WorldWideScience

Sample records for truncated stochastic nlse

  1. Hyperbolic Cross Truncations for Stochastic Fourier Cosine Series

    Science.gov (United States)

    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

  2. Fitting Social Network Models Using Varying Truncation Stochastic Approximation MCMC Algorithm

    KAUST Repository

    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.

  3. NLSE: Parameter-Based Inversion Algorithm

    Science.gov (United States)

    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.

  4. A Post-Truncation Parameterization of Truncated Normal Technical Inefficiency

    OpenAIRE

    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...

  5. 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

  6. Stochastic inverse problems: Models and metrics

    Science.gov (United States)

    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.

  7. 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.

  8. Stochastic theory of polarized light in nonlinear birefringent media: An application to optical rotation

    Science.gov (United States)

    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.

  9. Stochastic goal-oriented error estimation with memory

    Science.gov (United States)

    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.

  10. 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.

  11. 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.

  12. 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.

  13. 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)

  14. 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.

  15. Conditional truncated plurigaussian simulation; Simulacao plurigaussiana truncada com condicionamento

    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)

  16. Stochastic Wake Modelling Based on POD Analysis

    Directory of Open Access Journals (Sweden)

    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.

  17. On stochastic geometry modeling of cellular uplink transmission with truncated channel inversion power control

    KAUST Repository

    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.

  18. Higher-order stochastic differential equations and the positive Wigner function

    Science.gov (United States)

    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.

  19. 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

  20. CONVERGENCE OF THE FRACTIONAL PARTS OF THE RANDOM VARIABLES TO THE TRUNCATED EXPONENTIAL DISTRIBUTION

    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.

  1. 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.

  2. 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.

  3. Equivalence of truncated count mixture distributions and mixtures of truncated count distributions.

    Science.gov (United States)

    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.

  4. How Truncating Are 'Truncating Languages'? Evidence from Russian and German.

    Science.gov (United States)

    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.

  5. Stochastic coupled cluster theory: Efficient sampling of the coupled cluster expansion

    Science.gov (United States)

    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%.

  6. R Programs for Truncated Distributions

    Directory of Open Access Journals (Sweden)

    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.

  7. On stochastic geometry modeling of cellular uplink transmission with truncated channel inversion power control

    KAUST Repository

    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

  8. Zero-truncated negative binomial - Erlang distribution

    Science.gov (United States)

    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.

  9. 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...

  10. 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

  11. Truncated Groebner fans and lattice ideals

    OpenAIRE

    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...

  12. Statistical estimation for truncated exponential families

    CERN Document Server

    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...

  13. NLO renormalization in the Hamiltonian truncation

    Science.gov (United States)

    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.

  14. 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.

  15. Stochastic frontier model approach for measuring stock market efficiency with different distributions.

    Science.gov (United States)

    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.

  16. Stochastic frontier model approach for measuring stock market efficiency with different distributions.

    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.

  17. Adaptation of the delta-m and δ-fit truncation methods to vector radiative transfer: Effect of truncation on radiative transfer accuracy

    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

  18. 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....

  19. Computing correct truncated excited state wavefunctions

    Science.gov (United States)

    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.

  20. 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...

  1. Applications of Fast Truncated Multiplication in Cryptography

    Directory of Open Access Journals (Sweden)

    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(nα, with 1<α≤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.

  2. 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)

  3. 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)

  4. 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

  5. Truncated Calogero-Sutherland models

    Science.gov (United States)

    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.

  6. 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

  7. 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.

  8. Lamp with a truncated reflector cup

    Science.gov (United States)

    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.

  9. 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...

  10. 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

  11. 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

  12. A combined stochastic analysis of mean daily temperature and diurnal temperature range

    Science.gov (United States)

    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.

  13. 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...

  14. Stochastic dynamics of dengue epidemics.

    Science.gov (United States)

    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.

  15. Long-Time Dynamic Response and Stochastic Resonance of Subdiffusive Overdamped Bistable Fractional Fokker-Planck Systems

    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

  16. 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.

  17. 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

  18. Stochastic Averaging and Stochastic Extremum Seeking

    CERN Document Server

    Liu, Shu-Jun

    2012-01-01

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

  19. Measuring a Truncated Disk in Aquila X-1

    Science.gov (United States)

    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; hide

    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.

  20. 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

  1. A simple approximation of moments of the quasi-equilibrium distribution of an extended stochastic theta-logistic model with non-integer powers.

    Science.gov (United States)

    Bhowmick, Amiya Ranjan; Bandyopadhyay, Subhadip; Rana, Sourav; Bhattacharya, Sabyasachi

    2016-01-01

    The stochastic versions of the logistic and extended logistic growth models are applied successfully to explain many real-life population dynamics and share a central body of literature in stochastic modeling of ecological systems. To understand the randomness in the population dynamics of the underlying processes completely, it is important to have a clear idea about the quasi-equilibrium distribution and its moments. Bartlett et al. (1960) took a pioneering attempt for estimating the moments of the quasi-equilibrium distribution of the stochastic logistic model. Matis and Kiffe (1996) obtain a set of more accurate and elegant approximations for the mean, variance and skewness of the quasi-equilibrium distribution of the same model using cumulant truncation method. The method is extended for stochastic power law logistic family by the same and several other authors (Nasell, 2003; Singh and Hespanha, 2007). Cumulant truncation and some alternative methods e.g. saddle point approximation, derivative matching approach can be applied if the powers involved in the extended logistic set up are integers, although plenty of evidence is available for non-integer powers in many practical situations (Sibly et al., 2005). In this paper, we develop a set of new approximations for mean, variance and skewness of the quasi-equilibrium distribution under more general family of growth curves, which is applicable for both integer and non-integer powers. The deterministic counterpart of this family of models captures both monotonic and non-monotonic behavior of the per capita growth rate, of which theta-logistic is a special case. The approximations accurately estimate the first three order moments of the quasi-equilibrium distribution. The proposed method is illustrated with simulated data and real data from global population dynamics database. Copyright © 2015 Elsevier Inc. All rights reserved.

  2. Data and performance profiles applying an adaptive truncation criterion, within linesearch-based truncated Newton methods, in large scale nonconvex optimization

    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].

  3. 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.)

  4. Truncation Depth Rule-of-Thumb for Convolutional Codes

    Science.gov (United States)

    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.

  5. Investigation of propagation dynamics of truncated vector vortex beams.

    Science.gov (United States)

    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.

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

    International Nuclear Information System (INIS)

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

    2013-01-01

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

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

    KAUST Repository

    Elsheikh, Ahmed H.

    2013-06-01

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

  8. Wigner distribution function of circularly truncated light beams

    NARCIS (Netherlands)

    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

  9. Stochastic analysis of complex reaction networks using binomial moment equations.

    Science.gov (United States)

    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.

  10. 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

  11. Flexible scheme to truncate the hierarchy of pure states.

    Science.gov (United 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.

  12. Flexible scheme to truncate the hierarchy of pure states

    Science.gov (United 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.

  13. Truncated predictor feedback for time-delay systems

    CERN Document Server

    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...

  14. Stochastic Analysis 2010

    CERN Document Server

    Crisan, Dan

    2011-01-01

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

  15. 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.

  16. Maximum nondiffracting propagation distance of aperture-truncated Airy beams

    Science.gov (United States)

    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.

  17. 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

  18. 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)

  19. Truncated Wigner dynamics and conservation laws

    Science.gov (United States)

    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.

  20. Stochastic Neural Field Theory and the System-Size Expansion

    KAUST Repository

    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.

  1. Inference for shared-frailty survival models with left-truncated data

    NARCIS (Netherlands)

    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

  2. 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...

  3. Probability distributions with truncated, log and bivariate extensions

    CERN Document Server

    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...

  4. Impact of degree truncation on the spread of a contagious process on networks.

    Science.gov (United States)

    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.

  5. Application of a truncated normal failure distribution in reliability testing

    Science.gov (United States)

    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.

  6. 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.)

  7. 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

  8. 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.

  9. 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

  10. 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)

  11. Exact Solutions to Nonlinear Schroedinger Equation and Higher-Order Nonlinear Schroedinger Equation

    International Nuclear Information System (INIS)

    Ren Ji; Ruan Hangyu

    2008-01-01

    We study solutions of the nonlinear Schroedinger equation (NLSE) and higher-order nonlinear Schroedinger equation (HONLSE) with variable coefficients. By considering all the higher-order effect of HONLSE as a new dependent variable, the NLSE and HONLSE can be changed into one equation. Using the generalized Lie group reduction method (GLGRM), the abundant solutions of NLSE and HONLSE are obtained

  12. Stellar Disk Truncations: HI Density and Dynamics

    Science.gov (United States)

    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.

  13. Noncausal stochastic calculus

    CERN Document Server

    Ogawa, Shigeyoshi

    2017-01-01

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

  14. Enhancing propagation characteristics of truncated localized waves in silica

    KAUST Repository

    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.

  15. Truncation of CPC solar collectors and its effect on energy collection

    Science.gov (United States)

    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.

  16. 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

  17. Modifications of Geometric Truncation of the Scattering Phase Function

    Science.gov (United States)

    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.

  18. STOCHASTIC FLOWS OF MAPPINGS

    Institute of Scientific and Technical Information of China (English)

    2007-01-01

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

  19. A Support Vector Machine Approach for Truncated Fingerprint Image Detection from Sweeping Fingerprint Sensors

    Science.gov (United States)

    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

  20. A Support Vector Machine Approach for Truncated Fingerprint Image Detection from Sweeping Fingerprint Sensors

    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.

  1. Propagation of truncated modified Laguerre-Gaussian beams

    Science.gov (United States)

    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.

  2. 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...

  3. Ion-acoustic waves in ultracold neutral plasmas: Modulational instability and dissipative rogue waves

    Energy Technology Data Exchange (ETDEWEB)

    El-Tantawy, S.A., E-mail: samireltantawy@yahoo.com

    2017-02-26

    Progress is reported on the modulational instability (MI) of ion-acoustic waves (IAWs) and dissipative rogue waves (RWs) in ultracold neutral plasmas (UNPs). The UNPs consist of inertial ions fluid and Maxwellian inertialess hot electrons, and the presence of an ion kinematic viscosity is allowed. For this purpose, a modified nonlinear Schrödinger equation (NLSE) is derived and then solved analytically to show the occurrence of MI. It is found that the (in)stability regions of the wavepacks are dependent on time due to of the existence of the dissipative term. The existing regions of the MI of the IAWs are inventoried precisely. After that, we use a suitable transformation to convert the modified NLSE into the normal NLSE whose analytical solutions for rogue waves are known. The rogue wave propagation condition and its behavior are discussed. The impact of the relevant physical parameters on the profile of the RWs is examined. - Highlights: • UNPs are modeled by the phenomenological generalized hydrodynamic equations. • The derivative expansion method has been employed in order to derive a modified-NLSE. • A suitable transformation is used to transform the modified-NLSE into the standard NLSE. • The effect of the ion viscosity on the modulational instability and rogue waves is investigated.

  4. 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...

  5. Stochastic processes

    CERN Document Server

    Parzen, Emanuel

    1962-01-01

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

  6. Robust statistics for deterministic and stochastic gravitational waves in non-Gaussian noise. II. Bayesian analyses

    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

  7. The Stars and Gas in Outer Parts of Galaxy Disks : Extended or Truncated, Flat or Warped?

    NARCIS (Netherlands)

    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

  8. 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...

  9. Four-loop result in SU(3) lattice gauge theory by a stochastic method: lattice correction to the condensate

    International Nuclear Information System (INIS)

    Di Renzo, F.; Onofri, E.; Marchesini, G.; Marenzoni, P.

    1994-01-01

    We describe a stochastic technique which allows one to compute numerically the coefficients of the weak-coupling perturbative expansion of any observable in Lattice Gauge Theory. The idea is to insert the exponential representation of the link variables U μ (x) →exp {A μ (x)/√(β)} into the Langevin algorithm and the observables and to perform the expansion in β -1/2 . The Langevin algorithm is converted into an infinite hierarchy of maps which can be exactly truncated at any order. We give the result for the simple plaquette of SU(3) up to fourth loop order (β -4 ) which extends by one loop the previously known series. ((orig.))

  10. 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.

  11. 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

  12. 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.

  13. 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

  14. 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.)

  15. 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.

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

    NARCIS (Netherlands)

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

    2009-01-01

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

  17. 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...

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

    International Nuclear Information System (INIS)

    Liu Xianbin; Chen Qiu

    1993-01-01

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

  19. A generalized right truncated bivariate Poisson regression model with applications to health data.

    Science.gov (United States)

    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.

  20. Stochastic thermodynamics

    Science.gov (United States)

    Eichhorn, Ralf; Aurell, Erik

    2014-04-01

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

  1. Bounded real and positive real balanced truncation using Σ-normalised coprime factors

    NARCIS (Netherlands)

    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

  2. Portfolio Optimization with Stochastic Dividends and Stochastic Volatility

    Science.gov (United States)

    Varga, Katherine Yvonne

    2015-01-01

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

  3. No chiral truncation of quantum log gravity?

    Science.gov (United States)

    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.

  4. Reduction of variable-truncation artifacts from beam occlusion during in situ x-ray tomography

    Science.gov (United States)

    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.

  5. Amplitude reconstruction from complete photoproduction experiments and truncated partial-wave expansions

    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).

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

    KAUST Repository

    Loizou, Nicolas

    2017-12-27

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

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

    KAUST Repository

    Loizou, Nicolas; Richtarik, Peter

    2017-01-01

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

  8. Stochastic neuron models

    CERN Document Server

    Greenwood, Priscilla E

    2016-01-01

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

  9. 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

  10. Modeling the Effect of APC Truncation on Destruction Complex Function in Colorectal Cancer Cells

    Science.gov (United States)

    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

  11. 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.

  12. 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

  13. 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.

  14. Stochastic tools in turbulence

    CERN Document Server

    Lumey, John L

    2012-01-01

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

  15. Family Therapy for the "Truncated" Nuclear Family.

    Science.gov (United States)

    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)

  16. Molecular dynamics simulations of lipid bilayers : major artifacts due to truncating electrostatic interactions

    NARCIS (Netherlands)

    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

  17. Stochastic processes in cell biology

    CERN Document Server

    Bressloff, Paul C

    2014-01-01

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

  18. 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)

  19. Stochastic pump effect and geometric phases in dissipative and stochastic systems

    Energy Technology Data Exchange (ETDEWEB)

    Sinitsyn, Nikolai [Los Alamos National Laboratory

    2008-01-01

    The success of Berry phases in quantum mechanics stimulated the study of similar phenomena in other areas of physics, including the theory of living cell locomotion and motion of patterns in nonlinear media. More recently, geometric phases have been applied to systems operating in a strongly stochastic environment, such as molecular motors. We discuss such geometric effects in purely classical dissipative stochastic systems and their role in the theory of the stochastic pump effect (SPE).

  20. 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.

  1. 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.

  2. On truncations of the exact renormalization group

    CERN Document Server

    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.

  3. 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...

  4. Sequential stochastic optimization

    CERN Document Server

    Cairoli, Renzo

    1996-01-01

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

  5. 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

  6. Stochastic Optimization of Wind Turbine Power Factor Using Stochastic Model of Wind Power

    DEFF Research Database (Denmark)

    Chen, Peiyuan; Siano, Pierluigi; Bak-Jensen, Birgitte

    2010-01-01

    This paper proposes a stochastic optimization algorithm that aims to minimize the expectation of the system power losses by controlling wind turbine (WT) power factors. This objective of the optimization is subject to the probability constraints of bus voltage and line current requirements....... The optimization algorithm utilizes the stochastic models of wind power generation (WPG) and load demand to take into account their stochastic variation. The stochastic model of WPG is developed on the basis of a limited autoregressive integrated moving average (LARIMA) model by introducing a crosscorrelation...... structure to the LARIMA model. The proposed stochastic optimization is carried out on a 69-bus distribution system. Simulation results confirm that, under various combinations of WPG and load demand, the system power losses are considerably reduced with the optimal setting of WT power factor as compared...

  7. Singular stochastic differential equations

    CERN Document Server

    Cherny, Alexander S

    2005-01-01

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

  8. 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.

  9. Motion of isolated open vortex filaments evolving under the truncated local induction approximation

    Science.gov (United States)

    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

  10. The combination of i-leader truncation and gemcitabine improves oncolytic adenovirus efficacy in an immunocompetent model.

    Science.gov (United States)

    Puig-Saus, C; Laborda, E; Rodríguez-García, A; Cascalló, M; Moreno, R; Alemany, R

    2014-02-01

    Adenovirus (Ad) i-leader protein is a small protein of unknown function. The C-terminus truncation of the i-leader protein increases Ad release from infected cells and cytotoxicity. In the current study, we use the i-leader truncation to enhance the potency of an oncolytic Ad. In vitro, an i-leader truncated oncolytic Ad is released faster to the supernatant of infected cells, generates larger plaques, and is more cytotoxic in both human and Syrian hamster cell lines. In mice bearing human tumor xenografts, the i-leader truncation enhances oncolytic efficacy. However, in a Syrian hamster pancreatic tumor model, which is immunocompetent and less permissive to human Ad, antitumor efficacy is only observed when the i-leader truncated oncolytic Ad, but not the non-truncated version, is combined with gemcitabine. This synergistic effect observed in the Syrian hamster model was not seen in vitro or in immunodeficient mice bearing the same pancreatic hamster tumors, suggesting a role of the immune system in this synergism. These results highlight the interest of the i-leader C-terminus truncation because it enhances the antitumor potency of an oncolytic Ad and provides synergistic effects with gemcitabine in the presence of an immune competent system.

  11. 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)

  12. 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....

  13. Adaptive bit plane quadtree-based block truncation coding for image compression

    Science.gov (United States)

    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.

  14. Evidence for Truncated Exponential Probability Distribution of Earthquake Slip

    KAUST Repository

    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.

  15. Evidence for Truncated Exponential Probability Distribution of Earthquake Slip

    KAUST Repository

    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.

  16. High-yield water-based synthesis of truncated silver nanocubes

    International Nuclear Information System (INIS)

    Chang, Yun-Min; Lu, I-Te; Chen, Chih-Yuan; Hsieh, Yu-Chi; Wu, Pu-Wei

    2014-01-01

    Highlights: • Development of a water-based formula to fabricate truncated Ag nanocubes. • The sample exhibits (1 0 0), (1 1 0), and (1 1 1) on the facets, edges, and corners. • The sample shows three characteristic absorption peaks due to plasma resonance. -- Abstract: A high-yield water-based hydrothermal synthesis was developed using silver nitrate, ammonia, glucose, and cetyltrimethylammonium bromide (CTAB) as precursors to synthesize truncated silver nanocubes with uniform sizes and in large quantities. With a fixed CTAB concentration, truncated silver nanocubes with sizes of 49.3 ± 4.1 nm were produced when the molar ratio of glucose/silver cation was maintained at 0.1. The sample exhibited (1 0 0), (1 1 0), and (1 1 1) planes on the facets, edges, and corners, respectively. In contrast, with a slightly larger glucose/silver cation ratio of 0.35, well-defined nanocubes with sizes of 70.9 ± 3.8 nm sizes were observed with the (1 0 0) plane on six facets. When the ratio was further increased to 1.5, excess reduction of silver cations facilitated the simultaneous formation of nanoparticles with cubic, spherical, and irregular shapes. Consistent results were obtained from transmission electron microscopy, scanning electron microscopy, X-ray diffraction, and UV–visible absorption measurements

  17. High-yield water-based synthesis of truncated silver nanocubes

    Energy Technology Data Exchange (ETDEWEB)

    Chang, Yun-Min; Lu, I-Te; Chen, Chih-Yuan; Hsieh, Yu-Chi; Wu, Pu-Wei, E-mail: ppwu@mail.nctu.edu.tw

    2014-02-15

    Highlights: • Development of a water-based formula to fabricate truncated Ag nanocubes. • The sample exhibits (1 0 0), (1 1 0), and (1 1 1) on the facets, edges, and corners. • The sample shows three characteristic absorption peaks due to plasma resonance. -- Abstract: A high-yield water-based hydrothermal synthesis was developed using silver nitrate, ammonia, glucose, and cetyltrimethylammonium bromide (CTAB) as precursors to synthesize truncated silver nanocubes with uniform sizes and in large quantities. With a fixed CTAB concentration, truncated silver nanocubes with sizes of 49.3 ± 4.1 nm were produced when the molar ratio of glucose/silver cation was maintained at 0.1. The sample exhibited (1 0 0), (1 1 0), and (1 1 1) planes on the facets, edges, and corners, respectively. In contrast, with a slightly larger glucose/silver cation ratio of 0.35, well-defined nanocubes with sizes of 70.9 ± 3.8 nm sizes were observed with the (1 0 0) plane on six facets. When the ratio was further increased to 1.5, excess reduction of silver cations facilitated the simultaneous formation of nanoparticles with cubic, spherical, and irregular shapes. Consistent results were obtained from transmission electron microscopy, scanning electron microscopy, X-ray diffraction, and UV–visible absorption measurements.

  18. Intersection spaces, spatial homology truncation, and string theory

    CERN Document Server

    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.

  19. Climate and weather across scales: singularities and stochastic Levy-Clifford algebra

    Science.gov (United States)

    Schertzer, Daniel; Tchiguirinskaia, Ioulia

    2016-04-01

    There have been several attempts to understand and simulate the fluctuations of weather and climate across scales. Beyond mono/uni-scaling approaches (e.g. using spectral analysis), this was done with the help of multifractal techniques that aim to track and simulate the scaling singularities of the underlying equations instead of relying on numerical, scale truncated simulations of these equations (Royer et al., 2008, Lovejoy and Schertzer, 2013). However, these techniques were limited to deal with scalar fields, instead of dealing directly with a system of complex interactions and non trivial symmetries. The latter is unfortunately indispensable to answer to the challenging question of being able to assess the climatology of (exo-) planets based on first principles (Pierrehumbert, 2013) or to fully address the question of the relevance of quasi-geostrophic turbulence and to define an effective, fractal dimension of the atmospheric motions (Schertzer et al., 2012). In this talk, we present a plausible candidate based on the combination of Lévy stable processes and Clifford algebra. Together they combine stochastic and structural properties that are strongly universal. They therefore define with the help of a few physically meaningful parameters a wide class of stochastic symmetries, as well as high dimensional vector- or manifold-valued fields respecting these symmetries (Schertzer and Tchiguirinskaia, 2015). Lovejoy, S. & Schertzer, D., 2013. The Weather and Climate: Emergent Laws and Multifractal Cascades. Cambridge U.K. Cambridge Univeristy Press. Pierrehumbert, R.T., 2013. Strange news from other stars. Nature Geoscience, 6(2), pp.81-83. Royer, J.F. et al., 2008. Multifractal analysis of the evolution of simulated precipitation over France in a climate scenario. C.R. Geoscience, 340(431-440). Schertzer, D. et al., 2012. Quasi-geostrophic turbulence and generalized scale invariance, a theoretical reply. Atmos. Chem. Phys., 12, pp.327-336. Schertzer, D

  20. 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...

  1. Propagation of a general-type beam through a truncated fractional Fourier transform optical system.

    Science.gov (United States)

    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.

  2. Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency

    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...

