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Sample records for non-markov stochastic dynamics

  1. Nonadiabatic entropy production for non-Markov dynamics

    NASA Astrophysics Data System (ADS)

    García-García, Reinaldo

    2012-09-01

    We extend the definition of nonadiabatic entropy production given for Markovian systems by Esposito and Van den Broeck [Phys. Rev. Lett.PRLTAO0031-900710.1103/PhysRevLett.104.090601 104, 090601 (2010)], to arbitrary non-Markov ergodic dynamics. We also introduce a notion of stability characterizing non-Markovianity. For stable non-Markovian systems, the nonadiabatic entropy production satisfies an integral fluctuation theorem, leading to the second law of thermodynamics for transitions between nonequilibrium steady states. This quantity can also be written as a sum of products of generalized fluxes and forces, thus being suitable for thermodynamics. On the other hand, the generalized fluctuation-dissipation relation also holds, clarifying that the conditions for it to be satisfied are ergodicity and stability instead of Markovianity. We show that in spite of being counterintuitive, the stability criterion introduced in this work may be violated in non-Markovian systems even if they are ergodic, leading to a violation of the fluctuation theorem and the generalized fluctuation-dissipation relation. Stability represents then a necessary condition for the above properties to hold and explains why the generalized fluctuation-dissipation relation has remained elusive in the study of non-Markov systems exhibiting nonequilibrium steady states.

  2. Non-Markov dissipative dynamics of electron transfer in a photosynthetic reaction center

    NASA Astrophysics Data System (ADS)

    Poddubnyy, V. V.; Glebov, I. O.; Eremin, V. V.

    2014-02-01

    We consider the dissipative dynamics of electron transfer in the photosynthetic reaction center of purple bacteria and propose a model where the transition between electron states arises only due to the interaction between a chromophore system and the protein environment and is not accompanied by the motion of nuclei of the reaction subsystem. We establish applicability conditions for the Markov approximation in the framework of this model and show that these conditions are not necessarily satisfied in the protein medium. We represent the spectral function of the "system+heat bath" interaction in the form of one or several Gaussian functions to study specific characteristics of non-Markov dynamics of the final state population, the presence of an induction period and vibrations. The consistency of the computational results obtained for non-Markov dynamics with experimental data confirms the correctness of the proposed approach.

  3. Non-Markov stochastic processes satisfying equations usually associated with a Markov process

    NASA Astrophysics Data System (ADS)

    McCauley, J. L.

    2012-04-01

    There are non-Markov Ito processes that satisfy the Fokker-Planck, backward time Kolmogorov, and Chapman-Kolmogorov equations. These processes are non-Markov in that they may remember an initial condition formed at the start of the ensemble. Some may even admit 1-point densities that satisfy a nonlinear 1-point diffusion equation. However, these processes are linear, the Fokker-Planck equation for the conditional density (the 2-point density) is linear. The memory may be in the drift coefficient (representing a flow), in the diffusion coefficient, or in both. We illustrate the phenomena via exactly solvable examples. In the last section we show how such memory may appear in cooperative phenomena.

  4. Markov and non-Markov processes in complex systems by the dynamical information entropy

    NASA Astrophysics Data System (ADS)

    Yulmetyev, R. M.; Gafarov, F. M.

    1999-12-01

    We consider the Markov and non-Markov processes in complex systems by the dynamical information Shannon entropy (DISE) method. The influence and important role of the two mutually dependent channels of entropy alternation (creation or generation of correlation) and anti-correlation (destroying or annihilation of correlation) have been discussed. The developed method has been used for the analysis of the complex systems of various natures: slow neutron scattering in liquid cesium, psychology (short-time numeral and pattern human memory and effect of stress on the dynamical taping-test), random dynamics of RR-intervals in human ECG (problem of diagnosis of various disease of the human cardio-vascular systems), chaotic dynamics of the parameters of financial markets and ecological systems.

  5. Dynamical properties of non-Markovian stochastic differential equations

    NASA Astrophysics Data System (ADS)

    Hernández-Machado, A.; San Miguel, M.

    1984-04-01

    We study nonstationary non-Markovian processes defined by Langevin-type stochastic differential equations with an Ornstein-Uhlenbeck driving force. We concentrate on the long time limit of the dynamical evolution. We derive an approximate equation for the correlation function of a nonlinear nonstationary non-Markovian process, and we discuss its consequences. Non-Markovicity can introduce a dependence on noise parameters in the dynamics of the correlation function in cases in which it becomes independent of these parameters in the Markovian limit. Several examples are discussed in which the relaxation time increases with respect to the Markovian limit. For a Brownian harmonic oscillator with fluctuating frequency, the non-Markovicity of the process decreases the domain of stability of the system, and it can change an infradamped evolution into an overdamped one.

  6. Stochastic ice stream dynamics.

    PubMed

    Mantelli, Elisa; Bertagni, Matteo Bernard; Ridolfi, Luca

    2016-08-01

    Ice streams are narrow corridors of fast-flowing ice that constitute the arterial drainage network of ice sheets. Therefore, changes in ice stream flow are key to understanding paleoclimate, sea level changes, and rapid disintegration of ice sheets during deglaciation. The dynamics of ice flow are tightly coupled to the climate system through atmospheric temperature and snow recharge, which are known exhibit stochastic variability. Here we focus on the interplay between stochastic climate forcing and ice stream temporal dynamics. Our work demonstrates that realistic climate fluctuations are able to (i) induce the coexistence of dynamic behaviors that would be incompatible in a purely deterministic system and (ii) drive ice stream flow away from the regime expected in a steady climate. We conclude that environmental noise appears to be crucial to interpreting the past behavior of ice sheets, as well as to predicting their future evolution. PMID:27457960

  7. Stochastic ice stream dynamics

    NASA Astrophysics Data System (ADS)

    Mantelli, Elisa; Bertagni, Matteo Bernard; Ridolfi, Luca

    2016-08-01

    Ice streams are narrow corridors of fast-flowing ice that constitute the arterial drainage network of ice sheets. Therefore, changes in ice stream flow are key to understanding paleoclimate, sea level changes, and rapid disintegration of ice sheets during deglaciation. The dynamics of ice flow are tightly coupled to the climate system through atmospheric temperature and snow recharge, which are known exhibit stochastic variability. Here we focus on the interplay between stochastic climate forcing and ice stream temporal dynamics. Our work demonstrates that realistic climate fluctuations are able to (i) induce the coexistence of dynamic behaviors that would be incompatible in a purely deterministic system and (ii) drive ice stream flow away from the regime expected in a steady climate. We conclude that environmental noise appears to be crucial to interpreting the past behavior of ice sheets, as well as to predicting their future evolution.

  8. Dynamics of Double Stochastic Operators

    NASA Astrophysics Data System (ADS)

    Saburov, Mansoor

    2016-03-01

    A double stochastic operator is a generalization of a double stochastic matrix. In this paper, we study the dynamics of double stochastic operators. We give a criterion for a regularity of a double stochastic operator in terms of absences of its periodic points. We provide some examples to insure that, in general, a trajectory of a double stochastic operator may converge to any interior point of the simplex.

  9. Stochastic Quantum Gas Dynamics

    NASA Astrophysics Data System (ADS)

    Proukakis, Nick P.; Cockburn, Stuart P.

    2010-03-01

    We study the dynamics of weakly-interacting finite temperature Bose gases via the Stochastic Gross-Pitaevskii equation (SGPE). As a first step, we demonstrate [jointly with A. Negretti (Ulm, Germany) and C. Henkel (Potsdam, Germany)] that the SGPE provides a significantly better method for generating an equilibrium state than the number-conserving Bogoliubov method (except for low temperatures and small atom numbers). We then study [jointly with H. Nistazakis and D.J. Frantzeskakis (University of Athens, Greece), P.G.Kevrekidis (University of Massachusetts) and T.P. Horikis (University of Ioannina, Greece)] the dynamics of dark solitons in elongated finite temperature condensates. We demonstrate numerical shot-to-shot variations in soliton trajectories (S.P. Cockburn et al., arXiv:0909.1660.), finding individual long-lived trajectories as in experiments. In our simulations, these variations arise from fluctuations in the phase and density of the underlying medium. We provide a detailed statistical analysis, proposing regimes for the controlled experimental demonstration of this effect; we also discuss the extent to which simpler models can be used to mimic the features of ensemble-averaged stochastic trajectories.

  10. Stochastic dynamics of dengue epidemics

    NASA Astrophysics Data System (ADS)

    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.

  11. NonMarkov Ito Processes with 1- state memory

    NASA Astrophysics Data System (ADS)

    McCauley, Joseph L.

    2010-08-01

    A Markov process, by definition, cannot depend on any previous state other than the last observed state. An Ito process implies the Fokker-Planck and Kolmogorov backward time partial differential eqns. for transition densities, which in turn imply the Chapman-Kolmogorov eqn., but without requiring the Markov condition. We present a class of Ito process superficially resembling Markov processes, but with 1-state memory. In finance, such processes would obey the efficient market hypothesis up through the level of pair correlations. These stochastic processes have been mislabeled in recent literature as 'nonlinear Markov processes'. Inspired by Doob and Feller, who pointed out that the ChapmanKolmogorov eqn. is not restricted to Markov processes, we exhibit a Gaussian Ito transition density with 1-state memory in the drift coefficient that satisfies both of Kolmogorov's partial differential eqns. and also the Chapman-Kolmogorov eqn. In addition, we show that three of the examples from McKean's seminal 1966 paper are also nonMarkov Ito processes. Last, we show that the transition density of the generalized Black-Scholes type partial differential eqn. describes a martingale, and satisfies the ChapmanKolmogorov eqn. This leads to the shortest-known proof that the Green function of the Black-Scholes eqn. with variable diffusion coefficient provides the so-called martingale measure of option pricing.

  12. Stochastic models of neuronal dynamics

    PubMed Central

    Harrison, L.M; David, O; Friston, K.J

    2005-01-01

    Cortical activity is the product of interactions among neuronal populations. Macroscopic electrophysiological phenomena are generated by these interactions. In principle, the mechanisms of these interactions afford constraints on biologically plausible models of electrophysiological responses. In other words, the macroscopic features of cortical activity can be modelled in terms of the microscopic behaviour of neurons. An evoked response potential (ERP) is the mean electrical potential measured from an electrode on the scalp, in response to some event. The purpose of this paper is to outline a population density approach to modelling ERPs. We propose a biologically plausible model of neuronal activity that enables the estimation of physiologically meaningful parameters from electrophysiological data. The model encompasses four basic characteristics of neuronal activity and organization: (i) neurons are dynamic units, (ii) driven by stochastic forces, (iii) organized into populations with similar biophysical properties and response characteristics and (iv) multiple populations interact to form functional networks. This leads to a formulation of population dynamics in terms of the Fokker–Planck equation. The solution of this equation is the temporal evolution of a probability density over state-space, representing the distribution of an ensemble of trajectories. Each trajectory corresponds to the changing state of a neuron. Measurements can be modelled by taking expectations over this density, e.g. mean membrane potential, firing rate or energy consumption per neuron. The key motivation behind our approach is that ERPs represent an average response over many neurons. This means it is sufficient to model the probability density over neurons, because this implicitly models their average state. Although the dynamics of each neuron can be highly stochastic, the dynamics of the density is not. This means we can use Bayesian inference and estimation tools that have

  13. Stochastics In Circumplanetary Dust Dynamics

    NASA Astrophysics Data System (ADS)

    Spahn, F.; Krivov, A. V.; Sremcevic, M.; Schwarz, U.; Kurths, J.

    Charged dust grains in circumplanetary environments experience, beyond various de- terministic forces, also stochastic perturbations: E.g., fluctuations of the magnetic field, the charge of the grains etc. Here, we investigate the dynamics of a dust population in a circular orbit around the planet which is perturbed by a stochastic magnetic field B , modeled by an isotropi- cally Gaussian white noise. The resulting perturbation equations give rise to a modi- 2 fied diffusion of the inclinations and eccentricities ­ x D [t +/- sin[2nt]/(2n)] (x - alias for eccentricity e and the inclination i, t - time). The diffusion coefficient is found to be D = [G]2/n, where the gyrofrequency and the orbital frequency are denoted by G, and n, respectively. This behavior has been checked by numerical experiments. We have chosen dust grains (1µm in radius) initially moving in circular orbits around a planet (Jupiter) and integrated numerically their trajectories over their typical lifetimes (100 years). The particles were exposed to a Gaussian fluctuating magnetic field B obeying the same statistical properties as in the analytical treatment. In this case, the theoretical 2 findings have been confirmed according to x D t with a diffusion coefficient of D G/n. 2 The theoretical studies showed the statistical properties of B being of decisive im- portance. To this aim, we analyzed the magnetic field data measured by the Galileo magnetometer at Jupiter and found almost Gaussian fluctuations of about 5 % of the mean field and exponentially decaying correlations. This results in a diffusion in the space of orbital elements of at least 1...5 % (variations of inclinations and eccentric- ity) over the lifetime of the dust grains. For smaller dusty motes stochastics might well dominate the dynamics.

