in Turbulence discusses the available mathematical tools to describe stochastic vector fields to solve problems related to these fields. The book deals with the needs of turbulence in relation to stochastic vector fields, particularly, on three-dimensional aspects, linear problems, and stochastic model building. The text describes probability distributions and densities, including Lebesgue integration, conditional probabilities, conditional expectations, statistical independence, lack of correlation. The book also explains the significance of the moments, the properties of the
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 ...
Joint survival probability via truncated invariant copula
International Nuclear Information System (INIS)
Kim, Jeong-Hoon; Ma, Yong-Ki; Park, Chan Yeol
2016-01-01
Highlights: • We have studied an issue of dependence structure between default intensities. • We use a multivariate shot noise intensity process, where jumps occur simultaneously and their sizes are correlated. • We obtain the joint survival probability of the integrated intensities by using a copula. • We apply our theoretical result to pricing basket default swap spread. - Abstract: Given an intensity-based credit risk model, this paper studies dependence structure between default intensities. To model this structure, we use a multivariate shot noise intensity process, where jumps occur simultaneously and their sizes are correlated. Through very lengthy algebra, we obtain explicitly the joint survival probability of the integrated intensities by using the truncated invariant Farlie–Gumbel–Morgenstern copula with exponential marginal distributions. We also apply our theoretical result to pricing basket default swap spreads. This result can provide a useful guide for credit risk management.
Shell model truncation schemes for rotational nuclei
International Nuclear Information System (INIS)
Halse, P.; Jaqua, L.; Barrett, B.R.
1990-01-01
The suitability of the pair condensate approach for rotational states is studied in a single j = 17/2 shell of identical nucleons interacting through a quadrupole-quadrupole hamiltonian. The ground band and a K = 2 excited band are both studied in detail. A direct comparison of the exact states with those constituting the SD and SDG subspaces is used to identify the important degrees of freedom for these levels. The range of pairs necessary for a good description is found to be highly state dependent; S and D pairs are the major constituents of the low-spin ground band levels, while G pairs are needed for those in the γ-band. Energy spectra are obtained for each truncated subspace. SDG pairs allow accurate reproduction of the binding energy and K = 2 excitation energy, but still give a moment of inertia which is about 30% too small even for the lowest levels
Entanglement entropy from the truncated conformal space
Directory of Open Access Journals (Sweden)
T. Palmai
2016-08-01
Full Text Available A new numerical approach to entanglement entropies of the Rényi type is proposed for one-dimensional quantum field theories. The method extends the truncated conformal spectrum approach and we will demonstrate that it is especially suited to study the crossover from massless to massive behavior when the subsystem size is comparable to the correlation length. We apply it to different deformations of massless free fermions, corresponding to the scaling limit of the Ising model in transverse and longitudinal fields. For massive free fermions the exactly known crossover function is reproduced already in very small system sizes. The new method treats ground states and excited states on the same footing, and the applicability for excited states is illustrated by reproducing Rényi entropies of low-lying states in the transverse field Ising model.
Analysis of truncation limit in probabilistic safety assessment
International Nuclear Information System (INIS)
Cepin, Marko
2005-01-01
A truncation limit defines the boundaries of what is considered in the probabilistic safety assessment and what is neglected. The truncation limit that is the focus here is the truncation limit on the size of the minimal cut set contribution at which to cut off. A new method was developed, which defines truncation limit in probabilistic safety assessment. The method specifies truncation limits with more stringency than presenting existing documents dealing with truncation criteria in probabilistic safety assessment do. The results of this paper indicate that the truncation limits for more complex probabilistic safety assessments, which consist of larger number of basic events, should be more severe than presently recommended in existing documents if more accuracy is desired. The truncation limits defined by the new method reduce the relative errors of importance measures and produce more accurate results for probabilistic safety assessment applications. The reduced relative errors of importance measures can prevent situations, where the acceptability of change of equipment under investigation according to RG 1.174 would be shifted from region, where changes can be accepted, to region, where changes cannot be accepted, if the results would be calculated with smaller truncation limit
Dynamics of the stochastic Lorenz chaotic system with long memory effects
Energy Technology Data Exchange (ETDEWEB)
Zeng, Caibin, E-mail: zeng.cb@mail.scut.edu.cn; Yang, Qigui, E-mail: qgyang@scut.edu.cn [School of Mathematics, South China University of Technology, Guangzhou 510640 (China)
2015-12-15
Little seems to be known about the ergodic dynamics of stochastic systems with fractional noise. This paper is devoted to discern such long time dynamics through the stochastic Lorenz chaotic system (SLCS) with long memory effects. By a truncation technique, the SLCS is proved to generate a continuous stochastic dynamical system Λ. Based on the Krylov-Bogoliubov criterion, the required Lyapunov function is further established to ensure the existence of the invariant measure of Λ. Meanwhile, the uniqueness of the invariant measure of Λ is proved by examining the strong Feller property, together with an irreducibility argument. Therefore, the SLCS has exactly one adapted stationary solution.
Fitting Social Network Models Using Varying Truncation Stochastic Approximation MCMC Algorithm
Jin, Ick Hoon; Liang, Faming
2013-01-01
The exponential random graph model (ERGM) plays a major role in social network analysis. However, parameter estimation for the ERGM is a hard problem due to the intractability of its normalizing constant and the model degeneracy. The existing
Application of a truncated normal failure distribution in reliability testing
Groves, C., Jr.
1968-01-01
Statistical truncated normal distribution function is applied as a time-to-failure distribution function in equipment reliability estimations. Age-dependent characteristics of the truncated function provide a basis for formulating a system of high-reliability testing that effectively merges statistical, engineering, and cost considerations.
Wigner distribution function of circularly truncated light beams
Bastiaans, M.J.; Nijhawan, O.P.; Gupta, A.K.; Musla, A.K.; Singh, Kehar
1998-01-01
Truncating a light beam is expressed as a convolution of its Wigner distribution function and the WDF of the truncating aperture. The WDF of a circular aperture is derived and an approximate expression - which is exact in the space and the spatial-frequency origin and whose integral over the spatial
Elitism and Stochastic Dominance
Bazen, Stephen; Moyes, Patrick
2011-01-01
Stochastic dominance has typically been used with a special emphasis on risk and inequality reduction something captured by the concavity of the utility function in the expected utility model. We claim that the applicability of the stochastic dominance approach goes far beyond risk and inequality measurement provided suitable adpations be made. We apply in the paper the stochastic dominance approach to the measurment of elitism which may be considered the opposite of egalitarianism. While the...
Singular stochastic differential equations
Cherny, Alexander S
2005-01-01
The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and uniqueness of a solution typically fail for such equations. The book concentrates on the study of the existence, the uniqueness, and, what is most important, on the qualitative behaviour of solutions of singular stochastic differential equations. This is done by providing a qualitative classification of isolated singular points, into 48 possible types.
Vortex breakdown in a truncated conical bioreactor
Energy Technology Data Exchange (ETDEWEB)
Balci, Adnan; Brøns, Morten [DTU Compute, Technical University of Denmark, DK-2800 Kgs. Lyngby (Denmark); Herrada, Miguel A [E.S.I, Universidad de Sevilla, Camino de los Descubrimientos s/n, E-41092 (Spain); Shtern, Vladimir N, E-mail: mobr@dtu.dk [Shtern Research and Consulting, Houston, TX 77096 (United States)
2015-12-15
This numerical study explains the eddy formation and disappearance in a slow steady axisymmetric air–water flow in a vertical truncated conical container, driven by the rotating top disk. Numerous topological metamorphoses occur as the water height, H{sub w}, and the bottom-sidewall angle, α, vary. It is found that the sidewall convergence (divergence) from the top to the bottom stimulates (suppresses) the development of vortex breakdown (VB) in both water and air. At α = 60°, the flow topology changes eighteen times as H{sub w} varies. The changes are due to (a) competing effects of AMF (the air meridional flow) and swirl, which drive meridional motions of opposite directions in water, and (b) feedback of water flow on AMF. For small H{sub w}, the AMF effect dominates. As H{sub w} increases, the swirl effect dominates and causes VB. The water flow feedback produces and modifies air eddies. The results are of fundamental interest and can be relevant for aerial bioreactors. (paper)
Vortex breakdown in a truncated conical bioreactor
International Nuclear Information System (INIS)
Balci, Adnan; Brøns, Morten; Herrada, Miguel A; Shtern, Vladimir N
2015-01-01
This numerical study explains the eddy formation and disappearance in a slow steady axisymmetric air–water flow in a vertical truncated conical container, driven by the rotating top disk. Numerous topological metamorphoses occur as the water height, H w , and the bottom-sidewall angle, α, vary. It is found that the sidewall convergence (divergence) from the top to the bottom stimulates (suppresses) the development of vortex breakdown (VB) in both water and air. At α = 60°, the flow topology changes eighteen times as H w varies. The changes are due to (a) competing effects of AMF (the air meridional flow) and swirl, which drive meridional motions of opposite directions in water, and (b) feedback of water flow on AMF. For small H w , the AMF effect dominates. As H w increases, the swirl effect dominates and causes VB. The water flow feedback produces and modifies air eddies. The results are of fundamental interest and can be relevant for aerial bioreactors. (paper)
Stochastic analytic regularization
International Nuclear Information System (INIS)
Alfaro, J.
1984-07-01
Stochastic regularization is reexamined, pointing out a restriction on its use due to a new type of divergence which is not present in the unregulated theory. Furthermore, we introduce a new form of stochastic regularization which permits the use of a minimal subtraction scheme to define the renormalized Green functions. (author)
Instantaneous stochastic perturbation theory
International Nuclear Information System (INIS)
Lüscher, Martin
2015-01-01
A form of stochastic perturbation theory is described, where the representative stochastic fields are generated instantaneously rather than through a Markov process. The correctness of the procedure is established to all orders of the expansion and for a wide class of field theories that includes all common formulations of lattice QCD.
Gottwald, G.A.; Crommelin, D.T.; Franzke, C.L.E.; Franzke, C.L.E.; O'Kane, T.J.
2017-01-01
In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations contain a Markov term, a memory term and a term suggestive of
Meyer, Joerg M.
2018-01-01
The contrary of stochastic independence splits up into two cases: pairs of events being favourable or being unfavourable. Examples show that both notions have quite unexpected properties, some of them being opposite to intuition. For example, transitivity does not hold. Stochastic dependence is also useful to explain cases of Simpson's paradox.
Stochastic quantization and gravity
International Nuclear Information System (INIS)
Rumpf, H.
1984-01-01
We give a preliminary account of the application of stochastic quantization to the gravitational field. We start in Section I from Nelson's formulation of quantum mechanics as Newtonian stochastic mechanics and only then introduce the Parisi-Wu stochastic quantization scheme on which all the later discussion will be based. In Section II we present a generalization of the scheme that is applicable to fields in physical (i.e. Lorentzian) space-time and treat the free linearized gravitational field in this manner. The most remarkable result of this is the noncausal propagation of conformal gravitons. Moreover the concept of stochastic gauge-fixing is introduced and a complete discussion of all the covariant gauges is given. A special symmetry relating two classes of covariant gauges is exhibited. Finally Section III contains some preliminary remarks on full nonlinear gravity. In particular we argue that in contrast to gauge fields the stochastic gravitational field cannot be transformed to a Gaussian process. (Author)
Greenwood, Priscilla E
2016-01-01
This book describes a large number of open problems in the theory of stochastic neural systems, with the aim of enticing probabilists to work on them. This includes problems arising from stochastic models of individual neurons as well as those arising from stochastic models of the activities of small and large networks of interconnected neurons. The necessary neuroscience background to these problems is outlined within the text, so readers can grasp the context in which they arise. This book will be useful for graduate students and instructors providing material and references for applying probability to stochastic neuron modeling. Methods and results are presented, but the emphasis is on questions where additional stochastic analysis may contribute neuroscience insight. An extensive bibliography is included. Dr. Priscilla E. Greenwood is a Professor Emerita in the Department of Mathematics at the University of British Columbia. Dr. Lawrence M. Ward is a Professor in the Department of Psychology and the Brain...
Evolution of truncated moments of singlet parton distributions
International Nuclear Information System (INIS)
Forte, S.; Magnea, L.; Piccione, A.; Ridolfi, G.
2001-01-01
We define truncated Mellin moments of parton distributions by restricting the integration range over the Bjorken variable to the experimentally accessible subset x 0 ≤x≤1 of the allowed kinematic range 0≤x≤1. We derive the evolution equations satisfied by truncated moments in the general (singlet) case in terms of an infinite triangular matrix of anomalous dimensions which couple each truncated moment to all higher moments with orders differing by integers. We show that the evolution of any moment can be determined to arbitrarily good accuracy by truncating the system of coupled moments to a sufficiently large but finite size, and show how the equations can be solved in a way suitable for numerical applications. We discuss in detail the accuracy of the method in view of applications to precision phenomenology
Flexible scheme to truncate the hierarchy of pure states.
Zhang, P-P; Bentley, C D B; Eisfeld, A
2018-04-07
The hierarchy of pure states (HOPS) is a wavefunction-based method that can be used for numerically modeling open quantum systems. Formally, HOPS recovers the exact system dynamics for an infinite depth of the hierarchy. However, truncation of the hierarchy is required to numerically implement HOPS. We want to choose a "good" truncation method, where by "good" we mean that it is numerically feasible to check convergence of the results. For the truncation approximation used in previous applications of HOPS, convergence checks are numerically challenging. In this work, we demonstrate the application of the "n-particle approximation" to HOPS. We also introduce a new approximation, which we call the "n-mode approximation." We then explore the convergence of these truncation approximations with respect to the number of equations required in the hierarchy in two exemplary problems: absorption and energy transfer of molecular aggregates.
Measuring a Truncated Disk in Aquila X-1
King, Ashley L.; Tomsick, John A.; Miller, Jon M.; Chenevez, Jerome; Barret, Didier; Boggs, Steven E.; Chakrabarty, Deepto; Christensen, Finn E.; Craig, William W.; Feurst, Felix;
2016-01-01
We present NuSTAR and Swift observations of the neutron star Aquila X-1 during the peak of its 2014 July outburst. The spectrum is soft with strong evidence for a broad Fe K(alpha) line. Modeled with a relativistically broadened reflection model, we find that the inner disk is truncated with an inner radius of 15 +/- 3RG. The disk is likely truncated by either the boundary layer and/or a magnetic field. Associating the truncated inner disk with pressure from a magnetic field gives an upper limit of B < 5+/- 2x10(exp 8) G. Although the radius is truncated far from the stellar surface, material is still reaching the neutron star surface as evidenced by the X-ray burst present in the NuSTAR observation.
Squeezing in multi-mode nonlinear optical state truncation
International Nuclear Information System (INIS)
Said, R.S.; Wahiddin, M.R.B.; Umarov, B.A.
2007-01-01
In this Letter, we show that multi-mode qubit states produced via nonlinear optical state truncation driven by classical external pumpings exhibit squeezing condition. We restrict our discussions to the two- and three-mode cases
Investigation of propagation dynamics of truncated vector vortex beams.
Srinivas, P; Perumangatt, C; Lal, Nijil; Singh, R P; Srinivasan, B
2018-06-01
In this Letter, we experimentally investigate the propagation dynamics of truncated vector vortex beams generated using a Sagnac interferometer. Upon focusing, the truncated vector vortex beam is found to regain its original intensity structure within the Rayleigh range. In order to explain such behavior, the propagation dynamics of a truncated vector vortex beam is simulated by decomposing it into the sum of integral charge beams with associated complex weights. We also show that the polarization of the truncated composite vector vortex beam is preserved all along the propagation axis. The experimental observations are consistent with theoretical predictions based on previous literature and are in good agreement with our simulation results. The results hold importance as vector vortex modes are eigenmodes of the optical fiber.
Truncated Newton-Raphson Methods for Quasicontinuum Simulations
National Research Council Canada - National Science Library
Liang, Yu; Kanapady, Ramdev; Chung, Peter W
2006-01-01
.... In this research, we report the effectiveness of the truncated Newton-Raphson method and quasi-Newton method with low-rank Hessian update strategy that are evaluated against the full Newton-Raphson...
Truncation Depth Rule-of-Thumb for Convolutional Codes
Moision, Bruce
2009-01-01
In this innovation, it is shown that a commonly used rule of thumb (that the truncation depth of a convolutional code should be five times the memory length, m, of the code) is accurate only for rate 1/2 codes. In fact, the truncation depth should be 2.5 m/(1 - r), where r is the code rate. The accuracy of this new rule is demonstrated by tabulating the distance properties of a large set of known codes. This new rule was derived by bounding the losses due to truncation as a function of the code rate. With regard to particular codes, a good indicator of the required truncation depth is the path length at which all paths that diverge from a particular path have accumulated the minimum distance of the code. It is shown that the new rule of thumb provides an accurate prediction of this depth for codes of varying rates.
Flexible scheme to truncate the hierarchy of pure states
Zhang, P.-P.; Bentley, C. D. B.; Eisfeld, A.
2018-04-01
The hierarchy of pure states (HOPS) is a wavefunction-based method that can be used for numerically modeling open quantum systems. Formally, HOPS recovers the exact system dynamics for an infinite depth of the hierarchy. However, truncation of the hierarchy is required to numerically implement HOPS. We want to choose a "good" truncation method, where by "good" we mean that it is numerically feasible to check convergence of the results. For the truncation approximation used in previous applications of HOPS, convergence checks are numerically challenging. In this work, we demonstrate the application of the "n-particle approximation" to HOPS. We also introduce a new approximation, which we call the "n-mode approximation." We then explore the convergence of these truncation approximations with respect to the number of equations required in the hierarchy in two exemplary problems: absorption and energy transfer of molecular aggregates.
On the propagation of truncated localized waves in dispersive silica
Salem, Mohamed; Bagci, Hakan
2010-01-01
Propagation characteristics of truncated Localized Waves propagating in dispersive silica and free space are numerically analyzed. It is shown that those characteristics are affected by the changes in the relation between the transverse spatial
Enhancing propagation characteristics of truncated localized waves in silica
Salem, Mohamed
2011-07-01
The spectral characteristics of truncated Localized Waves propagating in dispersive silica are analyzed. Numerical experiments show that the immunity of the truncated Localized Waves propagating in dispersive silica to decay and distortion is enhanced as the non-linearity of the relation between the transverse spatial spectral components and the wave vector gets stronger, in contrast to free-space propagating waves, which suffer from early decay and distortion. © 2011 IEEE.
Sequential stochastic optimization
Cairoli, Renzo
1996-01-01
Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior knowledge of the subject is assumed; its only prerequisites are a standard graduate course in probability theory and some familiarity with discrete-paramet
Remarks on stochastic acceleration
International Nuclear Information System (INIS)
Graeff, P.
1982-12-01
Stochastic acceleration and turbulent diffusion are strong turbulence problems since no expansion parameter exists. Hence the problem of finding rigorous results is of major interest both for checking approximations and for reference models. Since we have found a way of constructing such models in the turbulent diffusion case the question of the extension to stochastic acceleration now arises. The paper offers some possibilities illustrated by the case of 'stochastic free fall' which may be particularly interesting in the context of linear response theory. (orig.)
Stochastic processes inference theory
Rao, Malempati M
2014-01-01
This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics. The first three chapters can be used for a quarter or semester graduate course on inference on stochastic processes. The remaining chapters provide more advanced material on stochastic analysis suitable for graduate seminars and discussions, leading to dissertation or research work. In general, the book will be of interest to researchers in probability theory, mathematical statistics and electrical and information theory.
Introduction to stochastic calculus
Karandikar, Rajeeva L
2018-01-01
This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly address continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using Metivier–Pellumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level stud...
Doberkat, Ernst-Erich
2009-01-01
Combining coalgebraic reasoning, stochastic systems and logic, this volume presents the principles of coalgebraic logic from a categorical perspective. Modal logics are also discussed, including probabilistic interpretations and an analysis of Kripke models.
Approximating Preemptive Stochastic Scheduling
Megow Nicole; Vredeveld Tjark
2009-01-01
We present constant approximative policies for preemptive stochastic scheduling. We derive policies with a guaranteed performance ratio of 2 for scheduling jobs with release dates on identical parallel machines subject to minimizing the sum of weighted completion times. Our policies as well as their analysis apply also to the recently introduced more general model of stochastic online scheduling. The performance guarantee we give matches the best result known for the corresponding determinist...
The stochastic goodwill problem
Marinelli, Carlo
2003-01-01
Stochastic control problems related to optimal advertising under uncertainty are considered. In particular, we determine the optimal strategies for the problem of maximizing the utility of goodwill at launch time and minimizing the disutility of a stream of advertising costs that extends until the launch time for some classes of stochastic perturbations of the classical Nerlove-Arrow dynamics. We also consider some generalizations such as problems with constrained budget and with discretionar...
International Nuclear Information System (INIS)
Hueffel, H.
1990-01-01
After a brief review of the BRST formalism and of the Parisi-Wu stochastic quantization method we introduce the BRST stochastic quantization scheme. It allows the second quantization of constrained Hamiltonian systems in a manifestly gauge symmetry preserving way. The examples of the relativistic particle, the spinning particle and the bosonic string are worked out in detail. The paper is closed by a discussion on the interacting field theory associated to the relativistic point particle system. 58 refs. (Author)
The Stars and Gas in Outer Parts of Galaxy Disks : Extended or Truncated, Flat or Warped?
van der Kruit, P. C.; Funes, JG; Corsini, EM
2008-01-01
I review observations of truncations of stellar disks and models for their origin, compare observations of truncations in moderately inclined galaxies to those in edge-on systems and discuss the relation between truncations and H I-warps and their systematics and origin. Truncations are a common
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
Truncated predictor feedback for time-delay systems
Zhou, Bin
2014-01-01
This book provides a systematic approach to the design of predictor based controllers for (time-varying) linear systems with either (time-varying) input or state delays. Differently from those traditional predictor based controllers, which are infinite-dimensional static feedback laws and may cause difficulties in their practical implementation, this book develops a truncated predictor feedback (TPF) which involves only finite dimensional static state feedback. Features and topics: A novel approach referred to as truncated predictor feedback for the stabilization of (time-varying) time-delay systems in both the continuous-time setting and the discrete-time setting is built systematically Semi-global and global stabilization problems of linear time-delay systems subject to either magnitude saturation or energy constraints are solved in a systematic manner Both stabilization of a single system and consensus of a group of systems (multi-agent systems) are treated in a unified manner by applying the truncated pre...
Probability distributions with truncated, log and bivariate extensions
Thomopoulos, Nick T
2018-01-01
This volume presents a concise and practical overview of statistical methods and tables not readily available in other publications. It begins with a review of the commonly used continuous and discrete probability distributions. Several useful distributions that are not so common and less understood are described with examples and applications in full detail: discrete normal, left-partial, right-partial, left-truncated normal, right-truncated normal, lognormal, bivariate normal, and bivariate lognormal. Table values are provided with examples that enable researchers to easily apply the distributions to real applications and sample data. The left- and right-truncated normal distributions offer a wide variety of shapes in contrast to the symmetrically shaped normal distribution, and a newly developed spread ratio enables analysts to determine which of the three distributions best fits a particular set of sample data. The book will be highly useful to anyone who does statistical and probability analysis. This in...
Riesz Representation Theorem on Bilinear Spaces of Truncated Laurent Series
Directory of Open Access Journals (Sweden)
Sabarinsyah
2017-06-01
Full Text Available In this study a generalization of the Riesz representation theorem on non-degenerate bilinear spaces, particularly on spaces of truncated Laurent series, was developed. It was shown that any linear functional on a non-degenerate bilinear space is representable by a unique element of the space if and only if its kernel is closed. Moreover an explicit equivalent condition can be identiﬁed for the closedness property of the kernel when the bilinear space is a space of truncated Laurent series.
Frequency interval balanced truncation of discrete-time bilinear systems
DEFF Research Database (Denmark)
Jazlan, Ahmad; Sreeram, Victor; Shaker, Hamid Reza
2016-01-01
This paper presents the development of a new model reduction method for discrete-time bilinear systems based on the balanced truncation framework. In many model reduction applications, it is advantageous to analyze the characteristics of the system with emphasis on particular frequency intervals...... are the solution to a pair of new generalized Lyapunov equations. The conditions for solvability of these new generalized Lyapunov equations are derived and a numerical solution method for solving these generalized Lyapunov equations is presented. Numerical examples which illustrate the usage of the new...... generalized frequency interval controllability and observability gramians as part of the balanced truncation framework are provided to demonstrate the performance of the proposed method....
Stochastic approach to microphysics
Energy Technology Data Exchange (ETDEWEB)
Aron, J.C.
1987-01-01
The presently widespread idea of ''vacuum population'', together with the quantum concept of vacuum fluctuations leads to assume a random level below that of matter. This stochastic approach starts by a reminder of the author's previous work, first on the relation of diffusion laws with the foundations of microphysics, and then on hadron spectrum. Following the latter, a random quark model is advanced; it gives to quark pairs properties similar to those of a harmonic oscillator or an elastic string, imagined as an explanation to their asymptotic freedom and their confinement. The stochastic study of such interactions as electron-nucleon, jets in e/sup +/e/sup -/ collisions, or pp -> ..pi../sup 0/ + X, gives form factors closely consistent with experiment. The conclusion is an epistemological comment (complementarity between stochastic and quantum domains, E.P.R. paradox, etc...).
Stochastic dynamics and irreversibility
Tomé, Tânia
2015-01-01
This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models displaying phase transitions and critical phenomema both in thermodynamic equilibrium and out of equilibrium. These models include the linear Glauber model, the Glauber-Ising model, lattice models with absorbing states such as the contact process and those used in population dynamic and spreading of epidemic, probabilistic cellular automata, reaction-diffusion processes, random sequential adsorption and dynamic percolation. A stochastic approach to chemical reaction is also presented.The textbook is intended for students of ...
Stochastic optimization methods
Marti, Kurt
2005-01-01
Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, deterministic substitute problems are needed. Based on the distribution of the random data, and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into deterministic substitute problems. Due to the occurring probabilities and expectations, approximative solution techniques must be applied. Deterministic and stochastic approximation methods and their analytical properties are provided: Taylor expansion, regression and response surface methods, probability inequalities, First Order Reliability Methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation methods, differentiation of probability and mean value functions. Convergence results of the resulting iterative solution procedures are given.
International Nuclear Information System (INIS)
Rumpf, H.
1987-01-01
We begin with a naive application of the Parisi-Wu scheme to linearized gravity. This will lead into trouble as one peculiarity of the full theory, the indefiniteness of the Euclidean action, shows up already at this level. After discussing some proposals to overcome this problem, Minkowski space stochastic quantization will be introduced. This will still not result in an acceptable quantum theory of linearized gravity, as the Feynman propagator turns out to be non-causal. This defect will be remedied only after a careful analysis of general covariance in stochastic quantization has been performed. The analysis requires the notion of a metric on the manifold of metrics, and a natural candidate for this is singled out. With this a consistent stochastic quantization of Einstein gravity becomes possible. It is even possible, at least perturbatively, to return to the Euclidean regime. 25 refs. (Author)
Separable quadratic stochastic operators
International Nuclear Information System (INIS)
Rozikov, U.A.; Nazir, S.
2009-04-01
We consider quadratic stochastic operators, which are separable as a product of two linear operators. Depending on properties of these linear operators we classify the set of the separable quadratic stochastic operators: first class of constant operators, second class of linear and third class of nonlinear (separable) quadratic stochastic operators. Since the properties of operators from the first and second classes are well known, we mainly study the properties of the operators of the third class. We describe some Lyapunov functions of the operators and apply them to study ω-limit sets of the trajectories generated by the operators. We also compare our results with known results of the theory of quadratic operators and give some open problems. (author)
Stochastic cooling at Fermilab
International Nuclear Information System (INIS)
Marriner, J.
1986-08-01
The topics discussed are the stochastic cooling systems in use at Fermilab and some of the techniques that have been employed to meet the particular requirements of the anti-proton source. Stochastic cooling at Fermilab became of paramount importance about 5 years ago when the anti-proton source group at Fermilab abandoned the electron cooling ring in favor of a high flux anti-proton source which relied solely on stochastic cooling to achieve the phase space densities necessary for colliding proton and anti-proton beams. The Fermilab systems have constituted a substantial advance in the techniques of cooling including: large pickup arrays operating at microwave frequencies, extensive use of cryogenic techniques to reduce thermal noise, super-conducting notch filters, and the development of tools for controlling and for accurately phasing the system
Stochastic Feedforward Control Technique
Halyo, Nesim
1990-01-01
Class of commanded trajectories modeled as stochastic process. Advanced Transport Operating Systems (ATOPS) research and development program conducted by NASA Langley Research Center aimed at developing capabilities for increases in capacities of airports, safe and accurate flight in adverse weather conditions including shear, winds, avoidance of wake vortexes, and reduced consumption of fuel. Advances in techniques for design of modern controls and increased capabilities of digital flight computers coupled with accurate guidance information from Microwave Landing System (MLS). Stochastic feedforward control technique developed within context of ATOPS program.
Markov stochasticity coordinates
International Nuclear Information System (INIS)
Eliazar, Iddo
2017-01-01
Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.
DEFF Research Database (Denmark)
Simonsen, Maria
This thesis treats stochastic systems with switching dynamics. Models with these characteristics are studied from several perspectives. Initially in a simple framework given in the form of stochastic differential equations and, later, in an extended form which fits into the framework of sliding...... mode control. It is investigated how to understand and interpret solutions to models of switched systems, which are exposed to discontinuous dynamics and uncertainties (primarily) in the form of white noise. The goal is to gain knowledge about the performance of the system by interpreting the solution...
Stochastic dynamics and control
Sun, Jian-Qiao; Zaslavsky, George
2006-01-01
This book is a result of many years of author's research and teaching on random vibration and control. It was used as lecture notes for a graduate course. It provides a systematic review of theory of probability, stochastic processes, and stochastic calculus. The feedback control is also reviewed in the book. Random vibration analyses of SDOF, MDOF and continuous structural systems are presented in a pedagogical order. The application of the random vibration theory to reliability and fatigue analysis is also discussed. Recent research results on fatigue analysis of non-Gaussian stress proc
CSIR Research Space (South Africa)
Roux, FS
2013-09-01
Full Text Available Roux Presented at the International Conference on Correlation Optics 2013 Chernivtsi, Ukraine 18-20 September 2013 CSIR National Laser Centre, Pretoria, South Africa – p. 1/24 Contents ⊲ Defining Stochastic Singular Optics (SSO) ⊲ Tools of Stochastic... of vortices: topological charge ±1 (higher order are unstable). Positive and negative vortex densities np(x, y, z) and nn(x, y, z) ⊲ Vortex density: V = np + nn ⊲ Topological charge density: T = np − nn – p. 4/24 Subfields of SSO ⊲ Homogeneous, normally...
Foundations of stochastic analysis
Rao, M M; Lukacs, E
1981-01-01
Foundations of Stochastic Analysis deals with the foundations of the theory of Kolmogorov and Bochner and its impact on the growth of stochastic analysis. Topics covered range from conditional expectations and probabilities to projective and direct limits, as well as martingales and likelihood ratios. Abstract martingales and their applications are also discussed. Comprised of five chapters, this volume begins with an overview of the basic Kolmogorov-Bochner theorem, followed by a discussion on conditional expectations and probabilities containing several characterizations of operators and mea
Markov stochasticity coordinates
Energy Technology Data Exchange (ETDEWEB)
Eliazar, Iddo, E-mail: iddo.eliazar@intel.com
2017-01-15
Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.
Stochastic models, estimation, and control
Maybeck, Peter S
1982-01-01
This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal stochastic control laws.
Stochastic coupled cluster theory: Efficient sampling of the coupled cluster expansion
Scott, Charles J. C.; Thom, Alex J. W.
2017-09-01
We consider the sampling of the coupled cluster expansion within stochastic coupled cluster theory. Observing the limitations of previous approaches due to the inherently non-linear behavior of a coupled cluster wavefunction representation, we propose new approaches based on an intuitive, well-defined condition for sampling weights and on sampling the expansion in cluster operators of different excitation levels. We term these modifications even and truncated selections, respectively. Utilising both approaches demonstrates dramatically improved calculation stability as well as reduced computational and memory costs. These modifications are particularly effective at higher truncation levels owing to the large number of terms within the cluster expansion that can be neglected, as demonstrated by the reduction of the number of terms to be sampled when truncating at triple excitations by 77% and hextuple excitations by 98%.
Picard Approximation of Stochastic Differential Equations and Application to LIBOR Models
DEFF Research Database (Denmark)
Papapantoleon, Antonis; Skovmand, David
The aim of this work is to provide fast and accurate approximation schemes for the Monte Carlo pricing of derivatives in LIBOR market models. Standard methods can be applied to solve the stochastic differential equations of the successive LIBOR rates but the methods are generally slow. Our...... exponential to quadratic using truncated expansions of the product terms. We include numerical illustrations of the accuracy and speed of our method pricing caplets, swaptions and forward rate agreements....
Stochastic quantisation: theme and variation
International Nuclear Information System (INIS)
Klauder, J.R.; Kyoto Univ.
1987-01-01
The paper on stochastic quantisation is a contribution to the book commemorating the sixtieth birthday of E.S. Fradkin. Stochastic quantisation reformulates Euclidean quantum field theory in the language of Langevin equations. The generalised free field is discussed from the viewpoint of stochastic quantisation. An artificial family of highly singular model theories wherein the space-time derivatives are dropped altogether is also examined. Finally a modified form of stochastic quantisation is considered. (U.K.)
Stochastic quantization of Proca field
International Nuclear Information System (INIS)
Lim, S.C.
1981-03-01
We discuss the complications that arise in the application of Nelson's stochastic quantization scheme to classical Proca field. One consistent way to obtain spin-one massive stochastic field is given. It is found that the result of Guerra et al on the connection between ground state stochastic field and the corresponding Euclidean-Markov field extends to the spin-one case. (author)
Stochastic Estimation via Polynomial Chaos
2015-10-01
AFRL-RW-EG-TR-2015-108 Stochastic Estimation via Polynomial Chaos Douglas V. Nance Air Force Research...COVERED (From - To) 20-04-2015 – 07-08-2015 4. TITLE AND SUBTITLE 5a. CONTRACT NUMBER Stochastic Estimation via Polynomial Chaos ...This expository report discusses fundamental aspects of the polynomial chaos method for representing the properties of second order stochastic
Generation of truncated recombinant form of tumor necrosis factor ...
African Journals Online (AJOL)
7. Original Research Article. Generation of truncated recombinant form of tumor necrosis factor ... as 6×His tagged using E.coli BL21 (DE3) expression system. The protein was ... proapoptotic signaling cascade through TNFR1. [5] which is ...
Measuring a truncated disk in Aquila X-1
DEFF Research Database (Denmark)
King, Ashley L.; Tomsick, John A.; Miller, Jon M.
2016-01-01
We present NuSTAR and Swift observations of the neutron star Aquila X-1 during the peak of its 2014 July outburst. The spectrum is soft with strong evidence for a broad Fe Kα line. Modeled with a relativistically broadened reflection model, we find that the inner disk is truncated with an inner r...
Scavenger receptor AI/II truncation, lung function and COPD
DEFF Research Database (Denmark)
Thomsen, M; Nordestgaard, B G; Tybjaerg-Hansen, A
2011-01-01
The scavenger receptor A-I/II (SRA-I/II) on alveolar macrophages is involved in recognition and clearance of modified lipids and inhaled particulates. A rare variant of the SRA-I/II gene, Arg293X, truncates the distal collagen-like domain, which is essential for ligand recognition. We tested whet...
Parameter Estimation and Model Selection for Mixtures of Truncated Exponentials
DEFF Research Database (Denmark)
Langseth, Helge; Nielsen, Thomas Dyhre; Rumí, Rafael
2010-01-01
Bayesian networks with mixtures of truncated exponentials (MTEs) support efficient inference algorithms and provide a flexible way of modeling hybrid domains (domains containing both discrete and continuous variables). On the other hand, estimating an MTE from data has turned out to be a difficul...
Maximum nondiffracting propagation distance of aperture-truncated Airy beams
Chu, Xingchun; Zhao, Shanghong; Fang, Yingwu
2018-05-01
Airy beams have called attention of many researchers due to their non-diffracting, self-healing and transverse accelerating properties. A key issue in research of Airy beams and its applications is how to evaluate their nondiffracting propagation distance. In this paper, the critical transverse extent of physically realizable Airy beams is analyzed under the local spatial frequency methodology. The maximum nondiffracting propagation distance of aperture-truncated Airy beams is formulated and analyzed based on their local spatial frequency. The validity of the formula is verified by comparing the maximum nondiffracting propagation distance of an aperture-truncated ideal Airy beam, aperture-truncated exponentially decaying Airy beam and exponentially decaying Airy beam. Results show that the formula can be used to evaluate accurately the maximum nondiffracting propagation distance of an aperture-truncated ideal Airy beam. Therefore, it can guide us to select appropriate parameters to generate Airy beams with long nondiffracting propagation distance that have potential application in the fields of laser weapons or optical communications.