  3. Functional Abstraction of Stochastic Hybrid Systems

    NARCIS (Netherlands)

    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

  4. Functional analysis of Rift Valley fever virus NSs encoding a partial truncation.

    Science.gov (United States)

    Head, Jennifer A; Kalveram, Birte; Ikegami, Tetsuro

    2012-01-01

    Rift Valley fever virus (RVFV), belongs to genus Phlebovirus of the family Bunyaviridae, causes high rates of abortion and fetal malformation in infected ruminants as well as causing neurological disorders, blindness, or lethal hemorrhagic fever in humans. RVFV is classified as a category A priority pathogen and a select agent in the U.S., and currently there are no therapeutics available for RVF patients. NSs protein, a major virulence factor of RVFV, inhibits host transcription including interferon (IFN)-β mRNA synthesis and promotes degradation of dsRNA-dependent protein kinase (PKR). NSs self-associates at the C-terminus 17 aa., while NSs at aa.210-230 binds to Sin3A-associated protein (SAP30) to inhibit the activation of IFN-β promoter. Thus, we hypothesize that NSs function(s) can be abolished by truncation of specific domains, and co-expression of nonfunctional NSs with intact NSs will result in the attenuation of NSs function by dominant-negative effect. Unexpectedly, we found that RVFV NSs truncated at aa. 6-30, 31-55, 56-80, 81-105, 106-130, 131-155, 156-180, 181-205, 206-230, 231-248 or 249-265 lack functions of IFN-β mRNA synthesis inhibition and degradation of PKR. Truncated NSs were less stable in infected cells, while nuclear localization was inhibited in NSs lacking either of aa.81-105, 106-130, 131-155, 156-180, 181-205, 206-230 or 231-248. Furthermore, none of truncated NSs had exhibited significant dominant-negative functions for NSs-mediated IFN-β suppression or PKR degradation upon co-expression in cells infected with RVFV. We also found that any of truncated NSs except for intact NSs does not interact with RVFV NSs even in the presence of intact C-terminus self-association domain. Our results suggest that conformational integrity of NSs is important for the stability, cellular localization and biological functions of RVFV NSs, and the co-expression of truncated NSs does not exhibit dominant-negative phenotype.

  5. Functional analysis of Rift Valley fever virus NSs encoding a partial truncation.

    Directory of Open Access Journals (Sweden)

    Jennifer A Head

    Full Text Available Rift Valley fever virus (RVFV, belongs to genus Phlebovirus of the family Bunyaviridae, causes high rates of abortion and fetal malformation in infected ruminants as well as causing neurological disorders, blindness, or lethal hemorrhagic fever in humans. RVFV is classified as a category A priority pathogen and a select agent in the U.S., and currently there are no therapeutics available for RVF patients. NSs protein, a major virulence factor of RVFV, inhibits host transcription including interferon (IFN-β mRNA synthesis and promotes degradation of dsRNA-dependent protein kinase (PKR. NSs self-associates at the C-terminus 17 aa., while NSs at aa.210-230 binds to Sin3A-associated protein (SAP30 to inhibit the activation of IFN-β promoter. Thus, we hypothesize that NSs function(s can be abolished by truncation of specific domains, and co-expression of nonfunctional NSs with intact NSs will result in the attenuation of NSs function by dominant-negative effect. Unexpectedly, we found that RVFV NSs truncated at aa. 6-30, 31-55, 56-80, 81-105, 106-130, 131-155, 156-180, 181-205, 206-230, 231-248 or 249-265 lack functions of IFN-β mRNA synthesis inhibition and degradation of PKR. Truncated NSs were less stable in infected cells, while nuclear localization was inhibited in NSs lacking either of aa.81-105, 106-130, 131-155, 156-180, 181-205, 206-230 or 231-248. Furthermore, none of truncated NSs had exhibited significant dominant-negative functions for NSs-mediated IFN-β suppression or PKR degradation upon co-expression in cells infected with RVFV. We also found that any of truncated NSs except for intact NSs does not interact with RVFV NSs even in the presence of intact C-terminus self-association domain. Our results suggest that conformational integrity of NSs is important for the stability, cellular localization and biological functions of RVFV NSs, and the co-expression of truncated NSs does not exhibit dominant-negative phenotype.

  6. Truncated Dual-Cap Nucleation Site Development

    Science.gov (United States)

    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.

  7. 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.)

  8. STOCHASTIC ASSESSMENT OF NIGERIAN STOCHASTIC ...

    African Journals Online (AJOL)

    eobe

    STOCHASTIC ASSESSMENT OF NIGERIAN WOOD FOR BRIDGE DECKS ... abandoned bridges with defects only in their decks in both rural and urban locations can be effectively .... which can be seen as the detection of rare physical.

  9. 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)

  10. Varying coefficient subdistribution regression for left-truncated semi-competing risks data.

    Science.gov (United States)

    Li, Ruosha; Peng, Limin

    2014-10-01

    Semi-competing risks data frequently arise in biomedical studies when time to a disease landmark event is subject to dependent censoring by death, the observation of which however is not precluded by the occurrence of the landmark event. In observational studies, the analysis of such data can be further complicated by left truncation. In this work, we study a varying co-efficient subdistribution regression model for left-truncated semi-competing risks data. Our method appropriately accounts for the specifical truncation and censoring features of the data, and moreover has the flexibility to accommodate potentially varying covariate effects. The proposed method can be easily implemented and the resulting estimators are shown to have nice asymptotic properties. We also present inference, such as Kolmogorov-Smirnov type and Cramér Von-Mises type hypothesis testing procedures for the covariate effects. Simulation studies and an application to the Denmark diabetes registry demonstrate good finite-sample performance and practical utility of the proposed method.

  11. Stochastic climate theory

    NARCIS (Netherlands)

    Gottwald, G.A.; Crommelin, D.T.; Franzke, C.L.E.; Franzke, C.L.E.; O'Kane, T.J.

    2017-01-01

    In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations contain a Markov term, a memory term and a term suggestive of

  12. 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

  13. Autocorrelation as a source of truncated Lévy flights in foreign exchange rates

    Science.gov (United States)

    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.

  14. Space-time-modulated stochastic processes

    Science.gov (United States)

    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.

  15. RES: Regularized Stochastic BFGS Algorithm

    Science.gov (United States)

    Mokhtari, Aryan; Ribeiro, Alejandro

    2014-12-01

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

  16. Elitism and Stochastic Dominance

    OpenAIRE

    Bazen, Stephen; Moyes, Patrick

    2011-01-01

    Stochastic dominance has typically been used with a special emphasis on risk and inequality reduction something captured by the concavity of the utility function in the expected utility model. We claim that the applicability of the stochastic dominance approach goes far beyond risk and inequality measurement provided suitable adpations be made. We apply in the paper the stochastic dominance approach to the measurment of elitism which may be considered the opposite of egalitarianism. While the...

  17. 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)

  18. On Stochastic Dependence

    Science.gov (United States)

    Meyer, Joerg M.

    2018-01-01

    The contrary of stochastic independence splits up into two cases: pairs of events being favourable or being unfavourable. Examples show that both notions have quite unexpected properties, some of them being opposite to intuition. For example, transitivity does not hold. Stochastic dependence is also useful to explain cases of Simpson's paradox.

  19. 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)

  20. Stochastic processes inference theory

    CERN Document Server

    Rao, Malempati M

    2014-01-01

    This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics. The first three chapters can be used for a quarter or semester graduate course on inference on stochastic processes. The remaining chapters provide more advanced material on stochastic analysis suitable for graduate seminars and discussions, leading to dissertation or research work. In general, the book will be of interest to researchers in probability theory, mathematical statistics and electrical and information theory.

  1. Path to Stochastic Stability: Comparative Analysis of Stochastic Learning Dynamics in Games

    KAUST Repository

    Jaleel, Hassan

    2018-04-08

    Stochastic stability is a popular solution concept for stochastic learning dynamics in games. However, a critical limitation of this solution concept is its inability to distinguish between different learning rules that lead to the same steady-state behavior. We address this limitation for the first time and develop a framework for the comparative analysis of stochastic learning dynamics with different update rules but same steady-state behavior. We present the framework in the context of two learning dynamics: Log-Linear Learning (LLL) and Metropolis Learning (ML). Although both of these dynamics have the same stochastically stable states, LLL and ML correspond to different behavioral models for decision making. Moreover, we demonstrate through an example setup of sensor coverage game that for each of these dynamics, the paths to stochastically stable states exhibit distinctive behaviors. Therefore, we propose multiple criteria to analyze and quantify the differences in the short and medium run behavior of stochastic learning dynamics. We derive and compare upper bounds on the expected hitting time to the set of Nash equilibria for both LLL and ML. For the medium to long-run behavior, we identify a set of tools from the theory of perturbed Markov chains that result in a hierarchical decomposition of the state space into collections of states called cycles. We compare LLL and ML based on the proposed criteria and develop invaluable insights into the comparative behavior of the two dynamics.

  2. Quantum stochastics

    CERN Document Server

    Chang, Mou-Hsiung

    2015-01-01

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

  3. 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.

  4. Stochastic cooling

    International Nuclear Information System (INIS)

    Bisognano, J.; Leemann, C.

    1982-03-01

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

  5. Matrix product algorithm for stochastic dynamics on networks applied to nonequilibrium Glauber dynamics

    Science.gov (United States)

    Barthel, Thomas; De Bacco, Caterina; Franz, Silvio

    2018-01-01

    We introduce and apply an efficient method for the precise simulation of stochastic dynamical processes on locally treelike graphs. Networks with cycles are treated in the framework of the cavity method. Such models correspond, for example, to spin-glass systems, Boolean networks, neural networks, or other technological, biological, and social networks. Building upon ideas from quantum many-body theory, our approach is based on a matrix product approximation of the so-called edge messages—conditional probabilities of vertex variable trajectories. Computation costs and accuracy can be tuned by controlling the matrix dimensions of the matrix product edge messages (MPEM) in truncations. In contrast to Monte Carlo simulations, the algorithm has a better error scaling and works for both single instances as well as the thermodynamic limit. We employ it to examine prototypical nonequilibrium Glauber dynamics in the kinetic Ising model. Because of the absence of cancellation effects, observables with small expectation values can be evaluated accurately, allowing for the study of decay processes and temporal correlations.

  6. Stochastic optimal control, forward-backward stochastic differential equations and the Schroedinger equation

    Energy Technology Data Exchange (ETDEWEB)

    Paul, Wolfgang; Koeppe, Jeanette [Institut fuer Physik, Martin Luther Universitaet, 06099 Halle (Germany); Grecksch, Wilfried [Institut fuer Mathematik, Martin Luther Universitaet, 06099 Halle (Germany)

    2016-07-01

    The standard approach to solve a non-relativistic quantum problem is through analytical or numerical solution of the Schroedinger equation. We show a way to go around it. This way is based on the derivation of the Schroedinger equation from conservative diffusion processes and the establishment of (several) stochastic variational principles leading to the Schroedinger equation under the assumption of a kinematics described by Nelson's diffusion processes. Mathematically, the variational principle can be considered as a stochastic optimal control problem linked to the forward-backward stochastic differential equations of Nelson's stochastic mechanics. The Hamilton-Jacobi-Bellmann equation of this control problem is the Schroedinger equation. We present the mathematical background and how to turn it into a numerical scheme for analyzing a quantum system without using the Schroedinger equation and exemplify the approach for a simple 1d problem.

  7. Stochastic Analysis : A Series of Lectures

    CERN Document Server

    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...

  8. Stochastic Analysis with Financial Applications

    CERN Document Server

    Kohatsu-Higa, Arturo; Sheu, Shuenn-Jyi

    2011-01-01

    Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of stochastic analysis and some of its recent theoretical developments. This includes numerical simulation, error analysis, parameter estimation, as well as control and robustness properties for stochastic equations. This book also covers the areas of backward stochastic differential equations via the (non-li

  9. The extended (G/G)-expansion method and travelling wave ...

    Indian Academy of Sciences (India)

    In this paper, we construct the travelling wave solutions to the perturbed nonlinear Schrödinger's equation (NLSE) with Kerr law non-linearity by the extended (′/)-expansion method. Based on this method, we obtain abundant exact travelling wave solutions of NLSE with Kerr law nonlinearity with arbitrary parameters.

  10. 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

  11. A protein-truncating R179X variant in RNF186 confers protection against ulcerative colitis

    NARCIS (Netherlands)

    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

  12. A min cut-set-wise truncation procedure for importance measures computation in probabilistic safety assessment

    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.

  13. A min cut-set-wise truncation procedure for importance measures computation in probabilistic safety assessment

    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.

  14. Stochastic Reachability Analysis of Hybrid Systems

    CERN Document Server

    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...

  15. Lymphoscintigraphy for sentinel lymph node detection in breast cancer: usefulness of image truncation

    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)

  16. Truncated forms of viral VP2 proteins fused to EGFP assemble into fluorescent parvovirus-like particles

    Directory of Open Access Journals (Sweden)

    Vuento Matti

    2006-12-01

    Full Text Available Abstract Fluorescence correlation spectroscopy (FCS monitors random movements of fluorescent molecules in solution, giving information about the number and the size of for example nano-particles. The canine parvovirus VP2 structural protein as well as N-terminal deletion mutants of VP2 (-14, -23, and -40 amino acids were fused to the C-terminus of the enhanced green fluorescent protein (EGFP. The proteins were produced in insect cells, purified, and analyzed by western blotting, confocal and electron microscopy as well as FCS. The non-truncated form, EGFP-VP2, diffused with a hydrodynamic radius of 17 nm, whereas the fluorescent mutants truncated by 14, 23 and 40 amino acids showed hydrodynamic radii of 7, 20 and 14 nm, respectively. These results show that the non-truncated EGFP-VP2 fusion protein and the EGFP-VP2 constructs truncated by 23 and by as much as 40 amino acids were able to form virus-like particles (VLPs. The fluorescent VLP, harbouring VP2 truncated by 23 amino acids, showed a somewhat larger hydrodynamic radius compared to the non-truncated EGFP-VP2. In contrast, the construct containing EGFP-VP2 truncated by 14 amino acids was not able to assemble into VLP-resembling structures. Formation of capsid structures was confirmed by confocal and electron microscopy. The number of fluorescent fusion protein molecules present within the different VLPs was determined by FCS. In conclusion, FCS provides a novel strategy to analyze virus assembly and gives valuable structural information for strategic development of parvovirus-like particles.

  17. Homogenization of the stochastic Navier–Stokes equation with a stochastic slip boundary condition

    KAUST Repository

    Bessaih, Hakima

    2015-11-02

    The two-dimensional Navier–Stokes equation in a perforated domain with a dynamical slip boundary condition is considered. We assume that the dynamic is driven by a stochastic perturbation on the interior of the domain and another stochastic perturbation on the boundaries of the holes. We consider a scaling (ᵋ for the viscosity and 1 for the density) that will lead to a time-dependent limit problem. However, the noncritical scaling (ᵋ, β > 1) is considered in front of the nonlinear term. The homogenized system in the limit is obtained as a Darcy’s law with memory with two permeabilities and an extra term that is due to the stochastic perturbation on the boundary of the holes. The nonhomogeneity on the boundary contains a stochastic part that yields in the limit an additional term in the Darcy’s law. We use the two-scale convergence method after extending the solution with 0 inside the holes to pass to the limit. By Itô stochastic calculus, we get uniform estimates on the solution in appropriate spaces. Due to the stochastic integral, the pressure that appears in the variational formulation does not have enough regularity in time. This fact made us rely only on the variational formulation for the passage to the limit on the solution. We obtain a variational formulation for the limit that is solution of a Stokes system with two pressures. This two-scale limit gives rise to three cell problems, two of them give the permeabilities while the third one gives an extra term in the Darcy’s law due to the stochastic perturbation on the boundary of the holes.

  18. Stochastic Estimation via Polynomial Chaos

    Science.gov (United States)

    2015-10-01

    AFRL-RW-EG-TR-2015-108 Stochastic Estimation via Polynomial Chaos Douglas V. Nance Air Force Research...COVERED (From - To) 20-04-2015 – 07-08-2015 4. TITLE AND SUBTITLE 5a. CONTRACT NUMBER Stochastic Estimation via Polynomial Chaos ...This expository report discusses fundamental aspects of the polynomial chaos method for representing the properties of second order stochastic

  19. 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.)

  20. expansion method and travelling wave solutions for the perturbed ...

    Indian Academy of Sciences (India)

    Abstract. In this paper, we construct the travelling wave solutions to the perturbed nonlinear. Schrödinger's equation (NLSE) with Kerr law non-linearity by the extended (G /G)-expansion method. Based on this method, we obtain abundant exact travelling wave solutions of NLSE with. Kerr law nonlinearity with arbitrary ...

  1. Fluorometric graphene oxide-based detection of Salmonella enteritis using a truncated DNA aptamer.

    Science.gov (United States)

    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

  2. Stochastic parameterizing manifolds and non-Markovian reduced equations stochastic manifolds for nonlinear SPDEs II

    CERN Document Server

    Chekroun, Mickaël D; Wang, Shouhong

    2015-01-01

    In this second volume, a general approach is developed to provide approximate parameterizations of the "small" scales by the "large" ones for a broad class of stochastic partial differential equations (SPDEs). This is accomplished via the concept of parameterizing manifolds (PMs), which are stochastic manifolds that improve, for a given realization of the noise, in mean square error the partial knowledge of the full SPDE solution when compared to its projection onto some resolved modes. Backward-forward systems are designed to give access to such PMs in practice. The key idea consists of representing the modes with high wave numbers as a pullback limit depending on the time-history of the modes with low wave numbers. Non-Markovian stochastic reduced systems are then derived based on such a PM approach. The reduced systems take the form of stochastic differential equations involving random coefficients that convey memory effects. The theory is illustrated on a stochastic Burgers-type equation.

  3. 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.)

  4. A Stochastic Maximum Principle for a Stochastic Differential Game of a Mean-Field Type

    Energy Technology Data Exchange (ETDEWEB)

    Hosking, John Joseph Absalom, E-mail: j.j.a.hosking@cma.uio.no [University of Oslo, Centre of Mathematics for Applications (CMA) (Norway)

    2012-12-15

    We construct a stochastic maximum principle (SMP) which provides necessary conditions for the existence of Nash equilibria in a certain form of N-agent stochastic differential game (SDG) of a mean-field type. The information structure considered for the SDG is of a possible asymmetric and partial type. To prove our SMP we take an approach based on spike-variations and adjoint representation techniques, analogous to that of S. Peng (SIAM J. Control Optim. 28(4):966-979, 1990) in the optimal stochastic control context. In our proof we apply adjoint representation procedures at three points. The first-order adjoint processes are defined as solutions to certain mean-field backward stochastic differential equations, and second-order adjoint processes of a first type are defined as solutions to certain backward stochastic differential equations. Second-order adjoint processes of a second type are defined as solutions of certain backward stochastic equations of a type that we introduce in this paper, and which we term conditional mean-field backward stochastic differential equations. From the resulting representations, we show that the terms relating to these second-order adjoint processes of the second type are of an order such that they do not appear in our final SMP equations. A comparable situation exists in an article by R. Buckdahn, B. Djehiche, and J. Li (Appl. Math. Optim. 64(2):197-216, 2011) that constructs a SMP for a mean-field type optimal stochastic control problem; however, the approach we take of using these second-order adjoint processes of a second type to deal with the type of terms that we refer to as the second form of quadratic-type terms represents an alternative to a development, to our setting, of the approach used in their article for their analogous type of term.

  5. A Stochastic Maximum Principle for a Stochastic Differential Game of a Mean-Field Type

    International Nuclear Information System (INIS)

    Hosking, John Joseph Absalom

    2012-01-01

    We construct a stochastic maximum principle (SMP) which provides necessary conditions for the existence of Nash equilibria in a certain form of N-agent stochastic differential game (SDG) of a mean-field type. The information structure considered for the SDG is of a possible asymmetric and partial type. To prove our SMP we take an approach based on spike-variations and adjoint representation techniques, analogous to that of S. Peng (SIAM J. Control Optim. 28(4):966–979, 1990) in the optimal stochastic control context. In our proof we apply adjoint representation procedures at three points. The first-order adjoint processes are defined as solutions to certain mean-field backward stochastic differential equations, and second-order adjoint processes of a first type are defined as solutions to certain backward stochastic differential equations. Second-order adjoint processes of a second type are defined as solutions of certain backward stochastic equations of a type that we introduce in this paper, and which we term conditional mean-field backward stochastic differential equations. From the resulting representations, we show that the terms relating to these second-order adjoint processes of the second type are of an order such that they do not appear in our final SMP equations. A comparable situation exists in an article by R. Buckdahn, B. Djehiche, and J. Li (Appl. Math. Optim. 64(2):197–216, 2011) that constructs a SMP for a mean-field type optimal stochastic control problem; however, the approach we take of using these second-order adjoint processes of a second type to deal with the type of terms that we refer to as the second form of quadratic-type terms represents an alternative to a development, to our setting, of the approach used in their article for their analogous type of term.

  6. Stochastic TDHF and the Boltzman-Langevin equation

    International Nuclear Information System (INIS)

    Suraud, E.; Reinhard, P.G.

    1991-01-01

    Outgoing from a time-dependent theory of correlations, we present a stochastic differential equation for the propagation of ensembles of Slater determinants, called Stochastic Time-Dependent Hartree-Fock (Stochastic TDHF). These ensembles are allowed to develop large fluctuations in the Hartree-Fock mean fields. An alternative stochastic differential equation, the Boltzmann-Langevin equation, can be derived from Stochastic TDHF by averaging over subensembles with small fluctuations

  7. Error bounds for augmented truncations of discrete-time block-monotone Markov chains under subgeometric drift conditions

    OpenAIRE

    Masuyama, Hiroyuki

    2015-01-01

    This paper studies the last-column-block-augmented northwest-corner truncation (LC-block-augmented truncation, for short) of discrete-time block-monotone Markov chains under subgeometric drift conditions. The main result of this paper is to present an upper bound for the total variation distance between the stationary probability vectors of a block-monotone Markov chain and its LC-block-augmented truncation. The main result is extended to Markov chains that themselves may not be block monoton...

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

    International Nuclear Information System (INIS)

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

    2010-01-01

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

  9. 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)

  10. 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 ...

  11. Stochastic optimization methods

    CERN Document Server

    Marti, Kurt

    2005-01-01

    Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, deterministic substitute problems are needed. Based on the distribution of the random data, and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into deterministic substitute problems. Due to the occurring probabilities and expectations, approximative solution techniques must be applied. Deterministic and stochastic approximation methods and their analytical properties are provided: Taylor expansion, regression and response surface methods, probability inequalities, First Order Reliability Methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation methods, differentiation of probability and mean value functions. Convergence results of the resulting iterative solution procedures are given.

  12. 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.

  13. Phenomenology of stochastic exponential growth

    Science.gov (United States)

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

    2017-06-01

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

  14. 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 ...

  15. 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.

  16. Introduction to stochastic calculus

    CERN Document Server

    Karandikar, Rajeeva L

    2018-01-01

    This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly address continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using Metivier–Pellumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level stud...

  17. Brownian motion, martingales, and stochastic calculus

    CERN Document Server

    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...

  18. Stochastic line motion and stochastic flux conservation for nonideal hydromagnetic models

    International Nuclear Information System (INIS)

    Eyink, Gregory L.