  14. Stochastic dynamics of cancer initiation

    NASA Astrophysics Data System (ADS)

    Foo, Jasmine; Leder, Kevin; Michor, Franziska

    2011-02-01

    Most human cancer types result from the accumulation of multiple genetic and epigenetic alterations in a single cell. Once the first change (or changes) have arisen, tumorigenesis is initiated and the subsequent emergence of additional alterations drives progression to more aggressive and ultimately invasive phenotypes. Elucidation of the dynamics of cancer initiation is of importance for an understanding of tumor evolution and cancer incidence data. In this paper, we develop a novel mathematical framework to study the processes of cancer initiation. Cells at risk of accumulating oncogenic mutations are organized into small compartments of cells and proliferate according to a stochastic process. During each cell division, an (epi)genetic alteration may arise which leads to a random fitness change, drawn from a probability distribution. Cancer is initiated when a cell gains a fitness sufficiently high to escape from the homeostatic mechanisms of the cell compartment. To investigate cancer initiation during a human lifetime, a 'race' between this fitness process and the aging process of the patient is considered; the latter is modeled as a second stochastic Markov process in an aging dimension. This model allows us to investigate the dynamics of cancer initiation and its dependence on the mutational fitness distribution. Our framework also provides a methodology to assess the effects of different life expectancy distributions on lifetime cancer incidence. We apply this methodology to colorectal tumorigenesis while considering life expectancy data of the US population to inform the dynamics of the aging process. We study how the probability of cancer initiation prior to death, the time until cancer initiation, and the mutational profile of the cancer-initiating cell depends on the shape of the mutational fitness distribution and life expectancy of the population.

  15. Rarefied gas dynamics using stochastic rotation dynamics

    NASA Astrophysics Data System (ADS)

    Tuzel, Erkan; Ihle, Thomas; Kroll, Daniel M.

    2003-03-01

    In the past two decades, Direct Simulation Monte Carlo (DSMC) has been the dominant predictive tool for rarefied gas dynamics. In the non-hydrodynamic regime, where continuum models fail, particle based methods have been used to model systems ranging from shuttle re-entry problems to mesoscopic flow in MEMS devices. A new method, namely stochastic rotation dynamics (SRD), which utilizes effective multiparticle collisions, will be described. It will be shown that it is possible to get the correct transport coefficients for Argon gas by tuning the collision parameters, namely the collision angle and collision probability. Simulation results comparing DSMC and SRD will be shown for equilibrium relaxation rates and Poiseuille flow. One important feature of SRD is that it coarse-grains the time scale, so that simulations in the transition regime are typically five to twenty times faster than for DSMC. Benchmarks as a function of Knudsen number will be given, and directions for further research will be discussed.

  16. Variational principles for stochastic fluid dynamics

    PubMed Central

    Holm, Darryl D.

    2015-01-01

    This paper derives stochastic partial differential equations (SPDEs) for fluid dynamics from a stochastic variational principle (SVP). The paper proceeds by taking variations in the SVP to derive stochastic Stratonovich fluid equations; writing their Itô representation; and then investigating the properties of these stochastic fluid models in comparison with each other, and with the corresponding deterministic fluid models. The circulation properties of the stochastic Stratonovich fluid equations are found to closely mimic those of the deterministic ideal fluid models. As with deterministic ideal flows, motion along the stochastic Stratonovich paths also preserves the helicity of the vortex field lines in incompressible stochastic flows. However, these Stratonovich properties are not apparent in the equivalent Itô representation, because they are disguised by the quadratic covariation drift term arising in the Stratonovich to Itô transformation. This term is a geometric generalization of the quadratic covariation drift term already found for scalar densities in Stratonovich's famous 1966 paper. The paper also derives motion equations for two examples of stochastic geophysical fluid dynamics; namely, the Euler–Boussinesq and quasi-geostropic approximations.

  17. Stochastic description of quantum Brownian dynamics

    NASA Astrophysics Data System (ADS)

    Yan, Yun-An; Shao, Jiushu

    2016-08-01

    Classical Brownian motion has well been investigated since the pioneering work of Einstein, which inspired mathematicians to lay the theoretical foundation of stochastic processes. A stochastic formulation for quantum dynamics of dissipative systems described by the system-plus-bath model has been developed and found many applications in chemical dynamics, spectroscopy, quantum transport, and other fields. This article provides a tutorial review of the stochastic formulation for quantum dissipative dynamics. The key idea is to decouple the interaction between the system and the bath by virtue of the Hubbard-Stratonovich transformation or Itô calculus so that the system and the bath are not directly entangled during evolution, rather they are correlated due to the complex white noises introduced. The influence of the bath on the system is thereby defined by an induced stochastic field, which leads to the stochastic Liouville equation for the system. The exact reduced density matrix can be calculated as the stochastic average in the presence of bath-induced fields. In general, the plain implementation of the stochastic formulation is only useful for short-time dynamics, but not efficient for long-time dynamics as the statistical errors go very fast. For linear and other specific systems, the stochastic Liouville equation is a good starting point to derive the master equation. For general systems with decomposable bath-induced processes, the hierarchical approach in the form of a set of deterministic equations of motion is derived based on the stochastic formulation and provides an effective means for simulating the dissipative dynamics. A combination of the stochastic simulation and the hierarchical approach is suggested to solve the zero-temperature dynamics of the spin-boson model. This scheme correctly describes the coherent-incoherent transition (Toulouse limit) at moderate dissipation and predicts a rate dynamics in the overdamped regime. Challenging problems

  18. Immigration-extinction dynamics of stochastic populations

    NASA Astrophysics Data System (ADS)

    Meerson, Baruch; Ovaskainen, Otso

    2013-07-01

    How high should be the rate of immigration into a stochastic population in order to significantly reduce the probability of observing the population become extinct? Is there any relation between the population size distributions with and without immigration? Under what conditions can one justify the simple patch occupancy models, which ignore the population distribution and its dynamics in a patch, and treat a patch simply as either occupied or empty? We answer these questions by exactly solving a simple stochastic model obtained by adding a steady immigration to a variant of the Verhulst model: a prototypical model of an isolated stochastic population.

  19. Automated Flight Routing Using Stochastic Dynamic Programming

    NASA Technical Reports Server (NTRS)

    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.

  20. Stochastic solution to quantum dynamics

    NASA Technical Reports Server (NTRS)

    John, Sarah; Wilson, John W.

    1994-01-01

    The quantum Liouville equation in the Wigner representation is solved numerically by using Monte Carlo methods. For incremental time steps, the propagation is implemented as a classical evolution in phase space modified by a quantum correction. The correction, which is a momentum jump function, is simulated in the quasi-classical approximation via a stochastic process. The technique, which is developed and validated in two- and three- dimensional momentum space, extends an earlier one-dimensional work. Also, by developing a new algorithm, the application to bound state motion in an anharmonic quartic potential shows better agreement with exact solutions in two-dimensional phase space.

  1. Stochastic Resonance in Protein Folding Dynamics.

    PubMed

    Davtyan, Aram; Platkov, Max; Gruebele, Martin; Papoian, Garegin A

    2016-05-01

    Although protein folding reactions are usually studied under static external conditions, it is likely that proteins fold in a locally fluctuating cellular environment in vivo. To mimic such behavior in in vitro experiments, the local temperature of the solvent can be modulated either harmonically or using correlated noise. In this study, coarse-grained molecular simulations are used to investigate these possibilities, and it is found that both periodic and correlated random fluctuations of the environment can indeed accelerate folding kinetics if the characteristic frequencies of the applied fluctuations are commensurate with the internal timescale of the folding reaction; this is consistent with the phenomenon of stochastic resonance observed in many other condensed-matter processes. To test this theoretical prediction, the folding dynamics of phosphoglycerate kinase under harmonic temperature fluctuations are experimentally probed using Förster resonance energy transfer fluorescence measurements. To analyze these experiments, a combination of theoretical approaches is developed, including stochastic simulations of folding kinetics and an analytical mean-field kinetic theory. The experimental observations are consistent with the theoretical predictions of stochastic resonance in phosphoglycerate kinase folding. When combined with an alternative experiment on the protein VlsE using a power spectrum analysis, elaborated in Dave et al., ChemPhysChem 2016, 10.1002/cphc.201501041, the overall data overwhelmingly point to the experimental confirmation of stochastic resonance in protein folding dynamics. PMID:26992148

  2. Stochastic game dynamics under demographic fluctuations

    PubMed Central

    Huang, Weini; Hauert, Christoph; Traulsen, Arne

    2015-01-01

    Frequency-dependent selection and demographic fluctuations play important roles in evolutionary and ecological processes. Under frequency-dependent selection, the average fitness of the population may increase or decrease based on interactions between individuals within the population. This should be reflected in fluctuations of the population size even in constant environments. Here, we propose a stochastic model that naturally combines these two evolutionary ingredients by assuming frequency-dependent competition between different types in an individual-based model. In contrast to previous game theoretic models, the carrying capacity of the population, and thus the population size, is determined by pairwise competition of individuals mediated by evolutionary games and demographic stochasticity. In the limit of infinite population size, the averaged stochastic dynamics is captured by deterministic competitive Lotka–Volterra equations. In small populations, demographic stochasticity may instead lead to the extinction of the entire population. Because the population size is driven by fitness in evolutionary games, a population of cooperators is less prone to go extinct than a population of defectors, whereas in the usual systems of fixed size the population would thrive regardless of its average payoff. PMID:26150518

  3. Stochastic game dynamics under demographic fluctuations.

    PubMed

    Huang, Weini; Hauert, Christoph; Traulsen, Arne

    2015-07-21

    Frequency-dependent selection and demographic fluctuations play important roles in evolutionary and ecological processes. Under frequency-dependent selection, the average fitness of the population may increase or decrease based on interactions between individuals within the population. This should be reflected in fluctuations of the population size even in constant environments. Here, we propose a stochastic model that naturally combines these two evolutionary ingredients by assuming frequency-dependent competition between different types in an individual-based model. In contrast to previous game theoretic models, the carrying capacity of the population, and thus the population size, is determined by pairwise competition of individuals mediated by evolutionary games and demographic stochasticity. In the limit of infinite population size, the averaged stochastic dynamics is captured by deterministic competitive Lotka-Volterra equations. In small populations, demographic stochasticity may instead lead to the extinction of the entire population. Because the population size is driven by fitness in evolutionary games, a population of cooperators is less prone to go extinct than a population of defectors, whereas in the usual systems of fixed size the population would thrive regardless of its average payoff. PMID:26150518

  4. Stochastic rotation dynamics for nematic liquid crystals

    SciTech Connect

    Lee, Kuang-Wu Mazza, Marco G.

    2015-04-28

    We introduce a new mesoscopic model for nematic liquid crystals (LCs). We extend the particle-based stochastic rotation dynamics method, which reproduces the Navier-Stokes equation, to anisotropic fluids by including a simplified Ericksen-Leslie formulation of nematodynamics. We verify the applicability of this hybrid model by studying the equilibrium isotropic-nematic phase transition and nonequilibrium problems, such as the dynamics of topological defects and the rheology of sheared LCs. Our simulation results show that this hybrid model captures many essential aspects of LC physics at the mesoscopic scale, while preserving microscopic thermal fluctuations.

  5. A stochastic evolutionary model for survival dynamics

    NASA Astrophysics Data System (ADS)

    Fenner, Trevor; Levene, Mark; Loizou, George

    2014-09-01

    The recent interest in human dynamics has led researchers to investigate the stochastic processes that explain human behaviour in different contexts. Here we propose a generative model to capture the essential dynamics of survival analysis, traditionally employed in clinical trials and reliability analysis in engineering. In our model, the only implicit assumption made is that the longer an actor has been in the system, the more likely it is to have failed. We derive a power-law distribution for the process and provide preliminary empirical evidence for the validity of the model from two well-known survival analysis data sets.

  6. Stochastic hybrid modeling of intracellular calcium dynamics

    NASA Astrophysics Data System (ADS)

    Choi, TaiJung; Maurya, Mano Ram; Tartakovsky, Daniel M.; Subramaniam, Shankar

    2010-10-01

    Deterministic models of biochemical processes at the subcellular level might become inadequate when a cascade of chemical reactions is induced by a few molecules. Inherent randomness of such phenomena calls for the use of stochastic simulations. However, being computationally intensive, such simulations become infeasible for large and complex reaction networks. To improve their computational efficiency in handling these networks, we present a hybrid approach, in which slow reactions and fluxes are handled through exact stochastic simulation and their fast counterparts are treated partially deterministically through chemical Langevin equation. The classification of reactions as fast or slow is accompanied by the assumption that in the time-scale of fast reactions, slow reactions do not occur and hence do not affect the probability of the state. Our new approach also handles reactions with complex rate expressions such as Michaelis-Menten kinetics. Fluxes which cannot be modeled explicitly through reactions, such as flux of Ca2+ from endoplasmic reticulum to the cytosol through inositol 1,4,5-trisphosphate receptor channels, are handled deterministically. The proposed hybrid algorithm is used to model the regulation of the dynamics of cytosolic calcium ions in mouse macrophage RAW 264.7 cells. At relatively large number of molecules, the response characteristics obtained with the stochastic and deterministic simulations coincide, which validates our approach in the limit of large numbers. At low doses, the response characteristics of some key chemical species, such as levels of cytosolic calcium, predicted with stochastic simulations, differ quantitatively from their deterministic counterparts. These observations are ubiquitous throughout dose response, sensitivity, and gene-knockdown response analyses. While the relative differences between the peak-heights of the cytosolic [Ca2+] time-courses obtained from stochastic (mean of 16 realizations) and deterministic

  7. Stochastic extinction dynamics of HIV-1

    NASA Astrophysics Data System (ADS)

    Schwartz, Ira; Forgoston, Eric; Weinberger, Leor

    2012-02-01

    We consider an HIV-1 within host model in which T cells are infected by the virus. Due to small numbers of molecules, stochastic effects play an important role in the dynamical outcomes in that two states are observed experimentally: a replication state in which the virus is active, or a dormant state leading to latency in which the virus becomes active after a delay. The two states are conjectured to be governed by the Tat gene protein transcription process, which does not possess two stable attractors. Rather, the active state is stable, while the dormant state is unstable. Therefore the dormant state can only be achieved through the dynamics of stochastic fluctuations in which noise organizes a path to dormancy. Here we use optimal path theory applied to a Tat gene stochastic model to show how random fluctuations generate the dormant state by deriving a path which optimizes the probability of achieving the dormant state. We explicitly show how the probability of achieving dormancy scales with the transition rate parameters.