Multiple-scattering theory with a truncated basis set
International Nuclear Information System (INIS)
Zhang, X.; Butler, W.H.
1992-01-01
Multiple-scattering theory (MST) is an extremely efficient technique for calculating the electronic structure of an assembly of atoms. The wave function in MST is expanded in terms of spherical waves centered on each atom and indexed by their orbital and azimuthal quantum numbers, l and m. The secular equation which determines the characteristic energies can be truncated at a value of the orbital angular momentum l max , for which the higher angular momentum phase shifts, δ l (l>l max ), are sufficiently small. Generally, the wave-function coefficients which are calculated from the secular equation are also truncated at l max . Here we point out that this truncation of the wave function is not necessary and is in fact inconsistent with the truncation of the secular equation. A consistent procedure is described in which the states with higher orbital angular momenta are retained but with their phase shifts set to zero. We show that this treatment gives smooth, continuous, and correctly normalized wave functions and that the total charge density calculated from the corresponding Green function agrees with the Lloyd formula result. We also show that this augmented wave function can be written as a linear combination of Andersen's muffin-tin orbitals in the case of muffin-tin potentials, and can be used to generalize the muffin-tin orbital idea to full-cell potentals
Analytic Method for Pressure Recovery in Truncated Diffusers ...
African Journals Online (AJOL)
A prediction method is presented for the static pressure recovery in subsonic axisymmetric truncated conical diffusers. In the analysis, a turbulent boundary layer is assumed at the diffuser inlet and a potential core exists throughout the flow. When flow separation occurs, this approach cannot be used to predict the maximum ...
Energy Technology Data Exchange (ETDEWEB)
Tollestrup, A.V.; Dugan, G
1983-12-01
Major headings in this review include: proton sources; antiproton production; antiproton sources and Liouville, the role of the Debuncher; transverse stochastic cooling, time domain; the accumulator; frequency domain; pickups and kickers; Fokker-Planck equation; calculation of constants in the Fokker-Planck equation; and beam feedback. (GHT)
Schrager, D.F.
2006-01-01
We propose a new model for stochastic mortality. The model is based on the literature on affine term structure models. It satisfies three important requirements for application in practice: analytical tractibility, clear interpretation of the factors and compatibility with financial option pricing
Composite stochastic processes
Kampen, N.G. van
Certain problems in physics and chemistry lead to the definition of a class of stochastic processes. Although they are not Markovian they can be treated explicitly to some extent. In particular, the probability distribution for large times can be found. It is shown to obey a master equation. This
Entropy Production in Stochastics
Directory of Open Access Journals (Sweden)
Demetris Koutsoyiannis
2017-10-01
Full Text Available While the modern definition of entropy is genuinely probabilistic, in entropy production the classical thermodynamic definition, as in heat transfer, is typically used. Here we explore the concept of entropy production within stochastics and, particularly, two forms of entropy production in logarithmic time, unconditionally (EPLT or conditionally on the past and present having been observed (CEPLT. We study the theoretical properties of both forms, in general and in application to a broad set of stochastic processes. A main question investigated, related to model identification and fitting from data, is how to estimate the entropy production from a time series. It turns out that there is a link of the EPLT with the climacogram, and of the CEPLT with two additional tools introduced here, namely the differenced climacogram and the climacospectrum. In particular, EPLT and CEPLT are related to slopes of log-log plots of these tools, with the asymptotic slopes at the tails being most important as they justify the emergence of scaling laws of second-order characteristics of stochastic processes. As a real-world application, we use an extraordinary long time series of turbulent velocity and show how a parsimonious stochastic model can be identified and fitted using the tools developed.
Stochastic modelling of turbulence
DEFF Research Database (Denmark)
Sørensen, Emil Hedevang Lohse
previously been shown to be closely connected to the energy dissipation. The incorporation of the small scale dynamics into the spatial model opens the door to a fully fledged stochastic model of turbulence. Concerning the interaction of wind and wind turbine, a new method is proposed to extract wind turbine...
Research in Stochastic Processes.
1982-10-31
Office of Scientific Research Grant AFOSR F49620 82 C 0009 Period: 1 Noveber 1981 through 31 October 1982 Title: Research in Stochastic Processes Co...STA4ATIS CAMBANIS The work briefly described here was developed in connection with problems arising from and related to the statistical comunication
Stochastic Control - External Models
DEFF Research Database (Denmark)
Poulsen, Niels Kjølstad
2005-01-01
This note is devoted to control of stochastic systems described in discrete time. We are concerned with external descriptions or transfer function model, where we have a dynamic model for the input output relation only (i.e.. no direct internal information). The methods are based on LTI systems...
Stochastic nonlinear beam equations
Czech Academy of Sciences Publication Activity Database
Brzezniak, Z.; Maslowski, Bohdan; Seidler, Jan
2005-01-01
Roč. 132, č. 1 (2005), s. 119-149 ISSN 0178-8051 R&D Projects: GA ČR(CZ) GA201/01/1197 Institutional research plan: CEZ:AV0Z10190503 Keywords : stochastic beam equation * stability Subject RIV: BA - General Mathematics Impact factor: 0.896, year: 2005
Modifications of Geometric Truncation of the Scattering Phase Function
Radkevich, A.
2017-12-01
Phase function (PF) of light scattering on large atmospheric particles has very strong peak in forward direction constituting a challenge for accurate numerical calculations of radiance. Such accurate (and fast) evaluations are important in the problems of remote sensing of the atmosphere. Scaling transformation replaces original PF with a sum of the delta function and a new regular smooth PF. A number of methods to construct such a PF were suggested. Delta-M and delta-fit methods require evaluation of the PF moments which imposes a numerical problem if strongly anisotropic PF is given as a function of angle. Geometric truncation keeps the original PF unchanged outside the forward peak cone replacing it with a constant within the cone. This approach is designed to preserve the asymmetry parameter. It has two disadvantages: 1) PF has discontinuity at the cone; 2) the choice of the cone is subjective, no recommendations were provided on the choice of the truncation angle. This choice affects both truncation fraction and the value of the phase function within the forward cone. Both issues are addressed in this study. A simple functional form of the replacement PF is suggested. This functional form allows for a number of modifications. This study consider 3 versions providing continuous PF. The considered modifications also bear either of three properties: preserve asymmetry parameter, provide continuity of the 1st derivative of the PF, and preserve mean scattering angle. The second problem mentioned above is addressed with a heuristic approach providing unambiguous criterion of selection of the truncation angle. The approach showed good performance on liquid water and ice clouds with different particle size distributions. Suggested modifications were tested on different cloud PFs using both discrete ordinates and Monte Carlo methods. It was showed that the modifications provide better accuracy of the radiance computation compare to the original geometric truncation.
Stochastic processes in cell biology
Bressloff, Paul C
2014-01-01
This book develops the theory of continuous and discrete stochastic processes within the context of cell biology. A wide range of biological topics are covered including normal and anomalous diffusion in complex cellular environments, stochastic ion channels and excitable systems, stochastic calcium signaling, molecular motors, intracellular transport, signal transduction, bacterial chemotaxis, robustness in gene networks, genetic switches and oscillators, cell polarization, polymerization, cellular length control, and branching processes. The book also provides a pedagogical introduction to the theory of stochastic process – Fokker Planck equations, stochastic differential equations, master equations and jump Markov processes, diffusion approximations and the system size expansion, first passage time problems, stochastic hybrid systems, reaction-diffusion equations, exclusion processes, WKB methods, martingales and branching processes, stochastic calculus, and numerical methods. This text is primarily...
Stochastic calculus and applications
Cohen, Samuel N
2015-01-01
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, this text will be of great interest to research mathematicians and graduate students working in those fields, as well as quants in the finance industry. New features of this edition include: End of chapter exercises; New chapters on basic measure theory and Backward SDEs; Reworked proofs, examples and explanatory material; Increased focus on motivating the mathematics; Extensive topical index. "Such a self-contained and complete exposition of stochastic calculus and applications fills an existing gap in the literature. The book can be recommended for first-year graduate studies. It will be useful for all who intend to wo...
Some illustrations of stochasticity
International Nuclear Information System (INIS)
Laslett, L.J.
1977-01-01
A complex, and apparently stochastic, character frequently can be seen to occur in the solutions to simple Hamiltonian problems. Such behavior is of interest, and potentially of importance, to designers of particle accelerators--as well as to workers in other fields of physics and related disciplines. Even a slow development of disorder in the motion of particles in a circular accelerator or storage ring could be troublesome, because a practical design requires the beam particles to remain confined in an orderly manner within a narrow beam tube for literally tens of billions of revolutions. The material presented is primarily the result of computer calculations made to investigate the occurrence of ''stochasticity,'' and is organized in a manner similar to that adopted for presentation at a 1974 accelerator conference
Stochastic ice stream dynamics.
Mantelli, Elisa; Bertagni, Matteo Bernard; Ridolfi, Luca
2016-08-09
Ice streams are narrow corridors of fast-flowing ice that constitute the arterial drainage network of ice sheets. Therefore, changes in ice stream flow are key to understanding paleoclimate, sea level changes, and rapid disintegration of ice sheets during deglaciation. The dynamics of ice flow are tightly coupled to the climate system through atmospheric temperature and snow recharge, which are known exhibit stochastic variability. Here we focus on the interplay between stochastic climate forcing and ice stream temporal dynamics. Our work demonstrates that realistic climate fluctuations are able to (i) induce the coexistence of dynamic behaviors that would be incompatible in a purely deterministic system and (ii) drive ice stream flow away from the regime expected in a steady climate. We conclude that environmental noise appears to be crucial to interpreting the past behavior of ice sheets, as well as to predicting their future evolution.
Fractional Stochastic Field Theory
Honkonen, Juha
2018-02-01
Models describing evolution of physical, chemical, biological, social and financial processes are often formulated as differential equations with the understanding that they are large-scale equations for averages of quantities describing intrinsically random processes. Explicit account of randomness may lead to significant changes in the asymptotic behaviour (anomalous scaling) in such models especially in low spatial dimensions, which in many cases may be captured with the use of the renormalization group. Anomalous scaling and memory effects may also be introduced with the use of fractional derivatives and fractional noise. Construction of renormalized stochastic field theory with fractional derivatives and fractional noise in the underlying stochastic differential equations and master equations and the interplay between fluctuation-induced and built-in anomalous scaling behaviour is reviewed and discussed.
Essentials of stochastic processes
Durrett, Richard
2016-01-01
Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatm...
Dynamic stochastic optimization
Ermoliev, Yuri; Pflug, Georg
2004-01-01
Uncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often too complex to allow for precise evaluations and, as a result, the lack of proper management (control) may create significant risks. In order to develop robust strategies we need approaches which explic itly deal with uncertainties, risks and changing conditions. One rather general approach is to characterize (explicitly or implicitly) uncertainties by objec tive or subjective probabilities (measures of confidence or belief). This leads us to stochastic optimization problems which can rarely be solved by using the standard deterministic optimization and optimal control methods. In the stochastic optimization the accent is on problems with a large number of deci sion and random variables, and consequently the focus ofattention is directed to efficient solution procedures rather than to (analytical) closed-form solu tions. Objective an...
Stochastic porous media equations
Barbu, Viorel; Röckner, Michael
2016-01-01
Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic perturbations of the porous media equation have reviously been considered by physicists, but rigorous mathematical existence results have only recently been found. The porous media equation models a number of different physical phenomena, including the flow of an ideal gas and the diffusion of a compressible fluid through porous media, and also thermal propagation in plasma and plasma radiation. Another important application is to a model of the standard self-organized criticality process, called the "sand-pile model" or the "Bak-Tang-Wiesenfeld model". The book will be of interest to PhD students and researchers in mathematics, physics and biology.
Stochastic stacking without filters
International Nuclear Information System (INIS)
Johnson, R.P.; Marriner, J.
1982-12-01
The rate of accumulation of antiprotons is a critical factor in the design of p anti p colliders. A design of a system to accumulate higher anti p fluxes is presented here which is an alternative to the schemes used at the CERN AA and in the Fermilab Tevatron I design. Contrary to these stacking schemes, which use a system of notch filters to protect the dense core of antiprotons from the high power of the stack tail stochastic cooling, an eddy current shutter is used to protect the core in the region of the stack tail cooling kicker. Without filters one can have larger cooling bandwidths, better mixing for stochastic cooling, and easier operational criteria for the power amplifiers. In the case considered here a flux of 1.4 x 10 8 per sec is achieved with a 4 to 8 GHz bandwidth
Multistage stochastic optimization
Pflug, Georg Ch
2014-01-01
Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations under uncertainty and with a longer planning horizon. This book contains a comprehensive treatment of today’s state of the art in multistage stochastic optimization. It covers the mathematical backgrounds of approximation theory as well as numerous practical algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the book
Dynamics of stochastic systems
Klyatskin, Valery I
2005-01-01
Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. The well known example of Brownian particle suspended in fluid and subjected to random molecular bombardment laid the foundation for modern stochastic calculus and statistical physics. Other important examples include turbulent transport and diffusion of particle-tracers (pollutants), or continuous densities (''''oil slicks''''), wave propagation and scattering in randomly inhomogeneous media, for instance light or sound propagating in the turbulent atmosphere.Such models naturally render to statistical description, where the input parameters and solutions are expressed by random processes and fields.The fundamental problem of stochastic dynamics is to identify the essential characteristics of system (its state and evolution), and relate those to the input parameters of ...
Identifiability in stochastic models
1992-01-01
The problem of identifiability is basic to all statistical methods and data analysis, occurring in such diverse areas as Reliability Theory, Survival Analysis, and Econometrics, where stochastic modeling is widely used. Mathematics dealing with identifiability per se is closely related to the so-called branch of ""characterization problems"" in Probability Theory. This book brings together relevant material on identifiability as it occurs in these diverse fields.
Stochastic split determinant algorithms
International Nuclear Information System (INIS)
Horvatha, Ivan
2000-01-01
I propose a large class of stochastic Markov processes associated with probability distributions analogous to that of lattice gauge theory with dynamical fermions. The construction incorporates the idea of approximate spectral split of the determinant through local loop action, and the idea of treating the infrared part of the split through explicit diagonalizations. I suggest that exact algorithms of practical relevance might be based on Markov processes so constructed
Propagation of truncated modified Laguerre-Gaussian beams
Deng, D.; Li, J.; Guo, Q.
2010-01-01
By expanding the circ function into a finite sum of complex Gaussian functions and applying the Collins formula, the propagation of hard-edge diffracted modified Laguerre-Gaussian beams (MLGBs) through a paraxial ABCD system is studied, and the approximate closed-form propagation expression of hard-edge diffracted MLGBs is obtained. The transverse intensity distribution of the MLGB carrying finite power can be characterized by a single bright and symmetric ring during propagation when the aperture radius is very large. Starting from the definition of the generalized truncated second-order moments, the beam quality factor of MLGBs through a hard-edged circular aperture is investigated in a cylindrical coordinate system, which turns out to be dependent on the truncated radius and the beam orders.
Rotating D0-branes and consistent truncations of supergravity
International Nuclear Information System (INIS)
Anabalón, Andrés; Ortiz, Thomas; Samtleben, Henning
2013-01-01
The fluctuations around the D0-brane near-horizon geometry are described by two-dimensional SO(9) gauged maximal supergravity. We work out the U(1) 4 truncation of this theory whose scalar sector consists of five dilaton and four axion fields. We construct the full non-linear Kaluza–Klein ansatz for the embedding of the dilaton sector into type IIA supergravity. This yields a consistent truncation around a geometry which is the warped product of a two-dimensional domain wall and the sphere S 8 . As an application, we consider the solutions corresponding to rotating D0-branes which in the near-horizon limit approach AdS 2 ×M 8 geometries, and discuss their thermodynamical properties. More generally, we study the appearance of such solutions in the presence of non-vanishing axion fields
Intersection spaces, spatial homology truncation, and string theory
Banagl, Markus
2010-01-01
Intersection cohomology assigns groups which satisfy a generalized form of Poincaré duality over the rationals to a stratified singular space. The present monograph introduces a method that assigns to certain classes of stratified spaces cell complexes, called intersection spaces, whose ordinary rational homology satisfies generalized Poincaré duality. The cornerstone of the method is a process of spatial homology truncation, whose functoriality properties are analyzed in detail. The material on truncation is autonomous and may be of independent interest to homotopy theorists. The cohomology of intersection spaces is not isomorphic to intersection cohomology and possesses algebraic features such as perversity-internal cup-products and cohomology operations that are not generally available for intersection cohomology. A mirror-symmetric interpretation, as well as applications to string theory concerning massless D-branes arising in type IIB theory during a Calabi-Yau conifold transition, are discussed.
Rotating D0-branes and consistent truncations of supergravity
Energy Technology Data Exchange (ETDEWEB)
Anabalón, Andrés [Departamento de Ciencias, Facultad de Artes Liberales, Facultad de Ingeniería y Ciencias, Universidad Adolfo Ibáñez, Av. Padre Hurtado 750, Viña del Mar (Chile); Université de Lyon, Laboratoire de Physique, UMR 5672, CNRS École Normale Supérieure de Lyon 46, allée d' Italie, F-69364 Lyon cedex 07 (France); Ortiz, Thomas; Samtleben, Henning [Université de Lyon, Laboratoire de Physique, UMR 5672, CNRS École Normale Supérieure de Lyon 46, allée d' Italie, F-69364 Lyon cedex 07 (France)
2013-12-18
The fluctuations around the D0-brane near-horizon geometry are described by two-dimensional SO(9) gauged maximal supergravity. We work out the U(1){sup 4} truncation of this theory whose scalar sector consists of five dilaton and four axion fields. We construct the full non-linear Kaluza–Klein ansatz for the embedding of the dilaton sector into type IIA supergravity. This yields a consistent truncation around a geometry which is the warped product of a two-dimensional domain wall and the sphere S{sup 8}. As an application, we consider the solutions corresponding to rotating D0-branes which in the near-horizon limit approach AdS{sub 2}×M{sub 8} geometries, and discuss their thermodynamical properties. More generally, we study the appearance of such solutions in the presence of non-vanishing axion fields.
Stochasticity Modeling in Memristors
Naous, Rawan; Al-Shedivat, Maruan; Salama, Khaled N.
2015-01-01
Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.
Stochasticity Modeling in Memristors
Naous, Rawan
2015-10-26
Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.
Stochastic quantization of instantons
International Nuclear Information System (INIS)
Grandati, Y.; Berard, A.; Grange, P.
1996-01-01
The method of Parisi and Wu to quantize classical fields is applied to instanton solutions var-phi I of euclidian non-linear theory in one dimension. The solution var-phi var-epsilon of the corresponding Langevin equation is built through a singular perturbative expansion in var-epsilon=h 1/2 in the frame of the center of the mass of the instanton, where the difference var-phi var-epsilon -var-phi I carries only fluctuations of the instanton form. The relevance of the method is shown for the stochastic K dV equation with uniform noise in space: the exact solution usually obtained by the inverse scattering method is retrieved easily by the singular expansion. A general diagrammatic representation of the solution is then established which makes a thorough use of regrouping properties of stochastic diagrams derived in scalar field theory. Averaging over the noise and in the limit of infinite stochastic time, the authors obtain explicit expressions for the first two orders in var-epsilon of the pertrubed instanton of its Green function. Specializing to the Sine-Gordon and var-phi 4 models, the first anaharmonic correction is obtained analytically. The calculation is carried to second order for the var-phi 4 model, showing good convergence. 21 refs., 5 fig
Generation of truncated recombinant form of tumor necrosis factor ...
African Journals Online (AJOL)
Purpose: To produce truncated recombinant form of tumor necrosis factor receptor 1 (TNFR1), cysteine-rich domain 2 (CRD2) and CRD3 regions of the receptor were generated using pET28a and E. coli/BL21. Methods: DNA coding sequence of CRD2 and CRD3 was cloned into pET28a vector and the corresponding ...
Dual scan CT image recovery from truncated projections
Sarkar, Shubhabrata; Wahi, Pankaj; Munshi, Prabhat
2017-12-01
There are computerized tomography (CT) scanners available commercially for imaging small objects and they are often categorized as mini-CT X-ray machines. One major limitation of these machines is their inability to scan large objects with good image quality because of the truncation of projection data. An algorithm is proposed in this work which enables such machines to scan large objects while maintaining the quality of the recovered image.
A SUZAKU OBSERVATION OF NGC 4593: ILLUMINATING THE TRUNCATED DISK
International Nuclear Information System (INIS)
Markowitz, A. G.; Reeves, J. N.
2009-01-01
We report results from a 2007 Suzaku observation of the Seyfert 1 AGN NGC 4593. The narrow Fe Kα emission line has a FWHM width ∼ 4000 km s -1 , indicating emission from ∼> 5000 R g . There is no evidence for a relativistically broadened Fe K line, consistent with the presence of a radiatively efficient outer disk which is truncated or transitions to an interior radiatively inefficient flow. The Suzaku observation caught the source in a low-flux state; comparison to a 2002 XMM-Newton observation indicates that the hard X-ray flux decreased by 3.6, while the Fe Kα line intensity and width σ each roughly halved. Two model-dependent explanations for the changes in Fe Kα line profile are explored. In one, the Fe Kα line width has decreased from ∼10,000 to ∼4000 km s -1 from 2002 to 2007, suggesting that the thin disk truncation/transition radius has increased from 1000-2000 to ∼>5000 R g . However, there are indications from other compact accreting systems that such truncation radii tend to be associated only with accretion rates relative to Eddington much lower than that of NGC 4593. In the second model, the line profile in the XMM-Newton observation consists of a time-invariant narrow component plus a broad component originating from the inner part of the truncated disk (∼300 R g ) which has responded to the drop in continuum flux. The Compton reflection component strength R is ∼ 1.1, consistent with the measured Fe Kα line total equivalent width with an Fe abundance 1.7 times the solar value. The modest soft excess, modeled well by either thermal bremsstrahlung emission or by Comptonization of soft seed photons in an optical thin plasma, has fallen by a factor of ∼20 from 2002 to 2007, ruling out emission from a region 5 lt-yr in size.
Filter Factors of Truncated TLS Regularization with Multiple Observations
Czech Academy of Sciences Publication Activity Database
Hnětynková, I.; Plešinger, Martin; Žáková, J.
2017-01-01
Roč. 62, č. 2 (2017), s. 105-120 ISSN 0862-7940 R&D Projects: GA ČR GA13-06684S Institutional support: RVO:67985807 Keywords : truncated total least squares * multiple right-hand sides * eigenvalues of rank-d update * ill-posed problem * regularization * filter factors Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics Impact factor: 0.618, year: 2016 http://hdl.handle.net/10338.dmlcz/146698
Patra, M.; Karttunen, M.E.J.; Hyvönen, M.T.; Falck, E.; Lindqvist, P.; Vattulainen, I.
2003-01-01
We study the influence of truncating the electrostatic interactions in a fully hydrated pure dipalmitoylphosphatidylcholine (DPPC) bilayer through 20 ns molecular dynamics simulations. The computations in which the electrostatic interactions were truncated are compared to similar simulations using
A protein-truncating R179X variant in RNF186 confers protection against ulcerative colitis
Rivas, Manuel A.; Graham, Daniel; Sulem, Patrick; Stevens, Christine; Desch, A. Nicole; Goyette, Philippe; Gudbjartsson, Daniel; Jonsdottir, Ingileif; Thorsteinsdottir, Unnur; Degenhardt, Frauke; Mucha, Soeren; Kurki, Mitja I.; Li, Dalin; D'Amato, Mauro; Annese, Vito; Vermeire, Severine; Weersma, Rinse K.; Halfvarson, Jonas; Paavola-Sakki, Paulina; Lappalainen, Maarit; Lek, Monkol; Cummings, Beryl; Tukiainen, Taru; Haritunians, Talin; Halme, Leena; Koskinen, Lotta L. E.; Ananthakrishnan, Ashwin N.; Luo, Yang; Heap, Graham A.; Visschedijk, Marijn C.; MacArthur, Daniel G.; Neale, Benjamin M.; Ahmad, Tariq; Anderson, Carl A.; Brant, Steven R.; Duerr, Richard H.; Silverberg, Mark S.; Cho, Judy H.; Palotie, Aarno; Saavalainen, Paivi; Kontula, Kimmo; Farkkila, Martti; McGovern, Dermot P. B.; Franke, Andre; Stefansson, Kari; Rioux, John D.; Xavier, Ramnik J.; Daly, Mark J.
Protein-truncating variants protective against human disease provide in vivo validation of therapeutic targets. Here we used targeted sequencing to conduct a search for protein-truncating variants conferring protection against inflammatory bowel disease exploiting knowledge of common variants
Evidence for Truncated Exponential Probability Distribution of Earthquake Slip
Thingbaijam, Kiran Kumar; Mai, Paul Martin
2016-01-01
Earthquake ruptures comprise spatially varying slip on the fault surface, where slip represents the displacement discontinuity between the two sides of the rupture plane. In this study, we analyze the probability distribution of coseismic slip, which provides important information to better understand earthquake source physics. Although the probability distribution of slip is crucial for generating realistic rupture scenarios for simulation-based seismic and tsunami-hazard analysis, the statistical properties of earthquake slip have received limited attention so far. Here, we use the online database of earthquake source models (SRCMOD) to show that the probability distribution of slip follows the truncated exponential law. This law agrees with rupture-specific physical constraints limiting the maximum possible slip on the fault, similar to physical constraints on maximum earthquake magnitudes.We show the parameters of the best-fitting truncated exponential distribution scale with average coseismic slip. This scaling property reflects the control of the underlying stress distribution and fault strength on the rupture dimensions, which determines the average slip. Thus, the scale-dependent behavior of slip heterogeneity is captured by the probability distribution of slip. We conclude that the truncated exponential law accurately quantifies coseismic slip distribution and therefore allows for more realistic modeling of rupture scenarios. © 2016, Seismological Society of America. All rights reserverd.
Evidence for Truncated Exponential Probability Distribution of Earthquake Slip
Thingbaijam, Kiran K. S.
2016-07-13
Earthquake ruptures comprise spatially varying slip on the fault surface, where slip represents the displacement discontinuity between the two sides of the rupture plane. In this study, we analyze the probability distribution of coseismic slip, which provides important information to better understand earthquake source physics. Although the probability distribution of slip is crucial for generating realistic rupture scenarios for simulation-based seismic and tsunami-hazard analysis, the statistical properties of earthquake slip have received limited attention so far. Here, we use the online database of earthquake source models (SRCMOD) to show that the probability distribution of slip follows the truncated exponential law. This law agrees with rupture-specific physical constraints limiting the maximum possible slip on the fault, similar to physical constraints on maximum earthquake magnitudes.We show the parameters of the best-fitting truncated exponential distribution scale with average coseismic slip. This scaling property reflects the control of the underlying stress distribution and fault strength on the rupture dimensions, which determines the average slip. Thus, the scale-dependent behavior of slip heterogeneity is captured by the probability distribution of slip. We conclude that the truncated exponential law accurately quantifies coseismic slip distribution and therefore allows for more realistic modeling of rupture scenarios. © 2016, Seismological Society of America. All rights reserverd.
Truncatable bootstrap equations in algebraic form and critical surface exponents
Energy Technology Data Exchange (ETDEWEB)
Gliozzi, Ferdinando [Dipartimento di Fisica, Università di Torino andIstituto Nazionale di Fisica Nucleare - sezione di Torino,Via P. Giuria 1, Torino, I-10125 (Italy)
2016-10-10
We describe examples of drastic truncations of conformal bootstrap equations encoding much more information than that obtained by a direct numerical approach. A three-term truncation of the four point function of a free scalar in any space dimensions provides algebraic identities among conformal block derivatives which generate the exact spectrum of the infinitely many primary operators contributing to it. In boundary conformal field theories, we point out that the appearance of free parameters in the solutions of bootstrap equations is not an artifact of truncations, rather it reflects a physical property of permeable conformal interfaces which are described by the same equations. Surface transitions correspond to isolated points in the parameter space. We are able to locate them in the case of 3d Ising model, thanks to a useful algebraic form of 3d boundary bootstrap equations. It turns out that the low-lying spectra of the surface operators in the ordinary and the special transitions of 3d Ising model form two different solutions of the same polynomial equation. Their interplay yields an estimate of the surface renormalization group exponents, y{sub h}=0.72558(18) for the ordinary universality class and y{sub h}=1.646(2) for the special universality class, which compare well with the most recent Monte Carlo calculations. Estimates of other surface exponents as well as OPE coefficients are also obtained.
International Nuclear Information System (INIS)
Sanghavi, Suniti; Stephens, Graeme
2015-01-01
In the presence of aerosol and/or clouds, the use of appropriate truncation methods becomes indispensable for accurate but cost-efficient radiative transfer computations. Truncation methods allow the reduction of the large number (usually several hundreds) of Fourier components associated with particulate scattering functions to a more manageable number, thereby making it possible to carry out radiative transfer computations with a modest number of streams. While several truncation methods have been discussed for scalar radiative transfer, few rigorous studies have been made of truncation methods for the vector case. Here, we formally derive the vector form of Wiscombe's delta-m truncation method. Two main sources of error associated with delta-m truncation are identified as the delta-separation error (DSE) and the phase-truncation error (PTE). The view angles most affected by truncation error occur in the vicinity of the direction of exact backscatter. This view geometry occurs commonly in satellite based remote sensing applications, and is hence of considerable importance. In order to deal with these errors, we adapt the δ-fit approach of Hu et al. (2000) [17] to vector radiative transfer. The resulting δBGE-fit is compared with the vectorized delta-m method. For truncation at l=25 of an original phase matrix consisting of over 300 Fourier components, the use of the δBGE-fit minimizes the error due to truncation at these view angles, while practically eliminating error at other angles. We also show how truncation errors have a distorting effect on hyperspectral absorption line shapes. The choice of the δBGE-fit method over delta-m truncation minimizes errors in absorption line depths, thus affording greater accuracy for sensitive retrievals such as those of XCO 2 from OCO-2 or GOSAT measurements. - Highlights: • Derives vector form for delta-m truncation method. • Adapts δ-fit truncation approach to vector RTE as δBGE-fit. • Compares truncation
Stochastic and non-stochastic effects - a conceptual analysis
International Nuclear Information System (INIS)
Karhausen, L.R.
1980-01-01
The attempt to divide radiation effects into stochastic and non-stochastic effects is discussed. It is argued that radiation or toxicological effects are contingently related to radiation or chemical exposure. Biological effects in general can be described by general laws but these laws never represent a necessary connection. Actually stochastic effects express contingent, or empirical, connections while non-stochastic effects represent semantic and non-factual connections. These two expressions stem from two different levels of discourse. The consequence of this analysis for radiation biology and radiation protection is discussed. (author)
A retrodictive stochastic simulation algorithm
International Nuclear Information System (INIS)
Vaughan, T.G.; Drummond, P.D.; Drummond, A.J.
2010-01-01
In this paper we describe a simple method for inferring the initial states of systems evolving stochastically according to master equations, given knowledge of the final states. This is achieved through the use of a retrodictive stochastic simulation algorithm which complements the usual predictive stochastic simulation approach. We demonstrate the utility of this new algorithm by applying it to example problems, including the derivation of likely ancestral states of a gene sequence given a Markovian model of genetic mutation.
Stochastic processes and quantum theory
International Nuclear Information System (INIS)
Klauder, J.R.
1975-01-01
The author analyses a variety of stochastic processes, namely real time diffusion phenomena, which are analogues of imaginary time quantum theory and convariant imaginary time quantum field theory. He elaborates some standard properties involving probability measures and stochastic variables and considers a simple class of examples. Finally he develops the fact that certain stochastic theories actually exhibit divergences that simulate those of covariant quantum field theory and presents examples of both renormaizable and unrenormalizable behavior. (V.J.C.)
Stochastic Analysis with Financial Applications
Kohatsu-Higa, Arturo; Sheu, Shuenn-Jyi
2011-01-01
Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of stochastic analysis and some of its recent theoretical developments. This includes numerical simulation, error analysis, parameter estimation, as well as control and robustness properties for stochastic equations. This book also covers the areas of backward stochastic differential equations via the (non-li
Energy Technology Data Exchange (ETDEWEB)
Hardwick, Robert J.; Vennin, Vincent; Wands, David [Institute of Cosmology and Gravitation, University of Portsmouth, Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom); Byrnes, Christian T.; Torrado, Jesús, E-mail: robert.hardwick@port.ac.uk, E-mail: vincent.vennin@port.ac.uk, E-mail: c.byrnes@sussex.ac.uk, E-mail: jesus.torrado@sussex.ac.uk, E-mail: david.wands@port.ac.uk [Department of Physics and Astronomy, University of Sussex, Brighton BN1 9QH (United Kingdom)
2017-10-01
We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
International Nuclear Information System (INIS)
Hardwick, Robert J.; Vennin, Vincent; Wands, David; Byrnes, Christian T.; Torrado, Jesús
2017-01-01
We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
Portfolio Optimization with Stochastic Dividends and Stochastic Volatility
Varga, Katherine Yvonne
2015-01-01
We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…
Stochastic ontogenetic growth model
West, B. J.; West, D.
2012-02-01
An ontogenetic growth model (OGM) for a thermodynamically closed system is generalized to satisfy both the first and second law of thermodynamics. The hypothesized stochastic ontogenetic growth model (SOGM) is shown to entail the interspecies allometry relation by explicitly averaging the basal metabolic rate and the total body mass over the steady-state probability density for the total body mass (TBM). This is the first derivation of the interspecies metabolic allometric relation from a dynamical model and the asymptotic steady-state distribution of the TBM is fit to data and shown to be inverse power law.
Stochastic calculus in physics
International Nuclear Information System (INIS)
Fox, R.F.
1987-01-01
The relationship of Ito-Stratonovich stochastic calculus to studies of weakly colored noise is explained. A functional calculus approach is used to obtain an effective Fokker-Planck equation for the weakly colored noise regime. In a smooth limit, this representation produces the Stratonovich version of the Ito-Stratonovich calculus for white noise. It also provides an approach to steady state behavior for strongly colored noise. Numerical simulation algorithms are explored, and a novel suggestion is made for efficient and accurate simulation of white noise equations
The stochastic quality calculus
DEFF Research Database (Denmark)
Zeng, Kebin; Nielson, Flemming; Nielson, Hanne Riis
2014-01-01
We introduce the Stochastic Quality Calculus in order to model and reason about distributed processes that rely on each other in order to achieve their overall behaviour. The calculus supports broadcast communication in a truly concurrent setting. Generally distributed delays are associated...... with the outputs and at the same time the inputs impose constraints on the waiting times. Consequently, the expected inputs may not be available when needed and therefore the calculus allows to express the absence of data.The communication delays are expressed by general distributions and the resulting semantics...
Stochastic conditional intensity processes
DEFF Research Database (Denmark)
Bauwens, Luc; Hautsch, Nikolaus
2006-01-01
model allows for a wide range of (cross-)autocorrelation structures in multivariate point processes. The model is estimated by simulated maximum likelihood (SML) using the efficient importance sampling (EIS) technique. By modeling price intensities based on NYSE trading, we provide significant evidence......In this article, we introduce the so-called stochastic conditional intensity (SCI) model by extending Russell’s (1999) autoregressive conditional intensity (ACI) model by a latent common dynamic factor that jointly drives the individual intensity components. We show by simulations that the proposed...... for a joint latent factor and show that its inclusion allows for an improved and more parsimonious specification of the multivariate intensity process...
Stochastic cooling for beginners
International Nuclear Information System (INIS)
Moehl, D.
1984-01-01
These two lectures have been prepared to give a simple introduction to the principles. In Part I we try to explain stochastic cooling using the time-domain picture which starts from the pulse response of the system. In Part II the discussion is repeated, looking more closely at the frequency-domain response. An attempt is made to familiarize the beginners with some of the elementary cooling equations, from the 'single particle case' up to equations which describe the evolution of the particle distribution. (orig.)
Trajectory averaging for stochastic approximation MCMC algorithms
Liang, Faming
2010-01-01
to the stochastic approximation Monte Carlo algorithm [Liang, Liu and Carroll J. Amer. Statist. Assoc. 102 (2007) 305-320]. The application of the trajectory averaging estimator to other stochastic approximationMCMC algorithms, for example, a stochastic
LGI2 truncation causes a remitting focal epilepsy in dogs.