    2009-01-01

    We prove that smooth solutions of nonideal (viscous and resistive) incompressible magnetohydrodynamic (MHD) equations satisfy a stochastic law of flux conservation. This property implies that the magnetic flux through a surface is equal to the average of the magnetic fluxes through an ensemble of surfaces advected backward in time by the plasma velocity perturbed with a random white noise. Our result is an analog of the well-known Alfven theorem of ideal MHD and is valid for any value of the magnetic Prandtl number. A second stochastic conservation law is shown to hold at unit Prandtl number, a random version of the generalized Kelvin theorem derived by Bekenstein and Oron for ideal MHD. These stochastic conservation laws are not only shown to be consequences of the nonideal MHD equations but are proved in fact to be equivalent to those equations. We derive similar results for two more refined hydromagnetic models, Hall MHD and the two-fluid plasma model, still assuming incompressible velocities and isotropic transport coefficients. Finally, we use these results to discuss briefly the infinite-Reynolds-number limit of hydromagnetic turbulence and to support the conjecture that flux conservation remains stochastic in that limit.

  19. Zlib: A numerical library for optimal design of truncated power series algebra and map parameterization routines

    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

  20. Brownian motion and stochastic calculus

    CERN Document Server

    Karatzas, Ioannis

    1998-01-01

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

  1. Variance decomposition in stochastic simulators.

    Science.gov (United States)

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

    2015-06-28

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

  2. Variance decomposition in stochastic simulators

    Science.gov (United States)

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

    2015-06-01

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

  3. 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.

  4. Variance decomposition in stochastic simulators

    KAUST Repository

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

    2015-01-01

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

  5. Stochastic synaptic plasticity with memristor crossbar arrays

    KAUST Repository

    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.

  6. Stochastic synaptic plasticity with memristor crossbar arrays

    KAUST Repository

    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.

  7. 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...

  8. An introduction to probability and stochastic processes

    CERN Document Server

    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.

  9. 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

  10. Causal analysis of ordinal treatments and binary outcomes under truncation by death.

    Science.gov (United States)

    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.

  11. 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....

  12. Stochastic Systems Uncertainty Quantification and Propagation

    CERN Document Server

    Grigoriu, Mircea

    2012-01-01

    Uncertainty is an inherent feature of both properties of physical systems and the inputs to these systems that needs to be quantified for cost effective and reliable designs. The states of these systems satisfy equations with random entries, referred to as stochastic equations, so that they are random functions of time and/or space. The solution of stochastic equations poses notable technical difficulties that are frequently circumvented by heuristic assumptions at the expense of accuracy and rigor. The main objective of Stochastic Systems is to promoting the development of accurate and efficient methods for solving stochastic equations and to foster interactions between engineers, scientists, and mathematicians. To achieve these objectives Stochastic Systems presents: ·         A clear and brief review of essential concepts on probability theory, random functions, stochastic calculus, Monte Carlo simulation, and functional analysis   ·          Probabilistic models for random variables an...

  13. 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

  14. Stochastic-field cavitation model

    Science.gov (United States)

    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.

  15. 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.

  16. The truncated Wigner method for Bose-condensed gases: limits of validity and applications

    International Nuclear Information System (INIS)

    Sinatra, Alice; Lobo, Carlos; Castin, Yvan

    2002-01-01

    We study the truncated Wigner method applied to a weakly interacting spinless Bose-condensed gas which is perturbed away from thermal equilibrium by a time-dependent external potential. The principle of the method is to generate an ensemble of classical fields ψ(r) which samples the Wigner quasi-distribution function of the initial thermal equilibrium density operator of the gas, and then to evolve each classical field with the Gross-Pitaevskii equation. In the first part of the paper we improve the sampling technique over our previous work (Sinatra et al 2000 J. Mod. Opt. 47 2629-44) and we test its accuracy against the exactly solvable model of the ideal Bose gas. In the second part of the paper we investigate the conditions of validity of the truncated Wigner method. For short evolution times it is known that the time-dependent Bogoliubov approximation is valid for almost pure condensates. The requirement that the truncated Wigner method reproduces the Bogoliubov prediction leads to the constraint that the number of field modes in the Wigner simulation must be smaller than the number of particles in the gas. For longer evolution times the nonlinear dynamics of the noncondensed modes of the field plays an important role. To demonstrate this we analyse the case of a three-dimensional spatially homogeneous Bose-condensed gas and we test the ability of the truncated Wigner method to correctly reproduce the Beliaev-Landau damping of an excitation of the condensate. We have identified the mechanism which limits the validity of the truncated Wigner method: the initial ensemble of classical fields, driven by the time-dependent Gross-Pitaevskii equation, thermalizes to a classical field distribution at a temperature T class which is larger than the initial temperature T of the quantum gas. When T class significantly exceeds T a spurious damping is observed in the Wigner simulation. This leads to the second validity condition for the truncated Wigner method, T class - T

  17. 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...

  18. 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.

  19. Observation of the dispersion of wedge waves propagating along cylinder wedge with different truncations by laser ultrasound technique

    Science.gov (United States)

    Jia, Jing; Zhang, Yu; Han, Qingbang; Jing, Xueping

    2017-10-01

    The research focuses on study the influence of truncations on the dispersion of wedge waves propagating along cylinder wedge with different truncations by using the laser ultrasound technique. The wedge waveguide models with different truncations were built by using finite element method (FEM). The dispersion curves were obtained by using 2D Fourier transformation method. Multiple mode wedge waves were observed, which was well agreed with the results estimated from Lagasse's empirical formula. We established cylinder wedge with radius of 3mm, 20° and 60°angle, with 0μm, 5μm, 10μm, 20μm, 30μm, 40μm, and 50μm truncations, respectively. It was found that non-ideal wedge tip caused abnormal dispersion of the mode of cylinder wedge, the modes of 20° cylinder wedge presents the characteristics of guide waves which propagating along hollow cylinder as the truncation increasing. Meanwhile, the modes of 60° cylinder wedge with truncations appears the characteristics of guide waves propagating along hollow cylinder, and its mode are observed clearly. The study can be used to evaluate and detect wedge structure.

  20. Truncation artifact suppression in cone-beam radionuclide transmission CT using maximum likelihood techniques: evaluation with human subjects

    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)

  1. Minimum decoding trellis length and truncation depth of wrap-around Viterbi algorithm for TBCC in mobile WiMAX

    Directory of Open Access Journals (Sweden)

    Liu Yu-Sun

    2011-01-01

    Full Text Available Abstract The performance of the wrap-around Viterbi decoding algorithm with finite truncation depth and fixed decoding trellis length is investigated for tail-biting convolutional codes in the mobile WiMAX standard. Upper bounds on the error probabilities induced by finite truncation depth and the uncertainty of the initial state are derived for the AWGN channel. The truncation depth and the decoding trellis length that yield negligible performance loss are obtained for all transmission rates over the Rayleigh channel using computer simulations. The results show that the circular decoding algorithm with an appropriately chosen truncation depth and a decoding trellis just a fraction longer than the original received code words can achieve almost the same performance as the optimal maximum likelihood decoding algorithm in mobile WiMAX. A rule of thumb for the values of the truncation depth and the trellis tail length is also proposed.

  2. On the Truncated Pareto Distribution with applications

    OpenAIRE

    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...

  3. On the propagation of truncated localized waves in dispersive silica

    KAUST Repository

    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

  4. 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...

  5. Quantum stochastic calculus associated with quadratic quantum noises

    International Nuclear Information System (INIS)

    Ji, Un Cig; Sinha, Kalyan B.

    2016-01-01

    We first study a class of fundamental quantum stochastic processes induced by the generators of a six dimensional non-solvable Lie †-algebra consisting of all linear combinations of the generalized Gross Laplacian and its adjoint, annihilation operator, creation operator, conservation, and time, and then we study the quantum stochastic integrals associated with the class of fundamental quantum stochastic processes, and the quantum Itô formula is revisited. The existence and uniqueness of solution of a quantum stochastic differential equation is proved. The unitarity conditions of solutions of quantum stochastic differential equations associated with the fundamental processes are examined. The quantum stochastic calculus extends the Hudson-Parthasarathy quantum stochastic calculus

  6. Quantum stochastic calculus associated with quadratic quantum noises

    Energy Technology Data Exchange (ETDEWEB)

    Ji, Un Cig, E-mail: uncigji@chungbuk.ac.kr [Department of Mathematics, Research Institute of Mathematical Finance, Chungbuk National University, Cheongju, Chungbuk 28644 (Korea, Republic of); Sinha, Kalyan B., E-mail: kbs-jaya@yahoo.co.in [Jawaharlal Nehru Centre for Advanced Scientific Research, Jakkur, Bangalore-64, India and Department of Mathematics, Indian Institute of Science, Bangalore-12 (India)

    2016-02-15

    We first study a class of fundamental quantum stochastic processes induced by the generators of a six dimensional non-solvable Lie †-algebra consisting of all linear combinations of the generalized Gross Laplacian and its adjoint, annihilation operator, creation operator, conservation, and time, and then we study the quantum stochastic integrals associated with the class of fundamental quantum stochastic processes, and the quantum Itô formula is revisited. The existence and uniqueness of solution of a quantum stochastic differential equation is proved. The unitarity conditions of solutions of quantum stochastic differential equations associated with the fundamental processes are examined. The quantum stochastic calculus extends the Hudson-Parthasarathy quantum stochastic calculus.

  7. Set-Valued Stochastic Lebesque Integral and Representation Theorems

    Directory of Open Access Journals (Sweden)

    Jungang Li

    2008-06-01

    Full Text Available In this paper, we shall firstly illustrate why we should introduce set-valued stochastic integrals, and then we shall discuss some properties of set-valued stochastic processes and the relation between a set-valued stochastic process and its selection set. After recalling the Aumann type definition of stochastic integral, we shall introduce a new definition of Lebesgue integral of a set-valued stochastic process with respect to the time t . Finally we shall prove the presentation theorem of set-valued stochastic integral and dis- cuss further properties that will be useful to study set-valued stochastic differential equations with their applications.

  8. Digestion proteomics: tracking lactoferrin truncation and peptide release during simulated gastric digestion.

    Science.gov (United States)

    Grosvenor, Anita J; Haigh, Brendan J; Dyer, Jolon M

    2014-11-01

    The extent to which nutritional and functional benefit is derived from proteins in food is related to its breakdown and digestion in the body after consumption. Further, detailed information about food protein truncation during digestion is critical to understanding and optimising the availability of bioactives, in controlling and limiting allergen release, and in minimising or monitoring the effects of processing and food preparation. However, tracking the complex array of products formed during the digestion of proteins is not easily accomplished using classical proteomics. We here present and develop a novel proteomic approach using isobaric labelling to mapping and tracking protein truncation and peptide release during simulated gastric digestion, using bovine lactoferrin as a model food protein. The relative abundance of related peptides was tracked throughout a digestion time course, and the effect of pasteurisation on peptide release assessed. The new approach to food digestion proteomics developed here therefore appears to be highly suitable not only for tracking the truncation and relative abundance of released peptides during gastric digestion, but also for determining the effects of protein modification on digestibility and potential bioavailability.

  9. 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.

  10. 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.

  11. 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.)

  12. 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...

  13. 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

  14. 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.''

  15. The Most Developmentally Truncated Fishes Show Extensive Hox Gene Loss and Miniaturized Genomes

    Science.gov (United States)

    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

  16. The Most Developmentally Truncated Fishes Show Extensive Hox Gene Loss and Miniaturized Genomes.

    Science.gov (United States)

    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.

  17. Identification of a functionally distinct truncated BDNF mRNA splice variant and protein in Trachemys scripta elegans.

    Directory of Open Access Journals (Sweden)

    Ganesh Ambigapathy

    Full Text Available Brain-derived neurotrophic factor (BDNF has a diverse functional role and complex pattern of gene expression. Alternative splicing of mRNA transcripts leads to further diversity of mRNAs and protein isoforms. Here, we describe the regulation of BDNF mRNA transcripts in an in vitro model of eyeblink classical conditioning and a unique transcript that forms a functionally distinct truncated BDNF protein isoform. Nine different mRNA transcripts from the BDNF gene of the pond turtle Trachemys scripta elegans (tBDNF are selectively regulated during classical conditioning: exon I mRNA transcripts show no change, exon II transcripts are downregulated, while exon III transcripts are upregulated. One unique transcript that codes from exon II, tBDNF2a, contains a 40 base pair deletion in the protein coding exon that generates a truncated tBDNF protein. The truncated transcript and protein are expressed in the naïve untrained state and are fully repressed during conditioning when full-length mature tBDNF is expressed, thereby having an alternate pattern of expression in conditioning. Truncated BDNF is not restricted to turtles as a truncated mRNA splice variant has been described for the human BDNF gene. Further studies are required to determine the ubiquity of truncated BDNF alternative splice variants across species and the mechanisms of regulation and function of this newly recognized BDNF protein.

  18. Identification of a functionally distinct truncated BDNF mRNA splice variant and protein in Trachemys scripta elegans.

    Science.gov (United States)

    Ambigapathy, Ganesh; Zheng, Zhaoqing; Li, Wei; Keifer, Joyce

    2013-01-01

    Brain-derived neurotrophic factor (BDNF) has a diverse functional role and complex pattern of gene expression. Alternative splicing of mRNA transcripts leads to further diversity of mRNAs and protein isoforms. Here, we describe the regulation of BDNF mRNA transcripts in an in vitro model of eyeblink classical conditioning and a unique transcript that forms a functionally distinct truncated BDNF protein isoform. Nine different mRNA transcripts from the BDNF gene of the pond turtle Trachemys scripta elegans (tBDNF) are selectively regulated during classical conditioning: exon I mRNA transcripts show no change, exon II transcripts are downregulated, while exon III transcripts are upregulated. One unique transcript that codes from exon II, tBDNF2a, contains a 40 base pair deletion in the protein coding exon that generates a truncated tBDNF protein. The truncated transcript and protein are expressed in the naïve untrained state and are fully repressed during conditioning when full-length mature tBDNF is expressed, thereby having an alternate pattern of expression in conditioning. Truncated BDNF is not restricted to turtles as a truncated mRNA splice variant has been described for the human BDNF gene. Further studies are required to determine the ubiquity of truncated BDNF alternative splice variants across species and the mechanisms of regulation and function of this newly recognized BDNF protein.

  19. Sea-ice floe-size distribution in the context of spontaneous scaling emergence in stochastic systems

    Science.gov (United States)

    Herman, Agnieszka

    2010-06-01

    Sea-ice floe-size distribution (FSD) in ice-pack covered seas influences many aspects of ocean-atmosphere interactions. However, data concerning FSD in the polar oceans are still sparse and processes shaping the observed FSD properties are poorly understood. Typically, power-law FSDs are assumed although no feasible explanation has been provided neither for this one nor for other properties of the observed distributions. Consequently, no model exists capable of predicting FSD parameters in any particular situation. Here I show that the observed FSDs can be well represented by a truncated Pareto distribution P(x)=x-1-αexp[(1-α)/x] , which is an emergent property of a certain group of multiplicative stochastic systems, described by the generalized Lotka-Volterra (GLV) equation. Building upon this recognition, a possibility of developing a simple agent-based GLV-type sea-ice model is considered. Contrary to simple power-law FSDs, GLV gives consistent estimates of the total floe perimeter, as well as floe-area distribution in agreement with observations.

  20. Momentum Maps and Stochastic Clebsch Action Principles

    Science.gov (United States)

    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.

  1. 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....

  2. Propagation of coherently combined truncated laser beam arrays with beam distortions in non-Kolmogorov turbulence.

    Science.gov (United States)

    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.

  3. 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

  4. Stochastic biomathematical models with applications to neuronal modeling

    CERN Document Server

    Batzel, Jerry; Ditlevsen, Susanne

    2013-01-01

    Stochastic biomathematical models are becoming increasingly important as new light is shed on the role of noise in living systems. In certain biological systems, stochastic effects may even enhance a signal, thus providing a biological motivation for the noise observed in living systems. Recent advances in stochastic analysis and increasing computing power facilitate the analysis of more biophysically realistic models, and this book provides researchers in computational neuroscience and stochastic systems with an overview of recent developments. Key concepts are developed in chapters written by experts in their respective fields. Topics include: one-dimensional homogeneous diffusions and their boundary behavior, large deviation theory and its application in stochastic neurobiological models, a review of mathematical methods for stochastic neuronal integrate-and-fire models, stochastic partial differential equation models in neurobiology, and stochastic modeling of spreading cortical depression.

  5. Introduction to stochastic dynamic programming

    CERN Document Server

    Ross, Sheldon M; Lukacs, E

    1983-01-01

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

  6. Stochastic Finite Elements in Reliability-Based Structural Optimization

    DEFF Research Database (Denmark)

    Sørensen, John Dalsgaard; Engelund, S.

    Application of stochastic finite elements in structural optimization is considered. It is shown how stochastic fields modelling e.g. the modulus of elasticity can be discretized in stochastic variables and how a sensitivity analysis of the reliability of a structural system with respect to optimi......Application of stochastic finite elements in structural optimization is considered. It is shown how stochastic fields modelling e.g. the modulus of elasticity can be discretized in stochastic variables and how a sensitivity analysis of the reliability of a structural system with respect...

  7. BRST stochastic quantization

    International Nuclear Information System (INIS)

    Hueffel, H.

    1990-01-01

    After a brief review of the BRST formalism and of the Parisi-Wu stochastic quantization method we introduce the BRST stochastic quantization scheme. It allows the second quantization of constrained Hamiltonian systems in a manifestly gauge symmetry preserving way. The examples of the relativistic particle, the spinning particle and the bosonic string are worked out in detail. The paper is closed by a discussion on the interacting field theory associated to the relativistic point particle system. 58 refs. (Author)

  8. Stochastic quantum gravity

    International Nuclear Information System (INIS)

    Rumpf, H.

    1987-01-01

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

  9. Stochastic models, estimation, and control

    CERN Document Server

    Maybeck, Peter S

    1982-01-01

    This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal stochastic control laws.

  10. 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)

  11. A heterogeneous stochastic FEM framework for elliptic PDEs

    International Nuclear Information System (INIS)

    Hou, Thomas Y.; Liu, Pengfei

    2015-01-01

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

  12. 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)

  13. Trajectory averaging for stochastic approximation MCMC algorithms

    KAUST Repository

    Liang, Faming

    2010-01-01

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

  14. Reduction of Truncation Errors in Planar Near-Field Aperture Antenna Measurements Using the Gerchberg-Papoulis Algorithm

    DEFF Research Database (Denmark)

    Martini, Enrica; Breinbjerg, Olav; Maci, Stefano

    2008-01-01

    A simple and effective procedure for the reduction of truncation errors in planar near-field measurements of aperture antennas is presented. The procedure relies on the consideration that, due to the scan plane truncation, the calculated plane wave spectrum of the field radiated by the antenna is...

  15. 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)

  16. Optimal auxiliary Hamiltonians for truncated boson-space calculations by means of a maximal-decoupling variational principle

    International Nuclear Information System (INIS)

    Li, C.

    1991-01-01

    A new method based on a maximal-decoupling variational principle is proposed to treat the Pauli-principle constraints for calculations of nuclear collective motion in a truncated boson space. The viability of the method is demonstrated through an application to the multipole form of boson Hamiltonians for the single-j and nondegenerate multi-j pairing interactions. While these boson Hamiltonians are Hermitian and contain only one- and two-boson terms, they are also the worst case for truncated boson-space calculations because they are not amenable to any boson truncations at all. By using auxiliary Hamiltonians optimally determined by the maximal-decoupling variational principle, however, truncations in the boson space become feasible and even yield reasonably accurate results. The method proposed here may thus be useful for doing realistic calculations of nuclear collective motion as well as for obtaining a viable interacting-boson-model type of boson Hamiltonian from the shell model

  17. Phase retrieval via incremental truncated amplitude flow algorithm

    Science.gov (United States)

    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.

  18. 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....

  19. 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.)

  20. Transport in Stochastic Media

    International Nuclear Information System (INIS)

    Haran, O.; Shvarts, D.; Thieberger, R.

    1998-01-01

    Classical transport of neutral particles in a binary, scattering, stochastic media is discussed. It is assumed that the cross-sections of the constituent materials and their volume fractions are known. The inner structure of the media is stochastic, but there exist a statistical knowledge about the lump sizes, shapes and arrangement. The transmission through the composite media depends on the specific heterogeneous realization of the media. The current research focuses on the averaged transmission through an ensemble of realizations, frm which an effective cross-section for the media can be derived. The problem of one dimensional transport in stochastic media has been studied extensively [1]. In the one dimensional description of the problem, particles are transported along a line populated with alternating material segments of random lengths. The current work discusses transport in two-dimensional stochastic media. The phenomenon that is unique to the multi-dimensional description of the problem is obstacle bypassing. Obstacle bypassing tends to reduce the opacity of the media, thereby reducing its effective cross-section. The importance of this phenomenon depends on the manner in which the obstacles are arranged in the media. Results of transport simulations in multi-dimensional stochastic media are presented. Effective cross-sections derived from the simulations are compared against those obtained for the one-dimensional problem, and against those obtained from effective multi-dimensional models, which are partially based on a Markovian assumption

  1. 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...

  2. Stochastic Stability of Endogenous Growth: Theory and Applications

    OpenAIRE

    Boucekkine, Raouf; Pintus, Patrick; Zou, Benteng

    2015-01-01

    We examine the issue of stability of stochastic endogenous growth. First, stochastic stability concepts are introduced and applied to stochastic linear homogenous differen- tial equations to which several stochastic endogenous growth models reduce. Second, we apply the mathematical theory to two models, starting with the stochastic AK model. It’s shown that in this case exponential balanced paths, which characterize optimal trajectories in the absence of uncertainty, are not robust to uncerta...

  3. 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.

  4. Stochastic diffusion models for substitutable technological innovations

    NARCIS (Netherlands)

    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

  5. 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)

  6. 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.

  7. Stochastic Finite Elements in Reliability-Based Structural Optimization

    DEFF Research Database (Denmark)

    Sørensen, John Dalsgaard; Engelund, S.

    1995-01-01

    Application of stochastic finite elements in structural optimization is considered. It is shown how stochastic fields modelling e.g. the modulus of elasticity can be discretized in stochastic variables and how a sensitivity analysis of the reliability of a structural system with respect to optimi......Application of stochastic finite elements in structural optimization is considered. It is shown how stochastic fields modelling e.g. the modulus of elasticity can be discretized in stochastic variables and how a sensitivity analysis of the reliability of a structural system with respect...... to optimization variables can be performed. A computer implementation is described and an illustrative example is given....

  8. Environmental vs Demographic Stochasticity in Population Growth

    OpenAIRE

    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.

  9. Alternative Asymmetric Stochastic Volatility Models

    NARCIS (Netherlands)

    M. Asai (Manabu); M.J. McAleer (Michael)

    2010-01-01

    textabstractThe stochastic volatility model usually incorporates asymmetric effects by introducing the negative correlation between the innovations in returns and volatility. In this paper, we propose a new asymmetric stochastic volatility model, based on the leverage and size effects. The model is

  10. Transport stochastic multi-dimensional media

    International Nuclear Information System (INIS)

    Haran, O.; Shvarts, D.