  8. Stochastic dynamic models and Chebyshev splines

    PubMed Central

    Fan, Ruzong; Zhu, Bin; Wang, Yuedong

    2015-01-01

    In this article, we establish a connection between a stochastic dynamic model (SDM) driven by a linear stochastic differential equation (SDE) and a Chebyshev spline, which enables researchers to borrow strength across fields both theoretically and numerically. We construct a differential operator for the penalty function and develop a reproducing kernel Hilbert space (RKHS) induced by the SDM and the Chebyshev spline. The general form of the linear SDE allows us to extend the well-known connection between an integrated Brownian motion and a polynomial spline to a connection between more complex diffusion processes and Chebyshev splines. One interesting special case is connection between an integrated Ornstein–Uhlenbeck process and an exponential spline. We use two real data sets to illustrate the integrated Ornstein–Uhlenbeck process model and exponential spline model and show their estimates are almost identical. PMID:26045632

  9. Stochastic magnetization dynamics in single domain particles

    NASA Astrophysics Data System (ADS)

    Giordano, Stefano; Dusch, Yannick; Tiercelin, Nicolas; Pernod, Philippe; Preobrazhensky, Vladimir

    2013-06-01

    Magnetic particles are largely utilized in several applications ranging from magnetorheological fluids to bioscience and from nanothechnology to memories or logic devices. The behavior of each single particle at finite temperature (under thermal stochastic fluctuations) plays a central role in determining the response of the whole physical system taken into consideration. Here, the magnetization evolution is studied through the Landau-Lifshitz-Gilbert formalism and the non-equilibrium statistical mechanics is introduced with the Langevin and Fokker-Planck methodologies. As result of the combination of such techniques we analyse the stochastic magnetization dynamics and we numerically determine the convergence time, measuring the velocity of attainment of thermodynamic equilibrium, as function of the system temperature.

  10. Controlling statistical moments of stochastic dynamical networks

    NASA Astrophysics Data System (ADS)

    Bielievtsov, Dmytro; Ladenbauer, Josef; Obermayer, Klaus

    2016-07-01

    We consider a general class of stochastic networks and ask which network nodes need to be controlled, and how, to stabilize and switch between desired metastable (target) states in terms of the first and second statistical moments of the system. We first show that it is sufficient to directly interfere with a subset of nodes which can be identified using information about the graph of the network only. Then we develop a suitable method for feedback control which acts on that subset of nodes and preserves the covariance structure of the desired target state. Finally, we demonstrate our theoretical results using a stochastic Hopfield network and a global brain model. Our results are applicable to a variety of (model) networks and further our understanding of the relationship between network structure and collective dynamics for the benefit of effective control.

  11. Controlling statistical moments of stochastic dynamical networks.

    PubMed

    Bielievtsov, Dmytro; Ladenbauer, Josef; Obermayer, Klaus

    2016-07-01

    We consider a general class of stochastic networks and ask which network nodes need to be controlled, and how, to stabilize and switch between desired metastable (target) states in terms of the first and second statistical moments of the system. We first show that it is sufficient to directly interfere with a subset of nodes which can be identified using information about the graph of the network only. Then we develop a suitable method for feedback control which acts on that subset of nodes and preserves the covariance structure of the desired target state. Finally, we demonstrate our theoretical results using a stochastic Hopfield network and a global brain model. Our results are applicable to a variety of (model) networks and further our understanding of the relationship between network structure and collective dynamics for the benefit of effective control. PMID:27575147

  12. Langevin dynamics, entropic crowding, and stochastic cloaking.

    PubMed

    Eliazar, Iddo

    2011-12-01

    We consider a pack of independent probes--within a spatially inhomogeneous thermal bath consisting of a vast number of randomly moving particles--which are subjected to an external force. The stochastic dynamics of the probes are governed by Langevin's equation. The probes attain a steady state distribution which, in general, is different than the concentration of the particles in the spatially inhomogeneous thermal bath. In this paper we explore the state of "entropic crowding" in which the probes' distribution and the particles' concentration coincide--thus yielding maximal relative entropies of one with respect to the other. Entropic crowding can be attained by two scenarios which are analyzed in detail: (i) "entropically crowding thermal baths"--in which the particles crowd uniformly around the probes; (ii) "entropically crowding Langevin forces"--in which the probes crowd uniformly amongst the particles. Entropic crowding is equivalent to the optimal stochastic cloaking of the probes within the spatially inhomogeneous thermal bath. PMID:22304065

  13. Hybrid Differential Dynamic Programming with Stochastic Search

    NASA Technical Reports Server (NTRS)

    Aziz, Jonathan; Parker, Jeffrey; Englander, Jacob A.

    2016-01-01

    Differential dynamic programming (DDP) has been demonstrated as a viable approach to low-thrust trajectory optimization, namely with the recent success of NASA's Dawn mission. The Dawn trajectory was designed with the DDP-based Static/Dynamic Optimal Control algorithm used in the Mystic software.1 Another recently developed method, Hybrid Differential Dynamic Programming (HDDP),2, 3 is a variant of the standard DDP formulation that leverages both first-order and second-order state transition matrices in addition to nonlinear programming (NLP) techniques. Areas of improvement over standard DDP include constraint handling, convergence properties, continuous dynamics, and multi-phase capability. DDP is a gradient based method and will converge to a solution nearby an initial guess. In this study, monotonic basin hopping (MBH) is employed as a stochastic search method to overcome this limitation, by augmenting the HDDP algorithm for a wider search of the solution space.

  14. Hybrid Differential Dynamic Programming with Stochastic Search

    NASA Technical Reports Server (NTRS)

    Aziz, Jonathan; Parker, Jeffrey; Englander, Jacob

    2016-01-01

    Differential dynamic programming (DDP) has been demonstrated as a viable approach to low-thrust trajectory optimization, namely with the recent success of NASAs Dawn mission. The Dawn trajectory was designed with the DDP-based Static Dynamic Optimal Control algorithm used in the Mystic software. Another recently developed method, Hybrid Differential Dynamic Programming (HDDP) is a variant of the standard DDP formulation that leverages both first-order and second-order state transition matrices in addition to nonlinear programming (NLP) techniques. Areas of improvement over standard DDP include constraint handling, convergence properties, continuous dynamics, and multi-phase capability. DDP is a gradient based method and will converge to a solution nearby an initial guess. In this study, monotonic basin hopping (MBH) is employed as a stochastic search method to overcome this limitation, by augmenting the HDDP algorithm for a wider search of the solution space.

  15. Simulating stochastic dynamics using large time steps.

    PubMed

    Corradini, O; Faccioli, P; Orland, H

    2009-12-01

    We present an approach to investigate the long-time stochastic dynamics of multidimensional classical systems, in contact with a heat bath. When the potential energy landscape is rugged, the kinetics displays a decoupling of short- and long-time scales and both molecular dynamics or Monte Carlo (MC) simulations are generally inefficient. Using a field theoretic approach, we perform analytically the average over the short-time stochastic fluctuations. This way, we obtain an effective theory, which generates the same long-time dynamics of the original theory, but has a lower time-resolution power. Such an approach is used to develop an improved version of the MC algorithm, which is particularly suitable to investigate the dynamics of rare conformational transitions. In the specific case of molecular systems at room temperature, we show that elementary integration time steps used to simulate the effective theory can be chosen a factor approximately 100 larger than those used in the original theory. Our results are illustrated and tested on a simple system, characterized by a rugged energy landscape. PMID:20365123

  16. Stochastic-dynamic Modelling of Morphodynamics

    NASA Astrophysics Data System (ADS)

    Eppel, D. P.; Kapitza, H.

    The numerical prediction of coastal sediment motion over time spans of years and decades is hampered by the sediment's ability, when stirred by waves and currents, to often react not uniquely to the external forcing but rather to show some kind of internal dynamics whose characteristics are not directly linked to the external forcing. Analytical stability analyses of the sediment-water system indicate that instabilities of tidally forced sediment layers in shallow seas can occur on spatial scales smaller than and not related to the scales of the tidal components. The finite growth of these un- stable amplitides can be described in terms of Ginzburg-Landau equations. Examples are the formation of ripples, sand waves and sand dunes or the formation of shore- face connected ridges. Among others, analyses of time series of coastal profiles from Duck, South Carolina extending over several decades gave evidence for self-organized behaviour suggesting that some important sediment-water systems can be perceived as dissipative dynamical structures. The consequences of such behaviour for predicting morphodynamics has been pointed out: one would expect that there exist time horizons beyond which predictions in the traditional deterministic sense are not possible. One would have to look for statistical quantities containing information of some relevance such as phase-space densities of solutions, attractor sets and the like. This contribution is part of an effort to address the prediction problem of morphody- namics through process-oriented models containing stochastic parameterizations for bottom shear stresses, critical shear stresses, etc.; process-based models because they are directly related to the physical processes but in a stochastic form because it is known that the physical processes contain strong stochastic components. The final outcome of such a program would be the generation of an ensemble of solutions by Monte Carlo integrations of the stochastic model

  17. The Stochastic Search Dynamics of Interneuron Migration

    PubMed Central

    Britto, Joanne M.; Johnston, Leigh A.; Tan, Seong-Seng

    2009-01-01

    Abstract Migration is a dynamic process in which a cell searches the environment and translates acquired information into somal advancement. In particular, interneuron migration during development is accomplished by two distinct processes: the extension of neurites tipped with growth cones; and nucleus translocation, termed nucleokinesis. The primary purpose of our study is to investigate neurite branching and nucleokinesis using high-resolution time-lapse confocal microscopy and computational modeling. We demonstrate that nucleokinesis is accurately modeled by a spring-dashpot system and that neurite branching is independent of the nucleokinesis event, and displays the dynamics of a stochastic birth-death process. This is in contrast to traditional biological descriptions, which suggest a closer relationship between the two migratory mechanisms. Our models are validated on independent data sets acquired using two different imaging protocols, and are shown to be robust to alterations in guidance cues and cellular migratory mechanisms, through treatment with brain-derived neurotrophic factor, neurotrophin-4, and blebbistatin. We postulate that the stochastic branch dynamics exhibited by interneurons undergoing guidance-directed migration permit efficient exploration of the environment. PMID:19651028

  18. Stochastic Event-Driven Molecular Dynamics

    SciTech Connect

    Donev, Aleksandar Garcia, Alejandro L.; Alder, Berni J.

    2008-02-01

    A novel Stochastic Event-Driven Molecular Dynamics (SEDMD) algorithm is developed for the simulation of polymer chains suspended in a solvent. SEDMD combines event-driven molecular dynamics (EDMD) with the Direct Simulation Monte Carlo (DSMC) method. The polymers are represented as chains of hard-spheres tethered by square wells and interact with the solvent particles with hard-core potentials. The algorithm uses EDMD for the simulation of the polymer chain and the interactions between the chain beads and the surrounding solvent particles. The interactions between the solvent particles themselves are not treated deterministically as in EDMD, rather, the momentum and energy exchange in the solvent is determined stochastically using DSMC. The coupling between the solvent and the solute is consistently represented at the particle level retaining hydrodynamic interactions and thermodynamic fluctuations. However, unlike full MD simulations of both the solvent and the solute, in SEDMD the spatial structure of the solvent is ignored. The SEDMD algorithm is described in detail and applied to the study of the dynamics of a polymer chain tethered to a hard-wall subjected to uniform shear. SEDMD closely reproduces results obtained using traditional EDMD simulations with two orders of magnitude greater efficiency. Results question the existence of periodic (cycling) motion of the polymer chain.

  19. Stochastic dynamics of macromolecular-assembly networks.

    NASA Astrophysics Data System (ADS)

    Saiz, Leonor; Vilar, Jose

    2006-03-01

    The formation and regulation of macromolecular complexes provides the backbone of most cellular processes, including gene regulation and signal transduction. The inherent complexity of assembling macromolecular structures makes current computational methods strongly limited for understanding how the physical interactions between cellular components give rise to systemic properties of cells. Here we present a stochastic approach to study the dynamics of networks formed by macromolecular complexes in terms of the molecular interactions of their components [1]. Exploiting key thermodynamic concepts, this approach makes it possible to both estimate reaction rates and incorporate the resulting assembly dynamics into the stochastic kinetics of cellular networks. As prototype systems, we consider the lac operon and phage λ induction switches, which rely on the formation of DNA loops by proteins [2] and on the integration of these protein-DNA complexes into intracellular networks. This cross-scale approach offers an effective starting point to move forward from network diagrams, such as those of protein-protein and DNA-protein interaction networks, to the actual dynamics of cellular processes. [1] L. Saiz and J.M.G. Vilar, submitted (2005). [2] J.M.G. Vilar and L. Saiz, Current Opinion in Genetics & Development, 15, 136-144 (2005).