Directory of Open Access Journals (Sweden)
Eija H Seppälä
2011-07-01
Full Text Available One quadrillion synapses are laid in the first two years of postnatal construction of the human brain, which are then pruned until age 10 to 500 trillion synapses composing the final network. Genetic epilepsies are the most common neurological diseases with onset during pruning, affecting 0.5% of 2-10-year-old children, and these epilepsies are often characterized by spontaneous remission. We previously described a remitting epilepsy in the Lagotto romagnolo canine breed. Here, we identify the gene defect and affected neurochemical pathway. We reconstructed a large Lagotto pedigree of around 34 affected animals. Using genome-wide association in 11 discordant sib-pairs from this pedigree, we mapped the disease locus to a 1.7 Mb region of homozygosity in chromosome 3 where we identified a protein-truncating mutation in the Lgi2 gene, a homologue of the human epilepsy gene LGI1. We show that LGI2, like LGI1, is neuronally secreted and acts on metalloproteinase-lacking members of the ADAM family of neuronal receptors, which function in synapse remodeling, and that LGI2 truncation, like LGI1 truncations, prevents secretion and ADAM interaction. The resulting epilepsy onsets at around seven weeks (equivalent to human two years, and remits by four months (human eight years, versus onset after age eight in the majority of human patients with LGI1 mutations. Finally, we show that Lgi2 is expressed highly in the immediate post-natal period until halfway through pruning, unlike Lgi1, which is expressed in the latter part of pruning and beyond. LGI2 acts at least in part through the same ADAM receptors as LGI1, but earlier, ensuring electrical stability (absence of epilepsy during pruning years, preceding this same function performed by LGI1 in later years. LGI2 should be considered a candidate gene for common remitting childhood epilepsies, and LGI2-to-LGI1 transition for mechanisms of childhood epilepsy remission.
Stochastic Blind Motion Deblurring
Xiao, Lei
2015-05-13
Blind motion deblurring from a single image is a highly under-constrained problem with many degenerate solutions. A good approximation of the intrinsic image can therefore only be obtained with the help of prior information in the form of (often non-convex) regularization terms for both the intrinsic image and the kernel. While the best choice of image priors is still a topic of ongoing investigation, this research is made more complicated by the fact that historically each new prior requires the development of a custom optimization method. In this paper, we develop a stochastic optimization method for blind deconvolution. Since this stochastic solver does not require the explicit computation of the gradient of the objective function and uses only efficient local evaluation of the objective, new priors can be implemented and tested very quickly. We demonstrate that this framework, in combination with different image priors produces results with PSNR values that match or exceed the results obtained by much more complex state-of-the-art blind motion deblurring algorithms.
Schilstra, Maria J; Martin, Stephen R
2009-01-01
Stochastic simulations may be used to describe changes with time of a reaction system in a way that explicitly accounts for the fact that molecules show a significant degree of randomness in their dynamic behavior. The stochastic approach is almost invariably used when small numbers of molecules or molecular assemblies are involved because this randomness leads to significant deviations from the predictions of the conventional deterministic (or continuous) approach to the simulation of biochemical kinetics. Advances in computational methods over the three decades that have elapsed since the publication of Daniel Gillespie's seminal paper in 1977 (J. Phys. Chem. 81, 2340-2361) have allowed researchers to produce highly sophisticated models of complex biological systems. However, these models are frequently highly specific for the particular application and their description often involves mathematical treatments inaccessible to the nonspecialist. For anyone completely new to the field to apply such techniques in their own work might seem at first sight to be a rather intimidating prospect. However, the fundamental principles underlying the approach are in essence rather simple, and the aim of this article is to provide an entry point to the field for a newcomer. It focuses mainly on these general principles, both kinetic and computational, which tend to be not particularly well covered in specialist literature, and shows that interesting information may even be obtained using very simple operations in a conventional spreadsheet.
AA, stochastic precooling pickup
CERN PhotoLab
1980-01-01
The freshly injected antiprotons were subjected to fast stochastic "precooling". In this picture of a precooling pickup, the injection orbit is to the left, the stack orbit to the far right. After several seconds of precooling with the system's kickers (in momentum and in the vertical plane), the precooled antiprotons were transferred, by means of RF, to the stack tail, where they were subjected to further stochastic cooling in momentum and in both transverse planes, until they ended up, deeply cooled, in the stack core. During precooling, a shutter near the central orbit shielded the pickups from the signals emanating from the stack-core, whilst the stack-core was shielded from the violent action of the precooling kickers by a shutter on these. All shutters were opened briefly during transfer of the precooled antiprotons to the stack tail. Here, the shutter is not yet mounted. Precooling pickups and kickers had the same design, except that the kickers had cooling circuits and the pickups had none. Peering th...
Behavioral Stochastic Resonance
Freund, Jan A.; Schimansky-Geier, Lutz; Beisner, Beatrix; Neiman, Alexander; Russell, David F.; Yakusheva, Tatyana; Moss, Frank
2001-03-01
Zooplankton emit weak electric fields into the surrounding water that originate from their own muscular activities associated with swimming and feeding. Juvenile paddlefish prey upon single zooplankton by detecting and tracking these weak electric signatures. The passive electric sense in the fish is provided by an elaborate array of electroreceptors, Ampullae Lorenzini, spread over the surface of an elongated rostrum. We have previously shown that the fish use stochastic resonance to enhance prey capture near the detection threshold of their sensory system. But stochastic resonance requires an external source of electrical noise in order to function. The required noise can be provided by a swarm of plankton, for example Daphnia. Thus juvenile paddlefish can detect and attack single Daphnia as outliers in the vicinity of the swarm by making use of noise from the swarm itself. From the power spectral density of the noise plus the weak signal from a single Daphnia we calculate the signal-to-noise ratio and the Fisher information at the surface of the paddlefish's rostrum. The results predict a specific attack pattern for the paddlefish that appears to be experimentally testable.
On the propagation of truncated localized waves in dispersive silica
Salem, Mohamed
2010-01-01
Propagation characteristics of truncated Localized Waves propagating in dispersive silica and free space are numerically analyzed. It is shown that those characteristics are affected by the changes in the relation between the transverse spatial spectral components and the wave vector. Numerical experiments demonstrate that as the non-linearity of this relation gets stronger, the pulses propagating in silica become more immune to decay and distortion whereas the pulses propagating in free-space suffer from early decay and distortion. © 2010 Optical Society of America.
Truncated conformal space approach to scaling Lee-Yang model
International Nuclear Information System (INIS)
Yurov, V.P.; Zamolodchikov, Al.B.
1989-01-01
A numerical approach to 2D relativstic field theories is suggested. Considering a field theory model as an ultraviolet conformal field theory perturbed by suitable relevant scalar operator one studies it in finite volume (on a circle). The perturbed Hamiltonian acts in the conformal field theory space of states and its matrix elements can be extracted from the conformal field theory. Truncation of the space at reasonable level results in a finite dimensional problem for numerical analyses. The nonunitary field theory with the ultraviolet region controlled by the minimal conformal theory μ(2/5) is studied in detail. 9 refs.; 17 figs
Chaos and noise in a truncated Toda potential
International Nuclear Information System (INIS)
Habib, S.; Kandrup, H.E.; Mahon, M.E.
1996-01-01
Results are reported from a numerical investigation of orbits in a truncated Toda potential that is perturbed by weak friction and noise. Aside from the perturbations displaying a simple scaling in the amplitude of the friction and noise, it is found that even very weak friction and noise can induce an extrinsic diffusion through cantori on a time scale that is much shorter than that associated with intrinsic diffusion in the unperturbed system. The results have applications in galactic dynamics and in the formation of a beam halo in charged particle beams. copyright 1996 The American Physical Society
Stochastic programming with integer recourse
van der Vlerk, Maarten Hendrikus
1995-01-01
In this thesis we consider two-stage stochastic linear programming models with integer recourse. Such models are at the intersection of two different branches of mathematical programming. On the one hand some of the model parameters are random, which places the problem in the field of stochastic
Thermal mixtures in stochastic mechanics
Energy Technology Data Exchange (ETDEWEB)
Guerra, F [Rome Univ. (Italy). Ist. di Matematica; Loffredo, M I [Salerno Univ. (Italy). Ist. di Fisica
1981-01-17
Stochastic mechanics is extended to systems in thermal equilibrium. The resulting stochastic processes are mixtures of Nelson processes. Their Markov property is investigated in some simple cases. It is found that in order to inforce Markov property the algebra of observable associated to the present must be suitably enlarged.
Stochastic Pi-calculus Revisited
DEFF Research Database (Denmark)
Cardelli, Luca; Mardare, Radu Iulian
2013-01-01
We develop a version of stochastic Pi-calculus with a semantics based on measure theory. We dene the behaviour of a process in a rate environment using measures over the measurable space of processes induced by structural congruence. We extend the stochastic bisimulation to include the concept of...
Alternative Asymmetric Stochastic Volatility Models
M. Asai (Manabu); M.J. McAleer (Michael)
2010-01-01
textabstractThe stochastic volatility model usually incorporates asymmetric effects by introducing the negative correlation between the innovations in returns and volatility. In this paper, we propose a new asymmetric stochastic volatility model, based on the leverage and size effects. The model is
Stochastic ferromagnetism analysis and numerics
Brzezniak, Zdzislaw; Neklyudov, Mikhail; Prohl, Andreas
2013-01-01
This monograph examines magnetization dynamics at elevated temperatures which can be described by the stochastic Landau-Lifshitz-Gilbert equation (SLLG). Comparative computational studies with the stochastic model are included. Constructive tools such as e.g. finite element methods are used to derive the theoretical results, which are then used for computational studies.
Variance decomposition in stochastic simulators.
Le Maître, O P; Knio, O M; Moraes, A
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maître, O. P.; Knio, O. M.; Moraes, A.
2015-06-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Brownian motion and stochastic calculus
Karatzas, Ioannis
1998-01-01
This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large num...
Variance decomposition in stochastic simulators
Energy Technology Data Exchange (ETDEWEB)
Le Maître, O. P., E-mail: olm@limsi.fr [LIMSI-CNRS, UPR 3251, Orsay (France); Knio, O. M., E-mail: knio@duke.edu [Department of Mechanical Engineering and Materials Science, Duke University, Durham, North Carolina 27708 (United States); Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa [King Abdullah University of Science and Technology, Thuwal (Saudi Arabia)
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maî tre, O. P.; Knio, O. M.; Moraes, Alvaro
2015-01-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Stochastic analysis of complex reaction networks using binomial moment equations.
Barzel, Baruch; Biham, Ofer
2012-09-01
The stochastic analysis of complex reaction networks is a difficult problem because the number of microscopic states in such systems increases exponentially with the number of reactive species. Direct integration of the master equation is thus infeasible and is most often replaced by Monte Carlo simulations. While Monte Carlo simulations are a highly effective tool, equation-based formulations are more amenable to analytical treatment and may provide deeper insight into the dynamics of the network. Here, we present a highly efficient equation-based method for the analysis of stochastic reaction networks. The method is based on the recently introduced binomial moment equations [Barzel and Biham, Phys. Rev. Lett. 106, 150602 (2011)]. The binomial moments are linear combinations of the ordinary moments of the probability distribution function of the population sizes of the interacting species. They capture the essential combinatorics of the reaction processes reflecting their stoichiometric structure. This leads to a simple and transparent form of the equations, and allows a highly efficient and surprisingly simple truncation scheme. Unlike ordinary moment equations, in which the inclusion of high order moments is prohibitively complicated, the binomial moment equations can be easily constructed up to any desired order. The result is a set of equations that enables the stochastic analysis of complex reaction networks under a broad range of conditions. The number of equations is dramatically reduced from the exponential proliferation of the master equation to a polynomial (and often quadratic) dependence on the number of reactive species in the binomial moment equations. The aim of this paper is twofold: to present a complete derivation of the binomial moment equations; to demonstrate the applicability of the moment equations for a representative set of example networks, in which stochastic effects play an important role.
Phase retrieval via incremental truncated amplitude flow algorithm
Zhang, Quanbing; Wang, Zhifa; Wang, Linjie; Cheng, Shichao
2017-10-01
This paper considers the phase retrieval problem of recovering the unknown signal from the given quadratic measurements. A phase retrieval algorithm based on Incremental Truncated Amplitude Flow (ITAF) which combines the ITWF algorithm and the TAF algorithm is proposed. The proposed ITAF algorithm enhances the initialization by performing both of the truncation methods used in ITWF and TAF respectively, and improves the performance in the gradient stage by applying the incremental method proposed in ITWF to the loop stage of TAF. Moreover, the original sampling vector and measurements are preprocessed before initialization according to the variance of the sensing matrix. Simulation experiments verified the feasibility and validity of the proposed ITAF algorithm. The experimental results show that it can obtain higher success rate and faster convergence speed compared with other algorithms. Especially, for the noiseless random Gaussian signals, ITAF can recover any real-valued signal accurately from the magnitude measurements whose number is about 2.5 times of the signal length, which is close to the theoretic limit (about 2 times of the signal length). And it usually converges to the optimal solution within 20 iterations which is much less than the state-of-the-art algorithms.
Symmetric truncations of the shallow-water equations
International Nuclear Information System (INIS)
Rouhi, A.; Abarbanel, H.D.I.
1993-01-01
Conservation of potential vorticity in Eulerian fluids reflects particle interchange symmetry in the Lagrangian fluid version of the same theory. The algebra associated with this symmetry in the shallow-water equations is studied here, and we give a method for truncating the degrees of freedom of the theory which preserves a maximal number of invariants associated with this algebra. The finite-dimensional symmetry associated with keeping only N modes of the shallow-water flow is SU(N). In the limit where the number of modes goes to infinity (N→∞) all the conservation laws connected with potential vorticity conservation are recovered. We also present a Hamiltonian which is invariant under this truncated symmetry and which reduces to the familiar shallow-water Hamiltonian when N→∞. All this provides a finite-dimensional framework for numerical work with the shallow-water equations which preserves not only energy and enstrophy but all other known conserved quantities consistent with the finite number of degrees of freedom. The extension of these ideas to other nearly two-dimensional flows is discussed
Learning Mixtures of Truncated Basis Functions from Data
DEFF Research Database (Denmark)
Langseth, Helge; Nielsen, Thomas Dyhre; Pérez-Bernabé, Inmaculada
2014-01-01
In this paper we investigate methods for learning hybrid Bayesian networks from data. First we utilize a kernel density estimate of the data in order to translate the data into a mixture of truncated basis functions (MoTBF) representation using a convex optimization technique. When utilizing a ke...... propose an alternative learning method that relies on the cumulative distribution function of the data. Empirical results demonstrate the usefulness of the approaches: Even though the methods produce estimators that are slightly poorer than the state of the art (in terms of log......In this paper we investigate methods for learning hybrid Bayesian networks from data. First we utilize a kernel density estimate of the data in order to translate the data into a mixture of truncated basis functions (MoTBF) representation using a convex optimization technique. When utilizing......-likelihood), they are significantly faster, and therefore indicate that the MoTBF framework can be used for inference and learning in reasonably sized domains. Furthermore, we show how a particular sub- class of MoTBF potentials (learnable by the proposed methods) can be exploited to significantly reduce complexity during inference....
Theoretical analysis of balanced truncation for linear switched systems
DEFF Research Database (Denmark)
Petreczky, Mihaly; Wisniewski, Rafal; Leth, John-Josef
2012-01-01
In this paper we present theoretical analysis of model reduction of linear switched systems based on balanced truncation, presented in [1,2]. More precisely, (1) we provide a bound on the estimation error using L2 gain, (2) we provide a system theoretic interpretation of grammians and their singu......In this paper we present theoretical analysis of model reduction of linear switched systems based on balanced truncation, presented in [1,2]. More precisely, (1) we provide a bound on the estimation error using L2 gain, (2) we provide a system theoretic interpretation of grammians...... for showing this independence is realization theory of linear switched systems. [1] H. R. Shaker and R. Wisniewski, "Generalized gramian framework for model/controller order reduction of switched systems", International Journal of Systems Science, Vol. 42, Issue 8, 2011, 1277-1291. [2] H. R. Shaker and R....... Wisniewski, "Switched Systems Reduction Framework Based on Convex Combination of Generalized Gramians", Journal of Control Science and Engineering, 2009....
Firewalls as artefacts of inconsistent truncations of quantum geometries
Energy Technology Data Exchange (ETDEWEB)
Germani, Cristiano [Max-Planck-Institut fuer Physik, Muenchen (Germany); Arnold Sommerfeld Center, Ludwig-Maximilians-University, Muenchen (Germany); Institut de Ciencies del Cosmos, Universitat de Barcelona (Spain); Sarkar, Debajyoti [Max-Planck-Institut fuer Physik, Muenchen (Germany); Arnold Sommerfeld Center, Ludwig-Maximilians-University, Muenchen (Germany)
2016-01-15
In this paper we argue that a firewall is simply a manifestation of an inconsistent truncation of non-perturbative effects that unitarize the semiclassical black hole. Namely, we show that a naive truncation of quantum corrections to the Hawking spectrum at order O(e{sup -S}), inexorably leads to a ''localised'' divergent energy density near the black hole horizon. Nevertheless, in the same approximation, a distant observer only sees a discretised spectrum and concludes that unitarity is achieved by (e{sup -S}) effects. This is due to the fact that instead, the correct quantum corrections to the Hawking spectrum go like (g{sup tt}e{sup -S}). Therefore, while at a distance far away from the horizon, where g{sup tt} ∼ 1, quantum corrections are perturbative, they do diverge close to the horizon, where g{sup tt} → ∞. Nevertheless, these ''corrections'' nicely re-sum so that correlations functions are smooth at the would-be black hole horizon. Thus, we conclude that the appearance of firewalls is just a signal of the breaking of the semiclassical approximation at the Page time, even for large black holes. (copyright 2015 WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim)
Firewalls as artefacts of inconsistent truncations of quantum geometries
Germani, Cristiano; Sarkar, Debajyoti
2016-01-01
In this paper we argue that a firewall is simply a manifestation of an inconsistent truncation of non-perturbative effects that unitarize the semiclassical black hole. Namely, we show that a naive truncation of quantum corrections to the Hawking spectrum at order ${\\cal O}(e^{-S})$, inexorably leads to a "localised'' divergent energy density near the black hole horizon. Nevertheless, in the same approximation, a distant observer only sees a discretised spectrum and concludes that unitarity is achieved by ${\\cal O}(e^{-S})$ effects. This is due to the fact that instead, the correct quantum corrections to the Hawking spectrum go like ${\\cal O}( g^{tt} e^{-S})$. Therefore, while at a distance far away from the horizon, where $g^{tt}\\approx 1$, quantum corrections {\\it are} perturbative, they {\\it do} diverge close to the horizon, where $g^{tt}\\rightarrow \\infty$. Nevertheless, these "corrections" nicely re-sum so that correlations functions are smooth at the would-be black hole horizon. Thus, we conclude that the appearance of firewalls is just a signal of the breaking of the semiclassical approximation at the Page time, even for large black holes.
Firewalls as artefacts of inconsistent truncations of quantum geometries
International Nuclear Information System (INIS)
Germani, Cristiano; Sarkar, Debajyoti
2016-01-01
In this paper we argue that a firewall is simply a manifestation of an inconsistent truncation of non-perturbative effects that unitarize the semiclassical black hole. Namely, we show that a naive truncation of quantum corrections to the Hawking spectrum at order O(e -S ), inexorably leads to a ''localised'' divergent energy density near the black hole horizon. Nevertheless, in the same approximation, a distant observer only sees a discretised spectrum and concludes that unitarity is achieved by (e -S ) effects. This is due to the fact that instead, the correct quantum corrections to the Hawking spectrum go like (g tt e -S ). Therefore, while at a distance far away from the horizon, where g tt ∼ 1, quantum corrections are perturbative, they do diverge close to the horizon, where g tt → ∞. Nevertheless, these ''corrections'' nicely re-sum so that correlations functions are smooth at the would-be black hole horizon. Thus, we conclude that the appearance of firewalls is just a signal of the breaking of the semiclassical approximation at the Page time, even for large black holes. (copyright 2015 WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim)
Hamiltonian truncation approach to quenches in the Ising field theory
Directory of Open Access Journals (Sweden)
T. Rakovszky
2016-10-01
Full Text Available In contrast to lattice systems where powerful numerical techniques such as matrix product state based methods are available to study the non-equilibrium dynamics, the non-equilibrium behaviour of continuum systems is much harder to simulate. We demonstrate here that Hamiltonian truncation methods can be efficiently applied to this problem, by studying the quantum quench dynamics of the 1+1 dimensional Ising field theory using a truncated free fermionic space approach. After benchmarking the method with integrable quenches corresponding to changing the mass in a free Majorana fermion field theory, we study the effect of an integrability breaking perturbation by the longitudinal magnetic field. In both the ferromagnetic and paramagnetic phases of the model we find persistent oscillations with frequencies set by the low-lying particle excitations not only for small, but even for moderate size quenches. In the ferromagnetic phase these particles are the various non-perturbative confined bound states of the domain wall excitations, while in the paramagnetic phase the single magnon excitation governs the dynamics, allowing us to capture the time evolution of the magnetisation using a combination of known results from perturbation theory and form factor based methods. We point out that the dominance of low lying excitations allows for the numerical or experimental determination of the mass spectra through the study of the quench dynamics.
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...
Stochastic population theories
Ludwig, Donald
1974-01-01
These notes serve as an introduction to stochastic theories which are useful in population biology; they are based on a course given at the Courant Institute, New York, in the Spring of 1974. In order to make the material. accessible to a wide audience, it is assumed that the reader has only a slight acquaintance with probability theory and differential equations. The more sophisticated topics, such as the qualitative behavior of nonlinear models, are approached through a succession of simpler problems. Emphasis is placed upon intuitive interpretations, rather than upon formal proofs. In most cases, the reader is referred elsewhere for a rigorous development. On the other hand, an attempt has been made to treat simple, useful models in some detail. Thus these notes complement the existing mathematical literature, and there appears to be little duplication of existing works. The authors are indebted to Miss Jeanette Figueroa for her beautiful and speedy typing of this work. The research was supported by the Na...
Propagator of stochastic electrodynamics
International Nuclear Information System (INIS)
Cavalleri, G.
1981-01-01
The ''elementary propagator'' for the position of a free charged particle subject to the zero-point electromagnetic field with Lorentz-invariant spectral density proportionalω 3 is obtained. The nonstationary process for the position is solved by the stationary process for the acceleration. The dispersion of the position elementary propagator is compared with that of quantum electrodynamics. Finally, the evolution of the probability density is obtained starting from an initial distribution confined in a small volume and with a Gaussian distribution in the velocities. The resulting probability density for the position turns out to be equal, to within radiative corrections, to psipsi* where psi is the Kennard wave packet. If the radiative corrections are retained, the present result is new since the corresponding expression in quantum electrodynamics has not yet been found. Besides preceding quantum electrodynamics for this problem, no renormalization is required in stochastic electrodynamics
RES: Regularized Stochastic BFGS Algorithm
Mokhtari, Aryan; Ribeiro, Alejandro
2014-12-01
RES, a regularized stochastic version of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton method is proposed to solve convex optimization problems with stochastic objectives. The use of stochastic gradient descent algorithms is widespread, but the number of iterations required to approximate optimal arguments can be prohibitive in high dimensional problems. Application of second order methods, on the other hand, is impracticable because computation of objective function Hessian inverses incurs excessive computational cost. BFGS modifies gradient descent by introducing a Hessian approximation matrix computed from finite gradient differences. RES utilizes stochastic gradients in lieu of deterministic gradients for both, the determination of descent directions and the approximation of the objective function's curvature. Since stochastic gradients can be computed at manageable computational cost RES is realizable and retains the convergence rate advantages of its deterministic counterparts. Convergence results show that lower and upper bounds on the Hessian egeinvalues of the sample functions are sufficient to guarantee convergence to optimal arguments. Numerical experiments showcase reductions in convergence time relative to stochastic gradient descent algorithms and non-regularized stochastic versions of BFGS. An application of RES to the implementation of support vector machines is developed.
Higher-order stochastic differential equations and the positive Wigner function
Drummond, P. D.
2017-12-01
General higher-order stochastic processes that correspond to any diffusion-type tensor of higher than second order are obtained. The relationship of multivariate higher-order stochastic differential equations with tensor decomposition theory and tensor rank is explained. Techniques for generating the requisite complex higher-order noise are proved to exist either using polar coordinates and γ distributions, or from products of Gaussian variates. This method is shown to allow the calculation of the dynamics of the Wigner function, after it is extended to a complex phase space. The results are illustrated physically through dynamical calculations of the positive Wigner distribution for three-mode parametric downconversion, widely used in quantum optics. The approach eliminates paradoxes arising from truncation of the higher derivative terms in Wigner function time evolution. Anomalous results of negative populations and vacuum scattering found in truncated Wigner quantum simulations in quantum optics and Bose-Einstein condensate dynamics are shown not to occur with this type of stochastic theory.
Stochastic estimation of electricity consumption
International Nuclear Information System (INIS)
Kapetanovic, I.; Konjic, T.; Zahirovic, Z.
1999-01-01
Electricity consumption forecasting represents a part of the stable functioning of the power system. It is very important because of rationality and increase of control process efficiency and development planning of all aspects of society. On a scientific basis, forecasting is a possible way to solve problems. Among different models that have been used in the area of forecasting, the stochastic aspect of forecasting as a part of quantitative models takes a very important place in applications. ARIMA models and Kalman filter as stochastic estimators have been treated together for electricity consumption forecasting. Therefore, the main aim of this paper is to present the stochastic forecasting aspect using short time series. (author)
Linear stochastic neutron transport theory
International Nuclear Information System (INIS)
Lewins, J.
1978-01-01
A new and direct derivation of the Bell-Pal fundamental equation for (low power) neutron stochastic behaviour in the Boltzmann continuum model is given. The development includes correlation of particle emission direction in induced and spontaneous fission. This leads to generalizations of the backward and forward equations for the mean and variance of neutron behaviour. The stochastic importance for neutron transport theory is introduced and related to the conventional deterministic importance. Defining equations and moment equations are derived and shown to be related to the backward fundamental equation with the detector distribution of the operational definition of stochastic importance playing the role of an adjoint source. (author)
Stochasticity in the Josephson map
International Nuclear Information System (INIS)
Nomura, Y.; Ichikawa, Y.H.; Filippov, A.T.
1996-04-01
The Josephson map describes nonlinear dynamics of systems characterized by standard map with the uniform external bias superposed. The intricate structures of the phase space portrait of the Josephson map are examined on the basis of the tangent map associated with the Josephson map. Numerical observation of the stochastic diffusion in the Josephson map is examined in comparison with the renormalized diffusion coefficient calculated by the method of characteristic function. The global stochasticity of the Josephson map occurs at the values of far smaller stochastic parameter than the case of the standard map. (author)
Introduction to stochastic dynamic programming
Ross, Sheldon M; Lukacs, E
1983-01-01
Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming. The book begins with a chapter on various finite-stage models, illustrating the wide range of applications of stochastic dynamic programming. Subsequent chapters study infinite-stage models: discounting future returns, minimizing nonnegative costs, maximizing nonnegative returns, and maximizing the long-run average return. Each of these chapters first considers whether an optimal policy need exist-providing counterexamples where appropriate-and the
Functional Abstraction of Stochastic Hybrid Systems
Bujorianu, L.M.; Blom, Henk A.P.; Hermanns, H.
2006-01-01
The verification problem for stochastic hybrid systems is quite difficult. One method to verify these systems is stochastic reachability analysis. Concepts of abstractions for stochastic hybrid systems are needed to ease the stochastic reachability analysis. In this paper, we set up different ways
An introduction to probability and stochastic processes
Melsa, James L
2013-01-01
Geared toward college seniors and first-year graduate students, this text is designed for a one-semester course in probability and stochastic processes. Topics covered in detail include probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic differential equations. 1973 edition.
Design and Synthesis of a Series of Truncated Neplanocin Fleximers
Directory of Open Access Journals (Sweden)
Sarah C. Zimmermann
2014-12-01
Full Text Available In an effort to study the effects of flexibility on enzyme recognition and activity, we have developed several different series of flexible nucleoside analogues in which the purine base is split into its respective imidazole and pyrimidine components. The focus of this particular study was to synthesize the truncated neplanocin A fleximers to investigate their potential anti-protozoan activities by inhibition of S-adenosylhomocysteine hydrolase (SAHase. The three fleximers tested displayed poor anti-trypanocidal activities, with EC50 values around 200 μM. Further studies of the corresponding ribose fleximers, most closely related to the natural nucleoside substrates, revealed low affinity for the known T. brucei nucleoside transporters P1 and P2, which may be the reason for the lack of trypanocidal activity observed.
Administering truncated receive functions in a parallel messaging interface
Archer, Charles J; Blocksome, Michael A; Ratterman, Joseph D; Smith, Brian E
2014-12-09
Administering truncated receive functions in a parallel messaging interface (`PMI`) of a parallel computer comprising a plurality of compute nodes coupled for data communications through the PMI and through a data communications network, including: sending, through the PMI on a source compute node, a quantity of data from the source compute node to a destination compute node; specifying, by an application on the destination compute node, a portion of the quantity of data to be received by the application on the destination compute node and a portion of the quantity of data to be discarded; receiving, by the PMI on the destination compute node, all of the quantity of data; providing, by the PMI on the destination compute node to the application on the destination compute node, only the portion of the quantity of data to be received by the application; and discarding, by the PMI on the destination compute node, the portion of the quantity of data to be discarded.
Effect of truncated cone roughness element density on hydrodynamic drag
Womack, Kristofer; Schultz, Michael; Meneveau, Charles
2017-11-01
An experimental study was conducted on rough-wall, turbulent boundary layer flow with roughness elements whose idealized shape model barnacles that cause hydrodynamic drag in many applications. Varying planform densities of truncated cone roughness elements were investigated. Element densities studied ranged from 10% to 79%. Detailed turbulent boundary layer velocity statistics were recorded with a two-component LDV system on a three-axis traverse. Hydrodynamic roughness length (z0) and skin-friction coefficient (Cf) were determined and compared with the estimates from existing roughness element drag prediction models including Macdonald et al. (1998) and other recent models. The roughness elements used in this work model idealized barnacles, so implications of this data set for ship powering are considered. This research was supported by the Office of Naval Research and by the Department of Defense (DoD) through the National Defense Science & Engineering Graduate Fellowship (NDSEG) Program.
Pair truncation for rotational nuclei: j=17/2 model
International Nuclear Information System (INIS)
Halse, P.; Jaqua, L.; Barrett, B.R.
1989-01-01
The suitability of the pair condensate approach for rotational states is studied in a single j=17/2 shell of identical nucleons interacting through a quadrupole-quadrupole Hamiltonian. The ground band and a K=2 excited band are both studied in detail. A direct comparison of the exact states with those constituting the SD and SDG subspaces is used to identify the important degrees of freedom for these levels. The range of pairs necessary for a good description is found to be highly state dependent; S and D pairs are the major constituents of the low-spin ground-band levels, while G pairs are needed for those in the γ band. Energy spectra are obtained for each truncated subspace. SDG pairs allow accurate reproduction of the binding energy and K=2 excitation energy, but still give a moment of inertia which is about 30% too small even for the lowest levels
Solution of the Stieltjes truncated matrix moment problem
Directory of Open Access Journals (Sweden)
Vadim M. Adamyan
2005-01-01
Full Text Available The truncated Stieltjes matrix moment problem consisting in the description of all matrix distributions \\(\\boldsymbol{\\sigma}(t\\ on \\([0,\\infty\\ with given first \\(2n+1\\ power moments \\((\\mathbf{C}_j_{n=0}^j\\ is solved using known results on the corresponding Hamburger problem for which \\(\\boldsymbol{\\sigma}(t\\ are defined on \\((-\\infty,\\infty\\. The criterion of solvability of the Stieltjes problem is given and all its solutions in the non-degenerate case are described by selection of the appropriate solutions among those of the Hamburger problem for the same set of moments. The results on extensions of non-negative operators are used and a purely algebraic algorithm for the solution of both Hamburger and Stieltjes problems is proposed.
Generalized Truncated Methods for an Efficient Solution of Retrial Systems
Directory of Open Access Journals (Sweden)
Ma Jose Domenech-Benlloch
2008-01-01
Full Text Available We are concerned with the analytic solution of multiserver retrial queues including the impatience phenomenon. As there are not closed-form solutions to these systems, approximate methods are required. We propose two different generalized truncated methods to effectively solve this type of systems. The methods proposed are based on the homogenization of the state space beyond a given number of users in the retrial orbit. We compare the proposed methods with the most well-known methods appeared in the literature in a wide range of scenarios. We conclude that the proposed methods generally outperform previous proposals in terms of accuracy for the most common performance parameters used in retrial systems with a moderated growth in the computational cost.
Developmental regulation of human truncated nerve growth factor receptor
Energy Technology Data Exchange (ETDEWEB)
DiStefano, P.S.; Clagett-Dame, M.; Chelsea, D.M.; Loy, R. (Abbott Laboratories, Abbott Park, IL (USA))
1991-01-01
Monoclonal antibodies (designated XIF1 and IIIG5) recognizing distinct epitopes of the human truncated nerve growth factor receptor (NGF-Rt) were used in a two-site radiometric immunosorbent assay to monitor levels of NGF-Rt in human urine as a function of age. Urine samples were collected from 70 neurologically normal subjects ranging in age from 1 month to 68 years. By using this sensitive two-site radiometric immunosorbent assay, NGF-Rt levels were found to be highest in urine from 1-month old subjects. By 2.5 months, NGF-Rt values were half of those seen at 1 month and decreased more gradually between 0.5 and 15 years. Between 15 and 68 years, urine NGF-Rt levels were relatively constant at 5% of 1-month values. No evidence for diurnal variation of adult NGF-Rt was apparent. Pregnant women in their third trimester showed significantly elevated urine NGF-Rt values compared with age-matched normals. Affinity labeling of NGF-Rt with 125I-NGF followed by immunoprecipitation with ME20.4-IgG and gel autoradiography indicated that neonatal urine contained high amounts of truncated receptor (Mr = 50 kd); decreasingly lower amounts of NGF-Rt were observed on gel autoradiograms with development, indicating that the two-site radiometric immunosorbent assay correlated well with the affinity labeling technique for measuring NGF-Rt. NGF-Rt in urines from 1-month-old and 36-year-old subjects showed no differences in affinities for NGF or for the monoclonal antibody IIIG5. These data show that NGF-Rt is developmentally regulated in human urine, and are discussed in relation to the development and maturation of the peripheral nervous system.
Developmental regulation of human truncated nerve growth factor receptor
International Nuclear Information System (INIS)
DiStefano, P.S.; Clagett-Dame, M.; Chelsea, D.M.; Loy, R.
1991-01-01
Monoclonal antibodies (designated XIF1 and IIIG5) recognizing distinct epitopes of the human truncated nerve growth factor receptor (NGF-Rt) were used in a two-site radiometric immunosorbent assay to monitor levels of NGF-Rt in human urine as a function of age. Urine samples were collected from 70 neurologically normal subjects ranging in age from 1 month to 68 years. By using this sensitive two-site radiometric immunosorbent assay, NGF-Rt levels were found to be highest in urine from 1-month old subjects. By 2.5 months, NGF-Rt values were half of those seen at 1 month and decreased more gradually between 0.5 and 15 years. Between 15 and 68 years, urine NGF-Rt levels were relatively constant at 5% of 1-month values. No evidence for diurnal variation of adult NGF-Rt was apparent. Pregnant women in their third trimester showed significantly elevated urine NGF-Rt values compared with age-matched normals. Affinity labeling of NGF-Rt with 125I-NGF followed by immunoprecipitation with ME20.4-IgG and gel autoradiography indicated that neonatal urine contained high amounts of truncated receptor (Mr = 50 kd); decreasingly lower amounts of NGF-Rt were observed on gel autoradiograms with development, indicating that the two-site radiometric immunosorbent assay correlated well with the affinity labeling technique for measuring NGF-Rt. NGF-Rt in urines from 1-month-old and 36-year-old subjects showed no differences in affinities for NGF or for the monoclonal antibody IIIG5. These data show that NGF-Rt is developmentally regulated in human urine, and are discussed in relation to the development and maturation of the peripheral nervous system
Stochastic backgrounds of gravitational waves
International Nuclear Information System (INIS)
Maggiore, M.
2001-01-01
We review the motivations for the search for stochastic backgrounds of gravitational waves and we compare the experimental sensitivities that can be reached in the near future with the existing bounds and with the theoretical predictions. (author)
Stochastic theories of quantum mechanics
International Nuclear Information System (INIS)
De la Pena, L.; Cetto, A.M.
1991-01-01
The material of this article is organized into five sections. In Sect. I the basic characteristics of quantum systems are briefly discussed, with emphasis on their stochastic properties. In Sect. II a version of stochastic quantum mechanics is presented, to conclude that the quantum formalism admits an interpretation in terms of stochastic processes. In Sect. III the elements of stochastic electrodynamics are described, and its possibilities and limitations as a fundamental theory of quantum systems are discussed. Section IV contains a recent reformulation that overcomes the limitations of the theory discussed in the foregoing section. Finally, in Sect. V the theorems of EPR, Von Neumann and Bell are discussed briefly. The material is pedagogically presented and includes an ample list of references, but the details of the derivations are generally omitted. (Author)
International Nuclear Information System (INIS)
Faris, W.G.