    1996-01-01

    Many physical phenomena evolve according to known deterministic rules, but in a stochastic media in which the composition changes in space and time. Examples to such phenomena are heat transfer in turbulent atmosphere with non uniform diffraction coefficients, neutron transfer in boiling coolant of a nuclear reactor and radiation transfer through concrete shields. The results of measurements conducted upon such a media are stochastic by nature, and depend on the specific realization of the media. In the last decade there has been a considerable efforts to describe linear particle transport in one dimensional stochastic media composed of several immiscible materials. However, transport in two or three dimensional stochastic media has been rarely addressed. The important effect in multi-dimensional transport that does not appear in one dimension is the ability to bypass obstacles. The current work is an attempt to quantify this effect. (authors)

  11. Transport stochastic multi-dimensional media

    Energy Technology Data Exchange (ETDEWEB)

    Haran, O; Shvarts, D [Israel Atomic Energy Commission, Beersheba (Israel). Nuclear Research Center-Negev; Thiberger, R [Ben-Gurion Univ. of the Negev, Beersheba (Israel)

    1996-12-01

    Many physical phenomena evolve according to known deterministic rules, but in a stochastic media in which the composition changes in space and time. Examples to such phenomena are heat transfer in turbulent atmosphere with non uniform diffraction coefficients, neutron transfer in boiling coolant of a nuclear reactor and radiation transfer through concrete shields. The results of measurements conducted upon such a media are stochastic by nature, and depend on the specific realization of the media. In the last decade there has been a considerable efforts to describe linear particle transport in one dimensional stochastic media composed of several immiscible materials. However, transport in two or three dimensional stochastic media has been rarely addressed. The important effect in multi-dimensional transport that does not appear in one dimension is the ability to bypass obstacles. The current work is an attempt to quantify this effect. (authors).

  12. Performance Comparison of Assorted Color Spaces for Multilevel Block Truncation Coding based Face Recognition

    OpenAIRE

    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...

  13. Modelling and application of stochastic processes

    CERN Document Server

    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,...

  14. 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

  15. Stochastic modeling and analysis of telecoms networks

    CERN Document Server

    Decreusefond, Laurent

    2012-01-01

    This book addresses the stochastic modeling of telecommunication networks, introducing the main mathematical tools for that purpose, such as Markov processes, real and spatial point processes and stochastic recursions, and presenting a wide list of results on stability, performances and comparison of systems.The authors propose a comprehensive mathematical construction of the foundations of stochastic network theory: Markov chains, continuous time Markov chains are extensively studied using an original martingale-based approach. A complete presentation of stochastic recursions from an

  16. 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

  17. Cross-layer combining of power control and adaptive modulation with truncated ARQ for cognitive radios

    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.

  18. Trajectory averaging for stochastic approximation MCMC algorithms

    KAUST Repository

    Liang, Faming

    2010-10-01

    The subject of stochastic approximation was founded by Robbins and Monro [Ann. Math. Statist. 22 (1951) 400-407]. After five decades of continual development, it has developed into an important area in systems control and optimization, and it has also served as a prototype for the development of adaptive algorithms for on-line estimation and control of stochastic systems. Recently, it has been used in statistics with Markov chain Monte Carlo for solving maximum likelihood estimation problems and for general simulation and optimizations. In this paper, we first show that the trajectory averaging estimator is asymptotically efficient for the stochastic approximation MCMC (SAMCMC) algorithm under mild conditions, and then apply this result 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 approximation MLE algorithm for missing data problems, is also considered in the paper. © Institute of Mathematical Statistics, 2010.

  19. Stochastic resonance during a polymer translocation process

    International Nuclear Information System (INIS)

    Mondal, Debasish; Muthukumar, M.

    2016-01-01

    We have studied the occurrence of stochastic resonance when a flexible polymer chain undergoes a single-file translocation through a nano-pore separating two spherical cavities, under a time-periodic external driving force. The translocation of the chain is controlled by a free energy barrier determined by chain length, pore length, pore-polymer interaction, and confinement inside the donor and receiver cavities. The external driving force is characterized by a frequency and amplitude. By combining the Fokker-Planck formalism for polymer translocation and a two-state model for stochastic resonance, we have derived analytical formulas for criteria for emergence of stochastic resonance during polymer translocation. We show that no stochastic resonance is possible if the free energy barrier for polymer translocation is purely entropic in nature. The polymer chain exhibits stochastic resonance only in the presence of an energy threshold in terms of polymer-pore interactions. Once stochastic resonance is feasible, the chain entropy controls the optimal synchronization conditions significantly.

  20. Is human failure a stochastic process?

    International Nuclear Information System (INIS)

    Dougherty, Ed M.

    1997-01-01

    Human performance results in failure events that occur with a risk-significant frequency. System analysts have taken for granted the random (stochastic) nature of these events in engineering assessments such as risk assessment. However, cognitive scientists and error technologists, at least those who have interest in human reliability, have, over the recent years, claimed that human error does not need this stochastic framework. Yet they still use the language appropriate to stochastic processes. This paper examines the potential for the stochastic nature of human failure production as the basis for human reliability analysis. It distinguishes and leaves to others, however, the epistemic uncertainties over the possible probability models for the real variability of human performance

  1. Stochastic Switching Dynamics

    DEFF Research Database (Denmark)

    Simonsen, Maria

    This thesis treats stochastic systems with switching dynamics. Models with these characteristics are studied from several perspectives. Initially in a simple framework given in the form of stochastic differential equations and, later, in an extended form which fits into the framework of sliding...... mode control. It is investigated how to understand and interpret solutions to models of switched systems, which are exposed to discontinuous dynamics and uncertainties (primarily) in the form of white noise. The goal is to gain knowledge about the performance of the system by interpreting the solution...

  2. Stochastic singular optics

    CSIR Research Space (South Africa)

    Roux, FS

    2013-09-01

    Full Text Available Roux Presented at the International Conference on Correlation Optics 2013 Chernivtsi, Ukraine 18-20 September 2013 CSIR National Laser Centre, Pretoria, South Africa – p. 1/24 Contents ⊲ Defining Stochastic Singular Optics (SSO) ⊲ Tools of Stochastic... of vortices: topological charge ±1 (higher order are unstable). Positive and negative vortex densities np(x, y, z) and nn(x, y, z) ⊲ Vortex density: V = np + nn ⊲ Topological charge density: T = np − nn – p. 4/24 Subfields of SSO ⊲ Homogeneous, normally...

  3. Dual scan CT image recovery from truncated projections

    Science.gov (United States)

    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.

  4. Dynamics of non-holonomic systems with stochastic transport

    Science.gov (United States)

    Holm, D. D.; Putkaradze, V.

    2018-01-01

    This paper formulates a variational approach for treating observational uncertainty and/or computational model errors as stochastic transport in dynamical systems governed by action principles under non-holonomic constraints. For this purpose, we derive, analyse and numerically study the example of an unbalanced spherical ball rolling under gravity along a stochastic path. Our approach uses the Hamilton-Pontryagin variational principle, constrained by a stochastic rolling condition, which we show is equivalent to the corresponding stochastic Lagrange-d'Alembert principle. In the example of the rolling ball, the stochasticity represents uncertainty in the observation and/or error in the computational simulation of the angular velocity of rolling. The influence of the stochasticity on the deterministically conserved quantities is investigated both analytically and numerically. Our approach applies to a wide variety of stochastic, non-holonomically constrained systems, because it preserves the mathematical properties inherited from the variational principle.

  5. Tau truncation is a productive posttranslational modification of neurofibrillary degeneration in Alzheimer's disease.

    Science.gov (United States)

    Kovacech, B; Novak, M

    2010-12-01

    Deposits of the misfolded neuronal protein tau are major hallmarks of neurodegeneration in Alzheimer's disease (AD) and other tauopathies. The etiology of the transformation process of the intrinsically disordered soluble protein tau into the insoluble misordered aggregate has attracted much attention. Tau undergoes multiple modifications in AD, most notably hyperphosphorylation and truncation. Hyperphosphorylation is widely regarded as the hottest candidate for the inducer of the neurofibrillary pathology. However, the true nature of the impetus that initiates the whole process in the human brains remains unknown. In AD, several site-specific tau cleavages were identified and became connected to the progression of the disease. In addition, western blot analyses of tau species in AD brains reveal multitudes of various truncated forms. In this review we summarize evidence showing that tau truncation alone is sufficient to induce the complete cascade of neurofibrillary pathology, including hyperphosphorylation and accumulation of misfolded insoluble forms of tau. Therefore, proteolytical abnormalities in the stressed neurons and production of aberrant tau cleavage products deserve closer attention and should be considered as early therapeutic targets for Alzheimer's disease.

  6. 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

  7. Stochastic inflation in phase space: is slow roll a stochastic attractor?

    Energy Technology Data Exchange (ETDEWEB)

    Grain, Julien [Institut d' Astrophysique Spatiale, UMR8617, CNRS, Univ. Paris Sud, Université Paris-Saclay, Bt. 121, Orsay, F-91405 (France); Vennin, Vincent, E-mail: julien.grain@ias.u-psud.fr, E-mail: vincent.vennin@port.ac.uk [Institute of Cosmology and Gravitation, University of Portsmouth, Dennis Sciama Building, Burnaby Road, Portsmouth, PO13FX (United Kingdom)

    2017-05-01

    An appealing feature of inflationary cosmology is the presence of a phase-space attractor, ''slow roll'', which washes out the dependence on initial field velocities. We investigate the robustness of this property under backreaction from quantum fluctuations using the stochastic inflation formalism in the phase-space approach. A Hamiltonian formulation of stochastic inflation is presented, where it is shown that the coarse-graining procedure—where wavelengths smaller than the Hubble radius are integrated out—preserves the canonical structure of free fields. This means that different sets of canonical variables give rise to the same probability distribution which clarifies the literature with respect to this issue. The role played by the quantum-to-classical transition is also analysed and is shown to constrain the coarse-graining scale. In the case of free fields, we find that quantum diffusion is aligned in phase space with the slow-roll direction. This implies that the classical slow-roll attractor is immune to stochastic effects and thus generalises to a stochastic attractor regardless of initial conditions, with a relaxation time at least as short as in the classical system. For non-test fields or for test fields with non-linear self interactions however, quantum diffusion and the classical slow-roll flow are misaligned. We derive a condition on the coarse-graining scale so that observational corrections from this misalignment are negligible at leading order in slow roll.

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

    KAUST Repository

    Richtarik, Peter; Taká č, Martin

    2017-01-01

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

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

    KAUST Repository

    Richtarik, Peter

    2017-06-04

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

  10. Quantization of dynamical systems and stochastic control theory

    International Nuclear Information System (INIS)

    Guerra, F.; Morato, L.M.

    1982-09-01

    In the general framework of stochastic control theory we introduce a suitable form of stochastic action associated to the controlled process. Then a variational principle gives all main features of Nelson's stochastic mechanics. In particular we derive the expression of the current velocity field as the gradient of the phase action. Moreover the stochastic corrections to the Hamilton-Jacobi equation are in agreement with the quantum mechanical form of the Madelung fluid (equivalent to the Schroedinger equation). Therefore stochastic control theory can provide a very simple model simulating quantum mechanical behavior

  11. 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

  12. 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)

  13. 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

  14. 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...

  15. Stochastic programming with integer recourse

    NARCIS (Netherlands)

    van der Vlerk, Maarten Hendrikus

    1995-01-01

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

  16. Amplitude of Light Scattering by a Truncated Pyramid and Cone in the Rayleigh-Gans-Debye Approximation

    Directory of Open Access Journals (Sweden)

    Konstantin A. Shapovalov

    2013-01-01

    Full Text Available The article considers general approach to structured particle and particle system form factor calculation in the Rayleigh-Gans-Debye (RGD approximation. Using this approach, amplitude of light scattering by a truncated pyramid and cone formulas in RGD approximation are obtained. Light scattering indicator by a truncated pyramid and cone in the RGD approximation are calculated.

  17. Protoplanetary disc truncation mechanisms in stellar clusters: comparing external photoevaporation and tidal encounters

    Science.gov (United States)

    Winter, A. J.; Clarke, C. J.; Rosotti, G.; Ih, J.; Facchini, S.; Haworth, T. J.

    2018-04-01

    Most stars form and spend their early life in regions of enhanced stellar density. Therefore the evolution of protoplanetary discs (PPDs) hosted by such stars are subject to the influence of other members of the cluster. Physically, PPDs might be truncated either by photoevaporation due to ultraviolet flux from massive stars, or tidal truncation due to close stellar encounters. Here we aim to compare the two effects in real cluster environments. In this vein we first review the properties of well studied stellar clusters with a focus on stellar number density, which largely dictates the degree of tidal truncation, and far ultraviolet (FUV) flux, which is indicative of the rate of external photoevaporation. We then review the theoretical PPD truncation radius due to an arbitrary encounter, additionally taking into account the role of eccentric encounters that play a role in hot clusters with a 1D velocity dispersion σv ≳ 2 km/s. Our treatment is then applied statistically to varying local environments to establish a canonical threshold for the local stellar density (nc ≳ 104 pc-3) for which encounters can play a significant role in shaping the distribution of PPD radii over a timescale ˜3 Myr. By combining theoretical mass loss rates due to FUV flux with viscous spreading in a PPD we establish a similar threshold for which a massive disc is completely destroyed by external photoevaporation. Comparing these thresholds in local clusters we find that if either mechanism has a significant impact on the PPD population then photoevaporation is always the dominating influence.

  18. 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)

  19. The Dynamic Programming Method of Stochastic Differential Game for Functional Forward-Backward Stochastic System

    Directory of Open Access Journals (Sweden)

    Shaolin Ji

    2013-01-01

    Full Text Available This paper is devoted to a stochastic differential game (SDG of decoupled functional forward-backward stochastic differential equation (FBSDE. For our SDG, the associated upper and lower value functions of the SDG are defined through the solution of controlled functional backward stochastic differential equations (BSDEs. Applying the Girsanov transformation method introduced by Buckdahn and Li (2008, the upper and the lower value functions are shown to be deterministic. We also generalize the Hamilton-Jacobi-Bellman-Isaacs (HJBI equations to the path-dependent ones. By establishing the dynamic programming principal (DPP, we derive that the upper and the lower value functions are the viscosity solutions of the corresponding upper and the lower path-dependent HJBI equations, respectively.

  20. 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.

  1. The Robustness of Stochastic Switching Networks

    OpenAIRE

    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...

  2. The intrinsic stochasticity of near-integrable Hamiltonian systems

    Energy Technology Data Exchange (ETDEWEB)

    Krlin, L [Ceskoslovenska Akademie Ved, Prague (Czechoslovakia). Ustav Fyziky Plazmatu

    1989-09-01

    Under certain conditions, the dynamics of near-integrable Hamiltonian systems appears to be stochastic. This stochasticity (intrinsic stochasticity, or deterministic chaos) is closely related to the Kolmogorov-Arnold-Moser (KAM) theorem of the stability of near-integrable multiperiodic Hamiltonian systems. The effect of the intrinsic stochasticity attracts still growing attention both in theory and in various applications in contemporary physics. The paper discusses the relation of the intrinsic stochasticity to the modern ergodic theory and to the KAM theorem, and describes some numerical experiments on related astrophysical and high-temperature plasma problems. Some open questions are mentioned in conclusion. (author).

  3. 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)

  4. Exact method for the simulation of Coulombic systems by spherically truncated, pairwise r-1 summation

    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

  5. 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.

  6. Optical asymmetric cryptography based on elliptical polarized light linear truncation and a numerical reconstruction technique.

    Science.gov (United States)

    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.

  7. 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...).

  8. 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.

  9. 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.

  10. 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.

  11. Approximating Preemptive Stochastic Scheduling

    OpenAIRE

    Megow Nicole; Vredeveld Tjark

    2009-01-01

    We present constant approximative policies for preemptive stochastic scheduling. We derive policies with a guaranteed performance ratio of 2 for scheduling jobs with release dates on identical parallel machines subject to minimizing the sum of weighted completion times. Our policies as well as their analysis apply also to the recently introduced more general model of stochastic online scheduling. The performance guarantee we give matches the best result known for the corresponding determinist...

  12. The stochastic goodwill problem

    OpenAIRE

    Marinelli, Carlo

    2003-01-01

    Stochastic control problems related to optimal advertising under uncertainty are considered. In particular, we determine the optimal strategies for the problem of maximizing the utility of goodwill at launch time and minimizing the disutility of a stream of advertising costs that extends until the launch time for some classes of stochastic perturbations of the classical Nerlove-Arrow dynamics. We also consider some generalizations such as problems with constrained budget and with discretionar...

  13. 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...

  14. The relation between relativistic and nonrelativistic solitons and kinks

    International Nuclear Information System (INIS)

    Baby, B.V.; Barut, A.O.

    1988-01-01

    The solutions of the nonlinear Klein-Gordon (KG) equations and nonlinear Schroedinger equations (NLSE) are usually dealt with separately. We study here some consequences of the simple observation that these equations and the corresponding solutions belong to the same family and the latter are the limiting cases of the former. This study leads to several new exact solutions for both the NLSE and nonlinear KG equations. 33 refs

  15. History-dependent stochastic Petri nets

    NARCIS (Netherlands)

    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

  16. Stochastic ferromagnetism analysis and numerics

    CERN Document Server

    Brzezniak, Zdzislaw; Neklyudov, Mikhail; Prohl, Andreas

    2013-01-01

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

  17. 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 ...

  18. Modelling Cow Behaviour Using Stochastic Automata

    DEFF Research Database (Denmark)

    Jónsson, Ragnar Ingi

    This report covers an initial study on the modelling of cow behaviour using stochastic automata with the aim of detecting lameness. Lameness in cows is a serious problem that needs to be dealt with because it results in less profitable production units and in reduced quality of life...... for the affected livestock. By featuring training data consisting of measurements of cow activity, three different models are obtained, namely an autonomous stochastic automaton, a stochastic automaton with coinciding state and output and an autonomous stochastic automaton with coinciding state and output, all...... of which describe the cows' activity in the two regarded behavioural scenarios, non-lame and lame. Using the experimental measurement data the different behavioural relations for the two regarded behavioural scenarios are assessed. The three models comprise activity within last hour, activity within last...

  19. Exact fan-beam image reconstruction algorithm for truncated projection data acquired from an asymmetric half-size detector

    International Nuclear Information System (INIS)

    Leng Shuai; Zhuang Tingliang; Nett, Brian E; Chen Guanghong

    2005-01-01

    In this paper, we present a new algorithm designed for a specific data truncation problem in fan-beam CT. We consider a scanning configuration in which the fan-beam projection data are acquired from an asymmetrically positioned half-sized detector. Namely, the asymmetric detector only covers one half of the scanning field of view. Thus, the acquired fan-beam projection data are truncated at every view angle. If an explicit data rebinning process is not invoked, this data acquisition configuration will reek havoc on many known fan-beam image reconstruction schemes including the standard filtered backprojection (FBP) algorithm and the super-short-scan FBP reconstruction algorithms. However, we demonstrate that a recently developed fan-beam image reconstruction algorithm which reconstructs an image via filtering a backprojection image of differentiated projection data (FBPD) survives the above fan-beam data truncation problem. Namely, we may exactly reconstruct the whole image object using the truncated data acquired in a full scan mode (2π angular range). We may also exactly reconstruct a small region of interest (ROI) using the truncated projection data acquired in a short-scan mode (less than 2π angular range). The most important characteristic of the proposed reconstruction scheme is that an explicit data rebinning process is not introduced. Numerical simulations were conducted to validate the new reconstruction algorithm

  20. Energy cascade with small-scale thermalization, counterflow metastability, and anomalous velocity of vortex rings in Fourier-truncated Gross-Pitaevskii equation

    International Nuclear Information System (INIS)

    Krstulovic, Giorgio; Brachet, Marc

    2011-01-01

    The statistical equilibria of the (conservative) dynamics of the Gross-Pitaevskii equation (GPE) with a finite range of spatial Fourier modes are characterized using a new algorithm, based on a stochastically forced Ginzburg-Landau equation (SGLE), that directly generates grand-canonical distributions. The SGLE-generated distributions are validated against finite-temperature GPE-thermalized states and exact (low-temperature) results obtained by steepest descent on the (grand-canonical) partition function. A standard finite-temperature second-order λ transition is exhibited. A mechanism of GPE thermalization through a direct cascade of energy is found using initial conditions with mass and energy distributed at large scales. A long transient with partial thermalization at small scales is observed before the system reaches equilibrium. Vortices are shown to disappear as a prelude to final thermalization and their annihilation is related to the contraction of vortex rings due to mutual friction. Increasing the amount of dispersion at the truncation wave number is shown to slow thermalization and vortex annihilation. A bottleneck that produces spontaneous effective self-truncation with partial thermalization is characterized in the limit of large dispersive effects. Metastable counterflow states, with nonzero values of momentum, are generated using the SGLE algorithm. Spontaneous nucleation of the vortex ring is observed and the corresponding Arrhenius law is characterized. Dynamical counterflow effects on vortex evolution are investigated using two exact solutions of the GPE: traveling vortex rings and a motionless crystal-like lattice of vortex lines. Longitudinal effects are produced and measured on the crystal lattice. A dilatation of vortex rings is obtained for counterflows larger than their translational velocity. The vortex ring translational velocity has a dependence on temperature that is an order of magnitude above that of the crystal lattice, an effect

  1. 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....

  2. Statistical Methods for Stochastic Differential Equations

    CERN Document Server

    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

  3. 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.

  4. 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)

  5. 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)

  6. Stochastic dynamics and irreversibility

    CERN Document Server

    Tomé, Tânia

    2015-01-01

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

  7. The Extended Erlang-Truncated Exponential distribution: Properties and application to rainfall data.

    Science.gov (United States)

    Okorie, I E; Akpanta, A C; Ohakwe, J; Chikezie, D C

    2017-06-01

    The Erlang-Truncated Exponential ETE distribution is modified and the new lifetime distribution is called the Extended Erlang-Truncated Exponential EETE distribution. Some statistical and reliability properties of the new distribution are given and the method of maximum likelihood estimate was proposed for estimating the model parameters. The usefulness and flexibility of the EETE distribution was illustrated with an uncensored data set and its fit was compared with that of the ETE and three other three-parameter distributions. Results based on the minimized log-likelihood ([Formula: see text]), Akaike information criterion (AIC), Bayesian information criterion (BIC) and the generalized Cramér-von Mises [Formula: see text] statistics shows that the EETE distribution provides a more reasonable fit than the one based on the other competing distributions.

  8. Truncation effects in the functional renormalization group study of spontaneous symmetry breaking

    International Nuclear Information System (INIS)

    Defenu, N.; Mati, P.; Márián, I.G.; Nándori, I.; Trombettoni, A.

    2015-01-01

    We study the occurrence of spontaneous symmetry breaking (SSB) for O(N) models using functional renormalization group techniques. We show that even the local potential approximation (LPA) when treated exactly is sufficient to give qualitatively correct results for systems with continuous symmetry, in agreement with the Mermin-Wagner theorem and its extension to systems with fractional dimensions. For general N (including the Ising model N=1) we study the solutions of the LPA equations for various truncations around the zero field using a finite number of terms (and different regulators), showing that SSB always occurs even where it should not. The SSB is signalled by Wilson-Fisher fixed points which for any truncation are shown to stay on the line defined by vanishing mass beta functions.

  9. Firewalls as artefacts of inconsistent truncations of quantum geometries

    Science.gov (United States)

    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.