  20. Irreversible thermodynamics in multiscale stochastic dynamical systems.

    PubMed

    Santillán, Moisés; Qian, Hong

    2011-04-01

    This work extends the results of a recently developed theory of a rather complete thermodynamic formalism for discrete-state, continuous-time Markov processes with and without detailed balance. We investigate whether and in what way the thermodynamic structure is invariant in a multiscale stochastic system, that is, whether the relations between thermodynamic functions of state and process variables remain unchanged when the system is viewed at different time scales and resolutions. Our results show that the dynamics on a fast time scale contribute an entropic term to the internal energy function u(S)(x) for the slow dynamics. Based on the conditional free energy u(S)(x), we can then treat the slow dynamics as if the fast dynamics is nonexistent. Furthermore, we show that the free energy, which characterizes the spontaneous organization in a system without detailed balance, is invariant with or without the fast dynamics: The fast dynamics is assumed to reach stationarity instantaneously on the slow time scale; it has no effect on the system's free energy. The same cannot be said for the entropy and the internal energy, both of which contain the same contribution from the fast dynamics. We also investigate the consequences of time-scale separation in connection to the concepts of quasi-stationarity and steady adiabaticity introduced in the phenomenological steady-state thermodynamics. PMID:21599138

  1. Irreversible thermodynamics in multiscale stochastic dynamical systems

    NASA Astrophysics Data System (ADS)

    Santillán, Moisés; Qian, Hong

    2011-04-01

    This work extends the results of a recently developed theory of a rather complete thermodynamic formalism for discrete-state, continuous-time Markov processes with and without detailed balance. We investigate whether and in what way the thermodynamic structure is invariant in a multiscale stochastic system, that is, whether the relations between thermodynamic functions of state and process variables remain unchanged when the system is viewed at different time scales and resolutions. Our results show that the dynamics on a fast time scale contribute an entropic term to the internal energy function uS(x) for the slow dynamics. Based on the conditional free energy uS(x), we can then treat the slow dynamics as if the fast dynamics is nonexistent. Furthermore, we show that the free energy, which characterizes the spontaneous organization in a system without detailed balance, is invariant with or without the fast dynamics: The fast dynamics is assumed to reach stationarity instantaneously on the slow time scale; it has no effect on the system’s free energy. The same cannot be said for the entropy and the internal energy, both of which contain the same contribution from the fast dynamics. We also investigate the consequences of time-scale separation in connection to the concepts of quasi-stationarity and steady adiabaticity introduced in the phenomenological steady-state thermodynamics.

  2. Method to describe stochastic dynamics using an optimal coordinate.

    PubMed

    Krivov, Sergei V

    2013-12-01

    A general method to describe the stochastic dynamics of Markov processes is suggested. The method aims to solve three related problems: the determination of an optimal coordinate for the description of stochastic dynamics; the reconstruction of time from an ensemble of stochastic trajectories; and the decomposition of stationary stochastic dynamics into eigenmodes which do not decay exponentially with time. The problems are solved by introducing additive eigenvectors which are transformed by a stochastic matrix in a simple way - every component is translated by a constant distance. Such solutions have peculiar properties. For example, an optimal coordinate for stochastic dynamics with detailed balance is a multivalued function. An optimal coordinate for a random walk on a line corresponds to the conventional eigenvector of the one-dimensional Dirac equation. The equation for the optimal coordinate in a slowly varying potential reduces to the Hamilton-Jacobi equation for the action function. PMID:24483410

  3. Nonlinear and Stochastic Dynamics in the Heart

    PubMed Central

    Qu, Zhilin; Hu, Gang; Garfinkel, Alan; Weiss, James N.

    2014-01-01

    In a normal human life span, the heart beats about 2 to 3 billion times. Under diseased conditions, a heart may lose its normal rhythm and degenerate suddenly into much faster and irregular rhythms, called arrhythmias, which may lead to sudden death. The transition from a normal rhythm to an arrhythmia is a transition from regular electrical wave conduction to irregular or turbulent wave conduction in the heart, and thus this medical problem is also a problem of physics and mathematics. In the last century, clinical, experimental, and theoretical studies have shown that dynamical theories play fundamental roles in understanding the mechanisms of the genesis of the normal heart rhythm as well as lethal arrhythmias. In this article, we summarize in detail the nonlinear and stochastic dynamics occurring in the heart and their links to normal cardiac functions and arrhythmias, providing a holistic view through integrating dynamics from the molecular (microscopic) scale, to the organelle (mesoscopic) scale, to the cellular, tissue, and organ (macroscopic) scales. We discuss what existing problems and challenges are waiting to be solved and how multi-scale mathematical modeling and nonlinear dynamics may be helpful for solving these problems. PMID:25267872

  4. Wolbachia spread dynamics in stochastic environments.

    PubMed

    Hu, Linchao; Huang, Mugen; Tang, Moxun; Yu, Jianshe; Zheng, Bo

    2015-12-01

    Dengue fever is a mosquito-borne viral disease with 100 million people infected annually. A novel strategy for dengue control uses the bacterium Wolbachia to invade dengue vector Aedes mosquitoes. As the impact of environmental heterogeneity on Wolbachia spread dynamics in natural areas has been rarely quantified, we develop a model of differential equations for which the environmental conditions switch randomly between two regimes. We find some striking phenomena that random regime transitions could drive Wolbachia to extinction from certain initial states confirmed Wolbachia fixation in homogeneous environments, and mosquito releasing facilitates Wolbachia invasion more effectively when the regimes transit frequently. By superimposing the phase spaces of the ODE systems defined in each regime, we identify the threshold curves below which Wolbachia invades the whole population, which extends the theory of threshold infection frequency to stochastic environments. PMID:26428255

  5. Stochastic dynamics for idiotypic immune networks

    NASA Astrophysics Data System (ADS)

    Barra, Adriano; Agliari, Elena

    2010-12-01

    In this work we introduce and analyze the stochastic dynamics obeyed by a model of an immune network recently introduced by the authors. We develop Fokker-Planck equations for the single lymphocyte behavior and coarse grained Langevin schemes for the averaged clone behavior. After showing agreement with real systems (as a short path Jerne cascade), we suggest, both with analytical and numerical arguments, explanations for the generation of (metastable) memory cells, improvement of the secondary response (both in the quality and quantity) and bell shaped modulation against infections as a natural behavior. The whole emerges from the model without being postulated a-priori as it often occurs in second generation immune networks: so the aim of the work is to present some out-of-equilibrium features of this model and to highlight mechanisms which can replace a-priori assumptions in view of further detailed analysis in theoretical systemic immunology.

  6. Predicting stochastic gene expression dynamics in single cells.

    PubMed

    Mettetal, Jerome T; Muzzey, Dale; Pedraza, Juan M; Ozbudak, Ertugrul M; van Oudenaarden, Alexander

    2006-05-01

    Fluctuations in protein numbers (noise) due to inherent stochastic effects in single cells can have large effects on the dynamic behavior of gene regulatory networks. Although deterministic models can predict the average network behavior, they fail to incorporate the stochasticity characteristic of gene expression, thereby limiting their relevance when single cell behaviors deviate from the population average. Recently, stochastic models have been used to predict distributions of steady-state protein levels within a population but not to predict the dynamic, presteady-state distributions. In the present work, we experimentally examine a system whose dynamics are heavily influenced by stochastic effects. We measure population distributions of protein numbers as a function of time in the Escherichia coli lactose uptake network (lac operon). We then introduce a dynamic stochastic model and show that prediction of dynamic distributions requires only a few noise parameters in addition to the rates that characterize a deterministic model. Whereas the deterministic model cannot fully capture the observed behavior, our stochastic model correctly predicts the experimental dynamics without any fit parameters. Our results provide a proof of principle for the possibility of faithfully predicting dynamic population distributions from deterministic models supplemented by a stochastic component that captures the major noise sources. PMID:16648266

  7. Extended Plefka expansion for stochastic dynamics

    NASA Astrophysics Data System (ADS)

    Bravi, B.; Sollich, P.; Opper, M.

    2016-05-01

    We propose an extension of the Plefka expansion, which is well known for the dynamics of discrete spins, to stochastic differential equations with continuous degrees of freedom and exhibiting generic nonlinearities. The scenario is sufficiently general to allow application to e.g. biochemical networks involved in metabolism and regulation. The main feature of our approach is to constrain in the Plefka expansion not just first moments akin to magnetizations, but also second moments, specifically two-time correlations and responses for each degree of freedom. The end result is an effective equation of motion for each single degree of freedom, where couplings to other variables appear as a self-coupling to the past (i.e. memory term) and a coloured noise. This constitutes a new mean field approximation that should become exact in the thermodynamic limit of a large network, for suitably long-ranged couplings. For the analytically tractable case of linear dynamics we establish this exactness explicitly by appeal to spectral methods of random matrix theory, for Gaussian couplings with arbitrary degree of symmetry.

  8. Stochastic Terminal Dynamics in Epithelial Cell Intercalation

    NASA Astrophysics Data System (ADS)

    Eule, Stephan; Metzger, Jakob; Reichl, Lars; Kong, Deqing; Zhang, Yujun; Grosshans, Joerg; Wolf, Fred

    2015-03-01

    We found that the constriction of epithelial cell contacts during intercalation in germ band extension in Drosophila embryos follows intriguingly simple quantitative laws. The mean contact length < L > follows < L > (t) ~(T - t) α , where T is the finite collapse time; the time dependent variance of contact length is proportional to the square of the mean; finally the time dependent probability density of the contact lengths remains close to Gaussian during the entire process. These observations suggest that the dynamics of contact collapse can be captured by a stochastic differential equation analytically tractable in small noise approximation. Here, we present such a model, providing an effective description of the non-equilibrium statistical mechanics of contact collapse. All model parameters are fixed by measurements of time dependent mean and variance of contact lengths. The model predicts the contact length covariance function that we obtain in closed form. The contact length covariance function closely matches experimental observations suggesting that the model well captures the dynamics of contact collapse.

  9. Collisionally induced stochastic dynamics of fast ions in solids

    SciTech Connect

    Burgdoerfer, J.

    1989-01-01

    Recent developments in the theory of excited state formation in collisions of fast highly charged ions with solids are reviewed. We discuss a classical transport theory employing Monte-Carlo sampling of solutions of a microscopic Langevin equation. Dynamical screening by the dielectric medium as well as multiple collisions are incorporated through the drift and stochastic forces in the Langevin equation. The close relationship between the extrinsically stochastic dynamics described by the Langevin and the intrinsic stochasticity in chaotic nonlinear dynamical systems is stressed. Comparison with experimental data and possible modification by quantum corrections are discussed. 49 refs., 11 figs.

  10. Identification and stochastic control of helicopter dynamic modes

    NASA Technical Reports Server (NTRS)

    Molusis, J. A.; Bar-Shalom, Y.

    1983-01-01

    A general treatment of parameter identification and stochastic control for use on helicopter dynamic systems is presented. Rotor dynamic models, including specific applications to rotor blade flapping and the helicopter ground resonance problem are emphasized. Dynamic systems which are governed by periodic coefficients as well as constant coefficient models are addressed. The dynamic systems are modeled by linear state variable equations which are used in the identification and stochastic control formulation. The pure identification problem as well as the stochastic control problem which includes combined identification and control for dynamic systems is addressed. The stochastic control problem includes the effect of parameter uncertainty on the solution and the concept of learning and how this is affected by the control's duel effect. The identification formulation requires algorithms suitable for on line use and thus recursive identification algorithms are considered. The applications presented use the recursive extended kalman filter for parameter identification which has excellent convergence for systems without process noise.

  11. Extending Newtonian Dynamics to Include Stochastic Processes

    NASA Technical Reports Server (NTRS)

    Zak, Michail

    2009-01-01

    A paper presents further results of continuing research reported in several previous NASA Tech Briefs articles, the two most recent being Stochastic Representations of Chaos Using Terminal Attractors (NPO-41519), [Vol. 30, No. 5 (May 2006), page 57] and Physical Principle for Generation of Randomness (NPO-43822) [Vol. 33, No. 5 (May 2009), page 56]. This research focuses upon a mathematical formalism for describing post-instability motions of a dynamical system characterized by exponential divergences of trajectories leading to chaos (including turbulence as a form of chaos). The formalism involves fictitious control forces that couple the equations of motion of the system with a Liouville equation that describes the evolution of the probability density of errors in initial conditions. These stabilizing forces create a powerful terminal attractor in probability space that corresponds to occurrence of a target trajectory with probability one. The effect in configuration space (ordinary three-dimensional space as commonly perceived) is to suppress exponential divergences of neighboring trajectories without affecting the target trajectory. As a result, the post-instability motion is represented by a set of functions describing the evolution of such statistical quantities as expectations and higher moments, and this representation is stable.