1981-01-01
Dankel has shown how to incorporate spin into stochastic mechanics. The resulting non-local hidden variable theory gives an appealing picture of spin correlation experiments in which Bell's inequality is violated. (orig.)
Statistical inference for stochastic processes
National Research Council Canada - National Science Library
Basawa, Ishwar V; Prakasa Rao, B. L. S
1980-01-01
The aim of this monograph is to attempt to reduce the gap between theory and applications in the area of stochastic modelling, by directing the interest of future researchers to the inference aspects...
Stochastic singular optics (Conference paper)
CSIR Research Space (South Africa)
Roux, FS
2014-09-01
Full Text Available The study of optical vortices in stochastic optical fields involves various quantities, including the vortex density and topological charge density, that are defined in terms of local expectation values of distributions of optical vortices...
Stochastic massless fields I: Integer spin
International Nuclear Information System (INIS)
Lim, S.C.
1981-04-01
Nelson's stochastic quantization scheme is applied to classical massless tensor potential in ''Coulomb'' gauge. The relationship between stochastic potential field in various gauges is discussed using the case of vector potential as an illustration. It is possible to identify the Euclidean tensor potential with the corresponding stochastic field in physical Minkowski space-time. Stochastic quantization of massless fields can also be carried out in terms of field strength tensors. An example of linearized stochastic gravitational field in vacuum is given. (author)
Stochastic theory of fatigue corrosion
Hu, Haiyun
1999-10-01
A stochastic theory of corrosion has been constructed. The stochastic equations are described giving the transportation corrosion rate and fluctuation corrosion coefficient. In addition the pit diameter distribution function, the average pit diameter and the most probable pit diameter including other related empirical formula have been derived. In order to clarify the effect of stress range on the initiation and growth behaviour of pitting corrosion, round smooth specimen were tested under cyclic loading in 3.5% NaCl solution.
Stochastic quantization and gauge theories
International Nuclear Information System (INIS)
Kolck, U. van.
1987-01-01
Stochastic quantization is presented taking the Flutuation-Dissipation Theorem as a guide. It is shown that the original approach of Parisi and Wu to gauge theories fails to give the right results to gauge invariant quantities when dimensional regularization is used. Although there is a simple solution in an abelian theory, in the non-abelian case it is probably necessary to start from a BRST invariant action instead of a gauge invariant one. Stochastic regularizations are also discussed. (author) [pt
Stochasticity induced by coherent wavepackets
International Nuclear Information System (INIS)
Fuchs, V.; Krapchev, V.; Ram, A.; Bers, A.
1983-02-01
We consider the momentum transfer and diffusion of electrons periodically interacting with a coherent longitudinal wavepacket. Such a problem arises, for example, in lower-hybrid current drive. We establish the stochastic threshold, the stochastic region δv/sub stoch/ in velocity space, the associated momentum transfer j, and the diffusion coefficient D. We concentrate principally on the weak-field regime, tau/sub autocorrelation/ < tau/sub bounce/
Stochastic runaway of dynamical systems
International Nuclear Information System (INIS)
Pfirsch, D.; Graeff, P.
1984-10-01
One-dimensional, stochastic, dynamical systems are well studied with respect to their stability properties. Less is known for the higher dimensional case. This paper derives sufficient and necessary criteria for the asymptotic divergence of the entropy (runaway) and sufficient ones for the moments of n-dimensional, stochastic, dynamical systems. The crucial implication is the incompressibility of their flow defined by the equations of motion in configuration space. Two possible extensions to compressible flow systems are outlined. (orig.)
Stochastic Models of Polymer Systems
2016-01-01
Distribution Unlimited Final Report: Stochastic Models of Polymer Systems The views, opinions and/or findings contained in this report are those of the...ADDRESS. Princeton University PO Box 0036 87 Prospect Avenue - 2nd floor Princeton, NJ 08544 -2020 14-Mar-2014 ABSTRACT Number of Papers published in...peer-reviewed journals: Number of Papers published in non peer-reviewed journals: Final Report: Stochastic Models of Polymer Systems Report Title
Stochastic efficiency: five case studies
International Nuclear Information System (INIS)
Proesmans, Karel; Broeck, Christian Van den
2015-01-01
Stochastic efficiency is evaluated in five case studies: driven Brownian motion, effusion with a thermo-chemical and thermo-velocity gradient, a quantum dot and a model for information to work conversion. The salient features of stochastic efficiency, including the maximum of the large deviation function at the reversible efficiency, are reproduced. The approach to and extrapolation into the asymptotic time regime are documented. (paper)
Optimal Liquidation under Stochastic Liquidity
Becherer, Dirk; Bilarev, Todor; Frentrup, Peter
2016-01-01
We solve explicitly a two-dimensional singular control problem of finite fuel type for infinite time horizon. The problem stems from the optimal liquidation of an asset position in a financial market with multiplicative and transient price impact. Liquidity is stochastic in that the volume effect process, which determines the inter-temporal resilience of the market in spirit of Predoiu, Shaikhet and Shreve (2011), is taken to be stochastic, being driven by own random noise. The optimal contro...
Memory effects on stochastic resonance
Neiman, Alexander; Sung, Wokyung
1996-02-01
We study the phenomenon of stochastic resonance (SR) in a bistable system with internal colored noise. In this situation the system possesses time-dependent memory friction connected with noise via the fluctuation-dissipation theorem, so that in the absence of periodic driving the system approaches the thermodynamic equilibrium state. For this non-Markovian case we find that memory usually suppresses stochastic resonance. However, for a large memory time SR can be enhanced by the memory.
Stochastic optimization: beyond mathematical programming
CERN. Geneva
2015-01-01
Stochastic optimization, among which bio-inspired algorithms, is gaining momentum in areas where more classical optimization algorithms fail to deliver satisfactory results, or simply cannot be directly applied. This presentation will introduce baseline stochastic optimization algorithms, and illustrate their efficiency in different domains, from continuous non-convex problems to combinatorial optimization problem, to problems for which a non-parametric formulation can help exploring unforeseen possible solution spaces.
Stochastic quantization and gauge invariance
International Nuclear Information System (INIS)
Viana, R.L.
1987-01-01
A survey of the fundamental ideas about Parisi-Wu's Stochastic Quantization Method, with applications to Scalar, Gauge and Fermionic theories, is done. In particular, the Analytic Stochastic Regularization Scheme is used to calculate the polarization tensor for Quantum Electrodynamics with Dirac bosons or Fermions. The regularization influence is studied for both theories and an extension of this method for some supersymmetrical models is suggested. (author)
Stochastic Analysis and Related Topics
Ustunel, Ali
1988-01-01
The Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in stochastic analysis on Wiener space. The topics treated in the lectures relate to the Malliavin calculus, the Skorohod integral and nonlinear functionals of white noise. Most of the research papers are applications of these subjects. This volume addresses researchers and graduate students in stochastic processes and theoretical physics.
Analysis of the upper-truncated Weibull distribution for wind speed
International Nuclear Information System (INIS)
Kantar, Yeliz Mert; Usta, Ilhan
2015-01-01
Highlights: • Upper-truncated Weibull distribution is proposed to model wind speed. • Upper-truncated Weibull distribution nests Weibull distribution as special case. • Maximum likelihood is the best method for upper-truncated Weibull distribution. • Fitting accuracy of upper-truncated Weibull is analyzed on wind speed data. - Abstract: Accurately modeling wind speed is critical in estimating the wind energy potential of a certain region. In order to model wind speed data smoothly, several statistical distributions have been studied. Truncated distributions are defined as a conditional distribution that results from restricting the domain of statistical distribution and they also cover base distribution. This paper proposes, for the first time, the use of upper-truncated Weibull distribution, in modeling wind speed data and also in estimating wind power density. In addition, a comparison is made between upper-truncated Weibull distribution and well known Weibull distribution using wind speed data measured in various regions of Turkey. The obtained results indicate that upper-truncated Weibull distribution shows better performance than Weibull distribution in estimating wind speed distribution and wind power. Therefore, upper-truncated Weibull distribution can be an alternative for use in the assessment of wind energy potential
Phenomenology of stochastic exponential growth
Pirjol, Dan; Jafarpour, Farshid; Iyer-Biswas, Srividya
2017-06-01
Stochastic exponential growth is observed in a variety of contexts, including molecular autocatalysis, nuclear fission, population growth, inflation of the universe, viral social media posts, and financial markets. Yet literature on modeling the phenomenology of these stochastic dynamics has predominantly focused on one model, geometric Brownian motion (GBM), which can be described as the solution of a Langevin equation with linear drift and linear multiplicative noise. Using recent experimental results on stochastic exponential growth of individual bacterial cell sizes, we motivate the need for a more general class of phenomenological models of stochastic exponential growth, which are consistent with the observation that the mean-rescaled distributions are approximately stationary at long times. We show that this behavior is not consistent with GBM, instead it is consistent with power-law multiplicative noise with positive fractional powers. Therefore, we consider this general class of phenomenological models for stochastic exponential growth, provide analytical solutions, and identify the important dimensionless combination of model parameters, which determines the shape of the mean-rescaled distribution. We also provide a prescription for robustly inferring model parameters from experimentally observed stochastic growth trajectories.
Stochastic Effects in Microstructure
Directory of Open Access Journals (Sweden)
Glicksman M.E.
2002-01-01
Full Text Available We are currently studying microstructural responses to diffusion-limited coarsening in two-phase materials. A mathematical solution to late-stage multiparticle diffusion in finite systems is formulated with account taken of particle-particle interactions and their microstructural correlations, or "locales". The transition from finite system behavior to that for an infinite microstructure is established analytically. Large-scale simulations of late-stage phase coarsening dynamics show increased fluctuations with increasing volume fraction, Vv, of the mean flux entering or leaving particles of a given size class. Fluctuations about the mean flux were found to depend on the scaled particle size, R/, where R is the radius of a particle and is the radius of the dispersoid averaged over the population within the microstructure. Specifically, small (shrinking particles tend to display weak fluctuations about their mean flux, whereas particles of average, or above average size, exhibit strong fluctuations. Remarkably, even in cases of microstructures with a relatively small volume fraction (Vv ~ 10-4, the particle size distribution is broader than that for the well-known Lifshitz-Slyozov limit predicted at zero volume fraction. The simulation results reported here provide some additional surprising insights into the effect of diffusion interactions and stochastic effects during evolution of a microstructure, as it approaches its thermodynamic end-state.
Adaptation in stochastic environments
Clark, Colib
1993-01-01
The classical theory of natural selection, as developed by Fisher, Haldane, and 'Wright, and their followers, is in a sense a statistical theory. By and large the classical theory assumes that the underlying environment in which evolution transpires is both constant and stable - the theory is in this sense deterministic. In reality, on the other hand, nature is almost always changing and unstable. We do not yet possess a complete theory of natural selection in stochastic environ ments. Perhaps it has been thought that such a theory is unimportant, or that it would be too difficult. Our own view is that the time is now ripe for the development of a probabilistic theory of natural selection. The present volume is an attempt to provide an elementary introduction to this probabilistic theory. Each author was asked to con tribute a simple, basic introduction to his or her specialty, including lively discussions and speculation. We hope that the book contributes further to the understanding of the roles of "Cha...
Kallianpur, Gopinath; Hida, Takeyuki
1987-01-01
The use of probabilistic methods in the biological sciences has been so well established by now that mathematical biology is regarded by many as a distinct dis cipline with its own repertoire of techniques. The purpose of the Workshop on sto chastic methods in biology held at Nagoya University during the week of July 8-12, 1985, was to enable biologists and probabilists from Japan and the U. S. to discuss the latest developments in their respective fields and to exchange ideas on the ap plicability of the more recent developments in stochastic process theory to problems in biology. Eighteen papers were presented at the Workshop and have been grouped under the following headings: I. Population genetics (five papers) II. Measure valued diffusion processes related to population genetics (three papers) III. Neurophysiology (two papers) IV. Fluctuation in living cells (two papers) V. Mathematical methods related to other problems in biology, epidemiology, population dynamics, etc. (six papers) An important f...
Stochastic partial differential equations
Lototsky, Sergey V
2017-01-01
Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs. It covers the main types of equations (elliptic, hyperbolic and parabolic) and discusses different types of random forcing. The objective is to give the reader the necessary tools to understand the proofs of existing theorems about SPDEs (from other sources) and perhaps even to formulate and prove a few new ones. Most of the material could be covered in about 40 hours of lectures, as long as not too much time is spent on the general discussion of stochastic analysis in infinite dimensions. As the subject of SPDEs is currently making the transition from the research level to that of a graduate or even undergraduate course, the book attempts to present enough exercise material to fill potential exams and homework assignments. Exercises appear throughout and are usually directly connected ...
AA, stochastic precooling kicker
CERN PhotoLab
1980-01-01
The freshly injected antiprotons were subjected to fast stochastic "precooling", while a shutter shielded the deeply cooled antiproton stack from the violent action of the precooling kicker. In this picture, the injection orbit is to the left, the stack orbit to the far right, the separating shutter is in open position. After several seconds of precooling (in momentum and in the vertical plane), the shutter was opened briefly, so that by means of RF the precooled antiprotons could be transferred to the stack tail, where they were subjected to further cooling in momentum and both transverse planes, until they ended up, deeply cooled, in the stack core. The fast shutter, which had to open and close in a fraction of a second was an essential item of the cooling scheme and a mechanical masterpiece. Here the shutter is in the open position. The precooling pickups were of the same design, with the difference that the kickers had cooling circuits and the pickups not. 8401150 shows a precooling pickup with the shutte...
Stochastic Neural Field Theory and the System-Size Expansion
Bressloff, Paul C.
2010-01-01
We analyze a master equation formulation of stochastic neurodynamics for a network of synaptically coupled homogeneous neuronal populations each consisting of N identical neurons. The state of the network is specified by the fraction of active or spiking neurons in each population, and transition rates are chosen so that in the thermodynamic or deterministic limit (N → ∞) we recover standard activity-based or voltage-based rate models. We derive the lowest order corrections to these rate equations for large but finite N using two different approximation schemes, one based on the Van Kampen system-size expansion and the other based on path integral methods. Both methods yield the same series expansion of the moment equations, which at O(1/N) can be truncated to form a closed system of equations for the first-and second-order moments. Taking a continuum limit of the moment equations while keeping the system size N fixed generates a system of integrodifferential equations for the mean and covariance of the corresponding stochastic neural field model. We also show how the path integral approach can be used to study large deviation or rare event statistics underlying escape from the basin of attraction of a stable fixed point of the mean-field dynamics; such an analysis is not possible using the system-size expansion since the latter cannot accurately determine exponentially small transitions. © by SIAM.
A Novel SCCA Approach via Truncated ℓ1-norm and Truncated Group Lasso for Brain Imaging Genetics.
Du, Lei; Liu, Kefei; Zhang, Tuo; Yao, Xiaohui; Yan, Jingwen; Risacher, Shannon L; Han, Junwei; Guo, Lei; Saykin, Andrew J; Shen, Li
2017-09-18
Brain imaging genetics, which studies the linkage between genetic variations and structural or functional measures of the human brain, has become increasingly important in recent years. Discovering the bi-multivariate relationship between genetic markers such as single-nucleotide polymorphisms (SNPs) and neuroimaging quantitative traits (QTs) is one major task in imaging genetics. Sparse Canonical Correlation Analysis (SCCA) has been a popular technique in this area for its powerful capability in identifying bi-multivariate relationships coupled with feature selection. The existing SCCA methods impose either the ℓ 1 -norm or its variants to induce sparsity. The ℓ 0 -norm penalty is a perfect sparsity-inducing tool which, however, is an NP-hard problem. In this paper, we propose the truncated ℓ 1 -norm penalized SCCA to improve the performance and effectiveness of the ℓ 1 -norm based SCCA methods. Besides, we propose an efficient optimization algorithms to solve this novel SCCA problem. The proposed method is an adaptive shrinkage method via tuning τ . It can avoid the time intensive parameter tuning if given a reasonable small τ . Furthermore, we extend it to the truncated group-lasso (TGL), and propose TGL-SCCA model to improve the group-lasso-based SCCA methods. The experimental results, compared with four benchmark methods, show that our SCCA methods identify better or similar correlation coefficients, and better canonical loading profiles than the competing methods. This demonstrates the effectiveness and efficiency of our methods in discovering interesting imaging genetic associations. The Matlab code and sample data are freely available at http://www.iu.edu/∼shenlab/tools/tlpscca/ . © The Author (2017). Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com
International Nuclear Information System (INIS)
Yan-Mei, Kang; Yao-Lin, Jiang
2008-01-01
To explore the influence of anomalous diffusion on stochastic resonance (SR) more deeply and effectively, the method of moments is extended to subdiffusive overdamped bistable fractional Fokker-Planck systems for calculating the long-time linear dynamic response. It is found that the method of moments attains high accuracy with the truncation order N = 10, and in normal diffusion such obtained spectral amplification factor (SAF) of the first-order harmonic is also confirmed by stochastic simulation. Observing the SAF of the odd-order harmonics we find some interesting results, i.e. for smaller driving frequency the decrease of sub diffusion exponent inhibits the stochastic resonance (SR), while for larger driving frequency the decrease of sub diffusion exponent enhances the second SR peak, but the first one vanishes and a double SR is induced in the third-order harmonic at the same time. These observations suggest that the anomalous diffusion has important influence on the bistable dynamics
Impact of degree truncation on the spread of a contagious process on networks.
Harling, Guy; Onnela, Jukka-Pekka
2018-03-01
Understanding how person-to-person contagious processes spread through a population requires accurate information on connections between population members. However, such connectivity data, when collected via interview, is often incomplete due to partial recall, respondent fatigue or study design, e.g., fixed choice designs (FCD) truncate out-degree by limiting the number of contacts each respondent can report. Past research has shown how FCD truncation affects network properties, but its implications for predicted speed and size of spreading processes remain largely unexplored. To study the impact of degree truncation on predictions of spreading process outcomes, we generated collections of synthetic networks containing specific properties (degree distribution, degree-assortativity, clustering), and also used empirical social network data from 75 villages in Karnataka, India. We simulated FCD using various truncation thresholds and ran a susceptible-infectious-recovered (SIR) process on each network. We found that spreading processes propagated on truncated networks resulted in slower and smaller epidemics, with a sudden decrease in prediction accuracy at a level of truncation that varied by network type. Our results have implications beyond FCD to truncation due to any limited sampling from a larger network. We conclude that knowledge of network structure is important for understanding the accuracy of predictions of process spread on degree truncated networks.
Estimation of Panel Data Regression Models with Two-Sided Censoring or Truncation
DEFF Research Database (Denmark)
Alan, Sule; Honore, Bo E.; Hu, Luojia
2014-01-01
This paper constructs estimators for panel data regression models with individual speci…fic heterogeneity and two–sided censoring and truncation. Following Powell (1986) the estimation strategy is based on moment conditions constructed from re–censored or re–truncated residuals. While these moment...
New results to BDD truncation method for efficient top event probability calculation
International Nuclear Information System (INIS)
Mo, Yuchang; Zhong, Farong; Zhao, Xiangfu; Yang, Quansheng; Cui, Gang
2012-01-01
A Binary Decision Diagram (BDD) is a graph-based data structure that calculates an exact top event probability (TEP). It has been a very difficult task to develop an efficient BDD algorithm that can solve a large problem since its memory consumption is very high. Recently, in order to solve a large reliability problem within limited computational resources, Jung presented an efficient method to maintain a small BDD size by a BDD truncation during a BDD calculation. In this paper, it is first identified that Jung's BDD truncation algorithm can be improved for a more practical use. Then, a more efficient truncation algorithm is proposed in this paper, which can generate truncated BDD with smaller size and approximate TEP with smaller truncation error. Empirical results showed this new algorithm uses slightly less running time and slightly more storage usage than Jung's algorithm. It was also found, that designing a truncation algorithm with ideal features for every possible fault tree is very difficult, if not impossible. The so-called ideal features of this paper would be that with the decrease of truncation limits, the size of truncated BDD converges to the size of exact BDD, but should never be larger than exact BDD.
Inference for shared-frailty survival models with left-truncated data
van den Berg, G.J.; Drepper, B.
2016-01-01
Shared-frailty survival models specify that systematic unobserved determinants of duration outcomes are identical within groups of individuals. We consider random-effects likelihood-based statistical inference if the duration data are subject to left-truncation. Such inference with left-truncated
On truncated Taylor series and the position of their spurious zeros
DEFF Research Database (Denmark)
Christiansen, Søren; Madsen, Per A.
2006-01-01
A truncated Taylor series, or a Taylor polynomial, which may appear when treating the motion of gravity water waves, is obtained by truncating an infinite Taylor series for a complex, analytical function. For such a polynomial the position of the complex zeros is considered in case the Taylor...
A Lynden-Bell integral estimator for the tail index of right-truncated ...
African Journals Online (AJOL)
By means of a Lynden-Bell integral with deterministic threshold, Worms and Worms [A Lynden-Bell integral estimator for extremes of randomly truncated data. Statist. Probab. Lett. 2016; 109: 106-117] recently introduced an asymptotically normal estimator of the tail index for randomly right-truncated Pareto-type data.
Resonant Excitation of a Truncated Metamaterial Cylindrical Shell by a Thin Wire Monopole
DEFF Research Database (Denmark)
Kim, Oleksiy S.; Erentok, Aycan; Breinbjerg, Olav
2009-01-01
A truncated metamaterial cylindrical shell excited by a thin wire monopole is investigated using the integral equation technique as well as the finite element method. Simulations reveal a strong field singularity at the edge of the truncated cylindrical shell, which critically affects the matching...
Immature truncated O-glycophenotype of cancer directly induces oncogenic features
DEFF Research Database (Denmark)
Radhakrishnan, Prakash; Dabelsteen, Sally; Madsen, Frey Brus
2014-01-01
Aberrant expression of immature truncated O-glycans is a characteristic feature observed on virtually all epithelial cancer cells, and a very high frequency is observed in early epithelial premalignant lesions that precede the development of adenocarcinomas. Expression of the truncated O-glycan s...
Bounded real and positive real balanced truncation using Σ-normalised coprime factors
Trentelman, H.L.
2009-01-01
In this article, we will extend the method of balanced truncation using normalised right coprime factors of the system transfer matrix to balanced truncation with preservation of half line dissipativity. Special cases are preservation of positive realness and bounded realness. We consider a half
Stochastic models: theory and simulation.
Energy Technology Data Exchange (ETDEWEB)
Field, Richard V., Jr.
2008-03-01
Many problems in applied science and engineering involve physical phenomena that behave randomly in time and/or space. Examples are diverse and include turbulent flow over an aircraft wing, Earth climatology, material microstructure, and the financial markets. Mathematical models for these random phenomena are referred to as stochastic processes and/or random fields, and Monte Carlo simulation is the only general-purpose tool for solving problems of this type. The use of Monte Carlo simulation requires methods and algorithms to generate samples of the appropriate stochastic model; these samples then become inputs and/or boundary conditions to established deterministic simulation codes. While numerous algorithms and tools currently exist to generate samples of simple random variables and vectors, no cohesive simulation tool yet exists for generating samples of stochastic processes and/or random fields. There are two objectives of this report. First, we provide some theoretical background on stochastic processes and random fields that can be used to model phenomena that are random in space and/or time. Second, we provide simple algorithms that can be used to generate independent samples of general stochastic models. The theory and simulation of random variables and vectors is also reviewed for completeness.
Stochastic Still Water Response Model
DEFF Research Database (Denmark)
Friis-Hansen, Peter; Ditlevsen, Ove Dalager
2002-01-01
In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model is...... out that an important parameter of the stochastic cargo field model is the mean number of containers delivered by each customer.......In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model...... is to establish the stochastic load field conditional on a given draft and trim of the vessel. The model contributes to a realistic modelling of the stochastic load processes to be used in a reliability evaluation of the ship hull. Emphasis is given to container vessels. The formulation of the model for obtaining...
Stochastic quantization and topological theories
International Nuclear Information System (INIS)
Fainberg, V.Y.; Subbotin, A.V.; Kuznetsov, A.N.
1992-01-01
In the last two years topological quantum field theories (TQFT) have attached much attention. This paper reports that from the very beginning it was realized that due to a peculiar BRST-like symmetry these models admitted so-called Nicolai mapping: the Nicolai variables, in terms of which actions of the theories become gaussian, are nothing but (anti-) selfduality conditions or their generalizations. This fact became a starting point in the quest of possible stochastic interpretation to topological field theories. The reasons behind were quite simple and included, in particular, the well-known relations between stochastic processes and supersymmetry. The main goal would have been achieved, if it were possible to construct stochastic processes governed by Langevin or Fokker-Planck equations in a real Euclidean time leading to TQFT's path integrals (equivalently: to reformulate TQFTs as non-equilibrium phase dynamics of stochastic processes). Further on, if it would appear that these processes correspond to the stochastic quantization of theories of some definite kind, one could expect (d + 1)-dimensional TQFTs to share some common properties with d-dimensional ones
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.''
Repair for scattering expansion truncation errors in transport calculations
International Nuclear Information System (INIS)
Emmett, M.B.; Childs, R.L.; Rhoades, W.A.
1980-01-01
Legendre expansion of angular scattering distributions is usually limited to P 3 in practical transport calculations. This truncation often results in non-trivial errors, especially alternating negative and positive lateral scattering peaks. The effect is especially prominent in forward-peaked situations such as the within-group component of the Compton Scattering of gammas. Increasing the expansion to P 7 often makes the peaks larger and narrower. Ward demonstrated an accurate repair, but his method requires special cross section sets and codes. The DOT IV code provides fully-compatible, but heuristic, repair of the erroneous scattering. An analytical Klein-Nishina estimator, newly available in the MORSE code, allows a test of this method. In the MORSE calculation, particle scattering histories are calculated in the usual way, with scoring by an estimator routine at each collision site. Results for both the conventional P 3 estimator and the analytical estimator were obtained. In the DOT calculation, the source moments are expanded into the directional representation at each iteration. Optionally a sorting procedure removes all negatives, and removes enough small positive values to restore particle conservation. The effect of this is to replace the alternating positive and negative values with positive values of plausible magnitude. The accuracy of those values is examined herein
Influence of miscut on crystal truncation rod scattering
International Nuclear Information System (INIS)
Munkholm, A.; Brennan, S.
1999-01-01
X-rays can be used to measure the roughness of a surface by the study of crystal truncation rod scattering. It is shown that for a simple cubic lattice the presence of a miscut surface with a regular step array has no effect on the scattered intensity of a single rod and that a distribution of terrace widths on the surface is shown to have the same effect as adding roughness to the surface. For a perfect crystal without miscut, the scattered intensity is the sum of the intensity from all the rods with the same in-plane momentum transfer. For all real crystals, the scattered intensity is better described as that from a single rod. It is shown that data-collection strategies must correctly account for the sample miscut or there is a potential for improperly measuring the rod intensity. This can result in an asymmetry in the rod intensity above and below the Bragg peak, which can be misinterpreted as being due to a relaxation of the surface. The calculations presented here are compared with data for silicon (001) wafers with 0.1 and 4 miscuts. (orig.)
Weakly nonlinear sloshing in a truncated circular conical tank
International Nuclear Information System (INIS)
Gavrilyuk, I P; Hermann, M; Lukovsky, I A; Solodun, O V; Timokha, A N
2013-01-01
Sloshing of an ideal incompressible liquid in a rigid truncated (tapered) conical tank is considered when the tank performs small-magnitude oscillatory motions with the forcing frequency close to the lowest natural sloshing frequency. The multimodal method, the non-conformal mapping technique and the Moiseev type asymptotics are employed to derive a finite-dimensional system of weakly nonlinear ordinary differential (modal) equations. This modal system is a generalization of that by Gavrilyuk et al 2005 Fluid Dyn. Res. 37 399–429. Using the derived modal equations, we classify the resonant steady-state wave regimes occurring due to horizontal harmonic tank excitations. The frequency ranges are detected where the ‘planar’ and/or ‘swirling’ steady-state sloshing are stable as well as a range in which all steady-state wave regimes are not stable and irregular (chaotic) liquid motions occur is established. The results on the frequency ranges are qualitatively supported by experiments by Matta E 2002 PhD Thesis Politecnico di Torino, Torino. (paper)
Adaptive designs based on the truncated product method
Directory of Open Access Journals (Sweden)
Neuhäuser Markus
2005-09-01
Full Text Available Abstract Background Adaptive designs are becoming increasingly important in clinical research. One approach subdivides the study into several (two or more stages and combines the p-values of the different stages using Fisher's combination test. Methods Alternatively to Fisher's test, the recently proposed truncated product method (TPM can be applied to combine the p-values. The TPM uses the product of only those p-values that do not exceed some fixed cut-off value. Here, these two competing analyses are compared. Results When an early termination due to insufficient effects is not appropriate, such as in dose-response analyses, the probability to stop the trial early with the rejection of the null hypothesis is increased when the TPM is applied. Therefore, the expected total sample size is decreased. This decrease in the sample size is not connected with a loss in power. The TPM turns out to be less advantageous, when an early termination of the study due to insufficient effects is possible. This is due to a decrease of the probability to stop the trial early. Conclusion It is recommended to apply the TPM rather than Fisher's combination test whenever an early termination due to insufficient effects is not suitable within the adaptive design.
Consistent Kaluza-Klein truncations via exceptional field theory
Energy Technology Data Exchange (ETDEWEB)
Hohm, Olaf [Center for Theoretical Physics, Massachusetts Institute of Technology,Cambridge, MA 02139 (United States); Samtleben, Henning [Université de Lyon, Laboratoire de Physique, UMR 5672, CNRS,École Normale Supérieure de Lyon, 46, allée d’Italie, F-69364 Lyon cedex 07 (France)
2015-01-26
We present the generalized Scherk-Schwarz reduction ansatz for the full supersymmetric exceptional field theory in terms of group valued twist matrices subject to consistency equations. With this ansatz the field equations precisely reduce to those of lower-dimensional gauged supergravity parametrized by an embedding tensor. We explicitly construct a family of twist matrices as solutions of the consistency equations. They induce gauged supergravities with gauge groups SO(p,q) and CSO(p,q,r). Geometrically, they describe compactifications on internal spaces given by spheres and (warped) hyperboloides H{sup p,q}, thus extending the applicability of generalized Scherk-Schwarz reductions beyond homogeneous spaces. Together with the dictionary that relates exceptional field theory to D=11 and IIB supergravity, respectively, the construction defines an entire new family of consistent truncations of the original theories. These include not only compactifications on spheres of different dimensions (such as AdS{sub 5}×S{sup 5}), but also various hyperboloid compactifications giving rise to a higher-dimensional embedding of supergravities with non-compact and non-semisimple gauge groups.
Proteolysis of truncated hemolysin A yields a stable dimerization interface
Energy Technology Data Exchange (ETDEWEB)
Novak, Walter R.P.; Bhattacharyya, Basudeb; Grilley, Daniel P.; Weaver, Todd M. (Wabash); (UW)
2017-02-21
Wild-type and variant forms of HpmA265 (truncated hemolysin A) from
Importance-truncated no-core shell model for fermionic many-body systems
Energy Technology Data Exchange (ETDEWEB)
Spies, Helena
2017-03-15
The exact solution of quantum mechanical many-body problems is only possible for few particles. Therefore, numerical methods were developed in the fields of quantum physics and quantum chemistry for larger particle numbers. Configuration Interaction (CI) methods or the No-Core Shell Model (NCSM) allow ab initio calculations for light and intermediate-mass nuclei, without resorting to phenomenology. An extension of the NCSM is the Importance-Truncated No-Core Shell Model, which uses an a priori selection of the most important basis states. The importance truncation was first developed and applied in quantum chemistry in the 1970s and latter successfully applied to models of light and intermediate mass nuclei. Other numerical methods for calculations for ultra-cold fermionic many-body systems are the Fixed-Node Diffusion Monte Carlo method (FN-DMC) and the stochastic variational approach with Correlated Gaussian basis functions (CG). There are also such method as the Coupled-Cluster method, Green's Function Monte Carlo (GFMC) method, et cetera, used for calculation of many-body systems. In this thesis, we adopt the IT-NCSM for the calculation of ultra-cold Fermi gases at unitarity. Ultracold gases are dilute, strongly correlated systems, in which the average interparticle distance is much larger than the range of the interaction. Therefore, the detailed radial dependence of the potential is not resolved, and the potential can be replaced by an effective contact interaction. At low energy, s-wave scattering dominates and the interaction can be described by the s-wave scattering length. If the scattering length is small and negative, Cooper-pairs are formed in the Bardeen-Cooper-Schrieffer (BCS) regime. If the scattering length is small and positive, these Cooper-pairs become strongly bound molecules in a Bose-Einstein-Condensate (BEC). In between (for large scattering lengths) is the unitary limit with universal properties. Calculations of the energy spectra
Campo, M. A.; Lopez, J. J.; Rebole, J. P.
2012-04-01
This work was carried out in north of Spain. San Sebastian A meteorological station, where there are available precipitation records every ten minutes was selected. Precipitation data covers from October of 1927 to September of 1997. Pulse models describe the temporal process of rainfall as a succession of rainy cells, main storm, whose origins are distributed in time according to a Poisson process and a secondary process that generates a random number of cells of rain within each storm. Among different pulse models, the Bartlett-Lewis was used. On the other hand, alternative renewal processes and Markov chains describe the way in which the process will evolve in the future depending only on the current state. Therefore they are nor dependant on past events. Two basic processes are considered when describing the occurrence of rain: the alternation of wet and dry periods and temporal distribution of rainfall in each rain event, which determines the rainwater collected in each of the intervals that make up the rain. This allows the introduction of alternative renewal processes and Markov chains of three states, where interstorm time is given by either of the two dry states, short or long. Thus, the stochastic model of Markov chains tries to reproduce the basis of pulse models: the succession of storms, each one composed for a series of rain, separated by a short interval of time without theoretical complexity of these. In a first step, we analyzed all variables involved in the sequential process of the rain: rain event duration, event duration of non-rain, average rainfall intensity in rain events, and finally, temporal distribution of rainfall within the rain event. Additionally, for pulse Bartlett-Lewis model calibration, main descriptive statistics were calculated for each month, considering the process of seasonal rainfall in each month. In a second step, both models were calibrated. Finally, synthetic series were simulated with calibration parameters; series
Stacking with stochastic cooling
Energy Technology Data Exchange (ETDEWEB)
Caspers, Fritz E-mail: Fritz.Caspers@cern.ch; Moehl, Dieter
2004-10-11
Accumulation of large stacks of antiprotons or ions with the aid of stochastic cooling is more delicate than cooling a constant intensity beam. Basically the difficulty stems from the fact that the optimized gain and the cooling rate are inversely proportional to the number of particles 'seen' by the cooling system. Therefore, to maintain fast stacking, the newly injected batch has to be strongly 'protected' from the Schottky noise of the stack. Vice versa the stack has to be efficiently 'shielded' against the high gain cooling system for the injected beam. In the antiproton accumulators with stacking ratios up to 10{sup 5} the problem is solved by radial separation of the injection and the stack orbits in a region of large dispersion. An array of several tapered cooling systems with a matched gain profile provides a continuous particle flux towards the high-density stack core. Shielding of the different systems from each other is obtained both through the spatial separation and via the revolution frequencies (filters). In the 'old AA', where the antiproton collection and stacking was done in one single ring, the injected beam was further shielded during cooling by means of a movable shutter. The complexity of these systems is very high. For more modest stacking ratios, one might use azimuthal rather than radial separation of stack and injected beam. Schematically half of the circumference would be used to accept and cool new beam and the remainder to house the stack. Fast gating is then required between the high gain cooling of the injected beam and the low gain stack cooling. RF-gymnastics are used to merge the pre-cooled batch with the stack, to re-create free space for the next injection, and to capture the new batch. This scheme is less demanding for the storage ring lattice, but at the expense of some reduction in stacking rate. The talk reviews the 'radial' separation schemes and also gives some
Evaluating Kuala Lumpur stock exchange oriented bank performance with stochastic frontiers
International Nuclear Information System (INIS)
Baten, M. A.; Maznah, M. K.; Razamin, R.; Jastini, M. J.