  10. Automated Flight Routing Using Stochastic Dynamic Programming

    Science.gov (United States)

    Ng, Hok K.; Morando, Alex; Grabbe, Shon

    2010-01-01

    Airspace capacity reduction due to convective weather impedes air traffic flows and causes traffic congestion. This study presents an algorithm that reroutes flights in the presence of winds, enroute convective weather, and congested airspace based on stochastic dynamic programming. A stochastic disturbance model incorporates into the reroute design process the capacity uncertainty. A trajectory-based airspace demand model is employed for calculating current and future airspace demand. The optimal routes minimize the total expected traveling time, weather incursion, and induced congestion costs. They are compared to weather-avoidance routes calculated using deterministic dynamic programming. The stochastic reroutes have smaller deviation probability than the deterministic counterpart when both reroutes have similar total flight distance. The stochastic rerouting algorithm takes into account all convective weather fields with all severity levels while the deterministic algorithm only accounts for convective weather systems exceeding a specified level of severity. When the stochastic reroutes are compared to the actual flight routes, they have similar total flight time, and both have about 1% of travel time crossing congested enroute sectors on average. The actual flight routes induce slightly less traffic congestion than the stochastic reroutes but intercept more severe convective weather.

  11. A Novel SCCA Approach via Truncated ℓ1-norm and Truncated Group Lasso for Brain Imaging Genetics.

    Science.gov (United States)

    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

  12. Transport properties of stochastic Lorentz models

    NARCIS (Netherlands)

    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

  13. Sea-ice floe-size distribution in the context of spontaneous scaling emergence in stochastic systems.

    Science.gov (United States)

    Herman, Agnieszka

    2010-06-01

    Sea-ice floe-size distribution (FSD) in ice-pack covered seas influences many aspects of ocean-atmosphere interactions. However, data concerning FSD in the polar oceans are still sparse and processes shaping the observed FSD properties are poorly understood. Typically, power-law FSDs are assumed although no feasible explanation has been provided neither for this one nor for other properties of the observed distributions. Consequently, no model exists capable of predicting FSD parameters in any particular situation. Here I show that the observed FSDs can be well represented by a truncated Pareto distribution P(x)=x(-1-α) exp[(1-α)/x] , which is an emergent property of a certain group of multiplicative stochastic systems, described by the generalized Lotka-Volterra (GLV) equation. Building upon this recognition, a possibility of developing a simple agent-based GLV-type sea-ice model is considered. Contrary to simple power-law FSDs, GLV gives consistent estimates of the total floe perimeter, as well as floe-area distribution in agreement with observations.

  14. Stochastic gene expression in Arabidopsis thaliana.

    Science.gov (United States)

    Araújo, Ilka Schultheiß; Pietsch, Jessica Magdalena; Keizer, Emma Mathilde; Greese, Bettina; Balkunde, Rachappa; Fleck, Christian; Hülskamp, Martin

    2017-12-14

    Although plant development is highly reproducible, some stochasticity exists. This developmental stochasticity may be caused by noisy gene expression. Here we analyze the fluctuation of protein expression in Arabidopsis thaliana. Using the photoconvertible KikGR marker, we show that the protein expressions of individual cells fluctuate over time. A dual reporter system was used to study extrinsic and intrinsic noise of marker gene expression. We report that extrinsic noise is higher than intrinsic noise and that extrinsic noise in stomata is clearly lower in comparison to several other tissues/cell types. Finally, we show that cells are coupled with respect to stochastic protein expression in young leaves, hypocotyls and roots but not in mature leaves. Our data indicate that stochasticity of gene expression can vary between tissues/cell types and that it can be coupled in a non-cell-autonomous manner.

  15. Stochastic deformation of a thermodynamic symplectic structure

    OpenAIRE

    Kazinski, P. O.

    2008-01-01

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

  16. Stochastic differential equations and diffusion processes

    CERN Document Server

    Ikeda, N

    1989-01-01

    Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale framework, which was developed by J.L. Doob and which plays an indispensable role in the modern theory of stochastic analysis.A considerable number of corrections and improvements have been made for the second edition of this classic work. In particular, major and substantial changes are in Chapter III and Chapter V where the sections treating excursions of Brownian Motion and the Malliavin Calculus have been expanded and refined. Sectio

  17. Modeling and analysis of stochastic systems

    CERN Document Server

    Kulkarni, Vidyadhar G

    2011-01-01

    Based on the author's more than 25 years of teaching experience, Modeling and Analysis of Stochastic Systems, Second Edition covers the most important classes of stochastic processes used in the modeling of diverse systems, from supply chains and inventory systems to genetics and biological systems. For each class of stochastic process, the text includes its definition, characterization, applications, transient and limiting behavior, first passage times, and cost/reward models. Along with reorganizing the material, this edition revises and adds new exercises and examples. New to the second edi

  18. Stochastic resonance: noise-enhanced order

    International Nuclear Information System (INIS)

    Anishchenko, Vadim S; Neiman, Arkady B; Moss, F; Shimansky-Geier, L

    1999-01-01

    Stochastic resonance (SR) provides a glaring example of a noise-induced transition in a nonlinear system driven by an information signal and noise simultaneously. In the regime of SR some characteristics of the information signal (amplification factor, signal-to-noise ratio, the degrees of coherence and of order, etc.) at the output of the system are significantly improved at a certain optimal noise level. SR is realized only in nonlinear systems for which a noise-intensity-controlled characteristic time becomes available. In the present review the physical mechanism and methods of theoretical description of SR are briefly discussed. SR features determined by the structure of the information signal, noise statistics and properties of particular systems with SR are studied. A nontrivial phenomenon of stochastic synchronization defined as locking of the instantaneous phase and switching frequency of a bistable system by external periodic force is analyzed in detail. Stochastic synchronization is explored in single and coupled bistable oscillators, including ensembles. The effects of SR and stochastic synchronization of ensembles of stochastic resonators are studied both with and without coupling between the elements. SR is considered in dynamical and nondynamical (threshold) systems. The SR effect is analyzed from the viewpoint of information and entropy characteristics of the signal, which determine the degree of order or self-organization in the system. Applications of the SR concept to explaining the results of a series of biological experiments are discussed. (reviews of topical problems)

  19. Stochastic resonance: noise-enhanced order

    Energy Technology Data Exchange (ETDEWEB)

    Anishchenko, Vadim S; Neiman, Arkady B [N.G. Chernyshevskii Saratov State University, Saratov (Russian Federation); Moss, F [Department of Physics and Astronomy, University of Missouri at St. Louis (United States); Shimansky-Geier, L [Humboldt University at Berlin (Germany)

    1999-01-31

    Stochastic resonance (SR) provides a glaring example of a noise-induced transition in a nonlinear system driven by an information signal and noise simultaneously. In the regime of SR some characteristics of the information signal (amplification factor, signal-to-noise ratio, the degrees of coherence and of order, etc.) at the output of the system are significantly improved at a certain optimal noise level. SR is realized only in nonlinear systems for which a noise-intensity-controlled characteristic time becomes available. In the present review the physical mechanism and methods of theoretical description of SR are briefly discussed. SR features determined by the structure of the information signal, noise statistics and properties of particular systems with SR are studied. A nontrivial phenomenon of stochastic synchronization defined as locking of the instantaneous phase and switching frequency of a bistable system by external periodic force is analyzed in detail. Stochastic synchronization is explored in single and coupled bistable oscillators, including ensembles. The effects of SR and stochastic synchronization of ensembles of stochastic resonators are studied both with and without coupling between the elements. SR is considered in dynamical and nondynamical (threshold) systems. The SR effect is analyzed from the viewpoint of information and entropy characteristics of the signal, which determine the degree of order or self-organization in the system. Applications of the SR concept to explaining the results of a series of biological experiments are discussed. (reviews of topical problems)

  20. Stochastic Community Assembly: Does It Matter in Microbial Ecology?

    Science.gov (United States)

    Zhou, Jizhong; Ning, Daliang

    2017-12-01

    Understanding the mechanisms controlling community diversity, functions, succession, and biogeography is a central, but poorly understood, topic in ecology, particularly in microbial ecology. Although stochastic processes are believed to play nonnegligible roles in shaping community structure, their importance relative to deterministic processes is hotly debated. The importance of ecological stochasticity in shaping microbial community structure is far less appreciated. Some of the main reasons for such heavy debates are the difficulty in defining stochasticity and the diverse methods used for delineating stochasticity. Here, we provide a critical review and synthesis of data from the most recent studies on stochastic community assembly in microbial ecology. We then describe both stochastic and deterministic components embedded in various ecological processes, including selection, dispersal, diversification, and drift. We also describe different approaches for inferring stochasticity from observational diversity patterns and highlight experimental approaches for delineating ecological stochasticity in microbial communities. In addition, we highlight research challenges, gaps, and future directions for microbial community assembly research. Copyright © 2017 American Society for Microbiology.

  1. Reduction of truncation errors in planar near-field aperture antenna measurements using the method of alternating orthogonal projections

    DEFF Research Database (Denmark)

    Martini, Enrica; Breinbjerg, Olav; Maci, Stefano

    2006-01-01

    A simple and effective procedure for the reduction of truncation error in planar near-field to far-field transformations is presented. The starting point is the consideration that the actual scan plane truncation implies a reliability of the reconstructed plane wave spectrum of the field radiated...

  2. Different truncation methods of AUC between Japan and the EU for bioequivalence assessment: influence on the regulatory judgment.

    Science.gov (United States)

    Oishi, Masayo; Chiba, Koji; Fukushima, Takashi; Tomono, Yoshiro; Suwa, Toshio

    2012-01-01

    In regulatory guidelines for bioequivalence (BE) assessment, the definitions of AUC for primary assessment are different in ICH countries, i.e., AUC from zero to the last sampling point (AUCall) in Japan, AUC from zero to infinity (AUCinf) or AUC from zero to the last measurable point (AUClast) in the US, and AUClast in the EU. To assure sufficient accuracy of truncated AUC for BE assessment, the ratio of truncated AUC (AUCall or AUClast) to AUCinf should be more than 80% both in Japanese and EU guidelines. We investigated how the difference in the definition of truncated AUC affects BE assessment of sustained release (SR) formulation. Our simulation result demonstrated that AUCall/AUCinf could be ≥80% despite AUClast/AUCinf being AUC affected the judgment of validity of truncated AUC for BE assessment, and AUCall could fail to detect the substantially different in vivo dissolution profile of generic drugs with SR formulation from the original drug.

  3. Stochastic processes

    CERN Document Server

    Borodin, Andrei N

    2017-01-01

    This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes. In turn, it also presents proofs of well-known results, sometimes together with new approaches. Moreover, the book explores topics not previously covered elsewhere, such as distributions of functionals of diffusions stopped at different random times, the Brownian local time, diffusions with jumps, and an invariance principle for random walks and local times. Supported by carefully selected material, the book showcases a wealth of examples that demonstrate how to solve concrete problems by applying theoretical results. It addresses a broad range of applications, focusing on concrete computational techniques rather than on abstract theory. The content presented here is largely self-contained, making it suitable for researchers and graduate students alike.

  4. Stochastic chaos in a Duffing oscillator and its control

    International Nuclear Information System (INIS)

    Wu Cunli; Lei Youming; Fang Tong

    2006-01-01

    Stochastic chaos discussed here means a kind of chaotic responses in a Duffing oscillator with bounded random parameters under harmonic excitations. A system with random parameters is usually called a stochastic system. The modifier 'stochastic' here implies dependent on some random parameter. As the system itself is stochastic, so is the response, even under harmonic excitations alone. In this paper stochastic chaos and its control are verified by the top Lyapunov exponent of the system. A non-feedback control strategy is adopted here by adding an adjustable noisy phase to the harmonic excitation, so that the control can be realized by adjusting the noise level. It is found that by this control strategy stochastic chaos can be tamed down to the small neighborhood of a periodic trajectory or an equilibrium state. In the analysis the stochastic Duffing oscillator is first transformed into an equivalent deterministic nonlinear system by the Gegenbauer polynomial approximation, so that the problem of controlling stochastic chaos can be reduced into the problem of controlling deterministic chaos in the equivalent system. Then the top Lyapunov exponent of the equivalent system is obtained by Wolf's method to examine the chaotic behavior of the response. Numerical simulations show that the random phase control strategy is an effective way to control stochastic chaos

  5. Stochastic stability and bifurcation in a macroeconomic model

    International Nuclear Information System (INIS)

    Li Wei; Xu Wei; Zhao Junfeng; Jin Yanfei

    2007-01-01

    On the basis of the work of Goodwin and Puu, a new business cycle model subject to a stochastically parametric excitation is derived in this paper. At first, we reduce the model to a one-dimensional diffusion process by applying the stochastic averaging method of quasi-nonintegrable Hamiltonian system. Secondly, we utilize the methods of Lyapunov exponent and boundary classification associated with diffusion process respectively to analyze the stochastic stability of the trivial solution of system. The numerical results obtained illustrate that the trivial solution of system must be globally stable if it is locally stable in the state space. Thirdly, we explore the stochastic Hopf bifurcation of the business cycle model according to the qualitative changes in stationary probability density of system response. It is concluded that the stochastic Hopf bifurcation occurs at two critical parametric values. Finally, some explanations are given in a simply way on the potential applications of stochastic stability and bifurcation analysis

  6. Problems of Mathematical Finance by Stochastic Control Methods

    Science.gov (United States)

    Stettner, Łukasz

    The purpose of this paper is to present main ideas of mathematics of finance using the stochastic control methods. There is an interplay between stochastic control and mathematics of finance. On the one hand stochastic control is a powerful tool to study financial problems. On the other hand financial applications have stimulated development in several research subareas of stochastic control in the last two decades. We start with pricing of financial derivatives and modeling of asset prices, studying the conditions for the absence of arbitrage. Then we consider pricing of defaultable contingent claims. Investments in bonds lead us to the term structure modeling problems. Special attention is devoted to historical static portfolio analysis called Markowitz theory. We also briefly sketch dynamic portfolio problems using viscosity solutions to Hamilton-Jacobi-Bellman equation, martingale-convex analysis method or stochastic maximum principle together with backward stochastic differential equation. Finally, long time portfolio analysis for both risk neutral and risk sensitive functionals is introduced.

  7. Stochasticity Modeling in Memristors

    KAUST Repository

    Naous, Rawan

    2015-10-26

    Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.

  8. Stochasticity Modeling in Memristors

    KAUST Repository

    Naous, Rawan; Al-Shedivat, Maruan; Salama, Khaled N.

    2015-01-01

    Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.

  9. Electricity price modeling with stochastic time change

    International Nuclear Information System (INIS)

    Borovkova, Svetlana; Schmeck, Maren Diane

    2017-01-01

    In this paper, we develop a novel approach to electricity price modeling, based on the powerful technique of stochastic time change. This technique allows us to incorporate the characteristic features of electricity prices (such as seasonal volatility, time varying mean reversion and seasonally occurring price spikes) into the model in an elegant and economically justifiable way. The stochastic time change introduces stochastic as well as deterministic (e.g., seasonal) features in the price process' volatility and in the jump component. We specify the base process as a mean reverting jump diffusion and the time change as an absolutely continuous stochastic process with seasonal component. The activity rate of the stochastic time change can be related to the factors that influence supply and demand. Here we use the temperature as a proxy for the demand and hence, as the driving factor of the stochastic time change, and show that this choice leads to realistic price paths. We derive properties of the resulting price process and develop the model calibration procedure. We calibrate the model to the historical EEX power prices and apply it to generating realistic price paths by Monte Carlo simulations. We show that the simulated price process matches the distributional characteristics of the observed electricity prices in periods of both high and low demand. - Highlights: • We develop a novel approach to electricity price modeling, based on the powerful technique of stochastic time change. • We incorporate the characteristic features of electricity prices, such as seasonal volatility and spikes into the model. • We use the temperature as a proxy for the demand and hence, as the driving factor of the stochastic time change • We derive properties of the resulting price process and develop the model calibration procedure. • We calibrate the model to the historical EEX power prices and apply it to generating realistic price paths.

  10. 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

  11. Stochastic quantization

    International Nuclear Information System (INIS)

    Klauder, J.R.

    1983-01-01

    The author provides an introductory survey to stochastic quantization in which he outlines this new approach for scalar fields, gauge fields, fermion fields, and condensed matter problems such as electrons in solids and the statistical mechanics of quantum spins. (Auth.)

  12. Long-time correlations in the stochastic regime

    International Nuclear Information System (INIS)

    Karney, C.F.F.

    1982-11-01

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

  13. Stochastic development regression using method of moments

    DEFF Research Database (Denmark)

    Kühnel, Line; Sommer, Stefan Horst

    2017-01-01

    This paper considers the estimation problem arising when inferring parameters in the stochastic development regression model for manifold valued non-linear data. Stochastic development regression captures the relation between manifold-valued response and Euclidean covariate variables using...... the stochastic development construction. It is thereby able to incorporate several covariate variables and random effects. The model is intrinsically defined using the connection of the manifold, and the use of stochastic development avoids linearizing the geometry. We propose to infer parameters using...... the Method of Moments procedure that matches known constraints on moments of the observations conditional on the latent variables. The performance of the model is investigated in a simulation example using data on finite dimensional landmark manifolds....

  14. Introduction to stochastic analysis integrals and differential equations

    CERN Document Server

    Mackevicius, Vigirdas

    2013-01-01

    This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the naïve stochastic integration, rather than on abstract theories of measure and stochastic processes. The proofs are rather simple for practitioners and, at the same time, rather rigorous for mathematicians. Detailed application examples in natural sciences and finance are presented. Much attention is paid to simulation diffusion pro

  15. Memristor-based neural networks: Synaptic versus neuronal stochasticity

    KAUST Repository

    Naous, Rawan

    2016-11-02

    In neuromorphic circuits, stochasticity in the cortex can be mapped into the synaptic or neuronal components. The hardware emulation of these stochastic neural networks are currently being extensively studied using resistive memories or memristors. The ionic process involved in the underlying switching behavior of the memristive elements is considered as the main source of stochasticity of its operation. Building on its inherent variability, the memristor is incorporated into abstract models of stochastic neurons and synapses. Two approaches of stochastic neural networks are investigated. Aside from the size and area perspective, the impact on the system performance, in terms of accuracy, recognition rates, and learning, among these two approaches and where the memristor would fall into place are the main comparison points to be considered.

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

    International Nuclear Information System (INIS)

    Mjolsness, Eric

    2013-01-01

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

  17. American option pricing with stochastic volatility processes

    Directory of Open Access Journals (Sweden)

    Ping LI

    2017-12-01

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

  18. Foundations of stochastic analysis

    CERN Document Server

    Rao, M M; Lukacs, E

    1981-01-01

    Foundations of Stochastic Analysis deals with the foundations of the theory of Kolmogorov and Bochner and its impact on the growth of stochastic analysis. Topics covered range from conditional expectations and probabilities to projective and direct limits, as well as martingales and likelihood ratios. Abstract martingales and their applications are also discussed. Comprised of five chapters, this volume begins with an overview of the basic Kolmogorov-Bochner theorem, followed by a discussion on conditional expectations and probabilities containing several characterizations of operators and mea

  19. Spatial stochasticity and non-continuum effects in gas flows

    Energy Technology Data Exchange (ETDEWEB)

    Dadzie, S. Kokou, E-mail: k.dadzie@glyndwr.ac.uk [Mechanical and Aeronautical Engineering, Glyndwr University, Mold Road, Wrexham LL11 2AW (United Kingdom); Reese, Jason M., E-mail: jason.reese@strath.ac.uk [Department of Mechanical and Aerospace Engineering, University of Strathclyde, Glasgow G1 1XJ (United Kingdom)

    2012-02-06

    We investigate the relationship between spatial stochasticity and non-continuum effects in gas flows. A kinetic model for a dilute gas is developed using strictly a stochastic molecular model reasoning, without primarily referring to either the Liouville or the Boltzmann equations for dilute gases. The kinetic equation, a stochastic version of the well-known deterministic Boltzmann equation for dilute gas, is then associated with a set of macroscopic equations for the case of a monatomic gas. Tests based on a heat conduction configuration and sound wave dispersion show that spatial stochasticity can explain some non-continuum effects seen in gases. -- Highlights: ► We investigate effects of molecular spatial stochasticity in non-continuum regime. ► Present a simplify spatial stochastic kinetic equation. ► Present a spatial stochastic macroscopic flow equations. ► Show effects of the new model on sound wave dispersion prediction. ► Show effects of the new approach in density profiles in a heat conduction.

  20. Universality in stochastic exponential growth.

    Science.gov (United States)

    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.

  1. The Extended Erlang-Truncated Exponential distribution: Properties and application to rainfall data

    Directory of Open Access Journals (Sweden)

    I.E. Okorie

    2017-06-01

    Full Text Available The Erlang-Truncated Exponential ETE distribution is modified and the new lifetime distribution is called the Extended Erlang-Truncated Exponential EETE distribution. Some statistical and reliability properties of the new distribution are given and the method of maximum likelihood estimate was proposed for estimating the model parameters. The usefulness and flexibility of the EETE distribution was illustrated with an uncensored data set and its fit was compared with that of the ETE and three other three-parameter distributions. Results based on the minimized log-likelihood (−ℓˆ, Akaike information criterion (AIC, Bayesian information criterion (BIC and the generalized Cramér–von Mises W⋆ statistics shows that the EETE distribution provides a more reasonable fit than the one based on the other competing distributions. Keywords: Mathematics, Applied mathematics

  2. Classification With Truncated Distance Kernel.

    Science.gov (United States)

    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.

  3. 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...

  4. STOCHASTIC GRADIENT METHODS FOR UNCONSTRAINED OPTIMIZATION

    Directory of Open Access Journals (Sweden)

    Nataša Krejić

    2014-12-01

    Full Text Available This papers presents an overview of gradient based methods for minimization of noisy functions. It is assumed that the objective functions is either given with error terms of stochastic nature or given as the mathematical expectation. Such problems arise in the context of simulation based optimization. The focus of this presentation is on the gradient based Stochastic Approximation and Sample Average Approximation methods. The concept of stochastic gradient approximation of the true gradient can be successfully extended to deterministic problems. Methods of this kind are presented for the data fitting and machine learning problems.

  5. SATA II - Stochastic Algebraic Topology and Applications

    Science.gov (United States)

    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

  6. Stochastic growth of localized plasma waves

    International Nuclear Information System (INIS)

    Robinson, P.A.; Cairns, Iver H.

    2001-01-01

    Localized bursty plasma waves are detected by spacecraft in many space plasmas. The large spatiotemporal scales involved imply that beam and other instabilities relax to marginal stability and that mean wave energies are low. Stochastic wave growth occurs when ambient fluctuations perturb the system, causing fluctuations about marginal stability. This yields regions where growth is enhanced and others where damping is increased; bursts are associated with enhanced growth and can occur even when the mean growth rate is negative. In stochastic growth, energy loss from the source is suppressed relative to secular growth, preserving it far longer than otherwise possible. Linear stochastic growth can operate at wave levels below thresholds of nonlinear wave-clumping mechanisms such as strong-turbulence modulational instability and is not subject to their coherence and wavelength limits. These mechanisms can be distinguished by statistics of the fields, whose strengths are lognormally distributed if stochastically growing and power-law distributed in strong turbulence. Recent applications of stochastic growth theory (SGT) are described, involving bursty plasma waves and unstable particle distributions in type III solar radio sources, the Earth's foreshock, magnetosheath, and polar cap regions. It is shown that when combined with wave-wave processes, SGT also accounts for associated radio emissions

  7. Memristors Empower Spiking Neurons With Stochasticity

    KAUST Repository

    Al-Shedivat, Maruan

    2015-06-01

    Recent theoretical studies have shown that probabilistic spiking can be interpreted as learning and inference in cortical microcircuits. This interpretation creates new opportunities for building neuromorphic systems driven by probabilistic learning algorithms. However, such systems must have two crucial features: 1) the neurons should follow a specific behavioral model, and 2) stochastic spiking should be implemented efficiently for it to be scalable. This paper proposes a memristor-based stochastically spiking neuron that fulfills these requirements. First, the analytical model of the memristor is enhanced so it can capture the behavioral stochasticity consistent with experimentally observed phenomena. The switching behavior of the memristor model is demonstrated to be akin to the firing of the stochastic spike response neuron model, the primary building block for probabilistic algorithms in spiking neural networks. Furthermore, the paper proposes a neural soma circuit that utilizes the intrinsic nondeterminism of memristive switching for efficient spike generation. The simulations and analysis of the behavior of a single stochastic neuron and a winner-take-all network built of such neurons and trained on handwritten digits confirm that the circuit can be used for building probabilistic sampling and pattern adaptation machinery in spiking networks. The findings constitute an important step towards scalable and efficient probabilistic neuromorphic platforms. © 2011 IEEE.