  12. A dynamic localization model with stochastic backscatter

    NASA Astrophysics Data System (ADS)

    Carati, Daniele; Ghosal, Sandip

    1994-12-01

    The modeling of subgrid scales in large-eddy simulation (LES) has been rationalized by the introduction of the dynamic localization procedure. This method allows one to compute rather than prescribe the unknown coefficients in the subgrid-scale model. Formally, the LES equations are supposed to be obtained by applying to the Navier-Stokes equations a 'grid filter' operation. Though the subgrid stress itself is unknown, an identity between subgrid stresses generated by different filters has been derived. Although preliminary tests of the Dynamic Localization Model (DLM) with k-equation have been satisfactory, the use of a negative eddy viscosity to describe backscatter is probably a crude representation of the physics of reverse transfer of energy. Indeed, the model is fully deterministic. Knowing the filtered velocity field and the subgrid-scale energy, the subgrid stress is automatically determined. We know that the LES equations cannot be fully deterministic since the small scales are not resolved. This stems from an important distinction between equilibrium hydrodynamics and turbulence. In equilibrium hydrodynamics, the molecular motions are also not resolved. However, there is a clear separation of scale between these unresolved motions and the relevant hydrodynamic scales. The result of molecular motions can then be separated into an average effect (the molecular viscosity) and some fluctuations. Due to the large number of molecules present in a box with size of the order of the hydrodynamic scale, the ratio between fluctuations and the average effect should be very small (as a result of the 'law of large numbers'). For that reason, the hydrodynamic balance equations are usually purely deterministic. In turbulence, however, there is no clear separation of scale between small and large eddies. In that case, the fluctuations around a deterministic eddy viscosity term could be significant. An eddy noise would then appear through a stochastic term in the subgrid

  13. Stochastic system identification in structural dynamics

    USGS Publications Warehouse

    Safak, Erdal

    1988-01-01

    Recently, new identification methods have been developed by using the concept of optimal-recursive filtering and stochastic approximation. These methods, known as stochastic identification, are based on the statistical properties of the signal and noise, and do not require the assumptions of current methods. The criterion for stochastic system identification is that the difference between the recorded output and the output from the identified system (i.e., the residual of the identification) should be equal to white noise. In this paper, first a brief review of the theory is given. Then, an application of the method is presented by using ambient vibration data from a nine-story building.

  14. Stochastic Dynamics Underlying Cognitive Stability and Flexibility

    PubMed Central

    Ueltzhöffer, Kai; Armbruster-Genç, Diana J. N.; Fiebach, Christian J.

    2015-01-01

    dopaminergic modulation of cognitive flexibility. These results show that stochastic dynamical systems can implement the basic computations underlying cognitive stability and flexibility and explain neurobiological bases of individual differences. PMID:26068119

  15. Stochastic Dynamics Underlying Cognitive Stability and Flexibility.

    PubMed

    Ueltzhöffer, Kai; Armbruster-Genç, Diana J N; Fiebach, Christian J

    2015-06-01

    dopaminergic modulation of cognitive flexibility. These results show that stochastic dynamical systems can implement the basic computations underlying cognitive stability and flexibility and explain neurobiological bases of individual differences. PMID:26068119

  16. Applied Nonlinear Dynamics and Stochastic Systems Near The Millenium. Proceedings

    SciTech Connect

    Kadtke, J.B.; Bulsara, A.

    1997-12-01

    These proceedings represent papers presented at the Applied Nonlinear Dynamics and Stochastic Systems conference held in San Diego, California in July 1997. The conference emphasized the applications of nonlinear dynamical systems theory in fields as diverse as neuroscience and biomedical engineering, fluid dynamics, chaos control, nonlinear signal/image processing, stochastic resonance, devices and nonlinear dynamics in socio{minus}economic systems. There were 56 papers presented at the conference and 5 have been abstracted for the Energy Science and Technology database.(AIP)

  17. Analysing Dynamical Behavior of Cellular Networks via Stochastic Bifurcations

    PubMed Central

    Zakharova, Anna; Kurths, Jürgen; Vadivasova, Tatyana; Koseska, Aneta

    2011-01-01

    The dynamical structure of genetic networks determines the occurrence of various biological mechanisms, such as cellular differentiation. However, the question of how cellular diversity evolves in relation to the inherent stochasticity and intercellular communication remains still to be understood. Here, we define a concept of stochastic bifurcations suitable to investigate the dynamical structure of genetic networks, and show that under stochastic influence, the expression of given proteins of interest is defined via the probability distribution of the phase variable, representing one of the genes constituting the system. Moreover, we show that under changing stochastic conditions, the probabilities of expressing certain concentration values are different, leading to different functionality of the cells, and thus to differentiation of the cells in the various types. PMID:21647432

  18. Analysis of the non-Markov parameter in continuous-time signal processing

    NASA Astrophysics Data System (ADS)

    Varghese, J. J.; Bellette, P. A.; Weegink, K. J.; Bradley, A. P.; Meehan, P. A.

    2014-02-01

    The use of statistical complexity metrics has yielded a number of successful methodologies to differentiate and identify signals from complex systems where the underlying dynamics cannot be calculated. The Mori-Zwanzig framework from statistical mechanics forms the basis for the generalized non-Markov parameter (NMP). The NMP has been used to successfully analyze signals in a diverse set of complex systems. In this paper we show that the Mori-Zwanzig framework masks an elegantly simple closed form of the first NMP, which, for C1 smooth autocorrelation functions, is solely a function of the second moment (spread) and amplitude envelope of the measured power spectrum. We then show that the higher-order NMPs can be constructed in closed form in a modular fashion from the lower-order NMPs. These results provide an alternative, signal processing-based perspective to analyze the NMP, which does not require an understanding of the Mori-Zwanzig generating equations. We analyze the parametric sensitivity of the zero-frequency value of the first NMP, which has been used as a metric to discriminate between states in complex systems. Specifically, we develop closed-form expressions for three instructive systems: band-limited white noise, the output of white noise input to an idealized all-pole filter,f and a simple harmonic oscillator driven by white noise. Analysis of these systems shows a primary sensitivity to the decay rate of the tail of the power spectrum.

  19. Stochastic population dynamics under resource constraints

    NASA Astrophysics Data System (ADS)

    Gavane, Ajinkya S.; Nigam, Rahul

    2016-06-01

    This paper investigates the population growth of a certain species in which every generation reproduces thrice over a period of predefined time, under certain constraints of resources needed for survival of population. We study the survival period of a species by randomizing the reproduction probabilities within a window at same predefined ages and the resources are being produced by the working force of the population at a variable rate. This randomness in the reproduction rate makes the population growth stochastic in nature and one cannot predict the exact form of evolution. Hence we study the growth by running simulations for such a population and taking an ensemble averaged over 500 to 5000 such simulations as per the need. While the population reproduces in a stochastic manner, we have implemented a constraint on the amount of resources available for the population. This is important to make the simulations more realistic. The rate of resource production then is tuned to find the rate which suits the survival of the species. We also compute the mean life time of the species corresponding to different resource production rate. Study for these outcomes in the parameter space defined by the reproduction probabilities and rate of resource production is carried out.

  20. Path sampling with stochastic dynamics: Some new algorithms

    SciTech Connect

    Stoltz, Gabriel . E-mail: stoltz@cermics.enpc.fr

    2007-07-01

    We propose here some new sampling algorithms for path sampling in the case when stochastic dynamics are used. In particular, we present a new proposal function for equilibrium sampling of paths with a Monte-Carlo dynamics (the so-called 'brownian tube' proposal). This proposal is based on the continuity of the dynamics with respect to the random forcing, and generalizes all previous approaches when stochastic dynamics are used. The efficiency of this proposal is demonstrated using some measure of decorrelation in path space. We also discuss a switching strategy that allows to transform ensemble of paths at a finite rate while remaining at equilibrium, in contrast with the usual Jarzynski like switching. This switching is very interesting to sample constrained paths starting from unconstrained paths, or to perform simulated annealing in a rigorous way.

  1. Discriminating chaotic and stochastic dynamics through the permutation spectrum test

    SciTech Connect

    Kulp, C. W.; Zunino, L.

    2014-09-01

    In this paper, we propose a new heuristic symbolic tool for unveiling chaotic and stochastic dynamics: the permutation spectrum test. Several numerical examples allow us to confirm the usefulness of the introduced methodology. Indeed, we show that it is robust in situations in which other techniques fail (intermittent chaos, hyperchaotic dynamics, stochastic linear and nonlinear correlated dynamics, and deterministic non-chaotic noise-driven dynamics). We illustrate the applicability and reliability of this pragmatic method by examining real complex time series from diverse scientific fields. Taking into account that the proposed test has the advantages of being conceptually simple and computationally fast, we think that it can be of practical utility as an alternative test for determinism.

  2. Discriminating chaotic and stochastic dynamics through the permutation spectrum test.

    PubMed

    Kulp, C W; Zunino, L

    2014-09-01

    In this paper, we propose a new heuristic symbolic tool for unveiling chaotic and stochastic dynamics: the permutation spectrum test. Several numerical examples allow us to confirm the usefulness of the introduced methodology. Indeed, we show that it is robust in situations in which other techniques fail (intermittent chaos, hyperchaotic dynamics, stochastic linear and nonlinear correlated dynamics, and deterministic non-chaotic noise-driven dynamics). We illustrate the applicability and reliability of this pragmatic method by examining real complex time series from diverse scientific fields. Taking into account that the proposed test has the advantages of being conceptually simple and computationally fast, we think that it can be of practical utility as an alternative test for determinism. PMID:25273196

  3. Approximation of stochastic equilibria for dynamic systems with colored noise

    SciTech Connect

    Bashkirtseva, Irina

    2015-03-10

    We consider nonlinear dynamic systems forced by colored noise. Using first approximation systems, we study dynamics of deviations of stochastic solutions from stable deterministic equilibria. Equations for the stationary second moments of deviations of random states are derived. An application of the elaborated theory to Van der Pol system driven by colored noise is given. A dependence of the dispersion on the time correlation of the colored noise is studied.

  4. Quantum mechanics emerging from stochastic dynamics of virtual particles

    NASA Astrophysics Data System (ADS)

    Tsekov, Roumen

    2016-03-01

    It is shown how quantum mechanics emerges from the stochastic dynamics of force carriers. It is demonstrated that the Moyal equation corresponds to dynamic correlations between the real particle momentum and the virtual particle position, which are not present in classical mechanics. This new concept throws light on the physical meaning of quantum theory, showing that the Planck constant square is a second-second position-momentum cross-cumulant.

  5. A dynamical stochastic coupled model for financial markets

    NASA Astrophysics Data System (ADS)

    Govindan, T. E.; Ibarra-Valdez, Carlos; Ruiz de Chávez, J.

    2007-07-01

    A model coupling a deterministic dynamical system which represents trading, with a stochastic one that represents asset prices evolution is presented. Both parts of the model have connections with well established dynamic models in mathematical economics and finance. The main objective is to represent the double feedback between trading dynamics (the demand/supply interaction) and price dynamics (assumed as largely random). We present the model, and address to some extent existence and uniqueness, continuity with respect to initial conditions and stability of solutions. The non-Lipschitz case is briefly considered as well.

  6. Stochastic heart-rate model can reveal pathologic cardiac dynamics

    NASA Astrophysics Data System (ADS)

    Kuusela, Tom

    2004-03-01

    A simple one-dimensional Langevin-type stochastic difference equation can simulate the heart-rate fluctuations in a time scale from minutes to hours. The model consists of a deterministic nonlinear part and a stochastic part typical of Gaussian noise, and both parts can be directly determined from measured heart-rate data. Data from healthy subjects typically exhibit the deterministic part with two or more stable fixed points. Studies of 15 congestive heart-failure subjects reveal that the deterministic part of pathologic heart dynamics has no clear stable fixed points. Direct simulations of the stochastic model for normal and pathologic cases can produce statistical parameters similar to those of real subjects. Results directly indicate that pathologic situations simplify the heart-rate control system.

  7. Stochastic Dynamics with Correct Sampling for Constrained Systems.

    PubMed

    Peters, E A J F; Goga, N; Berendsen, H J C

    2014-10-14

    In this paper we discuss thermostatting using stochastic methods for molecular simulations where constraints are present. For so-called impulsive thermostats, like the Andersen thermostat, the equilibrium temperature will differ significantly from the imposed temperature when a limited number of particles are picked and constraints are applied. We analyze this problem and give two rigorous solutions for it. A correct general treatment of impulsive stochastic thermostatting, including pairwise dissipative particle dynamics and stochastic forcing in the presence of constraints, is given and it is shown that the constrained canonical distribution is sampled rigorously. We discuss implementation issues such as second order Trotter expansions. The method is shown to rigorously maintain the correct temperature for the case of extended simple point charge (SPC/E) water simulations. PMID:26588119

  8. Stochastic Evaluation of Riparian Vegetation Dynamics in River Channels

    NASA Astrophysics Data System (ADS)

    Miyamoto, H.; Kimura, R.; Toshimori, N.