2014-01-01
Banks play an essential role in the economic development and banks need to be efficient; otherwise, they may create blockage in the process of development in any country. The efficiency of banks in Malaysia is important and should receive greater attention. This study formulated an appropriate stochastic frontier model to investigate the efficiency of banks which are traded on Kuala Lumpur Stock Exchange (KLSE) market during the period 2005–2009. All data were analyzed to obtain the maximum likelihood method to estimate the parameters of stochastic production. Unlike the earlier studies which use balance sheet and income statements data, this study used market data as the input and output variables. It was observed that banks listed in KLSE exhibited a commendable overall efficiency level of 96.2% during 2005–2009 hence suggesting minimal input waste of 3.8%. Among the banks, the COMS (Cimb Group Holdings) bank is found to be highly efficient with a score of 0.9715 and BIMB (Bimb Holdings) bank is noted to have the lowest efficiency with a score of 0.9582. The results also show that Cobb-Douglas stochastic frontier model with truncated normal distributional assumption is preferable than Translog stochastic frontier model
Evaluating Kuala Lumpur stock exchange oriented bank performance with stochastic frontiers
Energy Technology Data Exchange (ETDEWEB)
Baten, M. A.; Maznah, M. K.; Razamin, R.; Jastini, M. J. [School of Quantitative Sciences, Universiti Utara Malaysia 06010, Sintok, Kedah (Malaysia)
2014-12-04
Banks play an essential role in the economic development and banks need to be efficient; otherwise, they may create blockage in the process of development in any country. The efficiency of banks in Malaysia is important and should receive greater attention. This study formulated an appropriate stochastic frontier model to investigate the efficiency of banks which are traded on Kuala Lumpur Stock Exchange (KLSE) market during the period 2005–2009. All data were analyzed to obtain the maximum likelihood method to estimate the parameters of stochastic production. Unlike the earlier studies which use balance sheet and income statements data, this study used market data as the input and output variables. It was observed that banks listed in KLSE exhibited a commendable overall efficiency level of 96.2% during 2005–2009 hence suggesting minimal input waste of 3.8%. Among the banks, the COMS (Cimb Group Holdings) bank is found to be highly efficient with a score of 0.9715 and BIMB (Bimb Holdings) bank is noted to have the lowest efficiency with a score of 0.9582. The results also show that Cobb-Douglas stochastic frontier model with truncated normal distributional assumption is preferable than Translog stochastic frontier model.
Fundamentals of stochastic nature sciences
Klyatskin, Valery I
2017-01-01
This book addresses the processes of stochastic structure formation in two-dimensional geophysical fluid dynamics based on statistical analysis of Gaussian random fields, as well as stochastic structure formation in dynamic systems with parametric excitation of positive random fields f(r,t) described by partial differential equations. Further, the book considers two examples of stochastic structure formation in dynamic systems with parametric excitation in the presence of Gaussian pumping. In dynamic systems with parametric excitation in space and time, this type of structure formation either happens – or doesn’t! However, if it occurs in space, then this almost always happens (exponentially quickly) in individual realizations with a unit probability. In the case considered, clustering of the field f(r,t) of any nature is a general feature of dynamic fields, and one may claim that structure formation is the Law of Nature for arbitrary random fields of such type. The study clarifies the conditions under wh...
Stochastic models of cell motility
DEFF Research Database (Denmark)
Gradinaru, Cristian
2012-01-01
Cell motility and migration are central to the development and maintenance of multicellular organisms, and errors during this process can lead to major diseases. Consequently, the mechanisms and phenomenology of cell motility are currently under intense study. In recent years, a new...... interdisciplinary field focusing on the study of biological processes at the nanoscale level, with a range of technological applications in medicine and biological research, has emerged. The work presented in this thesis is at the interface of cell biology, image processing, and stochastic modeling. The stochastic...... models introduced here are based on persistent random motion, which I apply to real-life studies of cell motility on flat and nanostructured surfaces. These models aim to predict the time-dependent position of cell centroids in a stochastic manner, and conversely determine directly from experimental...
Stochastic Modelling of Hydrologic Systems
DEFF Research Database (Denmark)
Jonsdottir, Harpa
2007-01-01
In this PhD project several stochastic modelling methods are studied and applied on various subjects in hydrology. The research was prepared at Informatics and Mathematical Modelling at the Technical University of Denmark. The thesis is divided into two parts. The first part contains...... an introduction and an overview of the papers published. Then an introduction to basic concepts in hydrology along with a description of hydrological data is given. Finally an introduction to stochastic modelling is given. The second part contains the research papers. In the research papers the stochastic methods...... are described, as at the time of publication these methods represent new contribution to hydrology. The second part also contains additional description of software used and a brief introduction to stiff systems. The system in one of the papers is stiff....
Stochastic quantization of general relativity
International Nuclear Information System (INIS)
Rumpf, H.
1986-01-01
Following an elementary exposition of the basic mathematical concepts used in the theory of stochastic relaxation processes the stochastic quantization method of Parisi and Wu is briefly reviewed. The method is applied to Einstein's theory of gravitation using a formalism that is manifestly covariant with respect to field redefinitions. This requires the adoption of Ito's calculus and the introduction of a metric in field configuration space, for which there is a unique candidate. Due to the indefiniteness of the Euclidean Einstein-Hilbert action stochastic quantization is generalized to the pseudo-Riemannian case. It is formally shown to imply the DeWitt path integral measure. Finally a new type of perturbation theory is developed. (Author)
Applied probability and stochastic processes
Sumita, Ushio
1999-01-01
Applied Probability and Stochastic Processes is an edited work written in honor of Julien Keilson. This volume has attracted a host of scholars in applied probability, who have made major contributions to the field, and have written survey and state-of-the-art papers on a variety of applied probability topics, including, but not limited to: perturbation method, time reversible Markov chains, Poisson processes, Brownian techniques, Bayesian probability, optimal quality control, Markov decision processes, random matrices, queueing theory and a variety of applications of stochastic processes. The book has a mixture of theoretical, algorithmic, and application chapters providing examples of the cutting-edge work that Professor Keilson has done or influenced over the course of his highly-productive and energetic career in applied probability and stochastic processes. The book will be of interest to academic researchers, students, and industrial practitioners who seek to use the mathematics of applied probability i...
Stochastic geometry for image analysis
Descombes, Xavier
2013-01-01
This book develops the stochastic geometry framework for image analysis purpose. Two main frameworks are described: marked point process and random closed sets models. We derive the main issues for defining an appropriate model. The algorithms for sampling and optimizing the models as well as for estimating parameters are reviewed. Numerous applications, covering remote sensing images, biological and medical imaging, are detailed. This book provides all the necessary tools for developing an image analysis application based on modern stochastic modeling.
Stochastic methods in quantum mechanics
Gudder, Stanley P
2005-01-01
Practical developments in such fields as optical coherence, communication engineering, and laser technology have developed from the applications of stochastic methods. This introductory survey offers a broad view of some of the most useful stochastic methods and techniques in quantum physics, functional analysis, probability theory, communications, and electrical engineering. Starting with a history of quantum mechanics, it examines both the quantum logic approach and the operational approach, with explorations of random fields and quantum field theory.The text assumes a basic knowledge of fun
STOCHASTIC METHODS IN RISK ANALYSIS
Directory of Open Access Journals (Sweden)
Vladimíra OSADSKÁ
2017-06-01
Full Text Available In this paper, we review basic stochastic methods which can be used to extend state-of-the-art deterministic analytical methods for risk analysis. We can conclude that the standard deterministic analytical methods highly depend on the practical experience and knowledge of the evaluator and therefore, the stochastic methods should be introduced. The new risk analysis methods should consider the uncertainties in input values. We present how large is the impact on the results of the analysis solving practical example of FMECA with uncertainties modelled using Monte Carlo sampling.
Stochastic dynamics of new inflation
International Nuclear Information System (INIS)
Nakao, Ken-ichi; Nambu, Yasusada; Sasaki, Misao.
1988-07-01
We investigate thoroughly the dynamics of an inflation-driving scalar field in terms of an extended version of the stochastic approach proposed by Starobinsky and discuss the spacetime structure of the inflationary universe. To avoid any complications which might arise due to quantum gravity, we concentrate our discussions on the new inflationary universe scenario in which all the energy scales involved are well below the planck mass. The investigation is done both analytically and numerically. In particular, we present a full numerical analysis of the stochastic scalar field dynamics on the phase space. Then implications of the results are discussed. (author)
Stochastic mechanics and quantum theory
International Nuclear Information System (INIS)
Goldstein, S.
1987-01-01
Stochastic mechanics may be regarded as both generalizing classical mechanics to processes with intrinsic randomness, as well as providing the sort of detailed description of microscopic events declared impossible under the traditional interpretation of quantum mechanics. It avoids the many conceptual difficulties which arise from the assumption that quantum mechanics, i.e., the wave function, provides a complete description of (microscopic) physical reality. Stochastic mechanics presents a unified treatment of the microscopic and macroscopic domains, in which the process of measurement plays no special physical role and which reduces to Newtonian mechanics in the macroscopic limit
Probability, Statistics, and Stochastic Processes
Olofsson, Peter
2011-01-01
A mathematical and intuitive approach to probability, statistics, and stochastic processes This textbook provides a unique, balanced approach to probability, statistics, and stochastic processes. Readers gain a solid foundation in all three fields that serves as a stepping stone to more advanced investigations into each area. This text combines a rigorous, calculus-based development of theory with a more intuitive approach that appeals to readers' sense of reason and logic, an approach developed through the author's many years of classroom experience. The text begins with three chapters that d
QB1 - Stochastic Gene Regulation
Energy Technology Data Exchange (ETDEWEB)
Munsky, Brian [Los Alamos National Laboratory
2012-07-23
Summaries of this presentation are: (1) Stochastic fluctuations or 'noise' is present in the cell - Random motion and competition between reactants, Low copy, quantization of reactants, Upstream processes; (2) Fluctuations may be very important - Cell-to-cell variability, Cell fate decisions (switches), Signal amplification or damping, stochastic resonances; and (3) Some tools are available to mode these - Kinetic Monte Carlo simulations (SSA and variants), Moment approximation methods, Finite State Projection. We will see how modeling these reactions can tell us more about the underlying processes of gene regulation.
Stochastic geometry and its applications
Chiu, Sung Nok; Kendall, Wilfrid S; Mecke, Joseph
2013-01-01
An extensive update to a classic text Stochastic geometry and spatial statistics play a fundamental role in many modern branches of physics, materials sciences, engineering, biology and environmental sciences. They offer successful models for the description of random two- and three-dimensional micro and macro structures and statistical methods for their analysis. The previous edition of this book has served as the key reference in its field for over 18 years and is regarded as the best treatment of the subject of stochastic geometry, both as a subject with vital a
Algebraic and stochastic coding theory
Kythe, Dave K
2012-01-01
Using a simple yet rigorous approach, Algebraic and Stochastic Coding Theory makes the subject of coding theory easy to understand for readers with a thorough knowledge of digital arithmetic, Boolean and modern algebra, and probability theory. It explains the underlying principles of coding theory and offers a clear, detailed description of each code. More advanced readers will appreciate its coverage of recent developments in coding theory and stochastic processes. After a brief review of coding history and Boolean algebra, the book introduces linear codes, including Hamming and Golay codes.
Stochastic and infinite dimensional analysis
Carpio-Bernido, Maria; Grothaus, Martin; Kuna, Tobias; Oliveira, Maria; Silva, José
2016-01-01
This volume presents a collection of papers covering applications from a wide range of systems with infinitely many degrees of freedom studied using techniques from stochastic and infinite dimensional analysis, e.g. Feynman path integrals, the statistical mechanics of polymer chains, complex networks, and quantum field theory. Systems of infinitely many degrees of freedom create their particular mathematical challenges which have been addressed by different mathematical theories, namely in the theories of stochastic processes, Malliavin calculus, and especially white noise analysis. These proceedings are inspired by a conference held on the occasion of Prof. Ludwig Streit’s 75th birthday and celebrate his pioneering and ongoing work in these fields.
A Fractionally Integrated Wishart Stochastic Volatility Model
M. Asai (Manabu); M.J. McAleer (Michael)
2013-01-01
textabstractThere has recently been growing interest in modeling and estimating alternative continuous time multivariate stochastic volatility models. We propose a continuous time fractionally integrated Wishart stochastic volatility (FIWSV) process. We derive the conditional Laplace transform of
Exact Algorithms for Solving Stochastic Games
DEFF Research Database (Denmark)
Hansen, Kristoffer Arnsfelt; Koucky, Michal; Lauritzen, Niels
2012-01-01
Shapley's discounted stochastic games, Everett's recursive games and Gillette's undiscounted stochastic games are classical models of game theory describing two-player zero-sum games of potentially infinite duration. We describe algorithms for exactly solving these games....
Transport properties of stochastic Lorentz models
Beijeren, H. van
Diffusion processes are considered for one-dimensional stochastic Lorentz models, consisting of randomly distributed fixed scatterers and one moving light particle. In waiting time Lorentz models the light particle makes instantaneous jumps between scatterers after a stochastically distributed
Theory, technology, and technique of stochastic cooling
International Nuclear Information System (INIS)
Marriner, J.
1993-10-01
The theory and technological implementation of stochastic cooling is described. Theoretical and technological limitations are discussed. Data from existing stochastic cooling systems are shown to illustrate some useful techniques
Stochastic modeling and analysis of telecoms networks
Decreusefond, Laurent
2012-01-01
This book addresses the stochastic modeling of telecommunication networks, introducing the main mathematical tools for that purpose, such as Markov processes, real and spatial point processes and stochastic recursions, and presenting a wide list of results on stability, performances and comparison of systems.The authors propose a comprehensive mathematical construction of the foundations of stochastic network theory: Markov chains, continuous time Markov chains are extensively studied using an original martingale-based approach. A complete presentation of stochastic recursions from an
Dynamical and hamiltonian dilations of stochastic processes
International Nuclear Information System (INIS)
Baumgartner, B.; Gruemm, H.-R.
1982-01-01
This is a study of the problem, which stochastic processes could arise from dynamical systems by loss of information. The notions of ''dilation'' and ''approximate dilation'' of a stochastic process are introduced to give exact definitions of this particular relationship. It is shown that every generalized stochastic process is approximately dilatable by a sequence of dynamical systems, but for stochastic processes in full generality one needs nets. (Author)
Chen, Chi-Jim; Pai, Tun-Wen; Cheng, Mox
2015-01-01
A sweeping fingerprint sensor converts fingerprints on a row by row basis through image reconstruction techniques. However, a built fingerprint image might appear to be truncated and distorted when the finger was swept across a fingerprint sensor at a non-linear speed. If the truncated fingerprint images were enrolled as reference targets and collected by any automated fingerprint identification system (AFIS), successful prediction rates for fingerprint matching applications would be decreased significantly. In this paper, a novel and effective methodology with low time computational complexity was developed for detecting truncated fingerprints in a real time manner. Several filtering rules were implemented to validate existences of truncated fingerprints. In addition, a machine learning method of supported vector machine (SVM), based on the principle of structural risk minimization, was applied to reject pseudo truncated fingerprints containing similar characteristics of truncated ones. The experimental result has shown that an accuracy rate of 90.7% was achieved by successfully identifying truncated fingerprint images from testing images before AFIS enrollment procedures. The proposed effective and efficient methodology can be extensively applied to all existing fingerprint matching systems as a preliminary quality control prior to construction of fingerprint templates. PMID:25835186
Directory of Open Access Journals (Sweden)
Chi-Jim Chen
2015-03-01
Full Text Available A sweeping fingerprint sensor converts fingerprints on a row by row basis through image reconstruction techniques. However, a built fingerprint image might appear to be truncated and distorted when the finger was swept across a fingerprint sensor at a non-linear speed. If the truncated fingerprint images were enrolled as reference targets and collected by any automated fingerprint identification system (AFIS, successful prediction rates for fingerprint matching applications would be decreased significantly. In this paper, a novel and effective methodology with low time computational complexity was developed for detecting truncated fingerprints in a real time manner. Several filtering rules were implemented to validate existences of truncated fingerprints. In addition, a machine learning method of supported vector machine (SVM, based on the principle of structural risk minimization, was applied to reject pseudo truncated fingerprints containing similar characteristics of truncated ones. The experimental result has shown that an accuracy rate of 90.7% was achieved by successfully identifying truncated fingerprint images from testing images before AFIS enrollment procedures. The proposed effective and efficient methodology can be extensively applied to all existing fingerprint matching systems as a preliminary quality control prior to construction of fingerprint templates.
Environmental vs Demographic Stochasticity in Population Growth
Braumann, C. A.
2010-01-01
Compares the effect on population growth of envinonmental stochasticity (random environmental variations described by stochastic differential equations) with demographic stochasticity (random variations in births and deaths described by branching processes and birth-and-death processes), in the density-independent and the density-dependent cases.
Stochastic diffusion models for substitutable technological innovations
Wang, L.; Hu, B.; Yu, X.
2004-01-01
Based on the analysis of firms' stochastic adoption behaviour, this paper first points out the necessity to build more practical stochastic models. And then, stochastic evolutionary models are built for substitutable innovation diffusion system. Finally, through the computer simulation of the
Hasan, Md Zobaer; Kamil, Anton Abdulbasah; Mustafa, Adli; Baten, Md Azizul
2012-01-01
The stock market is considered essential for economic growth and expected to contribute to improved productivity. An efficient pricing mechanism of the stock market can be a driving force for channeling savings into profitable investments and thus facilitating optimal allocation of capital. This study investigated the technical efficiency of selected groups of companies of Bangladesh Stock Market that is the Dhaka Stock Exchange (DSE) market, using the stochastic frontier production function approach. For this, the authors considered the Cobb-Douglas Stochastic frontier in which the technical inefficiency effects are defined by a model with two distributional assumptions. Truncated normal and half-normal distributions were used in the model and both time-variant and time-invariant inefficiency effects were estimated. The results reveal that technical efficiency decreased gradually over the reference period and that truncated normal distribution is preferable to half-normal distribution for technical inefficiency effects. The value of technical efficiency was high for the investment group and low for the bank group, as compared with other groups in the DSE market for both distributions in time-varying environment whereas it was high for the investment group but low for the ceramic group as compared with other groups in the DSE market for both distributions in time-invariant situation.
Directory of Open Access Journals (Sweden)
Md Zobaer Hasan
Full Text Available The stock market is considered essential for economic growth and expected to contribute to improved productivity. An efficient pricing mechanism of the stock market can be a driving force for channeling savings into profitable investments and thus facilitating optimal allocation of capital. This study investigated the technical efficiency of selected groups of companies of Bangladesh Stock Market that is the Dhaka Stock Exchange (DSE market, using the stochastic frontier production function approach. For this, the authors considered the Cobb-Douglas Stochastic frontier in which the technical inefficiency effects are defined by a model with two distributional assumptions. Truncated normal and half-normal distributions were used in the model and both time-variant and time-invariant inefficiency effects were estimated. The results reveal that technical efficiency decreased gradually over the reference period and that truncated normal distribution is preferable to half-normal distribution for technical inefficiency effects. The value of technical efficiency was high for the investment group and low for the bank group, as compared with other groups in the DSE market for both distributions in time-varying environment whereas it was high for the investment group but low for the ceramic group as compared with other groups in the DSE market for both distributions in time-invariant situation.
Perturbation theory from stochastic quantization
International Nuclear Information System (INIS)
Hueffel, H.
1984-01-01
By using a diagrammatical method it is shown that in scalar theories the stochastic quantization method of Parisi and Wu gives the usual perturbation series in Feynman diagrams. It is further explained how to apply the diagrammatical method to gauge theories, discussing the origin of ghost effects. (Author)
Stochastic Modelling of River Geometry
DEFF Research Database (Denmark)
Sørensen, John Dalsgaard; Schaarup-Jensen, K.
1996-01-01
Numerical hydrodynamic river models are used in a large number of applications to estimate critical events for rivers. These estimates are subject to a number of uncertainties. In this paper, the problem to evaluate these estimates using probabilistic methods is considered. Stochastic models for ...... for river geometries are formulated and a coupling between hydraulic computational methods and numerical reliability methods is presented....
Stochastic Processes in Epidemic Theory
Lefèvre, Claude; Picard, Philippe
1990-01-01
This collection of papers gives a representative cross-selectional view of recent developments in the field. After a survey paper by C. Lefèvre, 17 other research papers look at stochastic modeling of epidemics, both from a theoretical and a statistical point of view. Some look more specifically at a particular disease such as AIDS, malaria, schistosomiasis and diabetes.
Stochastic theory of grain growth
International Nuclear Information System (INIS)
Hu Haiyun; Xing Xiusan.
1990-11-01
The purpose of this note is to set up a stochastic theory of grain growth and to derive the statistical distribution function and the average value of the grain radius so as to match them with the experiment further. 8 refs, 1 fig
Stochastic vehicle routing with recourse
DEFF Research Database (Denmark)
Gørtz, Inge Li; Nagarajan, Viswanath; Saket, Rishi
2012-01-01
instantiations, a recourse route is computed - but costs here become more expensive by a factor λ. We present an O(log2n ·log(nλ))-approximation algorithm for this stochastic routing problem, under arbitrary distributions. The main idea in this result is relating StochVRP to a special case of submodular...
Universality in stochastic exponential growth.
Iyer-Biswas, Srividya; Crooks, Gavin E; Scherer, Norbert F; Dinner, Aaron R
2014-07-11
Recent imaging data for single bacterial cells reveal that their mean sizes grow exponentially in time and that their size distributions collapse to a single curve when rescaled by their means. An analogous result holds for the division-time distributions. A model is needed to delineate the minimal requirements for these scaling behaviors. We formulate a microscopic theory of stochastic exponential growth as a Master Equation that accounts for these observations, in contrast to existing quantitative models of stochastic exponential growth (e.g., the Black-Scholes equation or geometric Brownian motion). Our model, the stochastic Hinshelwood cycle (SHC), is an autocatalytic reaction cycle in which each molecular species catalyzes the production of the next. By finding exact analytical solutions to the SHC and the corresponding first passage time problem, we uncover universal signatures of fluctuations in exponential growth and division. The model makes minimal assumptions, and we describe how more complex reaction networks can reduce to such a cycle. We thus expect similar scalings to be discovered in stochastic processes resulting in exponential growth that appear in diverse contexts such as cosmology, finance, technology, and population growth.
Stochastic control of traffic patterns
DEFF Research Database (Denmark)
Gaididei, Yuri B.; Gorria, Carlos; Berkemer, Rainer
2013-01-01
A stochastic modulation of the safety distance can reduce traffic jams. It is found that the effect of random modulation on congestive flow formation depends on the spatial correlation of the noise. Jam creation is suppressed for highly correlated noise. The results demonstrate the advantage of h...
The fermion stochastic calculus I
International Nuclear Information System (INIS)
Streater, R.F.
1984-01-01
The author describes the stochastic calculus of quantum processes with fermions. After a description of the Clifford algebra as the csup(*)-algebra generated by spinor fields the damped harmonic oscillator with quantum noise is considered as example. Then the Clifford process is described. Finally the Ito-Clifford integral and the Ito-Clifford isometry are presented. (HSI)
Stochastic and Chaotic Relaxation Oscillations
Grasman, J.; Roerdink, J.B.T.M.
1988-01-01
For relaxation oscillators stochastic and chaotic dynamics are investigated. The effect of random perturbations upon the period is computed. For an extended system with additional state variables chaotic behavior can be expected. As an example, the Van der Pol oscillator is changed into a
Stochastic processes in mechanical engineering
Brouwers, J.J.H.
2006-01-01
Stochastic or random vibrations occur in a variety of applications of mechanicalengineering. Examples are: the dynamics of a vehicle on an irregular roadsurface; the variation in time of thermodynamic variables in municipal wasteincinerators due to fluctuations in heating value of the waste; the
Testing for Stochastic Dominance Efficiency
G.T. Post (Thierry); O. Linton; Y-J. Whang
2005-01-01
textabstractWe propose a new test of the stochastic dominance efficiency of a given portfolio over a class of portfolios. We establish its null and alternative asymptotic properties, and define a method for consistently estimating critical values. We present some numerical evidence that our
Network Analysis with Stochastic Grammars
2015-09-17
rules N = 0 //non-terminal index clusters = cluster(W) //number of clusters drive the number S productions //cluster function described in text...Essa, “Recognizing multitasked activities from video using stochastic context-free grammar,” AAAI/IAAI, pp. 770–776, 2002. [18] R. Nevatia, T. Zhao
Stochastic Volatility and DSGE Models
DEFF Research Database (Denmark)
Andreasen, Martin Møller
This paper argues that a specification of stochastic volatility commonly used to analyze the Great Moderation in DSGE models may not be appropriate, because the level of a process with this specification does not have conditional or unconditional moments. This is unfortunate because agents may...
American options under stochastic volatility
Chockalingam, A.; Muthuraman, K.
2011-01-01
The problem of pricing an American option written on an underlying asset with constant price volatility has been studied extensively in literature. Real-world data, however, demonstrate that volatility is not constant, and stochastic volatility models are used to account for dynamic volatility
Stochastic cooling system in COSY
International Nuclear Information System (INIS)
Brittner, P.; Hacker, H.U.; Prasuhn, D.; Schug, G.; Singer, H.; Spiess, W.; Stassen, R.
1994-01-01
The stochastic cooler system in COSY is designed for proton kinetic energies between 0.8 and 2.5 GeV. Fabrication of the mechanical parts of the system is going on. Test results of the prototype measurements as well as data of the active RF-compontens are presented. (orig.)
Stochastic cooling system in COSY
Energy Technology Data Exchange (ETDEWEB)
Brittner, P [Forschungszentrum Juelich GmbH (Germany); Hacker, H U [Forschungszentrum Juelich GmbH (Germany); Prasuhn, D [Forschungszentrum Juelich GmbH (Germany); Schug, G [Forschungszentrum Juelich GmbH (Germany); Singer, H [Forschungszentrum Juelich GmbH (Germany); Spiess, W [Forschungszentrum Juelich GmbH (Germany); Stassen, R [Forschungszentrum Juelich GmbH (Germany)
1994-09-01
The stochastic cooler system in COSY is designed for proton kinetic energies between 0.8 and 2.5 GeV. Fabrication of the mechanical parts of the system is going on. Test results of the prototype measurements as well as data of the active RF-compontens are presented. (orig.)
Stochastic-field cavitation model
International Nuclear Information System (INIS)
Dumond, J.; Magagnato, F.; Class, A.
2013-01-01
Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian “particles” or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations
Stochastic-field cavitation model
Dumond, J.; Magagnato, F.; Class, A.
2013-07-01
Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian "particles" or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.
Distance covariance for stochastic processes
DEFF Research Database (Denmark)
Matsui, Muneya; Mikosch, Thomas Valentin; Samorodnitsky, Gennady
2017-01-01
The distance covariance of two random vectors is a measure of their dependence. The empirical distance covariance and correlation can be used as statistical tools for testing whether two random vectors are independent. We propose an analog of the distance covariance for two stochastic processes...
Truncation of CPC solar collectors and its effect on energy collection
Carvalho, M. J.; Collares-Pereira, M.; Gordon, J. M.; Rabl, A.
1985-01-01
Analytic expressions are derived for the angular acceptance function of two-dimensional compound parabolic concentrator solar collectors (CPC's) of arbitrary degree of truncation. Taking into account the effect of truncation on both optical and thermal losses in real collectors, the increase in monthly and yearly collectible energy is also evaluated. Prior analyses that have ignored the correct behavior of the angular acceptance function at large angles for truncated collectors are shown to be in error by 0-2 percent in calculations of yearly collectible energy for stationary collectors.
International Nuclear Information System (INIS)
Yan, Y.T.
1996-11-01
A brief review of the Zlib development is given. Emphasized is the Zlib nerve system which uses the One-Step Index Pointers (OSIPs) for efficient computation and flexible use of the Truncated Power Series Algebra (TPSA). Also emphasized is the treatment of parameterized maps with an object-oriented language (e.g. C++). A parameterized map can be a Vector Power Series (Vps) or a Lie generator represented by an exponent of a Truncated Power Series (Tps) of which each coefficient is an object of truncated power series
A Line Search Multilevel Truncated Newton Algorithm for Computing the Optical Flow
Directory of Open Access Journals (Sweden)
Lluís Garrido
2015-06-01
Full Text Available We describe the implementation details and give the experimental results of three optimization algorithms for dense optical flow computation. In particular, using a line search strategy, we evaluate the performance of the unilevel truncated Newton method (LSTN, a multiresolution truncated Newton (MR/LSTN and a full multigrid truncated Newton (FMG/LSTN. We use three image sequences and four models of optical flow for performance evaluation. The FMG/LSTN algorithm is shown to lead to better optical flow estimation with less computational work than both the LSTN and MR/LSTN algorithms.
Research on nonlinear stochastic dynamical price model
International Nuclear Information System (INIS)
Li Jiaorui; Xu Wei; Xie Wenxian; Ren Zhengzheng
2008-01-01
In consideration of many uncertain factors existing in economic system, nonlinear stochastic dynamical price model which is subjected to Gaussian white noise excitation is proposed based on deterministic model. One-dimensional averaged Ito stochastic differential equation for the model is derived by using the stochastic averaging method, and applied to investigate the stability of the trivial solution and the first-passage failure of the stochastic price model. The stochastic price model and the methods presented in this paper are verified by numerical studies
Stochastic volatility of volatility in continuous time
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole; Veraart, Almut
This paper introduces the concept of stochastic volatility of volatility in continuous time and, hence, extends standard stochastic volatility (SV) models to allow for an additional source of randomness associated with greater variability in the data. We discuss how stochastic volatility...... of volatility can be defined both non-parametrically, where we link it to the quadratic variation of the stochastic variance process, and parametrically, where we propose two new SV models which allow for stochastic volatility of volatility. In addition, we show that volatility of volatility can be estimated...
Stochastic Reachability Analysis of Hybrid Systems
Bujorianu, Luminita Manuela
2012-01-01
Stochastic reachability analysis (SRA) is a method of analyzing the behavior of control systems which mix discrete and continuous dynamics. For probabilistic discrete systems it has been shown to be a practical verification method but for stochastic hybrid systems it can be rather more. As a verification technique SRA can assess the safety and performance of, for example, autonomous systems, robot and aircraft path planning and multi-agent coordination but it can also be used for the adaptive control of such systems. Stochastic Reachability Analysis of Hybrid Systems is a self-contained and accessible introduction to this novel topic in the analysis and development of stochastic hybrid systems. Beginning with the relevant aspects of Markov models and introducing stochastic hybrid systems, the book then moves on to coverage of reachability analysis for stochastic hybrid systems. Following this build up, the core of the text first formally defines the concept of reachability in the stochastic framework and then...
Momentum Maps and Stochastic Clebsch Action Principles
Cruzeiro, Ana Bela; Holm, Darryl D.; Ratiu, Tudor S.
2018-01-01
We derive stochastic differential equations whose solutions follow the flow of a stochastic nonlinear Lie algebra operation on a configuration manifold. For this purpose, we develop a stochastic Clebsch action principle, in which the noise couples to the phase space variables through a momentum map. This special coupling simplifies the structure of the resulting stochastic Hamilton equations for the momentum map. In particular, these stochastic Hamilton equations collectivize for Hamiltonians that depend only on the momentum map variable. The Stratonovich equations are derived from the Clebsch variational principle and then converted into Itô form. In comparing the Stratonovich and Itô forms of the stochastic dynamical equations governing the components of the momentum map, we find that the Itô contraction term turns out to be a double Poisson bracket. Finally, we present the stochastic Hamiltonian formulation of the collectivized momentum map dynamics and derive the corresponding Kolmogorov forward and backward equations.
Stochastic Analysis : A Series of Lectures
Dozzi, Marco; Flandoli, Franco; Russo, Francesco
2015-01-01
This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Lévy noise, including the relationship between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations; stochastic deformations of classical mechanics and Feynman integrals and stochastic differential equations with reflection. The articles are based on short courses given at the Centre Interfacultaire Bernoulli of the Ecole Polytechnique Fédérale de Lausanne, Switzerland, from January to June 2012. They offer a valuable resource not only for specialists, but also for other researchers and Ph.D. students in the fields o...
A generalized right truncated bivariate Poisson regression model with applications to health data.
Islam, M Ataharul; Chowdhury, Rafiqul I
2017-01-01
A generalized right truncated bivariate Poisson regression model is proposed in this paper. Estimation and tests for goodness of fit and over or under dispersion are illustrated for both untruncated and right truncated bivariate Poisson regression models using marginal-conditional approach. Estimation and test procedures are illustrated for bivariate Poisson regression models with applications to Health and Retirement Study data on number of health conditions and the number of health care services utilized. The proposed test statistics are easy to compute and it is evident from the results that the models fit the data very well. A comparison between the right truncated and untruncated bivariate Poisson regression models using the test for nonnested models clearly shows that the truncated model performs significantly better than the untruncated model.
Reduction of variable-truncation artifacts from beam occlusion during in situ x-ray tomography
DEFF Research Database (Denmark)
Borg, Leise; Jørgensen, Jakob Sauer; Frikel, Jürgen
2017-01-01
Many in situ x-ray tomography studies require experimental rigs which may partially occlude the beam and cause parts of the projection data to be missing. In a study of fluid flow in porous chalk using a percolation cell with four metal bars drastic streak artifacts arise in the filtered...... and artifact-reduction methods are designed in context of FBP reconstruction motivated by computational efficiency practical for large, real synchrotron data. While a specific variable-truncation case is considered, the proposed methods can be applied to general data cut-offs arising in different in situ x-ray...... backprojection (FBP) reconstruction at certain orientations. Projections with non-trivial variable truncation caused by the metal bars are the source of these variable-truncation artifacts. To understand the artifacts a mathematical model of variable-truncation data as a function of metal bar radius and distance...
Propagation of a general-type beam through a truncated fractional Fourier transform optical system.
Zhao, Chengliang; Cai, Yangjian
2010-03-01
Paraxial propagation of a general-type beam through a truncated fractional Fourier transform (FRT) optical system is investigated. Analytical formulas for the electric field and effective beam width of a general-type beam in the FRT plane are derived based on the Collins formula. Our formulas can be used to study the propagation of a variety of laser beams--such as Gaussian, cos-Gaussian, cosh-Gaussian, sine-Gaussian, sinh-Gaussian, flat-topped, Hermite-cosh-Gaussian, Hermite-sine-Gaussian, higher-order annular Gaussian, Hermite-sinh-Gaussian and Hermite-cos-Gaussian beams--through a FRT optical system with or without truncation. The propagation properties of a Hermite-cos-Gaussian beam passing through a rectangularly truncated FRT optical system are studied as a numerical example. Our results clearly show that the truncated FRT optical system provides a convenient way for laser beam shaping.
truncSP: An R Package for Estimation of Semi-Parametric Truncated Linear Regression Models
Directory of Open Access Journals (Sweden)
Maria Karlsson
2014-05-01
Full Text Available Problems with truncated data occur in many areas, complicating estimation and inference. Regarding linear regression models, the ordinary least squares estimator is inconsistent and biased for these types of data and is therefore unsuitable for use. Alternative estimators, designed for the estimation of truncated regression models, have been developed. This paper presents the R package truncSP. The package contains functions for the estimation of semi-parametric truncated linear regression models using three different estimators: the symmetrically trimmed least squares, quadratic mode, and left truncated estimators, all of which have been shown to have good asymptotic and ?nite sample properties. The package also provides functions for the analysis of the estimated models. Data from the environmental sciences are used to illustrate the functions in the package.
The effect of truncation on very small cardiac SPECT camera systems
International Nuclear Information System (INIS)
Rohmer, Damien; Eisner, Robert L.; Gullberg, Grant T.
2006-01-01
Background: The limited transaxial field-of-view (FOV) of a very small cardiac SPECT camera system causes view-dependent truncation of the projection of structures exterior to, but near the heart. Basic tomographic principles suggest that the reconstruction of non-attenuated truncated data gives a distortion-free image in the interior of the truncated region, but the DC term of the Fourier spectrum of the reconstructed image is incorrect, meaning that the intensity scale of the reconstruction is inaccurate. The purpose of this study was to characterize the reconstructed image artifacts from truncated data, and to quantify their effects on the measurement of tracer uptake in the myocardial. Particular attention was given to instances where the heart wall is close to hot structures (structures of high activity uptake).Methods: The MCAT phantom was used to simulate a 2D slice of the heart region. Truncated and non-truncated projections were formed both with and without attenuation. The reconstructions were analyzed for artifacts in the myocardium caused by truncation, and for the effect that attenuation has relative to increasing those artifacts. Results: The inaccuracy due to truncation is primarily caused by an incorrect DC component. For visualizing the left ventricular wall, this error is not worse than the effect of attenuation. The addition of a small hot bowel-like structure near the left ventricle causes few changes in counts on the wall. Larger artifacts due to the truncation are located at the boundary of the truncation and can be eliminated by sinogram interpolation. Finally,algebraic reconstruction methods are shown to give better reconstruction results than an analytical filtered back-projection reconstruction algorithm. Conclusion: Small inaccuracies in reconstructed images from small FOV camera systems should have little effect on clinical interpretation. However, changes in the degree of inaccuracy in counts from slice to slice are due to changes in
Institute of Scientific and Technical Information of China (English)
CHENG Shi-lun; YANG Zhen
2008-01-01
To maximize throughput and to satisfy users' requirements in cognitive radios, a cross-layer optimization problem combining adaptive modulation and power control at the physical layer and truncated automatic repeat request at the medium access control layer is proposed. Simulation results show the combination of power control, adaptive modulation, and truncated automatic repeat request can regulate transmitter powers and increase the total throughput effectively.