  8. Stochasticity in materials structure, properties, and processing—A review

    Science.gov (United States)

    Hull, Robert; Keblinski, Pawel; Lewis, Dan; Maniatty, Antoinette; Meunier, Vincent; Oberai, Assad A.; Picu, Catalin R.; Samuel, Johnson; Shephard, Mark S.; Tomozawa, Minoru; Vashishth, Deepak; Zhang, Shengbai

    2018-03-01

    We review the concept of stochasticity—i.e., unpredictable or uncontrolled fluctuations in structure, chemistry, or kinetic processes—in materials. We first define six broad classes of stochasticity: equilibrium (thermodynamic) fluctuations; structural/compositional fluctuations; kinetic fluctuations; frustration and degeneracy; imprecision in measurements; and stochasticity in modeling and simulation. In this review, we focus on the first four classes that are inherent to materials phenomena. We next develop a mathematical framework for describing materials stochasticity and then show how it can be broadly applied to these four materials-related stochastic classes. In subsequent sections, we describe structural and compositional fluctuations at small length scales that modify material properties and behavior at larger length scales; systems with engineered fluctuations, concentrating primarily on composite materials; systems in which stochasticity is developed through nucleation and kinetic phenomena; and configurations in which constraints in a given system prevent it from attaining its ground state and cause it to attain several, equally likely (degenerate) states. We next describe how stochasticity in these processes results in variations in physical properties and how these variations are then accentuated by—or amplify—stochasticity in processing and manufacturing procedures. In summary, the origins of materials stochasticity, the degree to which it can be predicted and/or controlled, and the possibility of using stochastic descriptions of materials structure, properties, and processing as a new degree of freedom in materials design are described.

  9. 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

  10. Identification of target genes for wild type and truncated HMGA2 in mesenchymal stem-like cells

    DEFF Research Database (Denmark)

    Henriksen, Jørn Mølgaard; Stabell, Marianne; Meza-Zepeda, Leonardo A

    2010-01-01

    The HMGA2 gene, coding for an architectural transcription factor involved in mesenchymal embryogenesis, is frequently deranged by translocation and/or amplification in mesenchymal tumours, generally leading to over-expression of shortened transcripts and a truncated protein.......The HMGA2 gene, coding for an architectural transcription factor involved in mesenchymal embryogenesis, is frequently deranged by translocation and/or amplification in mesenchymal tumours, generally leading to over-expression of shortened transcripts and a truncated protein....

  11. Error Bounds for Augmented Truncations of Discrete-Time Block-Monotone Markov Chains under Geometric Drift Conditions

    OpenAIRE

    Masuyama, Hiroyuki

    2014-01-01

    In this paper we study the augmented truncation of discrete-time block-monotone Markov chains under geometric drift conditions. We first present a bound for the total variation distance between the stationary distributions of an original Markov chain and its augmented truncation. We also obtain such error bounds for more general cases, where an original Markov chain itself is not necessarily block monotone but is blockwise dominated by a block-monotone Markov chain. Finally,...

  12. Free vibration of symmetric angle ply truncated conical shells under different boundary conditions using spline method

    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.

  13. Free vibration of symmetric angle ply truncated conical shells under different boundary conditions using spline method

    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.

  14. 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

  15. Multivariate moment closure techniques for stochastic kinetic models

    International Nuclear Information System (INIS)

    Lakatos, Eszter; Ale, Angelique; Kirk, Paul D. W.; Stumpf, Michael P. H.

    2015-01-01

    Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporally evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs

  16. Multivariate moment closure techniques for stochastic kinetic models

    Energy Technology Data Exchange (ETDEWEB)

    Lakatos, Eszter, E-mail: e.lakatos13@imperial.ac.uk; Ale, Angelique; Kirk, Paul D. W.; Stumpf, Michael P. H., E-mail: m.stumpf@imperial.ac.uk [Department of Life Sciences, Centre for Integrative Systems Biology and Bioinformatics, Imperial College London, London SW7 2AZ (United Kingdom)

    2015-09-07

    Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporally evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs.

  17. 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/

  18. 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)

  19. Stochastic optimization: beyond mathematical programming

    CERN Multimedia

    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.

  20. 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)

  1. Increased infectivity in human cells and resistance to antibody-mediated neutralization by truncation of the SIV gp41 cytoplasmic tail

    Directory of Open Access Journals (Sweden)

    Takeo eKuwata

    2013-05-01

    Full Text Available The role of antibodies in protecting the host from human immunodeficiency virus type 1 (HIV-1 infection is of considerable interest, particularly because the RV144 trial results suggest that antibodies contribute to protection. Although infection of nonhuman primates with simian immunodeficiency virus (SIV is commonly used as an animal model of HIV-1 infection, the viral epitopes that elicit potent and broad neutralizing antibodies to SIV have not been identified. We isolated a monoclonal antibody (MAb B404 that potently and broadly neutralizes various SIV strains. B404 targets a conformational epitope comprising the V3 and V4 loops of Env that intensely exposed when Env binds CD4. B404-resistant variants were obtained by passaging viruses in the presence of increasing concentration of B404 in PM1/CCR5 cells. Genetic analysis revealed that the Q733stop mutation, which truncates the cytoplasmic tail of gp41, was the first major substitution in Env during passage. The maximal inhibition by B404 and other MAbs were significantly decreased against a recombinant virus with a gp41 truncation compared with the parental SIVmac316. This indicates that the gp41 truncation was associated with resistance to antibody-mediated neutralization. The infectivities of the recombinant virus with the gp41 truncation were 7900-fold, 1000-fold, and 140-fold higher than those of SIVmac316 in PM1, PM1/CCR5, and TZM-bl cells, respectively. Immunoblotting analysis revealed that the gp41 truncation enhanced the incorporation of Env into virions. The effect of the gp41 truncation on infectivity was not obvious in the HSC-F macaque cell line, although the resistance of viruses harboring the gp41 truncation to neutralization was maintained. These results suggest that viruses with a truncated gp41 cytoplasmic tail were selected by increased infectivity in human cells and by acquiring resistance to neutralizing antibody.

  2. The lamppost model: effects of photon trapping, the bottom lamp and disc truncation

    Science.gov (United States)

    Niedźwiecki, Andrzej; Zdziarski, Andrzej A.

    2018-04-01

    We study the lamppost model, in which the primary X-ray sources in accreting black-hole systems are located symmetrically on the rotation axis on both sides of the black hole surrounded by an accretion disc. We show the importance of the emission of the source on the opposite side to the observer. Due to gravitational light bending, its emission can increase the direct (i.e., not re-emitted by the disc) flux by as much as an order of magnitude. This happens for near to face-on observers when the disc is even moderately truncated. For truncated discs, we also consider effects of emission of the top source gravitationally bent around the black hole. We also present results for the attenuation of the observed radiation with respect to that emitted by the lamppost as functions of the lamppost height, black-hole spin and the degree of disc truncation. This attenuation, which is due to the time dilation, gravitational redshift and the loss of photons crossing the black-hole horizon, can be as severe as by several orders of magnitude for low lamppost heights. We also consider the contribution to the observed flux due to re-emission by optically-thick matter within the innermost stable circular orbit.

  3. Spectroscopic characterization of a truncated hemoglobin from the nitrogen-fixing bacterium Herbaspirillum seropedicae.

    Science.gov (United States)

    Razzera, Guilherme; Vernal, Javier; Baruh, Debora; Serpa, Viviane I; Tavares, Carolina; Lara, Flávio; Souza, Emanuel M; Pedrosa, Fábio O; Almeida, Fábio C L; Terenzi, Hernán; Valente, Ana Paula

    2008-09-01

    The Herbaspirillum seropedicae genome sequence encodes a truncated hemoglobin typical of group II (Hs-trHb1) members of this family. We show that His-tagged recombinant Hs-trHb1 is monomeric in solution, and its optical spectrum resembles those of previously reported globins. NMR analysis allowed us to assign heme substituents. All data suggest that Hs-trHb1 undergoes a transition from an aquomet form in the ferric state to a hexacoordinate low-spin form in the ferrous state. The close positions of Ser-E7, Lys-E10, Tyr-B10, and His-CD1 in the distal pocket place them as candidates for heme coordination and ligand regulation. Peroxide degradation kinetics suggests an easy access to the heme pocket, as the protein offered no protection against peroxide degradation when compared with free heme. The high solvent exposure of the heme may be due to the presence of a flexible loop in the access pocket, as suggested by a structural model obtained by using homologous globins as templates. The truncated hemoglobin described here has unique features among truncated hemoglobins and may function in the facilitation of O(2) transfer and scavenging, playing an important role in the nitrogen-fixation mechanism.

  4. Stochastic Thermodynamics: A Dynamical Systems Approach

    Directory of Open Access Journals (Sweden)

    Tanmay Rajpurohit

    2017-12-01

    Full Text Available In this paper, we develop an energy-based, large-scale dynamical system model driven by Markov diffusion processes to present a unified framework for statistical thermodynamics predicated on a stochastic dynamical systems formalism. Specifically, using a stochastic state space formulation, we develop a nonlinear stochastic compartmental dynamical system model characterized by energy conservation laws that is consistent with statistical thermodynamic principles. In particular, we show that the difference between the average supplied system energy and the average stored system energy for our stochastic thermodynamic model is a martingale with respect to the system filtration. In addition, we show that the average stored system energy is equal to the mean energy that can be extracted from the system and the mean energy that can be delivered to the system in order to transfer it from a zero energy level to an arbitrary nonempty subset in the state space over a finite stopping time.

  5. Network interdiction and stochastic integer programming

    CERN Document Server

    2003-01-01

    On March 15, 2002 we held a workshop on network interdiction and the more general problem of stochastic mixed integer programming at the University of California, Davis. Jesús De Loera and I co-chaired the event, which included presentations of on-going research and discussion. At the workshop, we decided to produce a volume of timely work on the topics. This volume is the result. Each chapter represents state-of-the-art research and all of them were refereed by leading investigators in the respective fields. Problems - sociated with protecting and attacking computer, transportation, and social networks gain importance as the world becomes more dep- dent on interconnected systems. Optimization models that address the stochastic nature of these problems are an important part of the research agenda. This work relies on recent efforts to provide methods for - dressing stochastic mixed integer programs. The book is organized with interdiction papers first and the stochastic programming papers in the second part....

  6. Double stochastic matrices in quantum mechanics

    International Nuclear Information System (INIS)

    Louck, J.D.

    1997-01-01

    The general set of doubly stochastic matrices of order n corresponding to ordinary nonrelativistic quantum mechanical transition probability matrices is given. Lande's discussion of the nonquantal origin of such matrices is noted. Several concrete examples are presented for elementary and composite angular momentum systems with the focus on the unitary symmetry associated with such systems in the spirit of the recent work of Bohr and Ulfbeck. Birkhoff's theorem on doubly stochastic matrices of order n is reformulated in a geometrical language suitable for application to the subset of quantum mechanical doubly stochastic matrices. Specifically, it is shown that the set of points on the unit sphere in cartesian n'-space is subjective with the set of doubly stochastic matrices of order n. The question is raised, but not answered, as to what is the subset of points of this unit sphere that correspond to the quantum mechanical transition probability matrices, and what is the symmetry group of this subset of matrices

  7. Stochastic space-time and quantum theory

    International Nuclear Information System (INIS)

    Frederick, C.

    1976-01-01

    Much of quantum mechanics may be derived if one adopts a very strong form of Mach's principle such that in the absence of mass, space-time becomes not flat, but stochastic. This is manifested in the metric tensor which is considered to be a collection of stochastic variables. The stochastic-metric assumption is sufficient to generate the spread of the wave packet in empty space. If one further notes that all observations of dynamical variables in the laboratory frame are contravariant components of tensors, and if one assumes that a Lagrangian can be constructed, then one can obtain an explanation of conjugate variables and also a derivation of the uncertainty principle. Finally the superposition of stochastic metrics and the identification of root -g in the four-dimensional invariant volume element root -g dV as the indicator of relative probability yields the phenomenon of interference as will be described for the two-slit experiment

  8. Stochastic Effects; Application in Nuclear Physics

    International Nuclear Information System (INIS)

    Mazonka, O.

    2000-04-01

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

  9. Perturbation theory for continuous stochastic equations

    International Nuclear Information System (INIS)

    Chechetkin, V.R.; Lutovinov, V.S.

    1987-01-01

    The various general perturbational schemes for continuous stochastic equations are considered. These schemes have many analogous features with the iterational solution of Schwinger equation for S-matrix. The following problems are discussed: continuous stochastic evolution equations for probability distribution functionals, evolution equations for equal time correlators, perturbation theory for Gaussian and Poissonian additive noise, perturbation theory for birth and death processes, stochastic properties of systems with multiplicative noise. The general results are illustrated by diffusion-controlled reactions, fluctuations in closed systems with chemical processes, propagation of waves in random media in parabolic equation approximation, and non-equilibrium phase transitions in systems with Poissonian breeding centers. The rate of irreversible reaction X + X → A (Smoluchowski process) is calculated with the use of general theory based on continuous stochastic equations for birth and death processes. The threshold criterion and range of fluctuational region for synergetic phase transition in system with Poissonian breeding centers are also considered. (author)

  10. Stochastic models in reliability and maintenance

    CERN Document Server

    2002-01-01

    Our daily lives can be maintained by the high-technology systems. Computer systems are typical examples of such systems. We can enjoy our modern lives by using many computer systems. Much more importantly, we have to maintain such systems without failure, but cannot predict when such systems will fail and how to fix such systems without delay. A stochastic process is a set of outcomes of a random experiment indexed by time, and is one of the key tools needed to analyze the future behavior quantitatively. Reliability and maintainability technologies are of great interest and importance to the maintenance of such systems. Many mathematical models have been and will be proposed to describe reliability and maintainability systems by using the stochastic processes. The theme of this book is "Stochastic Models in Reliability and Main­ tainability. " This book consists of 12 chapters on the theme above from the different viewpoints of stochastic modeling. Chapter 1 is devoted to "Renewal Processes," under which cla...

  11. Truncation of a mannanase from Trichoderma harzianum improves its enzymatic properties and expression efficiency in Trichoderma reesei.

    Science.gov (United States)

    Wang, Juan; Zeng, Desheng; Liu, Gang; Wang, Shaowen; Yu, Shaowen

    2014-01-01

    To obtain high expression efficiency of a mannanase gene, ThMan5A, cloned from Trichoderma harzianum MGQ2, both the full-length gene and a truncated gene (ThMan5AΔCBM) that contains only the catalytic domain, were expressed in Trichoderma reesei QM9414 using the strong constitutive promoter of the gene encoding pyruvate decarboxylase (pdc), and purified to homogeneity, respectively. We found that truncation of the gene improved its expression efficiency as well as the enzymatic properties of the encoded protein. The recombinant strain expressing ThMan5AΔCBM produced 2,460 ± 45.1 U/ml of mannanase activity in the culture supernatant; 2.3-fold higher than when expressing the full-length ThMan5A gene. In addition, the truncated mannanase had superior thermostability compared with the full-length enzyme and retained 100 % of its activity after incubation at 60 °C for 48 h. Our results clearly show that the truncated ThMan5A enzyme exhibited improved characteristics both in expression efficiency and in its thermal stability. These characteristics suggest that ThMan5AΔCBM has potential applications in the food, feed, paper, and pulp industries.

  12. A stochastic SIS epidemic model with vaccination

    Science.gov (United States)

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

    2017-11-01

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

  13. 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...

  14. 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....

  15. Stochastic dynamics and control

    CERN Document Server

    Sun, Jian-Qiao; Zaslavsky, George

    2006-01-01

    This book is a result of many years of author's research and teaching on random vibration and control. It was used as lecture notes for a graduate course. It provides a systematic review of theory of probability, stochastic processes, and stochastic calculus. The feedback control is also reviewed in the book. Random vibration analyses of SDOF, MDOF and continuous structural systems are presented in a pedagogical order. The application of the random vibration theory to reliability and fatigue analysis is also discussed. Recent research results on fatigue analysis of non-Gaussian stress proc

  16. Stochastic Feedforward Control Technique

    Science.gov (United States)

    Halyo, Nesim

    1990-01-01

    Class of commanded trajectories modeled as stochastic process. Advanced Transport Operating Systems (ATOPS) research and development program conducted by NASA Langley Research Center aimed at developing capabilities for increases in capacities of airports, safe and accurate flight in adverse weather conditions including shear, winds, avoidance of wake vortexes, and reduced consumption of fuel. Advances in techniques for design of modern controls and increased capabilities of digital flight computers coupled with accurate guidance information from Microwave Landing System (MLS). Stochastic feedforward control technique developed within context of ATOPS program.

  17. 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....

  18. Blunt traumatic axillary artery truncation, in the absence of associated fracture.

    Science.gov (United States)

    Bokser, Emily; Caputo, William; Hahn, Barry; Greenstein, Josh

    2018-02-01

    Axillary artery injuries can be associated with both proximal humeral fractures (Naouli et al., 2016; Ng et al., 2016) [1,2] as well as shoulder dislocations (Leclerc et al., 2017; Karnes et al., 2016) [3,4]. We report a rare case of an isolated axillary artery truncation following blunt trauma without any associated fracture or dislocation. A 58-year-old male presented to the emergency department for evaluation after falling on his outstretched right arm. The patient was found to have an absent right radial pulse with decreased sensation to the right arm. Point of care ultrasound showed findings suspicious for traumatic axillary artery injury, and X-rays did not demonstrate any fracture. Computed tomography with angiography confirmed axillary artery truncation with active extravasation. The patient underwent successful vascular repair with an axillary artery bypass. Although extremity injuries are common in emergency departments, emergency physicians need to recognize the risk for vascular injuries, even without associated fracture or dislocation. Copyright © 2017 Elsevier Inc. All rights reserved.

  19. 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...

  20. Single-step emulation of nonlinear fiber-optic link with gaussian mixture model

    DEFF Research Database (Denmark)

    Borkowski, Robert; Doberstein, Andy; Haisch, Hansjörg

    2015-01-01

    We use a fast and low-complexity statistical signal processing method to emulate nonlinear noise in fiber links. The proposed emulation technique stands in good agreement with the numerical NLSE simulation for 32 Gbaud DP-16QAM nonlinear transmission.......We use a fast and low-complexity statistical signal processing method to emulate nonlinear noise in fiber links. The proposed emulation technique stands in good agreement with the numerical NLSE simulation for 32 Gbaud DP-16QAM nonlinear transmission....

  1. 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)

  2. 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)

  3. Maltose binding protein-fusion enhances the bioactivity of truncated forms of pig myostatin propeptide produced in E. coli.

    Directory of Open Access Journals (Sweden)

    Sang Beum Lee

    Full Text Available Myostatin (MSTN is a potent negative regulator of skeletal muscle growth. MSTN propeptide (MSTNpro inhibits MSTN binding to its receptor through complex formation with MSTN, implying that MSTNpro can be a useful agent to improve skeletal muscle growth in meat-producing animals. Four different truncated forms of pig MSTNpro containing N-terminal maltose binding protein (MBP as a fusion partner were expressed in E. coli, and purified by the combination of affinity chromatography and gel filtration. The MSTN-inhibitory capacities of these proteins were examined in an in vitro gene reporter assay. A MBP-fused, truncated MSTNpro containing residues 42-175 (MBP-Pro42-175 exhibited the same MSTN-inhibitory potency as the full sequence MSTNpro. Truncated MSTNpro proteins containing either residues 42-115 (MBP-Pro42-115 or 42-98 (MBP-Pro42-98 also exhibited MSTN-inhibitory capacity even though the potencies were significantly lower than that of full sequence MSTNpro. In pull-down assays, MBP-Pro42-175, MBP-Pro42-115, and MBP-Pro42-98 demonstrated their binding to MSTN. MBP was removed from the truncated MSTNpro proteins by incubation with factor Xa to examine the potential role of MBP on MSTN-inhibitory capacity of those proteins. Removal of MBP from MBP-Pro42-175 and MBP-Pro42-98 resulted in 20-fold decrease in MSTN-inhibitory capacity of Pro42-175 and abolition of MSTN-inhibitory capacity of Pro42-98, indicating that MBP as fusion partner enhanced the MSTN-inhibitory capacity of those truncated MSTNpro proteins. In summary, this study shows that MBP is a very useful fusion partner in enhancing MSTN-inhibitory potency of truncated forms of MSTNpro proteins, and MBP-fused pig MSTNpro consisting of amino acid residues 42-175 is sufficient to maintain the full MSTN-inhibitory capacity.

  4. Stochastic growth of localized plasma waves

    International Nuclear Information System (INIS)

    Robinson, P.A.; Cairns, I.H.

    2000-01-01

    Full text: Localized bursty plasma waves occur in many natural systems, where they are detected by spacecraft. The large spatiotemporal scales involved imply that beam and other instabilities relax to marginal stability and that mean wave energies are low. Stochastic wave growth occurs when ambient fluctuations perturb the wave-driver interaction, causing fluctuations about marginal stability. This yields regions where growth is enhanced and others where damping is increased; observed bursts are associated with enhanced growth and can occur even when the mean growth rate is negative. In stochastic growth, energy loss from the source is suppressed relative to secular growth, preserving it for much longer times and distances than otherwise possible. Linear stochastic growth can operate at wave levels below thresholds of nonlinear wave-clumping mechanisms such as strong-turbulence modulational instability and is not subject to their coherence and wavelength limits. Growth mechanisms can be distinguished by statistics of the fields, whose strengths are lognormally distributed if stochastically growing, power-law distributed in strong turbulence, and uniformly distributed in log under secular growth. After delineating stochastic growth and strong-turbulence regimes, recent applications of stochastic growth theory (SGT) are described, involving bursty plasma waves and unstable particle distributions in type II and III solar radio sources, foreshock regions upstream of the bow shocks of Earth and planets, and Earth's magnetosheath, auroras, and polar-caps. It is shown that when combined with wave-wave processes, SGT accounts for type II and III solar radio emissions. SGT thus removes longstanding problems in understanding persistent unstable distributions, bursty fields, and radio emissions observed in space

  5. Stochastic Models of Polymer Systems

    Science.gov (United States)

    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

  6. Stochastic Analysis and Related Topics

    CERN Document Server

    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.