    2013-12-01

    Vegetation overgrowth in sand bars and floodplains has been a serious problem for river management in Japan. From the viewpoints of flood control and ecological conservation, it would be necessary to accurately predict the vegetation dynamics for a long period of time. In this study, we have developed a stochastic model for predicting the dynamics of trees in floodplains with emphasis on the interaction with flood impacts. The model consists of the following four processes in coupling ecohydrology with biogeomorphology: (i) stochastic behavior of flow discharge, (ii) hydrodynamics in a channel with vegetation, (iii) variation of riverbed topography and (iv) vegetation dynamics on the floodplain. In the model, the flood discharge is stochastically simulated using a Poisson process, one of the conventional approaches in hydrological time-series generation. The model for vegetation dynamics includes the effects of tree growth, mortality by flood impacts, and infant tree invasion. To determine the model parameters, vegetation conditions have been observed mainly before and after flood impacts since 2008 at a field site located between 23.2-24.0 km from the river mouth in Kako River, Japan. This site is one of the vegetation overgrowth locations in Kako River floodplains, where the predominant tree species are willows and bamboos. In this presentation, sensitivity of the vegetation overgrowth tendency is investigated in Kako River channels. Through the Monte Carlo simulation for several cross sections in Kako River, responses of the vegetated channels are stochastically evaluated in terms of the changes of discharge magnitude and channel geomorphology. The expectation and standard deviation of vegetation areal ratio are compared in the different channel cross sections for different river discharges and relative floodplain heights. The result shows that the vegetation status changes sensitively in the channels with larger discharge and insensitive in the lower floodplain

  9. Dynamic option pricing with endogenous stochastic arbitrage

    NASA Astrophysics Data System (ADS)

    Contreras, Mauricio; Montalva, Rodrigo; Pellicer, Rely; Villena, Marcelo

    2010-09-01

    Only few efforts have been made in order to relax one of the key assumptions of the Black-Scholes model: the no-arbitrage assumption. This is despite the fact that arbitrage processes usually exist in the real world, even though they tend to be short-lived. The purpose of this paper is to develop an option pricing model with endogenous stochastic arbitrage, capable of modelling in a general fashion any future and underlying asset that deviate itself from its market equilibrium. Thus, this investigation calibrates empirically the arbitrage on the futures on the S&P 500 index using transaction data from September 1997 to June 2009, from here a specific type of arbitrage called “arbitrage bubble”, based on a t-step function, is identified and hence used in our model. The theoretical results obtained for Binary and European call options, for this kind of arbitrage, show that an investment strategy that takes advantage of the identified arbitrage possibility can be defined, whenever it is possible to anticipate in relative terms the amplitude and timespan of the process. Finally, the new trajectory of the stock price is analytically estimated for a specific case of arbitrage and some numerical illustrations are developed. We find that the consequences of a finite and small endogenous arbitrage not only change the trajectory of the asset price during the period when it started, but also after the arbitrage bubble has already gone. In this context, our model will allow us to calibrate the B-S model to that new trajectory even when the arbitrage already started.

  10. Traffic jam dynamics in stochastic cellular automata

    SciTech Connect

    Nagel, K. |; Schreckenberg, M.

    1995-09-01

    Simple models for particles hopping on a grid (cellular automata) are used to simulate (single lane) traffic flow. Despite their simplicity, these models are astonishingly realistic in reproducing start-stop-waves and realistic fundamental diagrams. One can use these models to investigate traffic phenomena near maximum flow. A so-called phase transition at average maximum flow is visible in the life-times of jams. The resulting dynamic picture is consistent with recent fluid-dynamical results by Kuehne/Kerner/Konhaeuser, and with Treiterer`s hysteresis description. This places CA models between car-following models and fluid-dynamical models for traffic flow. CA models are tested in projects in Los Alamos (USA) and in NRW (Germany) for large scale microsimulations of network traffic.

  11. A data driven nonlinear stochastic model for blood glucose dynamics.

    PubMed

    Zhang, Yan; Holt, Tim A; Khovanova, Natalia

    2016-03-01

    The development of adequate mathematical models for blood glucose dynamics may improve early diagnosis and control of diabetes mellitus (DM). We have developed a stochastic nonlinear second order differential equation to describe the response of blood glucose concentration to food intake using continuous glucose monitoring (CGM) data. A variational Bayesian learning scheme was applied to define the number and values of the system's parameters by iterative optimisation of free energy. The model has the minimal order and number of parameters to successfully describe blood glucose dynamics in people with and without DM. The model accounts for the nonlinearity and stochasticity of the underlying glucose-insulin dynamic process. Being data-driven, it takes full advantage of available CGM data and, at the same time, reflects the intrinsic characteristics of the glucose-insulin system without detailed knowledge of the physiological mechanisms. We have shown that the dynamics of some postprandial blood glucose excursions can be described by a reduced (linear) model, previously seen in the literature. A comprehensive analysis demonstrates that deterministic system parameters belong to different ranges for diabetes and controls. Implications for clinical practice are discussed. This is the first study introducing a continuous data-driven nonlinear stochastic model capable of describing both DM and non-DM profiles. PMID:26707373

  12. Dynamic maintenance of stochastic molecular clusters on cell membranes

    NASA Astrophysics Data System (ADS)

    Mugler, Andrew; Wehrens, Martijn; Ten Wolde, Pieter Rein

    2015-03-01

    Clustering of molecules on cell membranes is a widely observed phenomenon. A key example is the oncoprotein Ras. Maintenance of Ras clusters has been linked to proper Ras signaling. Yet, the mechanism by which Ras clusters are maintained remains unclear. Recently it was discovered that activated Ras promotes further Ras activation. We show using particle-based simulation that this positive feedback link is sufficient to produce persistent clusters of active Ras molecules via a dynamic nucleation mechanism. The cluster statistics are consistent with experimental observations. Interestingly, our model does not support a Turing regime of macroscopic reaction-diffusion patterning. This means that the clustering we observe is a purely stochastic effect, arising from the coupling of the positive feedback network with the discrete nature of individual molecules. These findings underscore the importance of stochastic and dynamic properties of reaction diffusion systems for biological behavior.

  13. Nonperturbative stochastic dynamics driven by strongly correlated colored noise

    NASA Astrophysics Data System (ADS)

    Jing, Jun; Li, Rui; You, J. Q.; Yu, Ting

    2015-02-01

    We propose a quantum model consisting of two remote qubits interacting with two correlated colored noises and establish an exact stochastic Schrödinger equation for this open quantum system. It is shown that the quantum dynamics of the qubit system is profoundly modulated by the mutual correlation between baths and the bath memory capability through dissipation and fluctuation. We report a physical effect on generating inner correlation and entanglement of two distant qubits arising from the strong bath-bath correlation.

  14. Stochastic dynamics of a delayed bistable system with multiplicative noise

    SciTech Connect

    Dung, Nguyen Tien E-mail: dungnt@fpt.edu.vn

    2014-05-15

    In this paper we investigate the properties of a delayed bistable system under the effect of multiplicative noise. We first prove the existence and uniqueness of the positive solution and show that its moments are uniformly bounded. Then, we study stochastic dynamics of the solution in long time, the lower and upper bounds for the paths and an estimate for the average value are provided.

  15. Stochastic Mean-Field Dynamics For Nuclear Collisions

    SciTech Connect

    Ayik, Sakir

    2008-11-11

    We discuss a stochastic approach to improve description of nuclear dynamics beyond the mean-field approximation at low energies. For small amplitude fluctuations, this approach gives a result for the dispersion of a one-body observable that is identical to the result obtained previously through a variational approach. Furthermore, it incorporates one-body dissipation and fluctuation mechanisms in accordance with quantal fluctuation-dissipation relation.

  16. Belavkin-Kolokoltsov watchdog effects in interactively controlled stochastic computer-graphic dynamic systems

    NASA Astrophysics Data System (ADS)

    Juriev, D. V.

    1996-02-01

    The results of investigating the stochastic properties of the long-term behavior of a continuously observed (and interactively controlled) quantum-field top are reported. Applications for interactively controlled stochastic dynamic computer-graphics systems are discussed.

  17. A dynamic model for the Lagrangian stochastic dispersion coefficient

    SciTech Connect

    Pesmazoglou, I.; Navarro-Martinez, S.; Kempf, A. M.

    2013-12-15

    A stochastic sub-grid model is often used to accurately represent particle dispersion in turbulent flows using large eddy simulations. Models of this type have a free parameter, the dispersion coefficient, which is not universal and is strongly grid-dependent. In the present paper, a dynamic model for the evaluation of the coefficient is proposed and validated in decaying homogeneous isotropic turbulence. The grid dependence of the static coefficient is investigated in a turbulent mixing layer and compared to the dynamic model. The dynamic model accurately predicts dispersion statistics and resolves the grid-dependence. Dispersion statistics of the dynamically calculated constant are more accurate than any static coefficient choice for a number of grid spacings. Furthermore, the dynamic model produces less numerical artefacts than a static model and exhibits smaller sensitivity in the results predicted for different particle relaxation times.

  18. Indirect Identification of Linear Stochastic Systems with Known Feedback Dynamics

    NASA Technical Reports Server (NTRS)

    Huang, Jen-Kuang; Hsiao, Min-Hung; Cox, David E.

    1996-01-01

    An algorithm is presented for identifying a state-space model of linear stochastic systems operating under known feedback controller. In this algorithm, only the reference input and output of closed-loop data are required. No feedback signal needs to be recorded. The overall closed-loop system dynamics is first identified. Then a recursive formulation is derived to compute the open-loop plant dynamics from the identified closed-loop system dynamics and known feedback controller dynamics. The controller can be a dynamic or constant-gain full-state feedback controller. Numerical simulations and test data of a highly unstable large-gap magnetic suspension system are presented to demonstrate the feasibility of this indirect identification method.

  19. Effects of stochastic noise on dynamical decoupling procedures

    NASA Astrophysics Data System (ADS)

    Bernád, J. Z.; Frydrych, H.

    2014-06-01

    Dynamical decoupling is an important tool to counter decoherence and dissipation effects in quantum systems originating from environmental interactions. It has been used successfully in many experiments; however, there is still a gap between fidelity improvements achieved in practice compared to theoretical predictions. We propose a model for imperfect dynamical decoupling based on a stochastic Ito differential equation which could explain the observed gap. We discuss the impact of our model on the time evolution of various quantum systems in finite- and infinite-dimensional Hilbert spaces. Analytical results are given for the limit of continuous control, whereas we present numerical simulations and upper bounds for the case of finite control.

  20. Time-Reversal Test for Stochastic Quantum Dynamics

    NASA Astrophysics Data System (ADS)

    Dowling, Mark R.; Drummond, Peter D.; Davis, Matthew J.; Deuar, Piotr

    2005-04-01

    The calculation of quantum dynamics is currently a central issue in theoretical physics, with diverse applications ranging from ultracold atomic Bose-Einstein condensates to condensed matter, biology, and even astrophysics. Here we demonstrate a conceptually simple method of determining the regime of validity of stochastic simulations of unitary quantum dynamics by employing a time-reversal test. We apply this test to a simulation of the evolution of a quantum anharmonic oscillator with up to 6.022×1023 (Avogadro’s number) of particles. This system is realizable as a Bose-Einstein condensate in an optical lattice, for which the time-reversal procedure could be implemented experimentally.

  1. Stochastic description of pilus retraction dynamics

    NASA Astrophysics Data System (ADS)

    Lindén, Martin; Johansson, Emil; Jonsson, Ann-Beth

    2005-03-01

    Motility of certain gram-negative bacteria is mediated by retraction of type IV pili surface filaments, which are essential for infectivity. Type IV pili are helical filaments with 4 nm periodicity and 5 subunits per turn. The retraction is powered by a strong molecular motor protein, PilT, producing very high forces in excess of 100 pN[1]. One possible explanation for the high forces are that several ATP are hydrolyzed to retract each subunit.We consider a widely used class of discrete hopping models, which has been used to describe well-known motor proteins such as kinesin[2] and myosin[3]. The model describes recent experimental measurements[1] on Neisseria gonorrhoeae well, and makes several interesting predictions for the randomness of the retraction dynamics.1. Maier et al, PNAS 101:10961 (2004)2. M. E. Fisher and A. B. Kolomeisky, PNAS 98:7748 (2001)3. A. B. Kolomeisky and M. E. Fisher, Biophys. J. 84:1650 (2003)

  2. Stochastic Erosion of Fractal Structure in Nonlinear Dynamical Systems

    NASA Astrophysics Data System (ADS)

    Agarwal, S.; Wettlaufer, J. S.

    2014-12-01

    We analyze the effects of stochastic noise on the Lorenz-63 model in the chaotic regime to demonstrate a set of general issues arising in the interpretation of data from nonlinear dynamical systems typical in geophysics. The model is forced using both additive and multiplicative, white and colored noise and it is shown that, through a suitable choice of the noise intensity, both additive and multiplicative noise can produce similar dynamics. We use a recently developed measure, histogram distance, to show the similarity between the dynamics produced by additive and multiplicative forcing. This phenomenon, in a nonlinear fractal structure with chaotic dynamics can be explained by understanding how noise affects the Unstable Periodic Orbits (UPOs) of the system. For delta-correlated noise, the UPOs erode the fractal structure. In the presence of memory in the noise forcing, the time scale of the noise starts to interact with the period of some UPO and, depending on the noise intensity, stochastic resonance may be observed. This also explains the mixing in dissipative dynamical systems in presence of white noise; as the fractal structure is smoothed, the decay of correlations is enhanced, and hence the rate of mixing increases with noise intensity.