Truncation scheme of time-dependent density-matrix approach II
Energy Technology Data Exchange (ETDEWEB)
Tohyama, Mitsuru [Kyorin University School of Medicine, Mitaka, Tokyo (Japan); Schuck, Peter [Institut de Physique Nucleaire, IN2P3-CNRS, Universite Paris-Sud, Orsay (France); Laboratoire de Physique et de Modelisation des Milieux Condenses, CNRS et Universite Joseph Fourier, Grenoble (France)
2017-09-15
A truncation scheme of the Bogoliubov-Born-Green-Kirkwood-Yvon hierarchy for reduced density matrices, where a three-body density matrix is approximated by two-body density matrices, is improved to take into account a normalization effect. The truncation scheme is tested for the Lipkin model. It is shown that the obtained results are in good agreement with the exact solutions. (orig.)
Reduction of variable-truncation artifacts from beam occlusion during in situ x-ray tomography
Borg, Leise; Jørgensen, Jakob S.; Frikel, Jürgen; Sporring, Jon
2017-12-01
Many in situ x-ray tomography studies require experimental rigs which may partially occlude the beam and cause parts of the projection data to be missing. In a study of fluid flow in porous chalk using a percolation cell with four metal bars drastic streak artifacts arise in the filtered backprojection (FBP) reconstruction at certain orientations. Projections with non-trivial variable truncation caused by the metal bars are the source of these variable-truncation artifacts. To understand the artifacts a mathematical model of variable-truncation data as a function of metal bar radius and distance to sample is derived and verified numerically and with experimental data. The model accurately describes the arising variable-truncation artifacts across simulated variations of the experimental setup. Three variable-truncation artifact-reduction methods are proposed, all aimed at addressing sinogram discontinuities that are shown to be the source of the streaks. The ‘reduction to limited angle’ (RLA) method simply keeps only non-truncated projections; the ‘detector-directed smoothing’ (DDS) method smooths the discontinuities; while the ‘reflexive boundary condition’ (RBC) method enforces a zero derivative at the discontinuities. Experimental results using both simulated and real data show that the proposed methods effectively reduce variable-truncation artifacts. The RBC method is found to provide the best artifact reduction and preservation of image features using both visual and quantitative assessment. The analysis and artifact-reduction methods are designed in context of FBP reconstruction motivated by computational efficiency practical for large, real synchrotron data. While a specific variable-truncation case is considered, the proposed methods can be applied to general data cut-offs arising in different in situ x-ray tomography experiments.
A Residual Approach for Balanced Truncation Model Reduction (BTMR of Compartmental Systems
Directory of Open Access Journals (Sweden)
William La Cruz
2014-05-01
Full Text Available This paper presents a residual approach of the square root balanced truncation algorithm for model order reduction of continuous, linear and time-invariante compartmental systems. Specifically, the new approach uses a residual method to approximate the controllability and observability gramians, whose resolution is an essential step of the square root balanced truncation algorithm, that requires a great computational cost. Numerical experiences are included to highlight the efficacy of the proposed approach.
International Nuclear Information System (INIS)
Workman, R. L.; Tiator, L.; Wunderlich, Y.; Doring, M.; Haberzettl, H.
2017-01-01
Here, we compare the methods of amplitude reconstruction, for a complete experiment and a truncated partial-wave analysis, applied to the photoproduction of pseudoscalar mesons. The approach is pedagogical, showing in detail how the amplitude reconstruction (observables measured at a single energy and angle) is related to a truncated partial-wave analysis (observables measured at a single energy and a number of angles).
Energy Technology Data Exchange (ETDEWEB)
Viswanathan, K. K.; Aziz, Z. A.; Javed, Saira; Yaacob, Y. [Universiti Teknologi Malaysia, Johor Bahru (Malaysia); Pullepu, Babuji [S R M University, Chennai (India)
2015-05-15
Free vibration of symmetric angle-ply laminated truncated conical shell is analyzed to determine the effects of frequency parameter and angular frequencies under different boundary condition, ply angles, different material properties and other parameters. The governing equations of motion for truncated conical shell are obtained in terms of displacement functions. The displacement functions are approximated by cubic and quintic splines resulting into a generalized eigenvalue problem. The parametric studies have been made and discussed.
International Nuclear Information System (INIS)
Viswanathan, K. K.; Aziz, Z. A.; Javed, Saira; Yaacob, Y.; Pullepu, Babuji
2015-01-01
Free vibration of symmetric angle-ply laminated truncated conical shell is analyzed to determine the effects of frequency parameter and angular frequencies under different boundary condition, ply angles, different material properties and other parameters. The governing equations of motion for truncated conical shell are obtained in terms of displacement functions. The displacement functions are approximated by cubic and quintic splines resulting into a generalized eigenvalue problem. The parametric studies have been made and discussed.
H.B. Kekre; Sudeep Thepade; Karan Dhamejani; Sanchit Khandelwal; Adnan Azmi
2012-01-01
The paper presents a performance analysis of Multilevel Block Truncation Coding based Face Recognition among widely used color spaces. In [1], Multilevel Block Truncation Coding was applied on the RGB color space up to four levels for face recognition. Better results were obtained when the proposed technique was implemented using Kekre’s LUV (K’LUV) color space [25]. This was the motivation to test the proposed technique using assorted color spaces. For experimental analysis, two face databas...
Directory of Open Access Journals (Sweden)
Andrea Caliciotti
2018-04-01
Full Text Available In this paper, we report data and experiments related to the research article entitled “An adaptive truncation criterion, for linesearch-based truncated Newton methods in large scale nonconvex optimization” by Caliciotti et al. [1]. In particular, in Caliciotti et al. [1], large scale unconstrained optimization problems are considered by applying linesearch-based truncated Newton methods. In this framework, a key point is the reduction of the number of inner iterations needed, at each outer iteration, to approximately solving the Newton equation. A novel adaptive truncation criterion is introduced in Caliciotti et al. [1] to this aim. Here, we report the details concerning numerical experiences over a commonly used test set, namely CUTEst (Gould et al., 2015 [2]. Moreover, comparisons are reported in terms of performance profiles (Dolan and Moré, 2002 [3], adopting different parameters settings. Finally, our linesearch-based scheme is compared with a renowned trust region method, namely TRON (Lin and Moré, 1999 [4].
Verification of Stochastic Process Calculi
DEFF Research Database (Denmark)
Skrypnyuk, Nataliya
algorithms for constructing bisimulation relations, computing (overapproximations of) sets of reachable states and computing the expected time reachability, the last for a linear fragment of IMC. In all the cases we have the complexities of algorithms which are low polynomial in the size of the syntactic....... In support of this claim we have developed analysis methods that belong to a particular type of Static Analysis { Data Flow / Pathway Analysis. These methods have previously been applied to a number of non-stochastic process calculi. In this thesis we are lifting them to the stochastic calculus...... of Interactive Markov Chains (IMC). We have devised the Pathway Analysis of IMC that is not only correct in the sense of overapproximating all possible behaviour scenarios, as is usual for Static Analysis methods, but is also precise. This gives us the possibility to explicitly decide on the trade-o between...
Fourier analysis and stochastic processes
Brémaud, Pierre
2014-01-01
This work is unique as it provides a uniform treatment of the Fourier theories of functions (Fourier transforms and series, z-transforms), finite measures (characteristic functions, convergence in distribution), and stochastic processes (including arma series and point processes). It emphasises the links between these three themes. The chapter on the Fourier theory of point processes and signals structured by point processes is a novel addition to the literature on Fourier analysis of stochastic processes. It also connects the theory with recent lines of research such as biological spike signals and ultrawide-band communications. Although the treatment is mathematically rigorous, the convivial style makes the book accessible to a large audience. In particular, it will be interesting to anyone working in electrical engineering and communications, biology (point process signals) and econometrics (arma models). A careful review of the prerequisites (integration and probability theory in the appendix, Hilbert spa...
Stochastic integration and differential equations
Protter, Philip E
2003-01-01
It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the apparent simplicity of approach, none of these books has used the functional analytic method of presenting semimartingales and stochastic integration. Thus a 2nd edition seems worthwhile and timely, though it is no longer appropriate to call it "a new approach". The new edition has several significant changes, most prominently the addition of exercises for solution. These are intended to supplement the text, but lemmas needed in a proof are never relegated to the exercises. Many of the exercises have been tested by graduate students at Purdue and Cornell Universities. Chapter 3 has been completely redone, with a new, more intuitive and simultaneously elementary proof of the fundamental Doob-Meyer decomposition theorem, t...
The dynamics of stochastic processes
DEFF Research Database (Denmark)
Basse-O'Connor, Andreas
In the present thesis the dynamics of stochastic processes is studied with a special attention to the semimartingale property. This is mainly motivated by the fact that semimartingales provide the class of the processes for which it is possible to define a reasonable stochastic calculus due...... to the Bichteler-Dellacherie Theorem. The semimartingale property of Gaussian processes is characterized in terms of their covariance function, spectral measure and spectral representation. In addition, representation and expansion of filtration results are provided as well. Special attention is given to moving...... average processes, and when the driving process is a Lévy or a chaos process the semimartingale property is characterized in the filtration spanned by the driving process and in the natural filtration when the latter is a Brownian motion. To obtain some of the above results an integrability of seminorm...
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
Stochastic models for atmospheric dispersion
DEFF Research Database (Denmark)
Ditlevsen, Ove Dalager
2003-01-01
Simple stochastic differential equation models have been applied by several researchers to describe the dispersion of tracer particles in the planetary atmospheric boundary layer and to form the basis for computer simulations of particle paths. To obtain the drift coefficient, empirical vertical...... positions close to the boundaries. Different rules have been suggested in the literature with justifications based on simulation studies. Herein the relevant stochastic differential equation model is formulated in a particular way. The formulation is based on the marginal transformation of the position...... velocity distributions that depend on height above the ground both with respect to standard deviation and skewness are substituted into the stationary Fokker/Planck equation. The particle position distribution is taken to be uniform *the well/mixed condition( and also a given dispersion coefficient...
Stochastic Generalized Method of Moments
Yin, Guosheng; Ma, Yanyuan; Liang, Faming; Yuan, Ying
2011-01-01
The generalized method of moments (GMM) is a very popular estimation and inference procedure based on moment conditions. When likelihood-based methods are difficult to implement, one can often derive various moment conditions and construct the GMM objective function. However, minimization of the objective function in the GMM may be challenging, especially over a large parameter space. Due to the special structure of the GMM, we propose a new sampling-based algorithm, the stochastic GMM sampler, which replaces the multivariate minimization problem by a series of conditional sampling procedures. We develop the theoretical properties of the proposed iterative Monte Carlo method, and demonstrate its superior performance over other GMM estimation procedures in simulation studies. As an illustration, we apply the stochastic GMM sampler to a Medfly life longevity study. Supplemental materials for the article are available online. © 2011 American Statistical Association.
Stochastic problems in population genetics
Maruyama, Takeo
1977-01-01
These are" notes based on courses in Theoretical Population Genetics given at the University of Texas at Houston during the winter quarter, 1974, and at the University of Wisconsin during the fall semester, 1976. These notes explore problems of population genetics and evolution involving stochastic processes. Biological models and various mathematical techniques are discussed. Special emphasis is given to the diffusion method and an attempt is made to emphasize the underlying unity of various problems based on the Kolmogorov backward equation. A particular effort was made to make the subject accessible to biology students who are not familiar with stochastic processes. The references are not exhaustive but were chosen to provide a starting point for the reader interested in pursuing the subject further. Acknowledgement I would like to use this opportunity to express my thanks to Drs. J. F. Crow, M. Nei and W. J. Schull for their hospitality during my stays at their universities. I am indebted to Dr. M. Kimura...
Stochastic Generalized Method of Moments
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.
Limits for Stochastic Reaction Networks
DEFF Research Database (Denmark)
Cappelletti, Daniele
Reaction systems have been introduced in the 70s to model biochemical systems. Nowadays their range of applications has increased and they are fruitfully used in dierent elds. The concept is simple: some chemical species react, the set of chemical reactions form a graph and a rate function...... is associated with each reaction. Such functions describe the speed of the dierent reactions, or their propensities. Two modelling regimes are then available: the evolution of the dierent species concentrations can be deterministically modelled through a system of ODE, while the counts of the dierent species...... at a certain time are stochastically modelled by means of a continuous-time Markov chain. Our work concerns primarily stochastic reaction systems, and their asymptotic properties. In Paper I, we consider a reaction system with intermediate species, i.e. species that are produced and fast degraded along a path...
Some Topics in Stochastic Control
2010-10-14
assimilation problems. (a) Papers published in peer-reviewed journals (N/A for none) 1. R. Atar and A. Budhiraja. A stochastic differential game for...the inhomogeneous infinity-Laplace equation. Ann. Prob., 38 (2010), no. 2, 498--531. 2. R. Atar and A. Budhiraja. On near optimal trajectories for a...G. Aronsson. A mathematical model in sand mechanics: presentation and analysis. SIAM J. Appl. Math., 22 (1972), 437-458 [3] R. Atar and A. Budhiraja
Stochastic background of atmospheric cascades
International Nuclear Information System (INIS)
Wilk, G.; Wlodarczyk, Z.
1993-01-01
Fluctuations in the atmospheric cascades developing during the propagation of very high energy cosmic rays through the atmosphere are investigated using stochastic branching model of pure birth process with immigration. In particular, we show that the multiplicity distributions of secondaries emerging from gamma families are much narrower than those resulting from hadronic families. We argue that the strong intermittent like behaviour found recently in atmospheric families results from the fluctuations in the cascades themselves and are insensitive to the details of elementary interactions
Foundations of infinitesimal stochastic analysis
Stroyan, KD
2011-01-01
This book gives a complete and elementary account of fundamental results on hyperfinite measures and their application to stochastic processes, including the *-finite Stieltjes sum approximation of martingale integrals. Many detailed examples, not found in the literature, are included. It begins with a brief chapter on tools from logic and infinitesimal (or non-standard) analysis so that the material is accessible to beginning graduate students.
Optimal Advertising with Stochastic Demand
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...
Stochastic cooling technology at Fermilab
Energy Technology Data Exchange (ETDEWEB)
Pasquinelli, R.J. E-mail: pasquin@fnal.gov
2004-10-11
The first antiproton cooling systems were installed and commissioned at Fermilab in 1984-1985. In the interim period, there have been several major upgrades, system improvements, and complete reincarnation of cooling systems. This paper will present some of the technology that was pioneered at Fermilab to implement stochastic cooling systems in both the Antiproton Source and Recycler accelerators. Current performance data will also be presented.
Stochastic cooling technology at Fermilab
Pasquinelli, Ralph J.
2004-10-01
The first antiproton cooling systems were installed and commissioned at Fermilab in 1984-1985. In the interim period, there have been several major upgrades, system improvements, and complete reincarnation of cooling systems. This paper will present some of the technology that was pioneered at Fermilab to implement stochastic cooling systems in both the Antiproton Source and Recycler accelerators. Current performance data will also be presented.
Stochastic cooling technology at Fermilab
International Nuclear Information System (INIS)
Pasquinelli, R.J.
2004-01-01
The first antiproton cooling systems were installed and commissioned at Fermilab in 1984-1985. In the interim period, there have been several major upgrades, system improvements, and complete reincarnation of cooling systems. This paper will present some of the technology that was pioneered at Fermilab to implement stochastic cooling systems in both the Antiproton Source and Recycler accelerators. Current performance data will also be presented
Stochastic Gravity: Theory and Applications
Directory of Open Access Journals (Sweden)
Hu Bei Lok
2008-05-01
Full Text Available Whereas semiclassical gravity is based on the semiclassical Einstein equation with sources given by the expectation value of the stress-energy tensor of quantum fields, stochastic semiclassical gravity is based on the Einstein–Langevin equation, which has, in addition, sources due to the noise kernel. The noise kernel is the vacuum expectation value of the (operator-valued stress-energy bitensor, which describes the fluctuations of quantum-matter fields in curved spacetimes. A new improved criterion for the validity of semiclassical gravity may also be formulated from the viewpoint of this theory. In the first part of this review we describe the fundamentals of this new theory via two approaches: the axiomatic and the functional. The axiomatic approach is useful to see the structure of the theory from the framework of semiclassical gravity, showing the link from the mean value of the stress-energy tensor to the correlation functions. The functional approach uses the Feynman–Vernon influence functional and the Schwinger–Keldysh closed-time-path effective action methods. In the second part, we describe three applications of stochastic gravity. First, we consider metric perturbations in a Minkowski spacetime, compute the two-point correlation functions of these perturbations and prove that Minkowski spacetime is a stable solution of semiclassical gravity. Second, we discuss structure formation from the stochastic-gravity viewpoint, which can go beyond the standard treatment by incorporating the full quantum effect of the inflaton fluctuations. Third, using the Einstein–Langevin equation, we discuss the backreaction of Hawking radiation and the behavior of metric fluctuations for both the quasi-equilibrium condition of a black-hole in a box and the fully nonequilibrium condition of an evaporating black hole spacetime. Finally, we briefly discuss the theoretical structure of stochastic gravity in relation to quantum gravity and point out
Stochastic processes and filtering theory
Jazwinski, Andrew H
1970-01-01
This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, the theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, the text discusses numerous practical applications as well.Taking the state-space approach to filtering, this text models dynamical systems by finite-dimensional Markov processes, outputs of stochastic difference, and differential equations. Starting with background material on probab
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.
Stochastic processes, slaves and supersymmetry
International Nuclear Information System (INIS)
Drummond, I T; Horgan, R R
2012-01-01
We extend the work of Tănase-Nicola and Kurchan on the structure of diffusion processes and the associated supersymmetry algebra by examining the responses of a simple statistical system to external disturbances of various kinds. We consider both the stochastic differential equations (SDEs) for the process and the associated diffusion equation. The influence of the disturbances can be understood by augmenting the original SDE with an equation for slave variables. The evolution of the slave variables describes the behaviour of line elements carried along in the stochastic flow. These line elements, together with the associated surface and volume elements constructed from them, provide the basis of the supersymmetry properties of the theory. For ease of visualization, and in order to emphasize a helpful electromagnetic analogy, we work in three dimensions. The results are all generalizable to higher dimensions and can be specialized to one and two dimensions. The electromagnetic analogy is a useful starting point for calculating asymptotic results at low temperature that can be compared with direct numerical evaluations. We also examine the problems that arise in a direct numerical simulation of the stochastic equation together with the slave equations. We pay special attention to the dependence of the slave variable statistics on temperature. We identify in specific models the critical temperature below which the slave variable distribution ceases to have a variance and consider the effect on estimates of susceptibilities. (paper)
Stochastic cooling in muon colliders
International Nuclear Information System (INIS)
Barletta, W.A.; Sessler, A.M.
1993-09-01
Analysis of muon production techniques for high energy colliders indicates the need for rapid and effective beam cooling in order that one achieve luminosities > 10 30 cm -2 s -1 as required for high energy physics experiments. This paper considers stochastic cooling to increase the phase space density of the muons in the collider. Even at muon energies greater than 100 GeV, the number of muons per bunch must be limited to ∼10 3 for the cooling rate to be less than the muon lifetime. With such a small number of muons per bunch, the final beam emittance implied by the luminosity requirement is well below the thermodynamic limit for beam electronics at practical temperatures. Rapid bunch stacking after the cooling process can raise the number of muons per bunch to a level consistent with both the luminosity goals and with practical temperatures for the stochastic cooling electronics. A major advantage of our stochastic cooling/stacking scheme over scenarios that employ only ionization cooling is that the power on the production target can be reduced below 1 MW
Stochastic analysis of biochemical systems
Anderson, David F
2015-01-01
This book focuses on counting processes and continuous-time Markov chains motivated by examples and applications drawn from chemical networks in systems biology. The book should serve well as a supplement for courses in probability and stochastic processes. While the material is presented in a manner most suitable for students who have studied stochastic processes up to and including martingales in continuous time, much of the necessary background material is summarized in the Appendix. Students and Researchers with a solid understanding of calculus, differential equations, and elementary probability and who are well-motivated by the applications will find this book of interest. David F. Anderson is Associate Professor in the Department of Mathematics at the University of Wisconsin and Thomas G. Kurtz is Emeritus Professor in the Departments of Mathematics and Statistics at that university. Their research is focused on probability and stochastic processes with applications in biology and other ar...
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
AESS: Accelerated Exact Stochastic Simulation
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
Brownian motion, martingales, and stochastic calculus
Le Gall, Jean-François
2016-01-01
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô’s formula, the optional stopping theorem and Girsanov’s theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter. Since its invention by Itô, stochastic calculus has proven to be one of the most important techniques of modern probability theory, and has been used in the most recent theoretical advances as well as in applications to other fields such as mathematical finance. Brownian Motion, Martingales, and Stochastic Calculus provides a strong theoretical background to the reader interested i...
Stochastic synaptic plasticity with memristor crossbar arrays
Naous, Rawan
2016-11-01
Memristive devices have been shown to exhibit slow and stochastic resistive switching behavior under low-voltage, low-current operating conditions. Here we explore such mechanisms to emulate stochastic plasticity in memristor crossbar synapse arrays. Interfaced with integrate-and-fire spiking neurons, the memristive synapse arrays are capable of implementing stochastic forms of spike-timing dependent plasticity which parallel mean-rate models of stochastic learning with binary synapses. We present theory and experiments with spike-based stochastic learning in memristor crossbar arrays, including simplified modeling as well as detailed physical simulation of memristor stochastic resistive switching characteristics due to voltage and current induced filament formation and collapse. © 2016 IEEE.
Stochastic synaptic plasticity with memristor crossbar arrays
Naous, Rawan; Al-Shedivat, Maruan; Neftci, Emre; Cauwenberghs, Gert; Salama, Khaled N.
2016-01-01
Memristive devices have been shown to exhibit slow and stochastic resistive switching behavior under low-voltage, low-current operating conditions. Here we explore such mechanisms to emulate stochastic plasticity in memristor crossbar synapse arrays. Interfaced with integrate-and-fire spiking neurons, the memristive synapse arrays are capable of implementing stochastic forms of spike-timing dependent plasticity which parallel mean-rate models of stochastic learning with binary synapses. We present theory and experiments with spike-based stochastic learning in memristor crossbar arrays, including simplified modeling as well as detailed physical simulation of memristor stochastic resistive switching characteristics due to voltage and current induced filament formation and collapse. © 2016 IEEE.
Modified Truncated Multiplicity Analysis to Improve Verification of Uranium Fuel Cycle Materials
International Nuclear Information System (INIS)
LaFleur, A.; Miller, K.; Swinhoe, M.; Belian, A.; Croft, S.
2015-01-01
Accurate verification of 235U enrichment and mass in UF6 storage cylinders and the UO2F2 holdup contained in the process equipment is needed to improve international safeguards and nuclear material accountancy at uranium enrichment plants. Small UF6 cylinders (1.5'' and 5'' diameter) are used to store the full range of enrichments from depleted to highly-enriched UF6. For independent verification of these materials, it is essential that the 235U mass and enrichment measurements do not rely on facility operator declarations. Furthermore, in order to be deployed by IAEA inspectors to detect undeclared activities (e.g., during complementary access), it is also imperative that the measurement technique is quick, portable, and sensitive to a broad range of 235U masses. Truncated multiplicity analysis is a technique that reduces the variance in the measured count rates by only considering moments 1, 2, and 3 of the multiplicity distribution. This is especially important for reducing the uncertainty in the measured doubles and triples rates in environments with a high cosmic ray background relative to the uranium signal strength. However, we believe that the existing truncated multiplicity analysis throws away too much useful data by truncating the distribution after the third moment. This paper describes a modified truncated multiplicity analysis method that determines the optimal moment to truncate the multiplicity distribution based on the measured data. Experimental measurements of small UF6 cylinders and UO2F2 working reference materials were performed at Los Alamos National Laboratory (LANL). The data were analyzed using traditional and modified truncated multiplicity analysis to determine the optimal moment to truncate the multiplicity distribution to minimize the uncertainty in the measured count rates. The results from this analysis directly support nuclear safeguards at enrichment plants and provide a more accurate verification method for UF6
Flow equation of quantum Einstein gravity in a higher-derivative truncation
International Nuclear Information System (INIS)
Lauscher, O.; Reuter, M.
2002-01-01
Motivated by recent evidence indicating that quantum Einstein gravity (QEG) might be nonperturbatively renormalizable, the exact renormalization group equation of QEG is evaluated in a truncation of theory space which generalizes the Einstein-Hilbert truncation by the inclusion of a higher-derivative term (R 2 ). The beta functions describing the renormalization group flow of the cosmological constant, Newton's constant, and the R 2 coupling are computed explicitly. The fixed point properties of the 3-dimensional flow are investigated, and they are confronted with those of the 2-dimensional Einstein-Hilbert flow. The non-Gaussian fixed point predicted by the latter is found to generalize to a fixed point on the enlarged theory space. In order to test the reliability of the R 2 truncation near this fixed point we analyze the residual scheme dependence of various universal quantities; it turns out to be very weak. The two truncations are compared in detail, and their numerical predictions are found to agree with a surprisingly high precision. Because of the consistency of the results it appears increasingly unlikely that the non-Gaussian fixed point is an artifact of the truncation. If it is present in the exact theory QEG is probably nonperturbatively renormalizable and ''asymptotically safe.'' We discuss how the conformal factor problem of Euclidean gravity manifests itself in the exact renormalization group approach and show that, in the R 2 truncation, the investigation of the fixed point is not afflicted with this problem. Also the Gaussian fixed point of the Einstein-Hilbert truncation is analyzed; it turns out that it does not generalize to a corresponding fixed point on the enlarged theory space
International Nuclear Information System (INIS)
Allen, Bruce; Creighton, Jolien D.E.; Flanagan, Eanna E.; Romano, Joseph D.
2003-01-01
In a previous paper (paper I), we derived a set of near-optimal signal detection techniques for gravitational wave detectors whose noise probability distributions contain non-Gaussian tails. The methods modify standard methods by truncating or clipping sample values which lie in those non-Gaussian tails. The methods were derived, in the frequentist framework, by minimizing false alarm probabilities at fixed false detection probability in the limit of weak signals. For stochastic signals, the resulting statistic consisted of a sum of an autocorrelation term and a cross-correlation term; it was necessary to discard 'by hand' the autocorrelation term in order to arrive at the correct, generalized cross-correlation statistic. In the present paper, we present an alternative derivation of the same signal detection techniques from within the Bayesian framework. We compute, for both deterministic and stochastic signals, the probability that a signal is present in the data, in the limit where the signal-to-noise ratio squared per frequency bin is small, where the signal is nevertheless strong enough to be detected (integrated signal-to-noise ratio large compared to 1), and where the total probability in the non-Gaussian tail part of the noise distribution is small. We show that, for each model considered, the resulting probability is to a good approximation a monotonic function of the detection statistic derived in paper I. Moreover, for stochastic signals, the new Bayesian derivation automatically eliminates the problematic autocorrelation term
A combined stochastic analysis of mean daily temperature and diurnal temperature range
Sirangelo, B.; Caloiero, T.; Coscarelli, R.; Ferrari, E.
2018-03-01
In this paper, a stochastic model, previously proposed for the maximum daily temperature, has been improved for the combined analysis of mean daily temperature and diurnal temperature range. In particular, the procedure applied to each variable sequentially performs the deseasonalization, by means of truncated Fourier series expansions, and the normalization of the temperature data, with the use of proper transformation functions. Then, a joint stochastic analysis of both the climatic variables has been performed by means of a FARIMA model, taking into account the stochastic dependency between the variables, namely introducing a cross-correlation between the standardized noises. The model has been applied to five daily temperature series of southern Italy. After the application of a Monte Carlo simulation procedure, the return periods of the joint behavior of the mean daily temperature and the diurnal temperature range have been evaluated. Moreover, the annual maxima of the temperature excursions in consecutive days have been analyzed for the synthetic series. The results obtained showed different behaviors probably linked to the distance from the sea and to the latitude of the station.
SATA II - Stochastic Algebraic Topology and Applications
2017-01-30
AFRL-AFOSR-UK-TR-2017-0018 SATA II - Stochastic Algebraic Topology and Applications 150032 Robert Adler TECHNION ISRAEL INSTITUTE OF TECHNOLOGY Final...REPORT TYPE Final 3. DATES COVERED (From - To) 15 Dec 2014 to 14 Dec 2016 4. TITLE AND SUBTITLE SATA II - Stochastic Algebraic Topology and Applications... Topology and Applications Continuation of, and associated with SATA: Stochastic Algebraic Topology and Applications FA8655-11-1-3039, 09/1/2011–08/31/2014
Stochastic deformation of a thermodynamic symplectic structure
Kazinski, P. O.
2008-01-01
A stochastic deformation of a thermodynamic symplectic structure is studied. The stochastic deformation procedure is analogous to the deformation of an algebra of observables like deformation quantization, but for an imaginary deformation parameter (the Planck constant). Gauge symmetries of thermodynamics and corresponding stochastic mechanics, which describes fluctuations of a thermodynamic system, are revealed and gauge fields are introduced. A physical interpretation to the gauge transform...
Stochastic temperature and the Nicolai map
International Nuclear Information System (INIS)
Hueffel, H.
1989-01-01
Just as standard temperature can be related to the time coordinate of Euclidean space, a new concept of 'stochastic temperature' may be introduced by associating it to the Parisi-Wu time of stochastic quantization. The perturbative equilibrium limit for a self-interacting scalar field is studied, and a 'thermal' mass shift to one loop is shown. In addition one may interpret the underlying stochastic process as a Nicolai map at nonzero 'temperature'. 22 refs. (Author)
On Lipschitzian quantum stochastic differential inclusions
International Nuclear Information System (INIS)
Ekhaguere, G.O.S.
1990-12-01
Quantum stochastic differential inclusions are introduced and studied within the framework of the Hudson-Parthasarathy formulation of quantum stochastic calculus. Results concerning the existence of solutions of a Lipschitzian quantum stochastic differential inclusion and the relationship between the solutions of such an inclusion and those of its convexification are presented. These generalize the Filippov existence theorem and the Filippov-Wazewski Relaxation Theorem for classical differential inclusions to the present noncommutative setting. (author). 9 refs
Ambit processes and stochastic partial differential equations
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole; Benth, Fred Espen; Veraart, Almut
Ambit processes are general stochastic processes based on stochastic integrals with respect to Lévy bases. Due to their flexible structure, they have great potential for providing realistic models for various applications such as in turbulence and finance. This papers studies the connection betwe...... ambit processes and solutions to stochastic partial differential equations. We investigate this relationship from two angles: from the Walsh theory of martingale measures and from the viewpoint of the Lévy noise analysis....
The Robustness of Stochastic Switching Networks
Loh, Po-Ling; Zhou, Hongchao; Bruck, Jehoshua
2009-01-01
Many natural systems, including chemical and biological systems, can be modeled using stochastic switching circuits. These circuits consist of stochastic switches, called pswitches, which operate with a fixed probability of being open or closed. We study the effect caused by introducing an error of size ∈ to each pswitch in a stochastic circuit. We analyze two constructions – simple series-parallel and general series-parallel circuits – and prove that simple series-parallel circuits are robus...
Sequential neural models with stochastic layers
DEFF Research Database (Denmark)
Fraccaro, Marco; Sønderby, Søren Kaae; Paquet, Ulrich
2016-01-01
How can we efficiently propagate uncertainty in a latent state representation with recurrent neural networks? This paper introduces stochastic recurrent neural networks which glue a deterministic recurrent neural network and a state space model together to form a stochastic and sequential neural...... generative model. The clear separation of deterministic and stochastic layers allows a structured variational inference network to track the factorization of the model's posterior distribution. By retaining both the nonlinear recursive structure of a recurrent neural network and averaging over...
Stochastic Linear Quadratic Optimal Control Problems
International Nuclear Information System (INIS)
Chen, S.; Yong, J.
2001-01-01
This paper is concerned with the stochastic linear quadratic optimal control problem (LQ problem, for short) for which the coefficients are allowed to be random and the cost functional is allowed to have a negative weight on the square of the control variable. Some intrinsic relations among the LQ problem, the stochastic maximum principle, and the (linear) forward-backward stochastic differential equations are established. Some results involving Riccati equation are discussed as well
Stochastic Model Checking of the Stochastic Quality Calculus
DEFF Research Database (Denmark)
Nielson, Flemming; Nielson, Hanne Riis; Zeng, Kebin
2015-01-01
The Quality Calculus uses quality binders for input to express strategies for continuing the computation even when the desired input has not been received. The Stochastic Quality Calculus adds generally distributed delays for output actions and real-time constraints on the quality binders for input....... This gives rise to Generalised Semi-Markov Decision Processes for which few analytical techniques are available. We restrict delays on output actions to be exponentially distributed while still admitting real-time constraints on the quality binders. This facilitates developing analytical techniques based...
Stochastic quantization of gravity and string fields
International Nuclear Information System (INIS)
Rumpf, H.
1986-01-01
The stochastic quantization method of Parisi and Wu is generalized so as to make it applicable to Einstein's theory of gravitation. The generalization is based on the existence of a preferred metric in field configuration space, involves Ito's calculus, and introduces a complex stochastic process adapted to Lorentzian spacetime. It implies formally the path integral measure of DeWitt, a causual Feynman propagator, and a consistent stochastic perturbation theory. The lineraized version of the theory is also obtained from the stochastic quantization of the free string field theory of Siegel and Zwiebach. (Author)
Modeling the Effect of APC Truncation on Destruction Complex Function in Colorectal Cancer Cells
Barua, Dipak; Hlavacek, William S.
2013-01-01
In colorectal cancer cells, APC, a tumor suppressor protein, is commonly expressed in truncated form. Truncation of APC is believed to disrupt degradation of β—catenin, which is regulated by a multiprotein complex called the destruction complex. The destruction complex comprises APC, Axin, β—catenin, serine/threonine kinases, and other proteins. The kinases and , which are recruited by Axin, mediate phosphorylation of β—catenin, which initiates its ubiquitination and proteosomal degradation. The mechanism of regulation of β—catenin degradation by the destruction complex and the role of truncation of APC in colorectal cancer are not entirely understood. Through formulation and analysis of a rule-based computational model, we investigated the regulation of β—catenin phosphorylation and degradation by APC and the effect of APC truncation on function of the destruction complex. The model integrates available mechanistic knowledge about site-specific interactions and phosphorylation of destruction complex components and is consistent with an array of published data. We find that the phosphorylated truncated form of APC can outcompete Axin for binding to β—catenin, provided that Axin is limiting, and thereby sequester β—catenin away from Axin and the Axin-recruited kinases and . Full-length APC also competes with Axin for binding to β—catenin; however, full-length APC is able, through its SAMP repeats, which bind Axin and which are missing in truncated oncogenic forms of APC, to bring β—catenin into indirect association with Axin and Axin-recruited kinases. Because our model indicates that the positive effects of truncated APC on β—catenin levels depend on phosphorylation of APC, at the first 20-amino acid repeat, and because phosphorylation of this site is mediated by , we suggest that is a potential target for therapeutic intervention in colorectal cancer. Specific inhibition of is predicted to limit binding of β—catenin to truncated
Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility
van Haastrecht, A.; Lord, R.; Pelsser, A.; Schrager, D.
2009-01-01
We consider the pricing of long-dated insurance contracts under stochastic interest rates and stochastic volatility. In particular, we focus on the valuation of insurance options with long-term equity or foreign exchange exposures. Our modeling framework extends the stochastic volatility model of
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Veraart, Almut
Ambit stochastics is the name for the theory and applications of ambit fields and ambit processes and constitutes a new research area in stochastics for tempo-spatial phenomena. This paper gives an overview of the main findings in ambit stochastics up to date and establishes new results on genera...
Closed-form kinetic parameter estimation solution to the truncated data problem
International Nuclear Information System (INIS)
Zeng, Gengsheng L; Kadrmas, Dan J; Gullberg, Grant T
2010-01-01
In a dedicated cardiac single photon emission computed tomography (SPECT) system, the detectors are focused on the heart and the background is truncated in the projections. Reconstruction using truncated data results in biased images, leading to inaccurate kinetic parameter estimates. This paper has developed a closed-form kinetic parameter estimation solution to the dynamic emission imaging problem. This solution is insensitive to the bias in the reconstructed images that is caused by the projection data truncation. This paper introduces two new ideas: (1) it includes background bias as an additional parameter to estimate, and (2) it presents a closed-form solution for compartment models. The method is based on the following two assumptions: (i) the amount of the bias is directly proportional to the truncated activities in the projection data, and (ii) the background concentration is directly proportional to the concentration in the myocardium. In other words, the method assumes that the image slice contains only the heart and the background, without other organs, that the heart is not truncated, and that the background radioactivity is directly proportional to the radioactivity in the blood pool. As long as the background activity can be modeled, the proposed method is applicable regardless of the number of compartments in the model. For simplicity, the proposed method is presented and verified using a single compartment model with computer simulations using both noiseless and noisy projections.