  7. Simulation and inference for stochastic processes with YUIMA a comprehensive R framework for SDEs and other stochastic processes

    CERN Document Server

    Iacus, Stefano M

    2018-01-01

    The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic differential equations driven by Wiener process, Lévy processes or fractional Brownian motion, as well as CARMA processes. The package performs various central statistical analyses such as quasi maximum likelihood estimation, adaptive Bayes estimation, structural change point analysis, hypotheses testing, asynchronous covariance estimation, lead-lag estimation, LASSO model selection, and so on. YUIMA also supports stochastic numerical analysis by fast computation of the expected value of functionals of stochastic processes through automatic asymptotic expansion by means of the Malliavin calculus. All models can be multidimensional, multiparametric or non parametric.The book explains briefly the underlying theory for simulation and inference of several classes of stochastic processes and then presents both simulation experiments and applications to real data. Although these ...

  8. Quantum stochastic calculus and representations of Lie superalgebras

    CERN Document Server

    Eyre, Timothy M W

    1998-01-01

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

  9. Renormalization group equations in the stochastic quantization scheme

    International Nuclear Information System (INIS)

    Pugnetti, S.

    1987-01-01

    We show that there exists a remarkable link between the stochastic quantization and the theory of critical phenomena and dynamical statistical systems. In the stochastic quantization of a field theory, the stochastic Green functions coverge to the quantum ones when the frictious time goes to infinity. We therefore use the typical techniques of the Renormalization Group equations developed in the framework of critical phenomena to discuss some features of the convergence of the stochastic theory. We are also able, in this way, to compute some dynamical critical exponents and give new numerical valuations for them. (orig.)

  10. Renormalization in the stochastic quantization of field theories

    International Nuclear Information System (INIS)

    Brunelli, J.C.

    1991-01-01

    In the stochastic quantization scheme of Parisi and Wu the renormalization of the stochastic theory of some models in field theory is studied. Following the path integral approach for stochastic process the 1/N expansion of the non linear sigma model is performed and, using a Ward identity obtained, from a BRS symmetry of the effective action of this formulation. It is shown the renormalizability of the model. Using the Langevin approach for stochastic process the renormalizability of the massive Thirring model is studied showing perturbatively the vanishing of the renormalization group's beta functions at finite fictitious time. (author)

  11. Biochemical Network Stochastic Simulator (BioNetS: software for stochastic modeling of biochemical networks

    Directory of Open Access Journals (Sweden)

    Elston Timothy C

    2004-03-01

    Full Text Available Abstract Background Intrinsic fluctuations due to the stochastic nature of biochemical reactions can have large effects on the response of biochemical networks. This is particularly true for pathways that involve transcriptional regulation, where generally there are two copies of each gene and the number of messenger RNA (mRNA molecules can be small. Therefore, there is a need for computational tools for developing and investigating stochastic models of biochemical networks. Results We have developed the software package Biochemical Network Stochastic Simulator (BioNetS for efficientlyand accurately simulating stochastic models of biochemical networks. BioNetS has a graphical user interface that allows models to be entered in a straightforward manner, and allows the user to specify the type of random variable (discrete or continuous for each chemical species in the network. The discrete variables are simulated using an efficient implementation of the Gillespie algorithm. For the continuous random variables, BioNetS constructs and numerically solvesthe appropriate chemical Langevin equations. The software package has been developed to scale efficiently with network size, thereby allowing large systems to be studied. BioNetS runs as a BioSpice agent and can be downloaded from http://www.biospice.org. BioNetS also can be run as a stand alone package. All the required files are accessible from http://x.amath.unc.edu/BioNetS. Conclusions We have developed BioNetS to be a reliable tool for studying the stochastic dynamics of large biochemical networks. Important features of BioNetS are its ability to handle hybrid models that consist of both continuous and discrete random variables and its ability to model cell growth and division. We have verified the accuracy and efficiency of the numerical methods by considering several test systems.

  12. 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.)

  13. Stochastic synchronization of coupled neural networks with intermittent control

    International Nuclear Information System (INIS)

    Yang Xinsong; Cao Jinde

    2009-01-01

    In this Letter, we study the exponential stochastic synchronization problem for coupled neural networks with stochastic noise perturbations. Based on Lyapunov stability theory, inequality techniques, the properties of Weiner process, and adding different intermittent controllers, several sufficient conditions are obtained to ensure exponential stochastic synchronization of coupled neural networks with or without coupling delays under stochastic perturbations. These stochastic synchronization criteria are expressed in terms of several lower-dimensional linear matrix inequalities (LMIs) and can be easily verified. Moreover, the results of this Letter are applicable to both directed and undirected weighted networks. A numerical example and its simulations are offered to show the effectiveness of our new results.

  14. Expression and characterization of an N-truncated form of the NifA protein of Azospirillum brasilense

    Directory of Open Access Journals (Sweden)

    C.Y. Nishikawa

    2012-02-01

    Full Text Available Azospirillum brasilense is a nitrogen-fixing bacterium associated with important agricultural crops such as rice, wheat and maize. The expression of genes responsible for nitrogen fixation (nif genes in this bacterium is dependent on the transcriptional activator NifA. This protein contains three structural domains: the N-terminal domain is responsible for the negative control by fixed nitrogen; the central domain interacts with the RNA polymerase σ54 co-factor and the C-terminal domain is involved in DNA binding. The central and C-terminal domains are linked by the interdomain linker (IDL. A conserved four-cysteine motif encompassing the end of the central domain and the IDL is probably involved in the oxygen-sensitivity of NifA. In the present study, we have expressed, purified and characterized an N-truncated form of A. brasilense NifA. The protein expression was carried out in Escherichia coli and the N-truncated NifA protein was purified by chromatography using an affinity metal-chelating resin followed by a heparin-bound resin. Protein homogeneity was determined by densitometric analysis. The N-truncated protein activated in vivo nifH::lacZ transcription regardless of fixed nitrogen concentration (absence or presence of 20 mM NH4Cl but only under low oxygen levels. On the other hand, the aerobically purified N-truncated NifA protein bound to the nifB promoter, as demonstrated by an electrophoretic mobility shift assay, implying that DNA-binding activity is not strictly controlled by oxygen levels. Our data show that, while the N-truncated NifA is inactive in vivo under aerobic conditions, it still retains DNA-binding activity, suggesting that the oxidized form of NifA bound to DNA is not competent to activate transcription.

  15. Expression and characterization of an N-truncated form of the NifA protein of Azospirillum brasilense

    Energy Technology Data Exchange (ETDEWEB)

    Nishikawa, C.Y.; Araújo, L.M.; Kadowaki, M.A.S.; Monteiro, R.A.; Steffens, M.B.R.; Pedrosa, F.O.; Souza, E.M.; Chubatsu, L.S. [Departamento de Bioquímica e Biologia Molecular, Universidade Federal do Paraná, Curitiba, PR (Brazil)

    2012-01-27

    Azospirillum brasilense is a nitrogen-fixing bacterium associated with important agricultural crops such as rice, wheat and maize. The expression of genes responsible for nitrogen fixation (nif genes) in this bacterium is dependent on the transcriptional activator NifA. This protein contains three structural domains: the N-terminal domain is responsible for the negative control by fixed nitrogen; the central domain interacts with the RNA polymerase σ{sup 54} factor and the C-terminal domain is involved in DNA binding. The central and C-terminal domains are linked by the interdomain linker (IDL). A conserved four-cysteine motif encompassing the end of the central domain and the IDL is probably involved in the oxygen-sensitivity of NifA. In the present study, we have expressed, purified and characterized an N-truncated form of A. brasilense NifA. The protein expression was carried out in Escherichia coli and the N-truncated NifA protein was purified by chromatography using an affinity metal-chelating resin followed by a heparin-bound resin. Protein homogeneity was determined by densitometric analysis. The N-truncated protein activated in vivo nifH::lacZ transcription regardless of fixed nitrogen concentration (absence or presence of 20 mM NH{sub 4}Cl) but only under low oxygen levels. On the other hand, the aerobically purified N-truncated NifA protein bound to the nifB promoter, as demonstrated by an electrophoretic mobility shift assay, implying that DNA-binding activity is not strictly controlled by oxygen levels. Our data show that, while the N-truncated NifA is inactive in vivo under aerobic conditions, it still retains DNA-binding activity, suggesting that the oxidized form of NifA bound to DNA is not competent to activate transcription.

  16. Expression and characterization of an N-truncated form of the NifA protein of Azospirillum brasilense.

    Science.gov (United States)

    Nishikawa, C Y; Araújo, L M; Kadowaki, M A S; Monteiro, R A; Steffens, M B R; Pedrosa, F O; Souza, E M; Chubatsu, L S

    2012-02-01

    Azospirillum brasilense is a nitrogen-fixing bacterium associated with important agricultural crops such as rice, wheat and maize. The expression of genes responsible for nitrogen fixation (nif genes) in this bacterium is dependent on the transcriptional activator NifA. This protein contains three structural domains: the N-terminal domain is responsible for the negative control by fixed nitrogen; the central domain interacts with the RNA polymerase σ(54) co-factor and the C-terminal domain is involved in DNA binding. The central and C-terminal domains are linked by the interdomain linker (IDL). A conserved four-cysteine motif encompassing the end of the central domain and the IDL is probably involved in the oxygen-sensitivity of NifA. In the present study, we have expressed, purified and characterized an N-truncated form of A. brasilense NifA. The protein expression was carried out in Escherichia coli and the N-truncated NifA protein was purified by chromatography using an affinity metal-chelating resin followed by a heparin-bound resin. Protein homogeneity was determined by densitometric analysis. The N-truncated protein activated in vivo nifH::lacZ transcription regardless of fixed nitrogen concentration (absence or presence of 20 mM NH(4)Cl) but only under low oxygen levels. On the other hand, the aerobically purified N-truncated NifA protein bound to the nifB promoter, as demonstrated by an electrophoretic mobility shift assay, implying that DNA-binding activity is not strictly controlled by oxygen levels. Our data show that, while the N-truncated NifA is inactive in vivo under aerobic conditions, it still retains DNA-binding activity, suggesting that the oxidized form of NifA bound to DNA is not competent to activate transcription.

  17. Expression and characterization of an N-truncated form of the NifA protein of Azospirillum brasilense

    International Nuclear Information System (INIS)

    Nishikawa, C.Y.; Araújo, L.M.; Kadowaki, M.A.S.; Monteiro, R.A.; Steffens, M.B.R.; Pedrosa, F.O.; Souza, E.M.; Chubatsu, L.S.

    2012-01-01

    Azospirillum brasilense is a nitrogen-fixing bacterium associated with important agricultural crops such as rice, wheat and maize. The expression of genes responsible for nitrogen fixation (nif genes) in this bacterium is dependent on the transcriptional activator NifA. This protein contains three structural domains: the N-terminal domain is responsible for the negative control by fixed nitrogen; the central domain interacts with the RNA polymerase σ 54 factor and the C-terminal domain is involved in DNA binding. The central and C-terminal domains are linked by the interdomain linker (IDL). A conserved four-cysteine motif encompassing the end of the central domain and the IDL is probably involved in the oxygen-sensitivity of NifA. In the present study, we have expressed, purified and characterized an N-truncated form of A. brasilense NifA. The protein expression was carried out in Escherichia coli and the N-truncated NifA protein was purified by chromatography using an affinity metal-chelating resin followed by a heparin-bound resin. Protein homogeneity was determined by densitometric analysis. The N-truncated protein activated in vivo nifH::lacZ transcription regardless of fixed nitrogen concentration (absence or presence of 20 mM NH 4 Cl) but only under low oxygen levels. On the other hand, the aerobically purified N-truncated NifA protein bound to the nifB promoter, as demonstrated by an electrophoretic mobility shift assay, implying that DNA-binding activity is not strictly controlled by oxygen levels. Our data show that, while the N-truncated NifA is inactive in vivo under aerobic conditions, it still retains DNA-binding activity, suggesting that the oxidized form of NifA bound to DNA is not competent to activate transcription

  18. Detecting and correcting for publication bias in meta-analysis - A truncated normal distribution approach.

    Science.gov (United States)

    Zhu, Qiaohao; Carriere, K C

    2016-01-01

    Publication bias can significantly limit the validity of meta-analysis when trying to draw conclusion about a research question from independent studies. Most research on detection and correction for publication bias in meta-analysis focus mainly on funnel plot-based methodologies or selection models. In this paper, we formulate publication bias as a truncated distribution problem, and propose new parametric solutions. We develop methodologies of estimating the underlying overall effect size and the severity of publication bias. We distinguish the two major situations, in which publication bias may be induced by: (1) small effect size or (2) large p-value. We consider both fixed and random effects models, and derive estimators for the overall mean and the truncation proportion. These estimators will be obtained using maximum likelihood estimation and method of moments under fixed- and random-effects models, respectively. We carried out extensive simulation studies to evaluate the performance of our methodology, and to compare with the non-parametric Trim and Fill method based on funnel plot. We find that our methods based on truncated normal distribution perform consistently well, both in detecting and correcting publication bias under various situations.

  19. Laboratory Evidence for Stochastic Plasma-Wave Growth

    International Nuclear Information System (INIS)

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

    2007-01-01

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

  20. Organisation and melting of solution grown truncated lozenge polyethylene single crystals

    NARCIS (Netherlands)

    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.

  1. 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...

  2. A compositional Translation of Stochastic Automata into Timed Automata

    NARCIS (Netherlands)

    d' Argenio, P.R.

    We present a translation from stochastic automata [17, 16] into timed automata with deadlines [37, 13]. The translation preserves traces when the stochastic characteristics, namely the probability measures, are abstracted from the original stochastic automaton. Moreover, we show that the translation

  3. Stochastic B-series and order conditions for exponential integrators

    DEFF Research Database (Denmark)

    Arara, Alemayehu Adugna; Debrabant, Kristian; Kværnø, Anne

    2018-01-01

    We discuss stochastic differential equations with a stiff linear part and their approximation by stochastic exponential integrators. Representing the exact and approximate solutions using B-series and rooted trees, we derive the order conditions for stochastic exponential integrators. The resulting...

  4. Fastest Rates for Stochastic Mirror Descent Methods

    KAUST Repository

    Hanzely, Filip; Richtarik, Peter

    2018-01-01

    Relative smoothness - a notion introduced by Birnbaum et al. (2011) and rediscovered by Bauschke et al. (2016) and Lu et al. (2016) - generalizes the standard notion of smoothness typically used in the analysis of gradient type methods. In this work we are taking ideas from well studied field of stochastic convex optimization and using them in order to obtain faster algorithms for minimizing relatively smooth functions. We propose and analyze two new algorithms: Relative Randomized Coordinate Descent (relRCD) and Relative Stochastic Gradient Descent (relSGD), both generalizing famous algorithms in the standard smooth setting. The methods we propose can be in fact seen as a particular instances of stochastic mirror descent algorithms. One of them, relRCD corresponds to the first stochastic variant of mirror descent algorithm with linear convergence rate.

  5. Fastest Rates for Stochastic Mirror Descent Methods

    KAUST Repository

    Hanzely, Filip

    2018-03-20

    Relative smoothness - a notion introduced by Birnbaum et al. (2011) and rediscovered by Bauschke et al. (2016) and Lu et al. (2016) - generalizes the standard notion of smoothness typically used in the analysis of gradient type methods. In this work we are taking ideas from well studied field of stochastic convex optimization and using them in order to obtain faster algorithms for minimizing relatively smooth functions. We propose and analyze two new algorithms: Relative Randomized Coordinate Descent (relRCD) and Relative Stochastic Gradient Descent (relSGD), both generalizing famous algorithms in the standard smooth setting. The methods we propose can be in fact seen as a particular instances of stochastic mirror descent algorithms. One of them, relRCD corresponds to the first stochastic variant of mirror descent algorithm with linear convergence rate.

  6. Extending Stochastic Network Calculus to Loss Analysis

    Directory of Open Access Journals (Sweden)

    Chao Luo

    2013-01-01

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

  7. Stochastic differential equation model to Prendiville processes

    International Nuclear Information System (INIS)

    Granita; Bahar, Arifah

    2015-01-01

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

  8. Stochastic differential equation model to Prendiville processes

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-10-22

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

  9. Efficient Tridiagonal Preconditioner for the Matrix-Free Truncated Newton Method

    Czech Academy of Sciences Publication Activity Database

    Lukšan, Ladislav; Vlček, Jan

    2014-01-01

    Roč. 235, 25 May (2014), s. 394-407 ISSN 0096-3003 R&D Projects: GA ČR GA13-06684S Institutional support: RVO:67985807 Keywords : unconstrained optimization * large scale optimization * matrix-free truncated Newton method * preconditioned conjugate gradient method * preconditioners obtained by the directional differentiation * numerical algorithms Subject RIV: BA - General Mathematics Impact factor: 1.551, year: 2014

  10. Multistage stochastic optimization

    CERN Document Server

    Pflug, Georg Ch

    2014-01-01

    Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations under uncertainty and with a longer planning horizon. This book contains a comprehensive treatment of today’s state of the art in multistage stochastic optimization.  It covers the mathematical backgrounds of approximation theory as well as numerous practical algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the book

  11. A computer model of the biosphere, to estimate stochastic and non-stochastic effects of radionuclides on humans

    International Nuclear Information System (INIS)

    Laurens, J.M.

    1985-01-01

    A computer code was written to model food chains in order to estimate the internal and external doses, for stochastic and non-stochastic effects, on humans (adults and infants). Results are given for 67 radionuclides, for unit concentration in water (1 Bq/L) and in atmosphere (1 Bq/m 3 )

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

    Energy Technology Data Exchange (ETDEWEB)

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

    1992-12-01

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

  13. Memory effects on stochastic resonance

    Science.gov (United States)

    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.

  14. Hybrid approaches for multiple-species stochastic reaction–diffusion models

    International Nuclear Information System (INIS)

    Spill, Fabian; Guerrero, Pilar; Alarcon, Tomas; Maini, Philip K.; Byrne, Helen

    2015-01-01

    Reaction–diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and small in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction–diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model. - Highlights: • A novel hybrid stochastic/deterministic reaction–diffusion simulation method is given. • Can massively speed up stochastic simulations while preserving stochastic effects. • Can handle multiple reacting species. • Can handle moving boundaries

  15. Hybrid approaches for multiple-species stochastic reaction–diffusion models

    Energy Technology Data Exchange (ETDEWEB)

    Spill, Fabian, E-mail: fspill@bu.edu [Department of Biomedical Engineering, Boston University, 44 Cummington Street, Boston, MA 02215 (United States); Department of Mechanical Engineering, Massachusetts Institute of Technology, 77 Massachusetts Avenue, Cambridge, MA 02139 (United States); Guerrero, Pilar [Department of Mathematics, University College London, Gower Street, London WC1E 6BT (United Kingdom); Alarcon, Tomas [Centre de Recerca Matematica, Campus de Bellaterra, Edifici C, 08193 Bellaterra (Barcelona) (Spain); Departament de Matemàtiques, Universitat Atonòma de Barcelona, 08193 Bellaterra (Barcelona) (Spain); Maini, Philip K. [Wolfson Centre for Mathematical Biology, Mathematical Institute, University of Oxford, Oxford OX2 6GG (United Kingdom); Byrne, Helen [Wolfson Centre for Mathematical Biology, Mathematical Institute, University of Oxford, Oxford OX2 6GG (United Kingdom); Computational Biology Group, Department of Computer Science, University of Oxford, Oxford OX1 3QD (United Kingdom)

    2015-10-15

    Reaction–diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and small in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction–diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model. - Highlights: • A novel hybrid stochastic/deterministic reaction–diffusion simulation method is given. • Can massively speed up stochastic simulations while preserving stochastic effects. • Can handle multiple reacting species. • Can handle moving boundaries.

  16. The appreciation of stochastic motion in particle accelerators

    International Nuclear Information System (INIS)

    Symon, Keith; Sessler, Andrew

    2003-01-01

    A description is given of the analytic and numerical work, performed from July 1955 through August 1956, so as to develop, and then study, the process of making intense proton beams, suitable for colliding beams. It is shown how this investigation led, in a most natural way, to the realization that stochasticity can arise in a simple Hamiltonian system. Furthermore, the criterion for the onset of stochasticity was understood, and carefully studied, in two different situations. The first situation was the proposed (and subsequently used) ''stacking process'' for developing an intense beam, where stochasticity occurs as additional particles are added to the intense circulating beam. The second situation occurs when one seeks to develop ''stochastic accelerators'' in which particles are accelerated (continuously) by a collection of radio frequency systems. It was in the last connection that the well-known criterion for stochasticity, resonance overlap, was obtained

  17. Filtering and control of stochastic jump hybrid systems

    CERN Document Server

    Yao, Xiuming; Zheng, Wei Xing

    2016-01-01

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

  18. Stochastic calculus an introduction through theory and exercises

    CERN Document Server

    Baldi, Paolo

    2017-01-01

    This book provides a comprehensive introduction to the theory of stochastic calculus and some of its applications. It is the only textbook on the subject to include more than two hundred exercises with complete solutions. After explaining the basic elements of probability, the author introduces more advanced topics such as Brownian motion, martingales and Markov processes. The core of the book covers stochastic calculus, including stochastic differential equations, the relationship to partial differential equations, numerical methods and simulation, as well as applications of stochastic processes to finance. The final chapter provides detailed solutions to all exercises, in some cases presenting various solution techniques together with a discussion of advantages and drawbacks of the methods used. Stochastic Calculus will be particularly useful to advanced undergraduate and graduate students wishing to acquire a solid understanding of the subject through the theory and exercises. Including full mathematical ...

  19. 100 years after Smoluchowski: stochastic processes in cell biology

    International Nuclear Information System (INIS)

    Holcman, D; Schuss, Z

    2017-01-01

    100 years after Smoluchowski introduced his approach to stochastic processes, they are now at the basis of mathematical and physical modeling in cellular biology: they are used for example to analyse and to extract features from a large number (tens of thousands) of single molecular trajectories or to study the diffusive motion of molecules, proteins or receptors. Stochastic modeling is a new step in large data analysis that serves extracting cell biology concepts. We review here Smoluchowski’s approach to stochastic processes and provide several applications for coarse-graining diffusion, studying polymer models for understanding nuclear organization and finally, we discuss the stochastic jump dynamics of telomeres across cell division and stochastic gene regulation. (topical review)

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2017-01-30

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

  1. A Fractionally Integrated Wishart Stochastic Volatility Model

    NARCIS (Netherlands)

    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

  2. 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

  3. A stochastic method for computing hadronic matrix elements

    Energy Technology Data Exchange (ETDEWEB)

    Alexandrou, Constantia [Cyprus Univ., Nicosia (Cyprus). Dept. of Physics; The Cyprus Institute, Nicosia (Cyprus). Computational-based Science and Technology Research Center; Dinter, Simon; Drach, Vincent [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC; Jansen, Karl [Cyprus Univ., Nicosia (Cyprus). Dept. of Physics; Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC; Hadjiyiannakou, Kyriakos [Cyprus Univ., Nicosia (Cyprus). Dept. of Physics; Renner, Dru B. [Thomas Jefferson National Accelerator Facility, Newport News, VA (United States); Collaboration: European Twisted Mass Collaboration

    2013-02-15

    We present a stochastic method for the calculation of baryon three-point functions that is more versatile compared to the typically used sequential method. We analyze the scaling of the error of the stochastically evaluated three-point function with the lattice volume and find a favorable signal-to-noise ratio suggesting that our stochastic method can be used efficiently at large volumes to compute hadronic matrix elements.