  3. Active Brownian Particles. From Individual to Collective Stochastic Dynamics

    NASA Astrophysics Data System (ADS)

    Romanczuk, P.; Bär, M.; Ebeling, W.; Lindner, B.; Schimansky-Geier, L.

    2012-03-01

    We review theoretical models of individual motility as well as collective dynamics and pattern formation of active particles. We focus on simple models of active dynamics with a particular emphasis on nonlinear and stochastic dynamics of such self-propelled entities in the framework of statistical mechanics. Examples of such active units in complex physico-chemical and biological systems are chemically powered nano-rods, localized patterns in reaction-diffusion system, motile cells or macroscopic animals. Based on the description of individual motion of point-like active particles by stochastic differential equations, we discuss different velocity-dependent friction functions, the impact of various types of fluctuations and calculate characteristic observables such as stationary velocity distributions or diffusion coefficients. Finally, we consider not only the free and confined individual active dynamics but also different types of interaction between active particles. The resulting collective dynamical behavior of large assemblies and aggregates of active units is discussed and an overview over some recent results on spatiotemporal pattern formation in such systems is given.

  4. Cycles, stochasticity and density dependence in pink salmon population dynamics.

    PubMed

    Krkosek, Martin; Hilborn, Ray; Peterman, Randall M; Quinn, Thomas P

    2011-07-01

    Complex dynamics of animal populations often involve deterministic and stochastic components. A fascinating example is the variation in magnitude of 2-year cycles in abundances of pink salmon (Oncorhynchus gorbuscha) stocks along the North Pacific rim. Pink salmon have a 2-year anadromous and semelparous life cycle, resulting in odd- and even-year lineages that occupy the same habitats but are reproductively isolated in time. One lineage is often much more abundant than the other in a given river, and there are phase switches in dominance between odd- and even-year lines. In some regions, the weak line is absent and in others both lines are abundant. Our analysis of 33 stocks indicates that these patterns probably result from stochastic perturbations of damped oscillations owing to density-dependent mortality caused by interactions between lineages. Possible mechanisms are cannibalism, disease transmission, food depletion and habitat degradation by which one lineage affects the other, although no mechanism has been well-studied. Our results provide comprehensive empirical estimates of lagged density-dependent mortality in salmon populations and suggest that a combination of stochasticity and density dependence drives cyclical dynamics of pink salmon stocks. PMID:21147806

  5. Condition-dependent mate choice: A stochastic dynamic programming approach.

    PubMed

    Frame, Alicia M; Mills, Alex F

    2014-09-01

    We study how changing female condition during the mating season and condition-dependent search costs impact female mate choice, and what strategies a female could employ in choosing mates to maximize her own fitness. We address this problem via a stochastic dynamic programming model of mate choice. In the model, a female encounters males sequentially and must choose whether to mate or continue searching. As the female searches, her own condition changes stochastically, and she incurs condition-dependent search costs. The female attempts to maximize the quality of the offspring, which is a function of the female's condition at mating and the quality of the male with whom she mates. The mating strategy that maximizes the female's net expected reward is a quality threshold. We compare the optimal policy with other well-known mate choice strategies, and we use simulations to examine how well the optimal policy fares under imperfect information. PMID:24996205

  6. Generic modes of consensus formation in stochastic language dynamics

    NASA Astrophysics Data System (ADS)

    Blythe, R A

    2009-02-01

    We introduce a class of stochastic models for the dynamics of two linguistic variants that are competing to become the single, shared convention within an unstructured community of speakers. Different instances of the model are distinguished by the way agents handle variability in the language (i.e., multiple forms for the same meaning). The class of models includes as special cases two previously studied models of language dynamics, the Naming Game, in which agents tend to standardize on variants that they have encountered most frequently, and the Utterance Selection Model, in which agents tend to preserve variability by uniform sampling of a pool of utterances. We reduce the full complexities of the dynamics to a single-coordinate stochastic model which allows the probability and time taken for speakers to reach consensus on a single variant to be calculated for large communities. This analysis suggests that in the broad class of models considered, consensus is formed in one of three generic ways, according to whether agents tend to eliminate, accentuate or sample neutrally the variability in the language. These different regimes are observed in simulations of the full dynamics, and for which the simplified model in some cases makes good quantitative predictions. We use these results, along with comparisons with related models, to conjecture the likely behaviour of more general models, and further make use of empirical data to argue that in reality, biases away from neutral sampling behaviour are likely to be small.

  7. Dynamic Stochastic Superresolution of sparsely observed turbulent systems

    SciTech Connect

    Branicki, M.; Majda, A.J.

    2013-05-15

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

  8. Stochastic dynamics and mechanosensitivity of myosin II minifilaments

    NASA Astrophysics Data System (ADS)

    Albert, Philipp J.; Erdmann, Thorsten; Schwarz, Ulrich S.

    2014-09-01

    Tissue cells are in a state of permanent mechanical tension that is maintained mainly by myosin II minifilaments, which are bipolar assemblies of tens of myosin II molecular motors contracting actin networks and bundles. Here we introduce a stochastic model for myosin II minifilaments as two small myosin II motor ensembles engaging in a stochastic tug-of-war. Each of the two ensembles is described by the parallel cluster model that allows us to use exact stochastic simulations and at the same time to keep important molecular details of the myosin II cross-bridge cycle. Our simulation and analytical results reveal a strong dependence of myosin II minifilament dynamics on environmental stiffness that is reminiscent of the cellular response to substrate stiffness. For small stiffness, minifilaments form transient crosslinks exerting short spikes of force with negligible mean. For large stiffness, minifilaments form near permanent crosslinks exerting a mean force which hardly depends on environmental elasticity. This functional switch arises because dissociation after the power stroke is suppressed by force (catch bonding) and because ensembles can no longer perform the power stroke at large forces. Symmetric myosin II minifilaments perform a random walk with an effective diffusion constant which decreases with increasing ensemble size, as demonstrated for rigid substrates with an analytical treatment.

  9. Two-strain competition in quasineutral stochastic disease dynamics.

    PubMed

    Kogan, Oleg; Khasin, Michael; Meerson, Baruch; Schneider, David; Myers, Christopher R

    2014-10-01

    We develop a perturbation method for studying quasineutral competition in a broad class of stochastic competition models and apply it to the analysis of fixation of competing strains in two epidemic models. The first model is a two-strain generalization of the stochastic susceptible-infected-susceptible (SIS) model. Here we extend previous results due to Parsons and Quince [Theor. Popul. Biol. 72, 468 (2007)], Parsons et al. [Theor. Popul. Biol. 74, 302 (2008)], and Lin, Kim, and Doering [J. Stat. Phys. 148, 646 (2012)]. The second model, a two-strain generalization of the stochastic susceptible-infected-recovered (SIR) model with population turnover, has not been studied previously. In each of the two models, when the basic reproduction numbers of the two strains are identical, a system with an infinite population size approaches a point on the deterministic coexistence line (CL): a straight line of fixed points in the phase space of subpopulation sizes. Shot noise drives one of the strain populations to fixation, and the other to extinction, on a time scale proportional to the total population size. Our perturbation method explicitly tracks the dynamics of the probability distribution of the subpopulations in the vicinity of the CL. We argue that, whereas the slow strain has a competitive advantage for mathematically "typical" initial conditions, it is the fast strain that is more likely to win in the important situation when a few infectives of both strains are introduced into a susceptible population. PMID:25375480

  10. Stochastic Polynomial Dynamic Models of the Yeast Cell Cycle

    NASA Astrophysics Data System (ADS)

    Mitra, Indranil; Dimitrova, Elena; Jarrah, Abdul S.

    2010-03-01

    In the last decade a new holistic approach for tackling biological problems, systems biology, which takes into account the study of the interactions between the components of a biological system to predict function and behavior has emerged. The reverse-engineering of biochemical networks from experimental data have increasingly become important in systems biology. Based on Boolean networks, we propose a time-discrete stochastic framework for the reverse engineering of the yeast cell cycle regulatory network from experimental data. With a suitable choice of state set, we have used powerful tools from computational algebra, that underlie the reverse-engineering algorithm, avoiding costly enumeration strategies. Stochasticity is introduced by choosing at each update step a random coordinate function for each variable, chosen from a probability space of update functions. The algorithm is based on a combinatorial structure known as the Gr"obner fans of a polynomial ideal which identifies the underlying network structure and dynamics. The model depicts a correct dynamics of the yeast cell cycle network and reproduces the time sequence of expression patterns along the biological cell cycle. Our findings indicate that the methodolgy has high chance of success when applied to large and complex systems to determine the dynamical properties of corresponding networks.

  11. Stochastic cellular automata model for wildland fire spread dynamics

    NASA Astrophysics Data System (ADS)

    Maduro Almeida, Rodolfo; Macau, Elbert E. N.

    2011-03-01

    A stochastic cellular automata model for wildland fire spread under flat terrain and no-wind conditions is proposed and its dynamics is characterized and analyzed. One of three possible states characterizes each cell: vegetation cell, burning cell and burnt cell. The dynamics of fire spread is modeled as a stochastic event with an effective fire spread probability S which is a function of three probabilities that characterize: the proportion of vegetation cells across the lattice, the probability of a burning cell becomes burnt, and the probability of the fire spread from a burning cell to a neighboring vegetation cell. A set of simulation experiments is performed to analyze the effects of different values of the three probabilities in the fire pattern. Monte-Carlo simulations indicate that there is a critical line in the model parameter space that separates the set of parameters which a fire can propagate from those for which it cannot propagate. Finally, the relevance of the model is discussed under the light of computational experiments that illustrate the capability of the model catches both the dynamical and static qualitative properties of fire propagation.

  12. Stochastic Dynamics of DC and AC Driven Dislocation Kinks

    NASA Astrophysics Data System (ADS)

    Vardanyan, A.; Kteyan, A.

    2013-02-01

    Dynamics of a pinned dislocation kink controlled by the acting DC and AC forces is studied analytically. The motion of the kink, described by sine-Gordon (sG) equation, is explored within the framework of McLaughlin-Scott perturbation theory. Assuming weakness of the acting AC force, the equation of motion of the dislocation kink in the pinning potential is linearized. Based on the equations derived, we study stochastic behavior of the kink, and determine the probability of its depinning. The dependencies of the depinning probability on DC and AC forces are analyzed in detail.

  13. Synaptic Size Dynamics as an Effectively Stochastic Process

    PubMed Central

    Statman, Adiel; Kaufman, Maya; Minerbi, Amir; Ziv, Noam E.; Brenner, Naama

    2014-01-01

    Long-term, repeated measurements of individual synaptic properties have revealed that synapses can undergo significant directed and spontaneous changes over time scales of minutes to weeks. These changes are presumably driven by a large number of activity-dependent and independent molecular processes, yet how these processes integrate to determine the totality of synaptic size remains unknown. Here we propose, as an alternative to detailed, mechanistic descriptions, a statistical approach to synaptic size dynamics. The basic premise of this approach is that the integrated outcome of the myriad of processes that drive synaptic size dynamics are effectively described as a combination of multiplicative and additive processes, both of which are stochastic and taken from distributions parametrically affected by physiological signals. We show that this seemingly simple model, known in probability theory as the Kesten process, can generate rich dynamics which are qualitatively similar to the dynamics of individual glutamatergic synapses recorded in long-term time-lapse experiments in ex-vivo cortical networks. Moreover, we show that this stochastic model, which is insensitive to many of its underlying details, quantitatively captures the distributions of synaptic sizes measured in these experiments, the long-term stability of such distributions and their scaling in response to pharmacological manipulations. Finally, we show that the average kinetics of new postsynaptic density formation measured in such experiments is also faithfully captured by the same model. The model thus provides a useful framework for characterizing synapse size dynamics at steady state, during initial formation of such steady states, and during their convergence to new steady states following perturbations. These findings show the strength of a simple low dimensional statistical model to quantitatively describe synapse size dynamics as the integrated result of many underlying complex processes

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

    PubMed Central

    Ao, P.