Transiently truncated and differentially regulated expression of midkine during mouse embryogenesis
International Nuclear Information System (INIS)
Chen Qin; Yuan Yuanyang; Lin Shuibin; Chang Youde; Zhuo Xinming; Wei Wei; Tao Ping; Ruan Lingjuan; Li Qifu; Li Zhixing
2005-01-01
Midkine (MK) is a retinoic acid response cytokine, mostly expressed in embryonic tissues. Aberrant expression of MK was found in numerous cancers. In human, a truncated MK was expressed specifically in tumor/cancer tissues. Here we report the discovery of a novel truncated form of MK transiently expressed during normal mouse embryonic development. In addition, MK is concentrated at the interface between developing epithelium and mesenchyme as well as highly proliferating cells. Its expression, which is closely coordinated with angiogenesis and vasculogenesis, is spatiotemporally regulated with peaks in extensive organogenesis period and undifferentiated cells tailing off in maturing cells, implying its role in nascent blood vessel (endothelial) signaling of tissue differentiation and stem cell renewal/differentiation.. Cloning and sequencing analysis revealed that the embryonic truncated MK, in which the conserved domain is in-frame deleted, presumably producing a novel secreted small peptide, is different from the truncated form in human cancer tissues, whose deletion results in a frame-shift mutation. Our data suggest that MK may play a role in epithelium-mesenchyme interactions, blood vessel signaling, and the decision of proliferation vs differentiation. Detection of the transiently expressed truncated MK reveals its novel function in development and sheds light on its role in carcinogenesis
Analytic reconstruction algorithms for triple-source CT with horizontal data truncation
International Nuclear Information System (INIS)
Chen, Ming; Yu, Hengyong
2015-01-01
Purpose: This paper explores a triple-source imaging method with horizontal data truncation to enlarge the field of view (FOV) for big objects. Methods: The study is conducted by using theoretical analysis, mathematical deduction, and numerical simulations. The proposed algorithms are implemented in c + + and MATLAB. While the basic platform is constructed in MATLAB, the computationally intensive segments are coded in c + +, which are linked via a MEX interface. Results: A triple-source circular scanning configuration with horizontal data truncation is developed, where three pairs of x-ray sources and detectors are unevenly distributed on the same circle to cover the whole imaging object. For this triple-source configuration, a fan-beam filtered backprojection-type algorithm is derived for truncated full-scan projections without data rebinning. The algorithm is also extended for horizontally truncated half-scan projections and cone-beam projections in a Feldkamp-type framework. Using their method, the FOV is enlarged twofold to threefold to scan bigger objects with high speed and quality. The numerical simulation results confirm the correctness and effectiveness of the developed algorithms. Conclusions: The triple-source scanning configuration with horizontal data truncation cannot only keep most of the advantages of a traditional multisource system but also cover a larger FOV for big imaging objects. In addition, because the filtering is shift-invariant, the proposed algorithms are very fast and easily parallelized on graphic processing units
Energy Technology Data Exchange (ETDEWEB)
Duflot, Nicolas [Universite de technologie de Troyes, Institut Charles Delaunay/LM2S, FRE CNRS 2848, 12, rue Marie Curie, BP2060, F-10010 Troyes cedex (France)], E-mail: nicolas.duflot@areva.com; Berenguer, Christophe [Universite de technologie de Troyes, Institut Charles Delaunay/LM2S, FRE CNRS 2848, 12, rue Marie Curie, BP2060, F-10010 Troyes cedex (France)], E-mail: christophe.berenguer@utt.fr; Dieulle, Laurence [Universite de technologie de Troyes, Institut Charles Delaunay/LM2S, FRE CNRS 2848, 12, rue Marie Curie, BP2060, F-10010 Troyes cedex (France)], E-mail: laurence.dieulle@utt.fr; Vasseur, Dominique [EPSNA Group (Nuclear PSA and Application), EDF Research and Development, 1, avenue du Gal de Gaulle, 92141 Clamart cedex (France)], E-mail: dominique.vasseur@edf.fr
2009-11-15
A truncation process aims to determine among the set of minimal cut-sets (MCS) produced by a probabilistic safety assessment (PSA) model which of them are significant. Several truncation processes have been proposed for the evaluation of the probability of core damage ensuring a fixed accuracy level. However, the evaluation of new risk indicators as importance measures requires to re-examine the truncation process in order to ensure that the produced estimates will be accurate enough. In this paper a new truncation process is developed permitting to estimate from a single set of MCS the importance measure of any basic event with the desired accuracy level. The main contribution of this new method is to propose an MCS-wise truncation criterion involving two thresholds: an absolute threshold in addition to a new relative threshold concerning the potential probability of the MCS of interest. The method has been tested on a complete level 1 PSA model of a 900 MWe NPP developed by 'Electricite de France' (EDF) and the results presented in this paper indicate that to reach the same accuracy level the proposed method produces a set of MCS whose size is significantly reduced.
International Nuclear Information System (INIS)
Duflot, Nicolas; Berenguer, Christophe; Dieulle, Laurence; Vasseur, Dominique
2009-01-01
A truncation process aims to determine among the set of minimal cut-sets (MCS) produced by a probabilistic safety assessment (PSA) model which of them are significant. Several truncation processes have been proposed for the evaluation of the probability of core damage ensuring a fixed accuracy level. However, the evaluation of new risk indicators as importance measures requires to re-examine the truncation process in order to ensure that the produced estimates will be accurate enough. In this paper a new truncation process is developed permitting to estimate from a single set of MCS the importance measure of any basic event with the desired accuracy level. The main contribution of this new method is to propose an MCS-wise truncation criterion involving two thresholds: an absolute threshold in addition to a new relative threshold concerning the potential probability of the MCS of interest. The method has been tested on a complete level 1 PSA model of a 900 MWe NPP developed by 'Electricite de France' (EDF) and the results presented in this paper indicate that to reach the same accuracy level the proposed method produces a set of MCS whose size is significantly reduced.
Spectral representation in stochastic quantization
International Nuclear Information System (INIS)
Nakazato, Hiromichi.
1988-10-01
A spectral representation of stationary 2-point functions is investigated based on the operator formalism in stochastic quantization. Assuming the existence of asymptotic non-interacting fields, we can diagonalize the total Hamiltonian in terms of asymptotic fields and show that the correlation length along the fictious time is proportional to the physical mass expected in the usual field theory. A relation between renormalization factors in the operator formalism is derived as a byproduct and its validity is checked with the perturbative results calculated in this formalism. (orig.)
Stochastic modeling analysis and simulation
Nelson, Barry L
1995-01-01
A coherent introduction to the techniques for modeling dynamic stochastic systems, this volume also offers a guide to the mathematical, numerical, and simulation tools of systems analysis. Suitable for advanced undergraduates and graduate-level industrial engineers and management science majors, it proposes modeling systems in terms of their simulation, regardless of whether simulation is employed for analysis. Beginning with a view of the conditions that permit a mathematical-numerical analysis, the text explores Poisson and renewal processes, Markov chains in discrete and continuous time, se
Probability, Statistics, and Stochastic Processes
Olofsson, Peter
2012-01-01
This book provides a unique and balanced approach to probability, statistics, and stochastic processes. Readers gain a solid foundation in all three fields that serves as a stepping stone to more advanced investigations into each area. The Second Edition features new coverage of analysis of variance (ANOVA), consistency and efficiency of estimators, asymptotic theory for maximum likelihood estimators, empirical distribution function and the Kolmogorov-Smirnov test, general linear models, multiple comparisons, Markov chain Monte Carlo (MCMC), Brownian motion, martingales, and
Excited states in stochastic electrodynamics
International Nuclear Information System (INIS)
Franca, H.M.; Marshall, T.W.
1987-12-01
It is shown that the set of Wigner functions associated with the excited states of the harmonic oscillator constitute a complete set of functions over the phase space. An arbitraty distribution can be expanded in terms of these Wigner functions. By studying the time evolution, according to Stochastic Electrodynamics, of the expansion coefficients, becomes feasible to separate explicity the contributionsof the radiative reaction and the vaccuum field to the Einsten. A coefficients for this system. A simple semiclassical explanation of the Weisskopf-Heitler phenomenon in resonance fluorescence is also supplied. (author) [pt
Stochastic mechanics of mixed states
International Nuclear Information System (INIS)
Jaekel, M.T.; Pignon, D.
1984-01-01
Nelson's stochastic interpretation of quantum mechanics is extended from the case of pure states to that of mixed states. It is shown that a pure probabilistic formalism, which applies the Newton-Nelson Law to the initial position and velocity distributions, does not reproduce the time evolution predicted by quantum mechanics. In order to recover the latter, a new notion must be introduced, that of pure quantum states, over which the mixture has to be decomposed, and which then satisfy the Newton-Nelson Law independently. (author)
Mathematical statistics and stochastic processes
Bosq, Denis
2013-01-01
Generally, books on mathematical statistics are restricted to the case of independent identically distributed random variables. In this book however, both this case AND the case of dependent variables, i.e. statistics for discrete and continuous time processes, are studied. This second case is very important for today's practitioners.Mathematical Statistics and Stochastic Processes is based on decision theory and asymptotic statistics and contains up-to-date information on the relevant topics of theory of probability, estimation, confidence intervals, non-parametric statistics and rob
Stochastic Gravity: Theory and Applications
Directory of Open Access Journals (Sweden)
Hu Bei Lok
2004-01-01
Full Text Available Whereas semiclassical gravity is based on the semiclassical Einstein equation with sources given by the expectation value of the stress-energy tensor of quantum fields, stochastic semiclassical gravity is based on the Einstein-Langevin equation, which has in addition sources due to the noise kernel. The noise kernel is the vacuum expectation value of the (operator-valued stress-energy bi-tensor which describes the fluctuations of quantum matter fields in curved spacetimes. In the first part, we describe the fundamentals of this new theory via two approaches: the axiomatic and the functional. The axiomatic approach is useful to see the structure of the theory from the framework of semiclassical gravity, showing the link from the mean value of the stress-energy tensor to their correlation functions. The functional approach uses the Feynman-Vernon influence functional and the Schwinger-Keldysh closed-time-path effective action methods which are convenient for computations. It also brings out the open systems concepts and the statistical and stochastic contents of the theory such as dissipation, fluctuations, noise, and decoherence. We then focus on the properties of the stress-energy bi-tensor. We obtain a general expression for the noise kernel of a quantum field defined at two distinct points in an arbitrary curved spacetime as products of covariant derivatives of the quantum field's Green function. In the second part, we describe three applications of stochastic gravity theory. First, we consider metric perturbations in a Minkowski spacetime. We offer an analytical solution of the Einstein-Langevin equation and compute the two-point correlation functions for the linearized Einstein tensor and for the metric perturbations. Second, we discuss structure formation from the stochastic gravity viewpoint, which can go beyond the standard treatment by incorporating the full quantum effect of the inflaton fluctuations. Third, we discuss the backreaction
Stochastic resonance for exploration geophysics
Omerbashich, Mensur
2008-01-01
Stochastic resonance (SR) is a phenomenon in which signal to noise (SN) ratio gets improved by noise addition rather than removal as envisaged classically. SR was first claimed in climatology a few decades ago and then in other disciplines as well. The same as it is observed in natural systems, SR is used also for allowable SN enhancements at will. Here I report a proof of principle that SR can be useful in exploration geophysics. For this I perform high frequency GaussVanicek variance spectr...
The evidence for synthesis of truncated triangular silver nanoplates in the presence of CTAB
International Nuclear Information System (INIS)
He Xin; Zhao Xiujian; Chen Yunxia; Feng Jinyang
2008-01-01
Truncated triangular silver nanoplates were prepared by a solution-phase approach, which involved the seed-mediated growth of silver nanoparticles in the presence of cetyltrimethylammonium bromide (CTAB) at 40 deg. C. The result of X-ray diffraction indicates that the as-prepared nanoparticles are made of pure face centered cubic silver. Transmission electron microscopy and atomic force microscopy studies show that the truncated triangular silver nanoplates, with edge lengths of 50 ± 5 nm and thicknesses of 27 ± 3 nm, are oriented differently on substrates of a copper grid and a fresh mica flake. The corners of these nanoplates are round. The selected area electron diffraction analysis reveals that the silver nanoplates are single crystals with an atomically flat surface. We determine the holistic morphology of truncated triangular silver nanoplates through the above measurements with the aid of computer-aided 3D perspective images
Autocorrelation as a source of truncated Lévy flights in foreign exchange rates
Figueiredo, Annibal; Gleria, Iram; Matsushita, Raul; Da Silva, Sergio
2003-05-01
We suggest that the ultraslow speed of convergence associated with truncated Lévy flights (Phys. Rev. Lett. 73 (1994) 2946) may well be explained by autocorrelations in data. We show how a particular type of autocorrelation generates power laws consistent with a truncated Lévy flight. Stock exchanges have been suggested to be modeled by a truncated Lévy flight (Nature 376 (1995) 46; Physica A 297 (2001) 509; Econom. Bull. 7 (2002) 1). Here foreign exchange rate data are taken instead. Scaling power laws in the “probability of return to the origin” are shown to emerge for most currencies. A novel approach to measure how distant a process is from a Gaussian regime is presented.
Local and accumulated truncation errors in a class of perturbative numerical methods
International Nuclear Information System (INIS)
Adam, G.; Adam, S.; Corciovei, A.
1980-01-01
The approach to the solution of the radial Schroedinger equation using piecewise perturbative theory with a step function reference potential leads to a class of powerful numerical methods, conveniently abridged as SF-PNM(K), where K denotes the order at which the perturbation series was truncated. In the present paper rigorous results are given for the local truncation errors and bounds are derived for the accumulated truncated errors associated to SF-PNM(K), K = 0, 1, 2. They allow us to establish the smoothness conditions which have to be fulfilled by the potential in order to ensure a safe use of SF-PNM(K), and to understand the experimentally observed behaviour of the numerical results with the step size h. (author)
Adaptive bit plane quadtree-based block truncation coding for image compression
Li, Shenda; Wang, Jin; Zhu, Qing
2018-04-01
Block truncation coding (BTC) is a fast image compression technique applied in spatial domain. Traditional BTC and its variants mainly focus on reducing computational complexity for low bit rate compression, at the cost of lower quality of decoded images, especially for images with rich texture. To solve this problem, in this paper, a quadtree-based block truncation coding algorithm combined with adaptive bit plane transmission is proposed. First, the direction of edge in each block is detected using Sobel operator. For the block with minimal size, adaptive bit plane is utilized to optimize the BTC, which depends on its MSE loss encoded by absolute moment block truncation coding (AMBTC). Extensive experimental results show that our method gains 0.85 dB PSNR on average compare to some other state-of-the-art BTC variants. So it is desirable for real time image compression applications.
Lin, Chao; Shen, Xueju; Wang, Zhisong; Zhao, Cheng
2014-06-20
We demonstrate a novel optical asymmetric cryptosystem based on the principle of elliptical polarized light linear truncation and a numerical reconstruction technique. The device of an array of linear polarizers is introduced to achieve linear truncation on the spatially resolved elliptical polarization distribution during image encryption. This encoding process can be characterized as confusion-based optical cryptography that involves no Fourier lens and diffusion operation. Based on the Jones matrix formalism, the intensity transmittance for this truncation is deduced to perform elliptical polarized light reconstruction based on two intensity measurements. Use of a quick response code makes the proposed cryptosystem practical, with versatile key sensitivity and fault tolerance. Both simulation and preliminary experimental results that support theoretical analysis are presented. An analysis of the resistance of the proposed method on a known public key attack is also provided.
On the viability of the truncated Israel–Stewart theory in cosmology
International Nuclear Information System (INIS)
Shogin, Dmitry; Amundsen, Per Amund; Hervik, Sigbjørn
2015-01-01
We apply the causal Israel–Stewart theory of irreversible thermodynamics to model the matter content of the Universe as a dissipative fluid with bulk and shear viscosity. Along with the full transport equations we consider their widely used truncated version. By implementing a dynamical systems approach to Bianchi type IV and V cosmological models with and without cosmological constant, we determine the future asymptotic states of such Universes and show that the truncated Israel–Stewart theory leads to solutions essentially different from the full theory. The solutions of the truncated theory may also manifest unphysical properties. Finally, we find that in the full theory shear viscosity can give a substantial rise to dissipative fluxes, driving the fluid extremely far from equilibrium, where the linear Israel–Stewart theory ceases to be valid. (paper)
The Dynamics of Truncated Black Hole Accretion Disks. I. Viscous Hydrodynamic Case
Energy Technology Data Exchange (ETDEWEB)
Hogg, J. Drew; Reynolds, Christopher S. [Department of Astronomy, University of Maryland, College Park, MD 20742 (United States)
2017-07-10
Truncated accretion disks are commonly invoked to explain the spectro-temporal variability in accreting black holes in both small systems, i.e., state transitions in galactic black hole binaries (GBHBs), and large systems, i.e., low-luminosity active galactic nuclei (LLAGNs). In the canonical truncated disk model of moderately low accretion rate systems, gas in the inner region of the accretion disk occupies a hot, radiatively inefficient phase, which leads to a geometrically thick disk, while the gas in the outer region occupies a cooler, radiatively efficient phase that resides in the standard geometrically thin disk. Observationally, there is strong empirical evidence to support this phenomenological model, but a detailed understanding of the dynamics of truncated disks is lacking. We present a well-resolved viscous, hydrodynamic simulation that uses an ad hoc cooling prescription to drive a thermal instability and, hence, produce the first sustained truncated accretion disk. With this simulation, we perform a study of the dynamics, angular momentum transport, and energetics of a truncated disk. We find that the time variability introduced by the quasi-periodic transition of gas from efficient cooling to inefficient cooling impacts the evolution of the simulated disk. A consequence of the thermal instability is that an outflow is launched from the hot/cold gas interface, which drives large, sub-Keplerian convective cells into the disk atmosphere. The convective cells introduce a viscous θ − ϕ stress that is less than the generic r − ϕ viscous stress component, but greatly influences the evolution of the disk. In the truncated disk, we find that the bulk of the accreted gas is in the hot phase.
Fluorometric graphene oxide-based detection of Salmonella enteritis using a truncated DNA aptamer.
Chinnappan, Raja; AlAmer, Saleh; Eissa, Shimaa; Rahamn, Anas Abdel; Abu Salah, Khalid M; Zourob, Mohammed
2017-12-18
The work describes a fluorescence-based study for mapping the highest affinity truncated aptamer from the full length sequence and its integration in a graphene oxide platform for the detection of Salmonella enteriditis. To identify the best truncated sequence, molecular beacons and a displacement assay design are applied. In the fluorescence displacement assay, the truncated aptamer was hybridized with fluorescein and quencher-labeled complementary sequences to form a fluorescence/quencher pair. In the presence of S. enteritidis, the aptamer dissociates from the complementary labeled oligonucleotides and thus, the fluorescein/quencher pair becomes physically separated. This leads to an increase in fluorescence intensity. One of the truncated aptamers identified has a 2-fold lower dissociation constant (3.2 nM) compared to its full length aptamer (6.3 nM). The truncated aptamer selected in this process was used to develop a fluorometric graphene oxide (GO) based assay. If fluorescein-labeled aptamer is adsorbed on GO via π stacking interaction, fluorescence is quenched. However, in the presence of target (S. enteriditis), the labeled aptamers is released from surface to form a stable complex with the bacteria and fluorescence is restored, depending on the quantity of bacteria being present. The resulting assay has an unsurpassed detection limit of 25 cfu·mL -1 in the best case. The cross reactivity to Salmonella typhimurium, Staphylococcus aureus and Escherichia coli is negligible. The assay was applied to analyze doped milk samples for and gave good recovery. Thus, we believe that the truncated aptamer/graphene oxide platform is a potential tool for the detection of S. Enteritidis. Graphical abstract Fluorescently labelled aptamer against Salmonella enteritidis was adsorbed on the surface of graphene oxide by π-stacking interaction. This results in quenching of the fluorescence of the label. Addition of Salmonella enteritidis restores fluorescence, and this
Pressure-sensitive paint on a truncated cone in hypersonic flow at incidences
International Nuclear Information System (INIS)
Yang, L.; Erdem, E.; Zare-Behtash, H.; Kontis, K.; Saravanan, S.
2012-01-01
Highlights: ► Global pressure map over the truncated cone is obtained at various incidence angles in Mach 5 flow. ► Successful application of AA-PSP in hypersonic flow expands operation area of this technique. ► AA-PSP reveals complex three-dimensional pattern which is difficult for transducer to obtain. ► Quantitative data provides strong correlation with colour Schlieren and oil flow results. ► High spatial resolution pressure mappings identify small scale vortices and flow separation. - Abstract: The flow over a truncated cone is a classical and fundamental problem for aerodynamic research due to its three-dimensional and complicated characteristics. The flow is made more complex when examining high angles of incidence. Recently these types of flows have drawn more attention for the purposes of drag reduction in supersonic/hypersonic flows. In the present study the flow over a truncated cone at various incidences was experimentally investigated in a Mach 5 flow with a unit Reynolds number of 13.5 × 10 6 m −1 . The cone semi-apex angle is 15° and the truncation ratio (truncated length/cone length) is 0.5. The incidence of the model varied from −12° to 12° with 3° intervals relative to the freestream direction. The external flow around the truncated cone was visualised by colour Schlieren photography, while the surface flow pattern was revealed using the oil flow method. The surface pressure distribution was measured using the anodized aluminium pressure-sensitive paint (AA-PSP) technique. Both top and sideviews of the pressure distribution on the model surface were acquired at various incidences. AA-PSP showed high pressure sensitivity and captured the complicated flow structures which correlated well with the colour Schlieren and oil flow visualisation results.
Sensory optimization by stochastic tuning.
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.
Quantum noise and stochastic reduction
International Nuclear Information System (INIS)
Brody, Dorje C; Hughston, Lane P
2006-01-01
In standard nonrelativistic quantum mechanics the expectation of the energy is a conserved quantity. It is possible to extend the dynamical law associated with the evolution of a quantum state consistently to include a nonlinear stochastic component, while respecting the conservation law. According to the dynamics thus obtained, referred to as the energy-based stochastic Schroedinger equation, an arbitrary initial state collapses spontaneously to one of the energy eigenstates, thus describing the phenomenon of quantum state reduction. In this paper, two such models are investigated: one that achieves state reduction in infinite time and the other in finite time. The properties of the associated energy expectation process and the energy variance process are worked out in detail. By use of a novel application of a nonlinear filtering method, closed-form solutions-algebraic in character and involving no integration-are obtained of both these models. In each case, the solution is expressed in terms of a random variable representing the terminal energy of the system and an independent noise process. With these solutions at hand it is possible to simulate explicitly the dynamics of the quantum states of complicated physical systems
Stochastic geometry in PRIZMA code
International Nuclear Information System (INIS)
Malyshkin, G. N.; Kashaeva, E. A.; Mukhamadiev, R. F.
2007-01-01
The paper describes a method used to simulate radiation transport through random media - randomly placed grains in a matrix material. The method models the medium consequently from one grain crossed by particle trajectory to another. Like in the Limited Chord Length Sampling (LCLS) method, particles in grains are tracked in the actual grain geometry, but unlike LCLS, the medium is modeled using only Matrix Chord Length Sampling (MCLS) from the exponential distribution and it is not necessary to know the grain chord length distribution. This helped us extend the method to media with randomly oriented arbitrarily shaped convex grains. Other extensions include multicomponent media - grains of several sorts, and polydisperse media - grains of different sizes. Sort and size distributions of crossed grains were obtained and an algorithm was developed for sampling grain orientations and positions. Special consideration was given to medium modeling at the boundary of the stochastic region. The method was implemented in the universal 3D Monte Carlo code PRIZMA. The paper provides calculated results for a model problem where we determine volume fractions of modeled components crossed by particle trajectories. It also demonstrates the use of biased sampling techniques implemented in PRIZMA for solving a problem of deep penetration in model random media. Described are calculations for the spectral response of a capacitor dose detector whose anode was modeled with account for its stochastic structure. (authors)
Single-Molecule Stochastic Resonance
Directory of Open Access Journals (Sweden)
K. Hayashi
2012-08-01
Full Text Available Stochastic resonance (SR is a well-known phenomenon in dynamical systems. It consists of the amplification and optimization of the response of a system assisted by stochastic (random or probabilistic noise. Here we carry out the first experimental study of SR in single DNA hairpins which exhibit cooperatively transitions from folded to unfolded configurations under the action of an oscillating mechanical force applied with optical tweezers. By varying the frequency of the force oscillation, we investigate the folding and unfolding kinetics of DNA hairpins in a periodically driven bistable free-energy potential. We measure several SR quantifiers under varied conditions of the experimental setup such as trap stiffness and length of the molecular handles used for single-molecule manipulation. We find that a good quantifier of the SR is the signal-to-noise ratio (SNR of the spectral density of measured fluctuations in molecular extension of the DNA hairpins. The frequency dependence of the SNR exhibits a peak at a frequency value given by the resonance-matching condition. Finally, we carry out experiments on short hairpins that show how SR might be useful for enhancing the detection of conformational molecular transitions of low SNR.
International Nuclear Information System (INIS)
Manglos, S.H.
1992-01-01
Transverse image truncation can be a serious problem for human imaging using cone-beam transmission CT (CB-CT) implemented on a conventional rotating gamma camera. This paper presents a reconstruction method to reduce or eliminate the artifacts resulting from the truncation. The method uses a previously published transmission maximum likelihood EM algorithm, adapted to the cone-beam geometry. The reconstruction method is evaluated qualitatively using three human subjects of various dimensions and various degrees of truncation. (author)
Geometric integrators for stochastic rigid body dynamics
Tretyakov, Mikhail
2016-01-05
Geometric integrators play an important role in simulating dynamical systems on long time intervals with high accuracy. We will illustrate geometric integration ideas within the stochastic context, mostly on examples of stochastic thermostats for rigid body dynamics. The talk will be mainly based on joint recent work with Rusland Davidchak and Tom Ouldridge.
The Owen Value of Stochastic Cooperative Game
Directory of Open Access Journals (Sweden)
Cheng-Guo E
2014-01-01
Full Text Available We consider stochastic cooperative game and give it the definition of the Owen value, which is obtained by extending the classical case. Then we provide explicit expression for the Owen value of the stochastic cooperative game and discuss its existence and uniqueness.
Safety Analysis of Stochastic Dynamical Systems
DEFF Research Database (Denmark)
Sloth, Christoffer; Wisniewski, Rafael
2015-01-01
This paper presents a method for verifying the safety of a stochastic system. In particular, we show how to compute the largest set of initial conditions such that a given stochastic system is safe with probability p. To compute the set of initial conditions we rely on the moment method that via...... that shows how the p-safe initial set is computed numerically....
Multivariate Discrete First Order Stochastic Dominance
DEFF Research Database (Denmark)
Tarp, Finn; Østerdal, Lars Peter
This paper characterizes the principle of first order stochastic dominance in a multivariate discrete setting. We show that a distribution f first order stochastic dominates distribution g if and only if f can be obtained from g by iteratively shifting density from one outcome to another...
Geometric integrators for stochastic rigid body dynamics
Tretyakov, Mikhail
2016-01-01
Geometric integrators play an important role in simulating dynamical systems on long time intervals with high accuracy. We will illustrate geometric integration ideas within the stochastic context, mostly on examples of stochastic thermostats for rigid body dynamics. The talk will be mainly based on joint recent work with Rusland Davidchak and Tom Ouldridge.
History-dependent stochastic Petri nets
Schonenberg, H.; Sidorova, N.; Aalst, van der W.M.P.; Hee, van K.M.; Pnueli, A.; Virbitskaite, I.; Voronkov, A.
2010-01-01
Stochastic Petri Nets are a useful and well-known tool for performance analysis. However, an implicit assumption in the different types of Stochastic Petri Nets is the Markov property. It is assumed that a choice in the Petri net only depends on the current state and not on earlier choices. For many
Stochasticity and transport in Hamiltonian systems
International Nuclear Information System (INIS)
MacKay, R.S.; Meiss, J.D.; Percival, I.C.
1983-08-01
The theory of transport in nonlinear dynamics is developed in terms of leaky barriers which remain when invariant tori are destroyed. We describe the organization of stochastic motion by these barriers and give an explanation of long-time correlations in the stochastic regime
Analytic stochastic regularization and gange invariance
International Nuclear Information System (INIS)
Abdalla, E.; Gomes, M.; Lima-Santos, A.
1986-05-01
A proof that analytic stochastic regularization breaks gauge invariance is presented. This is done by an explicit one loop calculation of the vaccum polarization tensor in scalar electrodynamics, which turns out not to be transversal. The counterterm structure, Langevin equations and the construction of composite operators in the general framework of stochastic quantization, are also analysed. (Author) [pt
Stochastic properties of the Friedman dynamical system
International Nuclear Information System (INIS)
Szydlowski, M.; Heller, M.; Golda, Z.
1985-01-01
Some mathematical aspects of the stochastic cosmology are discussed in the corresponding ordinary Friedman world models. In particulare, it is shown that if the strong and Lorentz energy conditions are known, or the potential function is given, or a stochastic measure is suitably defined then the structure of the phase plane of the Friedman dynamical system is determined. 11 refs., 2 figs. (author)
High-speed Stochastic Fatigue Testing
DEFF Research Database (Denmark)
Brincker, Rune; Sørensen, John Dalsgaard
1990-01-01
Good stochastic fatigue tests are difficult to perform. One of the major reasons is that ordinary servohydraulic loading systems realize the prescribed load history accurately at very low testing speeds only. If the speeds used for constant amplitude testing are applied to stochastic fatigue...
Optimal Control for Stochastic Delay Evolution Equations
Energy Technology Data Exchange (ETDEWEB)
Meng, Qingxin, E-mail: mqx@hutc.zj.cn [Huzhou University, Department of Mathematical Sciences (China); Shen, Yang, E-mail: skyshen87@gmail.com [York University, Department of Mathematics and Statistics (Canada)
2016-08-15
In this paper, we investigate a class of infinite-dimensional optimal control problems, where the state equation is given by a stochastic delay evolution equation with random coefficients, and the corresponding adjoint equation is given by an anticipated backward stochastic evolution equation. We first prove the continuous dependence theorems for stochastic delay evolution equations and anticipated backward stochastic evolution equations, and show the existence and uniqueness of solutions to anticipated backward stochastic evolution equations. Then we establish necessary and sufficient conditions for optimality of the control problem in the form of Pontryagin’s maximum principles. To illustrate the theoretical results, we apply stochastic maximum principles to study two examples, an infinite-dimensional linear-quadratic control problem with delay and an optimal control of a Dirichlet problem for a stochastic partial differential equation with delay. Further applications of the two examples to a Cauchy problem for a controlled linear stochastic partial differential equation and an optimal harvesting problem are also considered.
Stochastic quantization for the axial model
International Nuclear Information System (INIS)
Farina, C.; Montani, H.; Albuquerque, L.C.
1991-01-01
We use bosonization ideas to solve the axial model in the stochastic quantization framework. We obtain the fermion propagator of the theory decoupling directly the Langevin equation, instead of the Fokker-Planck equation. In the Appendix we calculate explicitly the anomalous divergence of the axial-vector current by using a regularization that does not break the Markovian character of the stochastic process
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...
On the stochastic stability of MHD equilibria
International Nuclear Information System (INIS)
Teichmann, J.
1979-07-01
The stochastic stability in the large of stationary equilibria of ideal and dissipative magnetohydrodynamics under the influence of stationary random fluctuations is studied using the direct Liapunov method. Sufficient and necessary conditions for stability of the linearized Euler-Lagrangian systems are given. The destabilizing effect of stochastic fluctuations is demonstrated. (orig.)
The Truncated Lognormal Distribution as a Luminosity Function for SWIFT-BAT Gamma-Ray Bursts
Directory of Open Access Journals (Sweden)
Lorenzo Zaninetti
2016-11-01
Full Text Available The determination of the luminosity function (LF in Gamma ray bursts (GRBs depends on the adopted cosmology, each one characterized by its corresponding luminosity distance. Here, we analyze three cosmologies: the standard cosmology, the plasma cosmology and the pseudo-Euclidean universe. The LF of the GRBs is firstly modeled by the lognormal distribution and the four broken power law and, secondly, by a truncated lognormal distribution. The truncated lognormal distribution fits acceptably the range in luminosity of GRBs as a function of the redshift.
Causal analysis of ordinal treatments and binary outcomes under truncation by death.
Wang, Linbo; Richardson, Thomas S; Zhou, Xiao-Hua
2017-06-01
It is common that in multi-arm randomized trials, the outcome of interest is "truncated by death," meaning that it is only observed or well-defined conditioning on an intermediate outcome. In this case, in addition to pairwise contrasts, the joint inference for all treatment arms is also of interest. Under a monotonicity assumption we present methods for both pairwise and joint causal analyses of ordinal treatments and binary outcomes in presence of truncation by death. We illustrate via examples the appropriateness of our assumptions in different scientific contexts.
Determination of αS from scaling violations of truncated moments of structure functions
International Nuclear Information System (INIS)
Forte, Stefano; Latorre, J.I.; Magnea, Lorenzo; Piccione, Andrea
2002-01-01
We determine the strong coupling α S (M Z ) from scaling violations of truncated moments of the nonsinglet deep inelastic structure function F 2 . Truncated moments are determined from BCDMS and NMC data using a neural network parametrization which retains the full experimental information on errors and correlations. Our method minimizes all sources of theoretical uncertainty and bias which characterize extractions of α S from scaling violations. We obtain α S (M Z )=0.124 +0.004 -0.007 (exp.) +0.003 -0.004 (th.)
Application of the AMPLE cluster-and-truncate approach to NMR structures for molecular replacement
Energy Technology Data Exchange (ETDEWEB)
Bibby, Jaclyn [University of Liverpool, Liverpool L69 7ZB (United Kingdom); Keegan, Ronan M. [Research Complex at Harwell, STFC Rutherford Appleton Laboratory, Didcot OX11 0FA (United Kingdom); Mayans, Olga [University of Liverpool, Liverpool L69 7ZB (United Kingdom); Winn, Martyn D. [Science and Technology Facilities Council Daresbury Laboratory, Warrington WA4 4AD (United Kingdom); Rigden, Daniel J., E-mail: drigden@liv.ac.uk [University of Liverpool, Liverpool L69 7ZB (United Kingdom)
2013-11-01
Processing of NMR structures for molecular replacement by AMPLE works well. AMPLE is a program developed for clustering and truncating ab initio protein structure predictions into search models for molecular replacement. Here, it is shown that its core cluster-and-truncate methods also work well for processing NMR ensembles into search models. Rosetta remodelling helps to extend success to NMR structures bearing low sequence identity or high structural divergence from the target protein. Potential future routes to improved performance are considered and practical, general guidelines on using AMPLE are provided.
Fusion events lead to truncation of FOS in epithelioid hemangioma of bone
DEFF Research Database (Denmark)
van IJzendoorn, David G P; de Jong, Danielle; Romagosa, Cleofe
2015-01-01
in exon 4 of the FOS gene and the fusion event led to the introduction of a stop codon. In all instances, the truncation of the FOS gene would result in the loss of the transactivation domain (TAD). Using FISH probes we found a break in the FOS gene in two additional cases, in none of these cases...... differential diagnosis of vascular tumors of bone. Our data suggest that the translocation causes truncation of the FOS protein, with loss of the TAD, which is thereby a novel mechanism involved in tumorigenesis....
Solving Schwinger-Dyson equations by truncation in zero-dimensional scalar quantum field theory
International Nuclear Information System (INIS)
Okopinska, A.
1991-01-01
Three sets of Schwinger-Dyson equations, for all Green's functions, for connected Green's functions, and for proper vertices, are considered in scalar quantum field theory. A truncation scheme applied to the three sets gives three different approximation series for Green's functions. For the theory in zero-dimensional space-time the results for respective two-point Green's functions are compared with the exact value calculated numerically. The best convergence of the truncation scheme is obtained for the case of proper vertices
Numerical Simulation of the Heston Model under Stochastic Correlation
Directory of Open Access Journals (Sweden)
Long Teng
2017-12-01
Full Text Available Stochastic correlation models have become increasingly important in financial markets. In order to be able to price vanilla options in stochastic volatility and correlation models, in this work, we study the extension of the Heston model by imposing stochastic correlations driven by a stochastic differential equation. We discuss the efficient algorithms for the extended Heston model by incorporating stochastic correlations. Our numerical experiments show that the proposed algorithms can efficiently provide highly accurate results for the extended Heston by including stochastic correlations. By investigating the effect of stochastic correlations on the implied volatility, we find that the performance of the Heston model can be proved by including stochastic correlations.