  4. Doubly stochastic radial basis function methods

    Science.gov (United States)

    Yang, Fenglian; Yan, Liang; Ling, Leevan

    2018-06-01

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

  5. Stochasticity and determinism in models of hematopoiesis.

    Science.gov (United States)

    Kimmel, Marek

    2014-01-01

    This chapter represents a novel view of modeling in hematopoiesis, synthesizing both deterministic and stochastic approaches. Whereas the stochastic models work in situations where chance dominates, for example when the number of cells is small, or under random mutations, the deterministic models are more important for large-scale, normal hematopoiesis. New types of models are on the horizon. These models attempt to account for distributed environments such as hematopoietic niches and their impact on dynamics. Mixed effects of such structures and chance events are largely unknown and constitute both a challenge and promise for modeling. Our discussion is presented under the separate headings of deterministic and stochastic modeling; however, the connections between both are frequently mentioned. Four case studies are included to elucidate important examples. We also include a primer of deterministic and stochastic dynamics for the reader's use.

  6. 3+1 dimensional envelop waves and its stability in magnetized dusty plasma

    International Nuclear Information System (INIS)

    Duan Wenshan

    2006-01-01

    It is well known that there are envelope solitary waves in unmagnetized dusty plasmas which are described by a nonlinear Schrodinger equation (NLSE). A three dimension nonlinear Schrodinger equation for small but finite amplitude dust acoustic waves is first obtained for magnetized dusty plasma in this paper. It suggest that in magnetized dusty plasmas the envelope solitary waves exist. The modulational instability for three dimensional NLSE is studied as well. The regions of stability and instability are well determined in this paper

  7. Stochastic coalgebraic logic

    CERN Document Server

    Doberkat, Ernst-Erich

    2009-01-01

    Combining coalgebraic reasoning, stochastic systems and logic, this volume presents the principles of coalgebraic logic from a categorical perspective. Modal logics are also discussed, including probabilistic interpretations and an analysis of Kripke models.

  8. Stochastic light-cone CTMRG: a new DMRG approach to stochastic models 02.50.Ey Stochastic processes; 64.60.Ht Dynamic critical phenomena; 02.70.-c Computational techniques; 05.10.Cc Renormalization group methods;

    CERN Document Server

    Kemper, A; Nishino, T; Schadschneider, A; Zittartz, J

    2003-01-01

    We develop a new variant of the recently introduced stochastic transfer matrix DMRG which we call stochastic light-cone corner-transfer-matrix DMRG (LCTMRG). It is a numerical method to compute dynamic properties of one-dimensional stochastic processes. As suggested by its name, the LCTMRG is a modification of the corner-transfer-matrix DMRG, adjusted by an additional causality argument. As an example, two reaction-diffusion models, the diffusion-annihilation process and the branch-fusion process are studied and compared with exact data and Monte Carlo simulations to estimate the capability and accuracy of the new method. The number of possible Trotter steps of more than 10 sup 5 shows a considerable improvement on the old stochastic TMRG algorithm.

  9. 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

  10. Family losses following truncation selection in populations of half-sib families

    Science.gov (United States)

    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...

  11. Stochastic theory of fatigue corrosion

    Science.gov (United States)

    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.

  12. 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.)

  13. Optimal Liquidation under Stochastic Liquidity

    OpenAIRE

    Becherer, Dirk; Bilarev, Todor; Frentrup, Peter

    2016-01-01

    We solve explicitly a two-dimensional singular control problem of finite fuel type for infinite time horizon. The problem stems from the optimal liquidation of an asset position in a financial market with multiplicative and transient price impact. Liquidity is stochastic in that the volume effect process, which determines the inter-temporal resilience of the market in spirit of Predoiu, Shaikhet and Shreve (2011), is taken to be stochastic, being driven by own random noise. The optimal contro...

  14. Applied probability and stochastic processes

    CERN Document Server

    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...

  15. 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...

  16. Stochastic samples versus vacuum expectation values in cosmology

    International Nuclear Information System (INIS)

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

    2010-01-01

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

  17. An introduction to stochastic processes with applications to biology

    CERN Document Server

    Allen, Linda J S

    2010-01-01

    An Introduction to Stochastic Processes with Applications to Biology, Second Edition presents the basic theory of stochastic processes necessary in understanding and applying stochastic methods to biological problems in areas such as population growth and extinction, drug kinetics, two-species competition and predation, the spread of epidemics, and the genetics of inbreeding. Because of their rich structure, the text focuses on discrete and continuous time Markov chains and continuous time and state Markov processes.New to the Second EditionA new chapter on stochastic differential equations th

  18. Stochastic volatility models and Kelvin waves

    Science.gov (United States)

    Lipton, Alex; Sepp, Artur

    2008-08-01

    We use stochastic volatility models to describe the evolution of an asset price, its instantaneous volatility and its realized volatility. In particular, we concentrate on the Stein and Stein model (SSM) (1991) for the stochastic asset volatility and the Heston model (HM) (1993) for the stochastic asset variance. By construction, the volatility is not sign definite in SSM and is non-negative in HM. It is well known that both models produce closed-form expressions for the prices of vanilla option via the Lewis-Lipton formula. However, the numerical pricing of exotic options by means of the finite difference and Monte Carlo methods is much more complex for HM than for SSM. Until now, this complexity was considered to be an acceptable price to pay for ensuring that the asset volatility is non-negative. We argue that having negative stochastic volatility is a psychological rather than financial or mathematical problem, and advocate using SSM rather than HM in most applications. We extend SSM by adding volatility jumps and obtain a closed-form expression for the density of the asset price and its realized volatility. We also show that the current method of choice for solving pricing problems with stochastic volatility (via the affine ansatz for the Fourier-transformed density function) can be traced back to the Kelvin method designed in the 19th century for studying wave motion problems arising in fluid dynamics.

  19. Stochastic volatility models and Kelvin waves

    International Nuclear Information System (INIS)

    Lipton, Alex; Sepp, Artur

    2008-01-01

    We use stochastic volatility models to describe the evolution of an asset price, its instantaneous volatility and its realized volatility. In particular, we concentrate on the Stein and Stein model (SSM) (1991) for the stochastic asset volatility and the Heston model (HM) (1993) for the stochastic asset variance. By construction, the volatility is not sign definite in SSM and is non-negative in HM. It is well known that both models produce closed-form expressions for the prices of vanilla option via the Lewis-Lipton formula. However, the numerical pricing of exotic options by means of the finite difference and Monte Carlo methods is much more complex for HM than for SSM. Until now, this complexity was considered to be an acceptable price to pay for ensuring that the asset volatility is non-negative. We argue that having negative stochastic volatility is a psychological rather than financial or mathematical problem, and advocate using SSM rather than HM in most applications. We extend SSM by adding volatility jumps and obtain a closed-form expression for the density of the asset price and its realized volatility. We also show that the current method of choice for solving pricing problems with stochastic volatility (via the affine ansatz for the Fourier-transformed density function) can be traced back to the Kelvin method designed in the 19th century for studying wave motion problems arising in fluid dynamics

  20. Stochastic volatility models and Kelvin waves

    Energy Technology Data Exchange (ETDEWEB)

    Lipton, Alex [Merrill Lynch, Mlfc Main, 2 King Edward Street, London EC1A 1HQ (United Kingdom); Sepp, Artur [Merrill Lynch, 4 World Financial Center, New York, NY 10080 (United States)], E-mail: Alex_Lipton@ml.com, E-mail: Artur_Sepp@ml.com

    2008-08-29

    We use stochastic volatility models to describe the evolution of an asset price, its instantaneous volatility and its realized volatility. In particular, we concentrate on the Stein and Stein model (SSM) (1991) for the stochastic asset volatility and the Heston model (HM) (1993) for the stochastic asset variance. By construction, the volatility is not sign definite in SSM and is non-negative in HM. It is well known that both models produce closed-form expressions for the prices of vanilla option via the Lewis-Lipton formula. However, the numerical pricing of exotic options by means of the finite difference and Monte Carlo methods is much more complex for HM than for SSM. Until now, this complexity was considered to be an acceptable price to pay for ensuring that the asset volatility is non-negative. We argue that having negative stochastic volatility is a psychological rather than financial or mathematical problem, and advocate using SSM rather than HM in most applications. We extend SSM by adding volatility jumps and obtain a closed-form expression for the density of the asset price and its realized volatility. We also show that the current method of choice for solving pricing problems with stochastic volatility (via the affine ansatz for the Fourier-transformed density function) can be traced back to the Kelvin method designed in the 19th century for studying wave motion problems arising in fluid dynamics.

  1. Optimal Stochastic Modeling and Control of Flexible Structures

    Science.gov (United States)

    1988-09-01

    1.37] and McLane [1.18] considered multivariable systems and derived their optimal control characteristics. Kleinman, Gorman and Zaborsky considered...Leondes [1.72,1.73] studied various aspects of multivariable linear stochastic, discrete-time systems that are partly deterministic, and partly stochastic...June 1966. 1.8. A.V. Balaknishnan, Applied Functional Analaysis , 2nd ed., New York, N.Y.: Springer-Verlag, 1981 1.9. Peter S. Maybeck, Stochastic

  2. Stochastic displacement group and its application in physics

    International Nuclear Information System (INIS)

    Namsraj, Kh.; Tsehrehn, D.; Sehrdamba, L.

    1978-01-01

    Within the stochastic displacement the equation of the brownian motion and the Dirac and Klein-Gordon equations are obtained. It is noted that the existance of a new equation describing four states with certain energy is possible. The notion of stochastic groups and its representations with illustrations in concrete examples and applications are given. The diffusion equation is obtained on the basis of the notion of stochastic rotation

  3. 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.

  4. The management and containment of self-similar rogue waves in the inhomogeneous nonlinear Schrödinger equation

    International Nuclear Information System (INIS)

    Dai Chaoqing; Wang Yueyue; Tian Qing; Zhang Jiefang

    2012-01-01

    We present, analytically, self-similar rogue wave solutions (rational solutions) of the inhomogeneous nonlinear Schrödinger equation (NLSE) via a similarity transformation connected with the standard NLSE. Then we discuss the propagation behaviors of controllable rogue waves under dispersion and nonlinearity management. In an exponentially dispersion-decreasing fiber, the postponement, annihilation and sustainment of self-similar rogue waves are modulated by the exponential parameter σ. Finally, we investigate the nonlinear tunneling effect for self-similar rogue waves. Results show that rogue waves can tunnel through the nonlinear barrier or well with increasing, unchanged or decreasing amplitudes via the modulation of the ratio of the amplitudes of rogue waves to the barrier or well height. - Highlights: ► Self-similar rogue wave solutions of the inhomogeneous NLSE are obtained.► Postponement, annihilation and sustainment of self-similar rogue waves are discussed. ► Nonlinear tunneling effects for self-similar rogue waves are investigated.

  5. Temporal overlap estimation based on interference spectrum in CARS microscopy

    Science.gov (United States)

    Zhang, Yongning; Jiang, Junfeng; Liu, Kun; Huang, Can; Wang, Shuang; Zhang, Xuezhi; Liu, Tiegen

    2018-01-01

    Coherent Anti-Stokes Raman Scattering (CARS) microscopy has attracted lots of attention because of the advantages, such as noninvasive, label-free, chemical specificity, intrinsic three-dimension spatial resolution and so on. However, the temporal overlap of pump and Stokes has not been solved owing to the ultrafast optical pulse used in CARS microscopy. We combine interference spectrum of residual pump in Stokes path and nonlinear Schrodinger equation (NLSE) to realize the temporal overlap of pump pulse and Stokes pulse. At first, based on the interference spectrum of pump pulse and residual pump in Stokes path, the optical delay is defined when optical path difference between pump path and Stokes path is zero. Then the relative optical delay between Stokes pulse and residual pump in PCF can be calculated by NLSE. According to the spectrum interference and NLSE, temporal overlap of pump pulse and Stokes pulse will be realized easily and the imaging speed will be improved in CARS microscopy.

  6. A Novel Truncated Form of Serum Amyloid A in Kawasaki Disease.

    Directory of Open Access Journals (Sweden)

    John C Whitin

    Full Text Available Kawasaki disease (KD is an acute vasculitis in children that can cause coronary artery abnormalities. Its diagnosis is challenging, and many cytokines, chemokines, acute phase reactants, and growth factors have failed evaluation as specific biomarkers to distinguish KD from other febrile illnesses. We performed protein profiling, comparing plasma from children with KD with febrile control (FC subjects to determine if there were specific proteins or peptides that could distinguish the two clinical states.Plasma from three independent cohorts from the blood of 68 KD and 61 FC subjects was fractionated by anion exchange chromatography, followed by surface-enhanced laser desorption ionization (SELDI mass spectrometry of the fractions. The mass spectra of KD and FC plasma samples were analyzed for peaks that were statistically significantly different.A mass spectrometry peak with a mass of 7,860 Da had high intensity in acute KD subjects compared to subacute KD (p = 0.0003 and FC (p = 7.9 x 10-10 subjects. We identified this peak as a novel truncated form of serum amyloid A with N-terminal at Lys-34 of the circulating form and validated its identity using a hybrid mass spectrum immunoassay technique. The truncated form of serum amyloid A was present in plasma of KD subjects when blood was collected in tubes containing protease inhibitors. This peak disappeared when the patients were examined after their symptoms resolved. Intensities of this peptide did not correlate with KD-associated laboratory values or with other mass spectrum peaks from the plasma of these KD subjects.Using SELDI mass spectrometry, we have discovered a novel truncated form of serum amyloid A that is elevated in the plasma of KD when compared with FC subjects. Future studies will evaluate its relevance as a diagnostic biomarker and its potential role in the pathophysiology of KD.

  7. Modeling stochasticity and robustness in gene regulatory networks.

    Science.gov (United States)

    Garg, Abhishek; Mohanram, Kartik; Di Cara, Alessandro; De Micheli, Giovanni; Xenarios, Ioannis

    2009-06-15

    Understanding gene regulation in biological processes and modeling the robustness of underlying regulatory networks is an important problem that is currently being addressed by computational systems biologists. Lately, there has been a renewed interest in Boolean modeling techniques for gene regulatory networks (GRNs). However, due to their deterministic nature, it is often difficult to identify whether these modeling approaches are robust to the addition of stochastic noise that is widespread in gene regulatory processes. Stochasticity in Boolean models of GRNs has been addressed relatively sparingly in the past, mainly by flipping the expression of genes between different expression levels with a predefined probability. This stochasticity in nodes (SIN) model leads to over representation of noise in GRNs and hence non-correspondence with biological observations. In this article, we introduce the stochasticity in functions (SIF) model for simulating stochasticity in Boolean models of GRNs. By providing biological motivation behind the use of the SIF model and applying it to the T-helper and T-cell activation networks, we show that the SIF model provides more biologically robust results than the existing SIN model of stochasticity in GRNs. Algorithms are made available under our Boolean modeling toolbox, GenYsis. The software binaries can be downloaded from http://si2.epfl.ch/ approximately garg/genysis.html.

  8. Exact solutions to chaotic and stochastic systems

    Science.gov (United States)

    González, J. A.; Reyes, L. I.; Guerrero, L. E.

    2001-03-01

    We investigate functions that are exact solutions to chaotic dynamical systems. A generalization of these functions can produce truly random numbers. For the first time, we present solutions to random maps. This allows us to check, analytically, some recent results about the complexity of random dynamical systems. We confirm the result that a negative Lyapunov exponent does not imply predictability in random systems. We test the effectiveness of forecasting methods in distinguishing between chaotic and random time series. Using the explicit random functions, we can give explicit analytical formulas for the output signal in some systems with stochastic resonance. We study the influence of chaos on the stochastic resonance. We show, theoretically, the existence of a new type of solitonic stochastic resonance, where the shape of the kink is crucial. Using our models we can predict specific patterns in the output signal of stochastic resonance systems.

  9. A computational approach for fluid queues driven by truncated birth-death processes.

    NARCIS (Netherlands)

    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

  10. A truncated Kv1.1 protein in the brain of the megencephaly mouse: expression and interaction

    Directory of Open Access Journals (Sweden)

    Århem Peter

    2005-11-01

    Full Text Available Abstract Background The megencephaly mouse, mceph/mceph, is epileptic and displays a dramatically increased brain volume and neuronal count. The responsible mutation was recently revealed to be an eleven base pair deletion, leading to a frame shift, in the gene encoding the potassium channel Kv1.1. The predicted MCEPH protein is truncated at amino acid 230 out of 495. Truncated proteins are usually not expressed since nonsense mRNAs are most often degraded. However, high Kv1.1 mRNA levels in mceph/mceph brain indicated that it escaped this control mechanism. Therefore, we hypothesized that the truncated Kv1.1 would be expressed and dysregulate other Kv1 subunits in the mceph/mceph mice. Results We found that the MCEPH protein is expressed in the brain of mceph/mceph mice. MCEPH was found to lack mature (Golgi glycosylation, but to be core glycosylated and trapped in the endoplasmic reticulum (ER. Interactions between MCEPH and other Kv1 subunits were studied in cell culture, Xenopus oocytes and the brain. MCEPH can form tetramers with Kv1.1 in cell culture and has a dominant negative effect on Kv1.2 and Kv1.3 currents in oocytes. However, it does not retain Kv1.2 in the ER of neurons. Conclusion The megencephaly mice express a truncated Kv1.1 in the brain, and constitute a unique tool to study Kv1.1 trafficking relevant for understanding epilepsy, ataxia and pathologic brain overgrowth.

  11. Stochastic Galerkin methods for the steady-state Navier–Stokes equations

    Energy Technology Data Exchange (ETDEWEB)

    Sousedík, Bedřich, E-mail: sousedik@umbc.edu [Department of Mathematics and Statistics, University of Maryland, Baltimore County, 1000 Hilltop Circle, Baltimore, MD 21250 (United States); Elman, Howard C., E-mail: elman@cs.umd.edu [Department of Computer Science and Institute for Advanced Computer Studies, University of Maryland, College Park, MD 20742 (United States)

    2016-07-01

    We study the steady-state Navier–Stokes equations in the context of stochastic finite element discretizations. Specifically, we assume that the viscosity is a random field given in the form of a generalized polynomial chaos expansion. For the resulting stochastic problem, we formulate the model and linearization schemes using Picard and Newton iterations in the framework of the stochastic Galerkin method, and we explore properties of the resulting stochastic solutions. We also propose a preconditioner for solving the linear systems of equations arising at each step of the stochastic (Galerkin) nonlinear iteration and demonstrate its effectiveness for solving a set of benchmark problems.

  12. Non-linear buckling of an FGM truncated conical shell surrounded by an elastic medium

    International Nuclear Information System (INIS)

    Sofiyev, A.H.; Kuruoglu, N.

    2013-01-01

    In this paper, the non-linear buckling of the truncated conical shell made of functionally graded materials (FGMs) surrounded by an elastic medium has been studied using the large deformation theory with von Karman–Donnell-type of kinematic non-linearity. A two-parameter foundation model (Pasternak-type) is used to describe the shell–foundation interaction. The FGM properties are assumed to vary continuously through the thickness direction. The fundamental relations, the modified Donnell type non-linear stability and compatibility equations of the FGM truncated conical shell resting on the Pasternak-type elastic foundation are derived. By using the Superposition and Galerkin methods, the non-linear stability equations for the FGM truncated conical shell is solved. Finally, influences of variations of Winkler foundation stiffness and shear subgrade modulus of the foundation, compositional profiles and shell characteristics on the dimensionless critical non-linear axial load are investigated. The present results are compared with the available data for a special case. -- Highlights: • Nonlinear buckling of FGM conical shell surrounded by elastic medium is studied. • Pasternak foundation model is used to describe the shell–foundation interaction. • Nonlinear basic equations are derived. • Problem is solved by using Superposition and Galerkin methods. • Influences of various parameters on the nonlinear critical load are investigated

  13. Selective translational repression of truncated proteins from frameshift mutation-derived mRNAs in tumors.

    Directory of Open Access Journals (Sweden)

    Kwon Tae You

    2007-05-01

    Full Text Available Frameshift and nonsense mutations are common in tumors with microsatellite instability, and mRNAs from these mutated genes have premature termination codons (PTCs. Abnormal mRNAs containing PTCs are normally degraded by the nonsense-mediated mRNA decay (NMD system. However, PTCs located within 50-55 nucleotides of the last exon-exon junction are not recognized by NMD (NMD-irrelevant, and some PTC-containing mRNAs can escape from the NMD system (NMD-escape. We investigated protein expression from NMD-irrelevant and NMD-escape PTC-containing mRNAs by Western blotting and transfection assays. We demonstrated that transfection of NMD-irrelevant PTC-containing genomic DNA of MARCKS generates truncated protein. In contrast, NMD-escape PTC-containing versions of hMSH3 and TGFBR2 generate normal levels of mRNA, but do not generate detectable levels of protein. Transfection of NMD-escape mutant TGFBR2 genomic DNA failed to generate expression of truncated proteins, whereas transfection of wild-type TGFBR2 genomic DNA or mutant PTC-containing TGFBR2 cDNA generated expression of wild-type protein and truncated protein, respectively. Our findings suggest a novel mechanism of gene expression regulation for PTC-containing mRNAs in which the deleterious transcripts are regulated either by NMD or translational repression.

  14. 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....

  15. 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

  16. Stochastic geometry for image analysis

    CERN Document Server

    Descombes, Xavier

    2013-01-01

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

  17. 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

  18. Delayed Stochastic Linear-Quadratic Control Problem and Related Applications

    Directory of Open Access Journals (Sweden)

    Li Chen

    2012-01-01

    stochastic differential equations (FBSDEs with Itô’s stochastic delay equations as forward equations and anticipated backward stochastic differential equations as backward equations. Especially, we present the optimal feedback regulator for the time delay system via a new type of Riccati equations and also apply to a population optimal control problem.

  19. Factors influencing lysis time stochasticity in bacteriophage λ

    Directory of Open Access Journals (Sweden)

    Dennehy John J

    2011-08-01

    Full Text Available Abstract Background Despite identical genotypes and seemingly uniform environments, stochastic gene expression and other dynamic intracellular processes can produce considerable phenotypic diversity within clonal microbes. One trait that provides a good model to explore the molecular basis of stochastic variation is the timing of host lysis by bacteriophage (phage. Results Individual lysis events of thermally-inducible λ lysogens were observed using a temperature-controlled perfusion chamber mounted on an inverted microscope. Both mean lysis time (MLT and its associated standard deviation (SD were estimated. Using the SD as a measure of lysis time stochasticity, we showed that lysogenic cells in controlled environments varied widely in lysis times, and that the level of lysis time stochasticity depended on allelic variation in the holin sequence, late promoter (pR' activity, and host growth rate. In general, the MLT was positively correlated with the SD. Both lower pR' activities and lower host growth rates resulted in larger SDs. Results from premature lysis, induced by adding KCN at different time points after lysogen induction, showed a negative correlation between the timing of KCN addition and lysis time stochasticity. Conclusions Taken together with results published by others, we conclude that a large fraction of λ lysis time stochasticity is the result of random events following the expression and diffusion of the holin protein. Consequently, factors influencing the timing of reaching critical holin concentrations in the cell membrane, such as holin production rate, strongly influence the mean lysis time and the lysis time stochasticity.

  20. 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