Modelling and application of stochastic processes
1986-01-01
The subject of modelling and application of stochastic processes is too vast to be exhausted in a single volume. In this book, attention is focused on a small subset of this vast subject. The primary emphasis is on realization and approximation of stochastic systems. Recently there has been considerable interest in the stochastic realization problem, and hence, an attempt has been made here to collect in one place some of the more recent approaches and algorithms for solving the stochastic realiza tion problem. Various different approaches for realizing linear minimum-phase systems, linear nonminimum-phase systems, and bilinear systems are presented. These approaches range from time-domain methods to spectral-domain methods. An overview of the chapter contents briefly describes these approaches. Also, in most of these chapters special attention is given to the problem of developing numerically ef ficient algorithms for obtaining reduced-order (approximate) stochastic realizations. On the application side,...
Stochastic spin-one massive field
International Nuclear Information System (INIS)
Lim, S.C.
1984-01-01
Stochastic quantization schemes of Nelson and Parisi and Wu are applied to a spin-one massive field. Unlike the scalar case Nelson's stochastic spin-one massive field cannot be identified with the corresponding euclidean field even if the fourth component of the euclidean coordinate is taken as equal to the real physical time. In the Parisi-Wu quantization scheme the stochastic Proca vector field has a similar property as the scalar field; which has an asymptotically stationary part and a transient part. The large equal-time limit of the expectation values of the stochastic Proca field are equal to the expectation values of the corresponding euclidean field. In the Stueckelberg formalism the Parisi-Wu scheme gives rise to a stochastic vector field which differs from the massless gauge field in that the gauge cannot be fixed by the choice of boundary condition. (orig.)
Turbulent response in a stochastic regime
International Nuclear Information System (INIS)
Molvig, K.; Freidberg, J.P.; Potok, R.; Hirshman, S.P.; Whitson, J.C.; Tajima, T.
1981-06-01
The theory for the non-linear, turbulent response in a system with intrinsic stochasticity is considered. It is argued that perturbative Eulerian theories, such as the Direct Interaction Approximation (DIA), are inherently unsuited to describe such a system. The exponentiation property that characterizes stochasticity appears in the Lagrangian picture and cannot even be defined in the Eulerian representation. An approximation for stochastic systems - the Normal Stochastic Approximation - is developed and states that the perturbed orbit functions (Lagrangian fluctuations) behave as normally distributed random variables. This is independent of the Eulerian statistics and, in fact, we treat the Eulerian fluctuations as fixed. A simple model problem (appropriate for the electron response in the drift wave) is subjected to a series of computer experiments. To within numerical noise the results are in agreement with the Normal Stochastic Approximation. The predictions of the DIA for this mode show substantial qualitative and quantitative departures from the observations
Neto, A.; Cavallo, D.; Gerini, G.
2011-01-01
This paper presents a Green's function based procedure to assess edge effects in finite wideband connected arrays. Truncation effects are more severe in broadband arrays, since the inter-element mutual coupling facilitates the propagation of edge-born waves that can become dominant over large
Jolani, Shahab
2014-01-01
For a vector of multivariate normal when some elements, but not necessarily all, are truncated, we derive the moment generating function and obtain expressions for the first two moments involving the multivariate hazard gradient. To show one of many applications of these moments, we then extend the
DEFF Research Database (Denmark)
Buch-Kromann, Tine; Nielsen, Jens
2012-01-01
This paper introduces a multivariate density estimator for truncated and censored data with special emphasis on extreme values based on survival analysis. A local constant density estimator is considered. We extend this estimator by means of tail flattening transformation, dimension reducing prior...
N-terminally truncated POM121C inhibits HIV-1 replication.
Directory of Open Access Journals (Sweden)
Hideki Saito
Full Text Available Recent studies have identified host cell factors that regulate early stages of HIV-1 infection including viral cDNA synthesis and orientation of the HIV-1 capsid (CA core toward the nuclear envelope, but it remains unclear how viral DNA is imported through the nuclear pore and guided to the host chromosomal DNA. Here, we demonstrate that N-terminally truncated POM121C, a component of the nuclear pore complex, blocks HIV-1 infection. This truncated protein is predominantly localized in the cytoplasm, does not bind to CA, does not affect viral cDNA synthesis, reduces the formation of 2-LTR and diminished the amount of integrated proviral DNA. Studies with an HIV-1-murine leukemia virus (MLV chimeric virus carrying the MLV-derived Gag revealed that Gag is a determinant of this inhibition. Intriguingly, mutational studies have revealed that the blockade by N-terminally-truncated POM121C is closely linked to its binding to importin-β/karyopherin subunit beta 1 (KPNB1. These results indicate that N-terminally-truncated POM121C inhibits HIV-1 infection after completion of reverse transcription and before integration, and suggest an important role for KPNB1 in HIV-1 replication.
On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility
Ales Cerný; Fabio Maccheroni; Massimo Marinacci; Aldo Rustichini
2008-01-01
We report a surprising link between optimal portfolios generated by a special type of variational preferences called divergence preferences (cf. [8]) and optimal portfolios generated by classical expected utility. As a special case we connect optimization of truncated quadratic utility (cf. [2]) to the optimal monotone mean-variance portfolios (cf. [9]), thus simplifying the computation of the latter.
International Nuclear Information System (INIS)
Wolf, D.; Keblinski, P.; Phillpot, S.R.; Eggebrecht, J.
1999-01-01
Based on a recent result showing that the net Coulomb potential in condensed ionic systems is rather short ranged, an exact and physically transparent method permitting the evaluation of the Coulomb potential by direct summation over the r -1 Coulomb pair potential is presented. The key observation is that the problems encountered in determining the Coulomb energy by pairwise, spherically truncated r -1 summation are a direct consequence of the fact that the system summed over is practically never neutral. A simple method is developed that achieves charge neutralization wherever the r -1 pair potential is truncated. This enables the extraction of the Coulomb energy, forces, and stresses from a spherically truncated, usually charged environment in a manner that is independent of the grouping of the pair terms. The close connection of our approach with the Ewald method is demonstrated and exploited, providing an efficient method for the simulation of even highly disordered ionic systems by direct, pairwise r -1 summation with spherical truncation at rather short range, i.e., a method which fully exploits the short-ranged nature of the interactions in ionic systems. The method is validated by simulations of crystals, liquids, and interfacial systems, such as free surfaces and grain boundaries. copyright 1999 American Institute of Physics
Directory of Open Access Journals (Sweden)
Gordiyenko V. I.
2009-02-01
Full Text Available A test diagram of the microcontroller-type resolver-to-digital converter and algorithms for impediments filtration therein are developed. Experimental verification of the α-truncated mean algorithm intended for the suppression of impulse and noise interference is conducted. The test results are given.
Truncated SALL1 Impedes Primary Cilia Function in Townes-Brocks Syndrome
DEFF Research Database (Denmark)
Bozal-Basterra, Laura; Martín-Ruíz, Itziar; Pirone, Lucia
2018-01-01
by mutations in the gene encoding the transcriptional repressor SALL1 and is associated with the presence of a truncated protein that localizes to the cytoplasm. Here, we provide evidence that SALL1 mutations might cause TBS by means beyond its transcriptional capacity. By using proximity proteomics, we show...
Electron transfer reactions, cyanide and O2 binding of truncated hemoglobin from Bacillus subtilis
DEFF Research Database (Denmark)
Fernandez, Esther; Larsson, Jonas T.; McLean, Kirsty J.
2013-01-01
The truncated hemoglobin from Bacillus subtilis (trHb-Bs) possesses a surprisingly high affinity for oxygen and resistance to (auto)oxidation; its physiological role in the bacterium is not understood and may be connected with its very special redox and ligand binding reactions. Electron transfer...
International Nuclear Information System (INIS)
Carrier, P.; Remp, H.J.; Chaborel, J.P.; Lallement, M.; Bussiere, F.; Darcourt, J.; Lallement, M.; Leblanc-Talent, P.; Machiavello, J.C.; Ettore, F.
2004-01-01
The sentinel lymph node (SNL) detection in breast cancer has been recently validated. It allows the reduction of the number of axillary dissections and their corresponding side effects. We tested a simple method of image truncation in order to improve the sensitivity of lymphoscintigraphy. This approach is justified by the magnitude of uptake difference between the injection site and the SNL. We prospectively investigated SNL detection using a triple method (lymphoscintigraphy, blue dye and surgical radio detection) in 130 patients. SNL was identified in 104 of the 132 patients (80%) using the standard images and in 126 of them (96, 9%) using the truncated images. Blue dye detection and surgical radio detection had a sensitivity of 76,9% and 98,5% respectively. The false negative rate was 10,3%. 288 SNL were dissected, 31 were metastatic. Among the 19 patients with metastatic SNL and more than one SNL detected, the metastatic SNL was not the hottest in 9 of them. 28 metastatic SNL were detected Y on truncated images versus only 19 on standard images. Truncation which dramatically increases the sensitivity of lymphoscintigraphy allows to increase the number of dissected SNL and probably reduces the false negative rate. (author)
A computational approach for fluid queues driven by truncated birth-death processes.
Lenin, R.B.; Parthasarathy, P.R.
2000-01-01
In this paper, we analyze fluid queues driven by truncated birth-death processes with general birth and death rates. We compute the equilibrium distribution of the content of the fluid buffer by providing efficient numerical procedures to compute the eigenvalues and the eigenvectors of the
Organisation and melting of solution grown truncated lozenge polyethylene single crystals
Loos, J.; Tian, M.
2003-01-01
Morphological features and the melting behaviour of truncated lozenge crystals have been studied. For the crystals investigated, the heights of the (110) and the (200) sectors were measured to be 14.5 and 12.7 nm, respectively, using atomic force microscopy (AFM) in contact and non-contact mode.
Low-mode truncation methods in the sine-Gordon equation
International Nuclear Information System (INIS)
Xiong Chuyu.
1991-01-01
In this dissertation, the author studies the chaotic and coherent motions (i.e., low-dimensional chaotic attractor) in some near integrable partial differential equations, particularly the sine-Gordon equation and the nonlinear Schroedinger equation. In order to study the motions, he uses low mode truncation methods to reduce these partial differential equations to some truncated models (low-dimensional ordinary differential equations). By applying many methods available to low-dimensional ordinary differential equations, he can understand the low-dimensional chaotic attractor of PDE's much better. However, there are two important questions one needs to answer: (1) How many modes is good enough for the low mode truncated models to capture the dynamics uniformly? (2) Is the chaotic attractor in a low mode truncated model close to the chaotic attractor in the original PDE? And how close is? He has developed two groups of powerful methods to help to answer these two questions. They are the computation methods of continuation and local bifurcation, and local Lyapunov exponents and Lyapunov exponents. Using these methods, he concludes that the 2N-nls ODE is a good model for the sine-Gordon equation and the nonlinear Schroedinger equation provided one chooses a 'good' basis and uses 'enough' modes (where 'enough' depends on the parameters of the system but is small for the parameter studied here). Therefore, one can use 2N-nls ODE to study the chaos of PDE's in more depth
The Most Developmentally Truncated Fishes Show Extensive Hox Gene Loss and Miniaturized Genomes
Malmstrøm, Martin; Britz, Ralf; Matschiner, Michael; Tørresen, Ole K; Hadiaty, Renny Kurnia; Yaakob, Norsham; Tan, Heok Hui; Jakobsen, Kjetill Sigurd; Salzburger, Walter; Rüber, Lukas
2018-01-01
Abstract The world’s smallest fishes belong to the genus Paedocypris. These miniature fishes are endemic to an extreme habitat: the peat swamp forests in Southeast Asia, characterized by highly acidic blackwater. This threatened habitat is home to a large array of fishes, including a number of miniaturized but also developmentally truncated species. Especially the genus Paedocypris is characterized by profound, organism-wide developmental truncation, resulting in sexually mature individuals of <8 mm in length with a larval phenotype. Here, we report on evolutionary simplification in the genomes of two species of the dwarf minnow genus Paedocypris using whole-genome sequencing. The two species feature unprecedented Hox gene loss and genome reduction in association with their massive developmental truncation. We also show how other genes involved in the development of musculature, nervous system, and skeleton have been lost in Paedocypris, mirroring its highly progenetic phenotype. Further, our analyses suggest two mechanisms responsible for the genome streamlining in Paedocypris in relation to other Cypriniformes: severe intron shortening and reduced repeat content. As the first report on the genomic sequence of a vertebrate species with organism-wide developmental truncation, the results of our work enhance our understanding of genome evolution and how genotypes are translated to phenotypes. In addition, as a naturally simplified system closely related to zebrafish, Paedocypris provides novel insights into vertebrate development. PMID:29684203
Importance-truncated shell model for multi-shell valence spaces
Energy Technology Data Exchange (ETDEWEB)
Stumpf, Christina; Vobig, Klaus; Roth, Robert [Institut fuer Kernphysik, TU Darmstadt (Germany)
2016-07-01
The valence-space shell model is one of the work horses in nuclear structure theory. In traditional applications, shell-model calculations are carried out using effective interactions constructed in a phenomenological framework for rather small valence spaces, typically spanned by one major shell. We improve on this traditional approach addressing two main aspects. First, we use new effective interactions derived in an ab initio approach and, thus, establish a connection to the underlying nuclear interaction providing access to single- and multi-shell valence spaces. Second, we extend the shell model to larger valence spaces by applying an importance-truncation scheme based on a perturbative importance measure. In this way, we reduce the model space to the relevant basis states for the description of a few target eigenstates and solve the eigenvalue problem in this physics-driven truncated model space. In particular multi-shell valence spaces are not tractable otherwise. We combine the importance-truncated shell model with refined extrapolation schemes to approximately recover the exact result. We present first results obtained in the importance-truncated shell model with the newly derived ab initio effective interactions for multi-shell valence spaces, e.g., the sdpf shell.
Use of the negative binomial-truncated Poisson distribution in thunderstorm prediction
Cohen, A. C.
1971-01-01
A probability model is presented for the distribution of thunderstorms over a small area given that thunderstorm events (1 or more thunderstorms) are occurring over a larger area. The model incorporates the negative binomial and truncated Poisson distributions. Probability tables for Cape Kennedy for spring, summer, and fall months and seasons are presented. The computer program used to compute these probabilities is appended.
Directory of Open Access Journals (Sweden)
Gökhan Gökdere
2014-05-01
Full Text Available In this paper, closed form expressions for the moments of the truncated Pareto order statistics are obtained by using conditional distribution. We also derive some results for the moments which will be useful for moment computations based on ordered data.
Integral equation solution for truncated slab structures by using a fringe current formulation
DEFF Research Database (Denmark)
Jørgensen, Erik; Toccafondi, A.; Maci, S.
1999-01-01
Full-wave solutions of truncated dielectric slab problems are interesting for a variety of engineering applications, in particular patch antennas on finite ground planes. For this application a canonical reference solution is that of a semi-infinite slab illuminated by a line source. Standard int...
Family losses following truncation selection in populations of half-sib families
J. H. Roberds; G. Namkoong; H. Kang
1980-01-01
Family losses during truncation selection may be sizable in populations of half-sib families. Substantial losses may occur even in populations containing little or no variation among families. Heavier losses will occur, however, under conditions of high heritability where there is considerable family variation. Standard deviations and therefore variances of family loss...
No evidence that protein truncating variants in BRIP1 are associated with breast cancer risk
DEFF Research Database (Denmark)
Easton, Douglas F; Lesueur, Fabienne; Decker, Brennan
2016-01-01
BACKGROUND: BRCA1 interacting protein C-terminal helicase 1 (BRIP1) is one of the Fanconi Anaemia Complementation (FANC) group family of DNA repair proteins. Biallelic mutations in BRIP1 are responsible for FANC group J, and previous studies have also suggested that rare protein truncating variants...
Tao, Rumao; Si, Lei; Ma, Yanxing; Zhou, Pu; Liu, Zejin
2012-08-10
The propagation properties of coherently combined truncated laser beam arrays with beam distortions through non-Kolmogorov turbulence are studied in detail both analytically and numerically. The analytical expressions for the average intensity and the beam width of coherently combined truncated laser beam arrays with beam distortions propagating through turbulence are derived based on the combination of statistical optics methods and the extended Huygens-Fresnel principle. The effect of beam distortions, such as amplitude modulation and phase fluctuation, is studied by numerical examples. The numerical results reveal that phase fluctuations have significant influence on the spreading of coherently combined truncated laser beam arrays in non-Kolmogorov turbulence, and the effects of the phase fluctuations can be negligible as long as the phase fluctuations are controlled under a certain level, i.e., a>0.05 for the situation considered in the paper. Furthermore, large phase fluctuations can convert the beam distribution rapidly to a Gaussian form, vary the spreading, weaken the optimum truncation effects, and suppress the dependence of spreading on the parameters of the non-Kolmogorov turbulence.
A computational approach for a fluid queue driven by a truncated birth-death process
Lenin, R.B.; Parthasarathy, P.R.
1999-01-01
In this paper, we consider a fluid queue driven by a truncated birth-death process with general birth and death rates. We find the equilibrium distribution of the content of the fluid buffer by computing the eigenvalues and eigenvectors of an associated real tridiagonal matrix. We provide efficient
The Most Developmentally Truncated Fishes Show Extensive Hox Gene Loss and Miniaturized Genomes.
Malmstrøm, Martin; Britz, Ralf; Matschiner, Michael; Tørresen, Ole K; Hadiaty, Renny Kurnia; Yaakob, Norsham; Tan, Heok Hui; Jakobsen, Kjetill Sigurd; Salzburger, Walter; Rüber, Lukas
2018-04-01
The world's smallest fishes belong to the genus Paedocypris. These miniature fishes are endemic to an extreme habitat: the peat swamp forests in Southeast Asia, characterized by highly acidic blackwater. This threatened habitat is home to a large array of fishes, including a number of miniaturized but also developmentally truncated species. Especially the genus Paedocypris is characterized by profound, organism-wide developmental truncation, resulting in sexually mature individuals of <8 mm in length with a larval phenotype. Here, we report on evolutionary simplification in the genomes of two species of the dwarf minnow genus Paedocypris using whole-genome sequencing. The two species feature unprecedented Hox gene loss and genome reduction in association with their massive developmental truncation. We also show how other genes involved in the development of musculature, nervous system, and skeleton have been lost in Paedocypris, mirroring its highly progenetic phenotype. Further, our analyses suggest two mechanisms responsible for the genome streamlining in Paedocypris in relation to other Cypriniformes: severe intron shortening and reduced repeat content. As the first report on the genomic sequence of a vertebrate species with organism-wide developmental truncation, the results of our work enhance our understanding of genome evolution and how genotypes are translated to phenotypes. In addition, as a naturally simplified system closely related to zebrafish, Paedocypris provides novel insights into vertebrate development.
Czech Academy of Sciences Publication Activity Database
Parkkila, P.; Štefl, Martin; Olžyńska, Agnieszka; Hof, Martin; Kinnunen, P. K. J.
2015-01-01
Roč. 1848, č. 1 (2015), s. 167-173 ISSN 0005-2736 R&D Projects: GA ČR GBP208/12/G016 Institutional support: RVO:61388955 Keywords : Oxidatively truncated phosphatidylcholines * Lateral diffusion * Fluorescence correlation spectroscopy Subject RIV: CF - Physical ; Theoretical Chemistry Impact factor: 3.687, year: 2015
Stochastic effects in hybrid inflation
Martin, Jérôme; Vennin, Vincent
2012-02-01
Hybrid inflation is a two-field model where inflation ends due to an instability. In the neighborhood of the instability point, the potential is very flat and the quantum fluctuations dominate over the classical motion of the inflaton and waterfall fields. In this article, we study this regime in the framework of stochastic inflation. We numerically solve the two coupled Langevin equations controlling the evolution of the fields and compute the probability distributions of the total number of e-folds and of the inflation exit point. Then, we discuss the physical consequences of our results, in particular, the question of how the quantum diffusion can affect the observable predictions of hybrid inflation.
Stochastic incompleteness of quantum mechanics
International Nuclear Information System (INIS)
Suppes, P.; Zanotti, M.
1976-01-01
This article brings out in as conceptually clear terms as possible what seems to be a major incompleteness in the probability theory of particles offered by classical quantum mechanics. The exact nature of this incompleteness is illustrated by consideration of some simple quantum-mechanical examples. In addition, these examples are contrasted with the fundamental assumptions of Brownian motion in classical physics on the one hand, and with a controversey of a deecade ago in mathematical physchology. The central claim is that clasical quantum mechanics is radically incomplete in its probabilistic account of the motion of particles. In the last part of the article the time-dependent joint distribution of position and momentum of the linear harmonic oscillator is derived, and it is shown how the apparently physically paradoxical statistical independence of position and momentum has a natural explanation. The explanation is given within the framework of the non-quantum-mechanical stochastic theory constructed for such oscillators. (Auth.)
A stochastic model of hormesis
International Nuclear Information System (INIS)
Yakovlev, A.Yu.; Tsodikov, A.D.; Bass, L.
1993-01-01
In order to describe the life-prolonging effect of some agents that are harmful at higher doses, ionizing radiations in particular, a stochastic model is developed in terms of accumulation and progression of intracellular lesions caused by the environment and by the agent itself. The processes of lesion repair, operating at the molecular and cellular level, are assumed to be responsible for this hormesis effect within the framework of the proposed model. Properties of lifetime distributions, derived for analysis of animal experiments with prolonged and acute irradiation, are given special attention. The model provides efficient means of interpreting experimental findings, as evidenced by its application to analysis of some published data on the hormetic effects of prolonged irradiation and of procaine on animal longevity. 51 refs., 2 figs., 1 tabs
Stochastic control with rough paths
International Nuclear Information System (INIS)
Diehl, Joscha; Friz, Peter K.; Gassiat, Paul
2017-01-01
We study a class of controlled differential equations driven by rough paths (or rough path realizations of Brownian motion) in the sense of Lyons. It is shown that the value function satisfies a HJB type equation; we also establish a form of the Pontryagin maximum principle. Deterministic problems of this type arise in the duality theory for controlled diffusion processes and typically involve anticipating stochastic analysis. We make the link to old work of Davis and Burstein (Stoch Stoch Rep 40:203–256, 1992) and then prove a continuous-time generalization of Roger’s duality formula [SIAM J Control Optim 46:1116–1132, 2007]. The generic case of controlled volatility is seen to give trivial duality bounds, and explains the focus in Burstein–Davis’ (and this) work on controlled drift. Our study of controlled rough differential equations also relates to work of Mazliak and Nourdin (Stoch Dyn 08:23, 2008).
Stochastic hyperfine interactions modeling library
Zacate, Matthew O.; Evenson, William E.
2011-04-01
The stochastic hyperfine interactions modeling library (SHIML) provides a set of routines to assist in the development and application of stochastic models of hyperfine interactions. The library provides routines written in the C programming language that (1) read a text description of a model for fluctuating hyperfine fields, (2) set up the Blume matrix, upon which the evolution operator of the system depends, and (3) find the eigenvalues and eigenvectors of the Blume matrix so that theoretical spectra of experimental techniques that measure hyperfine interactions can be calculated. The optimized vector and matrix operations of the BLAS and LAPACK libraries are utilized; however, there was a need to develop supplementary code to find an orthonormal set of (left and right) eigenvectors of complex, non-Hermitian matrices. In addition, example code is provided to illustrate the use of SHIML to generate perturbed angular correlation spectra for the special case of polycrystalline samples when anisotropy terms of higher order than A can be neglected. Program summaryProgram title: SHIML Catalogue identifier: AEIF_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEIF_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU GPL 3 No. of lines in distributed program, including test data, etc.: 8224 No. of bytes in distributed program, including test data, etc.: 312 348 Distribution format: tar.gz Programming language: C Computer: Any Operating system: LINUX, OS X RAM: Varies Classification: 7.4 External routines: TAPP [1], BLAS [2], a C-interface to BLAS [3], and LAPACK [4] Nature of problem: In condensed matter systems, hyperfine methods such as nuclear magnetic resonance (NMR), Mössbauer effect (ME), muon spin rotation (μSR), and perturbed angular correlation spectroscopy (PAC) measure electronic and magnetic structure within Angstroms of nuclear probes through the hyperfine interaction. When
Stochastic models for tumoral growth
Escudero, Carlos
2006-02-01
Strong experimental evidence has indicated that tumor growth belongs to the molecular beam epitaxy universality class. This type of growth is characterized by the constraint of cell proliferation to the tumor border and the surface diffusion of cells at the growing edge. Tumor growth is thus conceived as a competition for space between the tumor and the host, and cell diffusion at the tumor border is an optimal strategy adopted for minimizing the pressure and helping tumor development. Two stochastic partial differential equations are reported in this paper in order to correctly model the physical properties of tumoral growth in (1+1) and (2+1) dimensions. The advantage of these models is that they reproduce the correct geometry of the tumor and are defined in terms of polar variables. An analysis of these models allows us to quantitatively estimate the response of the tumor to an unfavorable perturbation during growth.
Discrete stochastic processes and applications
Collet, Jean-François
2018-01-01
This unique text for beginning graduate students gives a self-contained introduction to the mathematical properties of stochastics and presents their applications to Markov processes, coding theory, population dynamics, and search engine design. The book is ideal for a newly designed course in an introduction to probability and information theory. Prerequisites include working knowledge of linear algebra, calculus, and probability theory. The first part of the text focuses on the rigorous theory of Markov processes on countable spaces (Markov chains) and provides the basis to developing solid probabilistic intuition without the need for a course in measure theory. The approach taken is gradual beginning with the case of discrete time and moving on to that of continuous time. The second part of this text is more applied; its core introduces various uses of convexity in probability and presents a nice treatment of entropy.
Stochastic control with rough paths
Energy Technology Data Exchange (ETDEWEB)
Diehl, Joscha [University of California San Diego (United States); Friz, Peter K., E-mail: friz@math.tu-berlin.de [TU & WIAS Berlin (Germany); Gassiat, Paul [CEREMADE, Université Paris-Dauphine, PSL Research University (France)
2017-04-15
We study a class of controlled differential equations driven by rough paths (or rough path realizations of Brownian motion) in the sense of Lyons. It is shown that the value function satisfies a HJB type equation; we also establish a form of the Pontryagin maximum principle. Deterministic problems of this type arise in the duality theory for controlled diffusion processes and typically involve anticipating stochastic analysis. We make the link to old work of Davis and Burstein (Stoch Stoch Rep 40:203–256, 1992) and then prove a continuous-time generalization of Roger’s duality formula [SIAM J Control Optim 46:1116–1132, 2007]. The generic case of controlled volatility is seen to give trivial duality bounds, and explains the focus in Burstein–Davis’ (and this) work on controlled drift. Our study of controlled rough differential equations also relates to work of Mazliak and Nourdin (Stoch Dyn 08:23, 2008).
The propagator of stochastic electrodynamics
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 ~ω3 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 ψψ* where ψ 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.
Stochastic Subspace Modelling of Turbulence
DEFF Research Database (Denmark)
Sichani, Mahdi Teimouri; Pedersen, B. J.; Nielsen, Søren R.K.
2009-01-01
positive definite cross-spectral density matrix a frequency response matrix is constructed which determines the turbulence vector as a linear filtration of Gaussian white noise. Finally, an accurate state space modelling method is proposed which allows selection of an appropriate model order......, and estimation of a state space model for the vector turbulence process incorporating its phase spectrum in one stage, and its results are compared with a conventional ARMA modelling method.......Turbulence of the incoming wind field is of paramount importance to the dynamic response of civil engineering structures. Hence reliable stochastic models of the turbulence should be available from which time series can be generated for dynamic response and structural safety analysis. In the paper...
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.
Loizou, Nicolas; Richtarik, Peter
2017-01-01
In this paper we study several classes of stochastic optimization algorithms enriched with heavy ball momentum. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic dual subspace ascent. This is the first time momentum variants of several of these methods are studied. We choose to perform our analysis in a setting in which all of the above methods are equivalent. We prove global nonassymptotic linear convergence rates for all methods and various measures of success, including primal function values, primal iterates (in L2 sense), and dual function values. We also show that the primal iterates converge at an accelerated linear rate in the L1 sense. This is the first time a linear rate is shown for the stochastic heavy ball method (i.e., stochastic gradient descent method with momentum). Under somewhat weaker conditions, we establish a sublinear convergence rate for Cesaro averages of primal iterates. Moreover, we propose a novel concept, which we call stochastic momentum, aimed at decreasing the cost of performing the momentum step. We prove linear convergence of several stochastic methods with stochastic momentum, and show that in some sparse data regimes and for sufficiently small momentum parameters, these methods enjoy better overall complexity than methods with deterministic momentum. Finally, we perform extensive numerical testing on artificial and real datasets, including data coming from average consensus problems.
Stochastic modeling of soil salinity
Suweis, S.; Porporato, A. M.; Daly, E.; van der Zee, S.; Maritan, A.; Rinaldo, A.
2010-12-01
A minimalist stochastic model of primary soil salinity is proposed, in which the rate of soil salinization is determined by the balance between dry and wet salt deposition and the intermittent leaching events caused by rainfall events. The equations for the probability density functions of salt mass and concentration are found by reducing the coupled soil moisture and salt mass balance equations to a single stochastic differential equation (generalized Langevin equation) driven by multiplicative Poisson noise. Generalized Langevin equations with multiplicative white Poisson noise pose the usual Ito (I) or Stratonovich (S) prescription dilemma. Different interpretations lead to different results and then choosing between the I and S prescriptions is crucial to describe correctly the dynamics of the model systems. We show how this choice can be determined by physical information about the timescales involved in the process. We also show that when the multiplicative noise is at most linear in the random variable one prescription can be made equivalent to the other by a suitable transformation in the jump probability distribution. We then apply these results to the generalized Langevin equation that drives the salt mass dynamics. The stationary analytical solutions for the probability density functions of salt mass and concentration provide insight on the interplay of the main soil, plant and climate parameters responsible for long term soil salinization. In particular, they show the existence of two distinct regimes, one where the mean salt mass remains nearly constant (or decreases) with increasing rainfall frequency, and another where mean salt content increases markedly with increasing rainfall frequency. As a result, relatively small reductions of rainfall in drier climates may entail dramatic shifts in longterm soil salinization trends, with significant consequences, e.g. for climate change impacts on rain fed agriculture.
Motion of isolated open vortex filaments evolving under the truncated local induction approximation
Van Gorder, Robert A.
2017-11-01
The study of nonlinear waves along open vortex filaments continues to be an area of active research. While the local induction approximation (LIA) is attractive due to locality compared with the non-local Biot-Savart formulation, it has been argued that LIA appears too simple to model some relevant features of Kelvin wave dynamics, such as Kelvin wave energy transfer. Such transfer of energy is not feasible under the LIA due to integrability, so in order to obtain a non-integrable model, a truncated LIA, which breaks the integrability of the classical LIA, has been proposed as a candidate model with which to study such dynamics. Recently Laurie et al. ["Interaction of Kelvin waves and nonlocality of energy transfer in superfluids," Phys. Rev. B 81, 104526 (2010)] derived truncated LIA systematically from Biot-Savart dynamics. The focus of the present paper is to study the dynamics of a section of common open vortex filaments under the truncated LIA dynamics. We obtain the analog of helical, planar, and more general filaments which rotate without a change in form in the classical LIA, demonstrating that while quantitative differences do exist, qualitatively such solutions still exist under the truncated LIA. Conversely, solitons and breather solutions found under the LIA should not be expected under the truncated LIA, as the existence of such solutions relies on the existence of an infinite number of conservation laws which is violated due to loss of integrability. On the other hand, similarity solutions under the truncated LIA can be quite different to their counterparts found for the classical LIA, as they must obey a t1/3 type scaling rather than the t1/2 type scaling commonly found in the LIA and Biot-Savart dynamics. This change in similarity scaling means that Kelvin waves are radiated at a slower rate from vortex kinks formed after reconnection events. The loss of soliton solutions and the difference in similarity scaling indicate that dynamics emergent under
Space-time-modulated stochastic processes
Giona, Massimiliano
2017-10-01
Starting from the physical problem associated with the Lorentzian transformation of a Poisson-Kac process in inertial frames, the concept of space-time-modulated stochastic processes is introduced for processes possessing finite propagation velocity. This class of stochastic processes provides a two-way coupling between the stochastic perturbation acting on a physical observable and the evolution of the physical observable itself, which in turn influences the statistical properties of the stochastic perturbation during its evolution. The definition of space-time-modulated processes requires the introduction of two functions: a nonlinear amplitude modulation, controlling the intensity of the stochastic perturbation, and a time-horizon function, which modulates its statistical properties, providing irreducible feedback between the stochastic perturbation and the physical observable influenced by it. The latter property is the peculiar fingerprint of this class of models that makes them suitable for extension to generic curved-space times. Considering Poisson-Kac processes as prototypical examples of stochastic processes possessing finite propagation velocity, the balance equations for the probability density functions associated with their space-time modulations are derived. Several examples highlighting the peculiarities of space-time-modulated processes are thoroughly analyzed.
A simplified BBGKY hierarchy for correlated fermions from a stochastic mean-field approach
International Nuclear Information System (INIS)
Lacroix, Denis; Tanimura, Yusuke; Ayik, Sakir; Yilmaz, Bulent
2016-01-01
The stochastic mean-field (SMF) approach allows to treat correlations beyond mean-field using a set of independent mean-field trajectories with appropriate choice of fluctuating initial conditions. We show here that this approach is equivalent to a simplified version of the Bogolyubov-Born-Green-Kirkwood-Yvon (BBGKY) hierarchy between one-, two-,.., N -body degrees of freedom. In this simplified version, one-body degrees of freedom are coupled to fluctuations to all orders while retaining only specific terms of the general BBGKY hierarchy. The use of the simplified BBGKY is illustrated with the Lipkin-Meshkov-Glick (LMG) model. We show that a truncated version of this hierarchy can be useful, as an alternative to the SMF, especially in the weak coupling regime to get physical insight in the effect beyond mean-field. In particular, it leads to approximate analytical expressions for the quantum fluctuations both in the weak and strong coupling regime. In the strong coupling regime, it can only be used for short time evolution. In that case, it gives information on the evolution time-scale close to a saddle point associated to a quantum phase-transition. For long time evolution and strong coupling, we observed that the simplified BBGKY hierarchy cannot be truncated and only the full SMF with initial sampling leads to reasonable results. (orig.)
Environmental Stochasticity and the Speed of Evolution
Danino, Matan; Kessler, David A.; Shnerb, Nadav M.
2018-03-01
Biological populations are subject to two types of noise: demographic stochasticity due to fluctuations in the reproductive success of individuals, and environmental variations that affect coherently the relative fitness of entire populations. The rate in which the average fitness of a community increases has been considered so far using models with pure demographic stochasticity; here we present some theoretical considerations and numerical results for the general case where environmental variations are taken into account. When the competition is pairwise, fitness fluctuations are shown to reduce the speed of evolution, while under global competition the speed increases due to environmental stochasticity.
Selected papers on noise and stochastic processes
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
Statistical Methods for Stochastic Differential Equations
Kessler, Mathieu; Sorensen, Michael
2012-01-01
The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible to both new students and seasoned researchers, each self-contained chapter starts with introductions to the topic at hand and builds gradually towards discussing recent research. The book covers Wiener-driven equations as well as stochastic differential equations with jumps, including continuous-time ARMA processes and COGARCH processes. It presents a sp
Asymptotic analysis for functional stochastic differential equations
Bao, Jianhai; Yuan, Chenggui
2016-01-01
This brief treats dynamical systems that involve delays and random disturbances. The study is motivated by a wide variety of systems in real life in which random noise has to be taken into consideration and the effect of delays cannot be ignored. Concentrating on such systems that are described by functional stochastic differential equations, this work focuses on the study of large time behavior, in particular, ergodicity. This brief is written for probabilists, applied mathematicians, engineers, and scientists who need to use delay systems and functional stochastic differential equations in their work. Selected topics from the brief can also be used in a graduate level topics course in probability and stochastic processes.
Quantum Ito's formula and stochastic evolutions
International Nuclear Information System (INIS)
Hudson, R.L.; Parthasarathy, K.R.
1984-01-01
Using only the Boson canonical commutation relations and the Riemann-Lebesgue integral we construct a simple theory of stochastic integrals and differentials with respect to the basic field operator processes. This leads to a noncommutative Ito product formula, a realisation of the classical Poisson process in Fock space which gives a noncommutative central limit theorem, the construction of solutions of certain noncommutative stochastic differential equations, and finally to the integration of certain irreversible equations of motion governed by semigroups of completely positive maps. The classical Ito product formula for stochastic differentials with respect to Brownian motion and the Poisson process is a special case. (orig.)
Stochastic Stabilityfor Contracting Lorenz Maps and Flows
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].