    2011-01-01

    The evolutionary dynamics first conceived by Darwin and Wallace, referring to as Darwinian dynamics in the present paper, has been found to be universally valid in biology. The statistical mechanics and thermodynamics, while enormous successful in physics, have been in an awkward situation of wanting a consistent dynamical understanding. Here we present from a formal point of view an exploration of the connection between thermodynamics and Darwinian dynamics and a few related topics. We first show that the stochasticity in Darwinian dynamics implies the existence temperature, hence the canonical distribution of Boltzmann–Gibbs type. In term of relative entropy the Second Law of thermodynamics is dynamically demonstrated without detailed balance condition, and is valid regardless of size of the system. In particular, the dynamical component responsible for breaking detailed balance condition does not contribute to the change of the relative entropy. Two types of stochastic dynamical equalities of current interest are explicitly discussed in the present approach: One is based on Feynman–Kac formula and another is a generalization of Einstein relation. Both are directly accessible to experimental tests. Our demonstration indicates that Darwinian dynamics represents logically a simple and straightforward starting point for statistical mechanics and thermodynamics and is complementary to and consistent with conservative dynamics that dominates the physical sciences. Present exploration suggests the existence of a unified stochastic dynamical framework both near and far from equilibrium. PMID:21949462

  15. Dynamic stochastic optimization models for air traffic flow management

    NASA Astrophysics Data System (ADS)

    Mukherjee, Avijit

    This dissertation presents dynamic stochastic optimization models for Air Traffic Flow Management (ATFM) that enables decisions to adapt to new information on evolving capacities of National Airspace System (NAS) resources. Uncertainty is represented by a set of capacity scenarios, each depicting a particular time-varying capacity profile of NAS resources. We use the concept of a scenario tree in which multiple scenarios are possible initially. Scenarios are eliminated as possibilities in a succession of branching points, until the specific scenario that will be realized on a particular day is known. Thus the scenario tree branching provides updated information on evolving scenarios, and allows ATFM decisions to be re-addressed and revised. First, we propose a dynamic stochastic model for a single airport ground holding problem (SAGHP) that can be used for planning Ground Delay Programs (GDPs) when there is uncertainty about future airport arrival capacities. Ground delays of non-departed flights can be revised based on updated information from scenario tree branching. The problem is formulated so that a wide range of objective functions, including non-linear delay cost functions and functions that reflect equity concerns can be optimized. Furthermore, the model improves on existing practice by ensuring efficient use of available capacity without necessarily exempting long-haul flights. Following this, we present a methodology and optimization models that can be used for decentralized decision making by individual airlines in the GDP planning process, using the solutions from the stochastic dynamic SAGHP. Airlines are allowed to perform cancellations, and re-allocate slots to remaining flights by substitutions. We also present an optimization model that can be used by the FAA, after the airlines perform cancellation and substitutions, to re-utilize vacant arrival slots that are created due to cancellations. Finally, we present three stochastic integer programming

  16. Stochastic dynamics of bionanosystems: Multiscale analysis and specialized ensembles

    NASA Astrophysics Data System (ADS)

    Pankavich, S.; Miao, Y.; Ortoleva, J.; Shreif, Z.; Ortoleva, P.

    2008-06-01

    An approach for simulating bionanosystems such as viruses and ribosomes is presented. This calibration-free approach is based on an all-atom description for bionanosystems, a universal interatomic force field, and a multiscale perspective. The supramillion-atom nature of these bionanosystems prohibits the use of a direct molecular dynamics approach for phenomena such as viral structural transitions or self-assembly that develop over milliseconds or longer. A key element of these multiscale systems is the cross-talk between, and consequent strong coupling of processes over many scales in space and time. Thus, overall nanoscale features of these systems control the relative probability of atomistic fluctuations, while the latter mediate the average forces and diffusion coefficients that induce the dynamics of these nanoscale features. This feedback loop is overlooked in typical coarse-grained methods. We elucidate the role of interscale cross-talk and overcome bionanosystem simulation difficulties with (1) automated construction of order parameters (OPs) describing suprananometer scale structural features, (2) construction of OP-dependent ensembles describing the statistical properties of atomistic variables that ultimately contribute to the entropies driving the dynamics of the OPs, and (3) the derivation of a rigorous equation for the stochastic dynamics of the OPs. As the OPs capture hydrodynamic modes in the host medium, ``long-time tails'' in the correlation functions yielding the generalized diffusion coefficients do not emerge. Since the atomic-scale features of the system are treated statistically, several ensembles are constructed that reflect various experimental conditions. Attention is paid to the proper use of the Gibbs hypothesized equivalence of long-time and ensemble averages to accommodate the varying experimental conditions. The theory provides a basis for a practical, quantitative bionanosystem modeling approach that preserves the cross

  17. Stochastic Simulation of Biomolecular Networks in Dynamic Environments

    PubMed Central

    Voliotis, Margaritis; Thomas, Philipp; Grima, Ramon; Bowsher, Clive G.

    2016-01-01

    Simulation of biomolecular networks is now indispensable for studying biological systems, from small reaction networks to large ensembles of cells. Here we present a novel approach for stochastic simulation of networks embedded in the dynamic environment of the cell and its surroundings. We thus sample trajectories of the stochastic process described by the chemical master equation with time-varying propensities. A comparative analysis shows that existing approaches can either fail dramatically, or else can impose impractical computational burdens due to numerical integration of reaction propensities, especially when cell ensembles are studied. Here we introduce the Extrande method which, given a simulated time course of dynamic network inputs, provides a conditionally exact and several orders-of-magnitude faster simulation solution. The new approach makes it feasible to demonstrate—using decision-making by a large population of quorum sensing bacteria—that robustness to fluctuations from upstream signaling places strong constraints on the design of networks determining cell fate. Our approach has the potential to significantly advance both understanding of molecular systems biology and design of synthetic circuits. PMID:27248512

  18. Stochasticity and Spatial Interaction Govern Stem Cell Differentiation Dynamics

    NASA Astrophysics Data System (ADS)

    Smith, Quinton; Stukalin, Evgeny; Kusuma, Sravanti; Gerecht, Sharon; Sun, Sean X.

    2015-07-01

    Stem cell differentiation underlies many fundamental processes such as development, tissue growth and regeneration, as well as disease progression. Understanding how stem cell differentiation is controlled in mixed cell populations is an important step in developing quantitative models of cell population dynamics. Here we focus on quantifying the role of cell-cell interactions in determining stem cell fate. Toward this, we monitor stem cell differentiation in adherent cultures on micropatterns and collect statistical cell fate data. Results show high cell fate variability and a bimodal probability distribution of stem cell fraction on small (80-140 μm diameter) micropatterns. On larger (225-500 μm diameter) micropatterns, the variability is also high but the distribution of the stem cell fraction becomes unimodal. Using a stochastic model, we analyze the differentiation dynamics and quantitatively determine the differentiation probability as a function of stem cell fraction. Results indicate that stem cells can interact and sense cellular composition in their immediate neighborhood and adjust their differentiation probability accordingly. Blocking epithelial cadherin (E-cadherin) can diminish this cell-cell contact mediated sensing. For larger micropatterns, cell motility adds a spatial dimension to the picture. Taken together, we find stochasticity and cell-cell interactions are important factors in determining cell fate in mixed cell populations.

  19. Stochastic Simulation of Biomolecular Networks in Dynamic Environments.

    PubMed

    Voliotis, Margaritis; Thomas, Philipp; Grima, Ramon; Bowsher, Clive G

    2016-06-01

    Simulation of biomolecular networks is now indispensable for studying biological systems, from small reaction networks to large ensembles of cells. Here we present a novel approach for stochastic simulation of networks embedded in the dynamic environment of the cell and its surroundings. We thus sample trajectories of the stochastic process described by the chemical master equation with time-varying propensities. A comparative analysis shows that existing approaches can either fail dramatically, or else can impose impractical computational burdens due to numerical integration of reaction propensities, especially when cell ensembles are studied. Here we introduce the Extrande method which, given a simulated time course of dynamic network inputs, provides a conditionally exact and several orders-of-magnitude faster simulation solution. The new approach makes it feasible to demonstrate-using decision-making by a large population of quorum sensing bacteria-that robustness to fluctuations from upstream signaling places strong constraints on the design of networks determining cell fate. Our approach has the potential to significantly advance both understanding of molecular systems biology and design of synthetic circuits. PMID:27248512

  20. Outbreak and Extinction Dynamics in a Stochastic Ebola Model

    NASA Astrophysics Data System (ADS)

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

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

  1. Stochasticity and universal dynamics in communicating cellular populations

    NASA Astrophysics Data System (ADS)

    Noorbakhsh, Javad; Mehta, Pankaj; Allyson Sgro Collaboration; David Schwab Collaboration; Troy Mestler Collaboration; Thomas Gregor Collaboration

    2014-03-01

    A fundamental problem in biology is to understand how biochemical networks within individual cells coordinate and control population-level behaviors. Our knowledge of these biochemical networks is often incomplete, with little known about the underlying kinetic parameters. Here, we present a general modeling approach for overcoming these challenges based on universality. We apply our approach to study the emergence of collective oscillations of the signaling molecule cAMP in populations of the social amoebae Dictyostelium discoideum and show that a simple two-dimensional dynamical system can reproduce signaling dynamics of single cells and successfully predict novel population-level behaviors. We reduce all the important parameters of our model to only two and will study its behavior through a phase diagram. This phase diagram determines conditions under which cells are quiet or oscillating either coherently or incoherently. Furthermore it allows us to study the effect of different model components such as stochasticity, multicellularity and signal preprocessing. A central finding of our model is that Dictyostelium exploit stochasticity within biochemical networks to control population level behaviors.

  2. Computational modeling of the nonlinear stochastic dynamics of horizontal drillstrings

    NASA Astrophysics Data System (ADS)

    Cunha, Americo; Soize, Christian; Sampaio, Rubens

    2015-11-01

    This work intends to analyze the nonlinear stochastic dynamics of drillstrings in horizontal configuration. For this purpose, it considers a beam theory, with effects of rotatory inertia and shear deformation, which is capable of reproducing the large displacements that the beam undergoes. The friction and shock effects, due to beam/borehole wall transversal impacts, as well as the force and torque induced by bit-rock interaction, are also considered in the model. Uncertainties of bit-rock interaction model are taken into account using a parametric probabilistic approach. Numerical simulations have shown that the mechanical system of interest has a very rich nonlinear stochastic dynamics, which generate phenomena such as bit-bounce, stick-slip, and transverse impacts. A study aiming to maximize the drilling process efficiency, varying drillstring velocities of translation and rotation is presented. Also, the work presents the definition and solution of two optimizations problems, one deterministic and one robust, where the objective is to maximize drillstring rate of penetration into the soil respecting its structural limits.

  3. Assessing predictability of a hydrological stochastic-dynamical system

    NASA Astrophysics Data System (ADS)

    Gelfan, Alexander

    2014-05-01

    The water cycle includes the processes with different memory that creates potential for predictability of hydrological system based on separating its long and short memory components and conditioning long-term prediction on slower evolving components (similar to approaches in climate prediction). In the face of the Panta Rhei IAHS Decade questions, it is important to find a conceptual approach to classify hydrological system components with respect to their predictability, define predictable/unpredictable patterns, extend lead-time and improve reliability of hydrological predictions based on the predictable patterns. Representation of hydrological systems as the dynamical systems subjected to the effect of noise (stochastic-dynamical systems) provides possible tool for such conceptualization. A method has been proposed for assessing predictability of hydrological system caused by its sensitivity to both initial and boundary conditions. The predictability is defined through a procedure of convergence of pre-assigned probabilistic measure (e.g. variance) of the system state to stable value. The time interval of the convergence, that is the time interval during which the system losses memory about its initial state, defines limit of the system predictability. The proposed method was applied to assess predictability of soil moisture dynamics in the Nizhnedevitskaya experimental station (51.516N; 38.383E) located in the agricultural zone of the central European Russia. A stochastic-dynamical model combining a deterministic one-dimensional model of hydrothermal regime of soil with a stochastic model of meteorological inputs was developed. The deterministic model describes processes of coupled heat and moisture transfer through unfrozen/frozen soil and accounts for the influence of phase changes on water flow. The stochastic model produces time series of daily meteorological variables (precipitation, air temperature and humidity), whose statistical properties are similar

  4. Stochastic queueing-theory approach to human dynamics

    NASA Astrophysics Data System (ADS)

    Walraevens, Joris; Demoor, Thomas; Maertens, Tom; Bruneel, Herwig

    2012-02-01

    Recently, numerous studies have shown that human dynamics cannot be described accurately by exponential laws. For instance, Barabási [Nature (London)NATUAS0028-083610.1038/nature03459 435, 207 (2005)] demonstrates that waiting times of tasks to be performed by a human are more suitably modeled by power laws. He presumes that these power laws are caused by a priority selection mechanism among the tasks. Priority models are well-developed in queueing theory (e.g., for telecommunication applications), and this paper demonstrates the (quasi-)immediate applicability of such a stochastic priority model to human dynamics. By calculating generating functions and by studying them in their dominant singularity, we prove that nonexponential tails result naturally. Contrary to popular belief, however, these are not necessarily triggered by the priority selection mechanism.

  5. Dynamic, stochastic, and topological aspects of polyrhythmic performance.

    PubMed

    Jagacinski, R J; Peper, C E; Beek, P J

    2000-12-01

    Previous research on polyrhythmic performance can be broadly summarized in terms of 2 classes of models: timekeeper models and nonlinear dynamical models. In the former approach, research has been focused on patterns of covariance among time intervals, and in the latter approach, the concentration has been on pattern (in)stability and the spatiotemporal properties of oscillating limbs. It is suggested that one can achieve a more comprehensive theory that incorporates the strengths of each of these approaches by endowing timekeeper models with nonlinear dynamics or by endowing nonlinear oscillator models with stochastic variability. Additionally, those models are complemented by a topological description of performance based on knot theory. Knot theory provides a new index of difficulty for polyrhythmic tapping, a spatial interpretation of transitions between different stable rhythms, and a possible instantiation of N. A. Bernstein's (1967a) notion of a topological motor program. PMID:11114226

  6. Stochastic dynamics of melt ponds and sea ice-albedo climate feedback

    NASA Astrophysics Data System (ADS)

    Sudakov, Ivan

    Evolution of melt ponds on the Arctic sea surface is a complicated stochastic process. We suggest a low-order model with ice-albedo feedback which describes stochastic dynamics of melt ponds geometrical characteristics. The model is a stochastic dynamical system model of energy balance in the climate system. We describe the equilibria in this model. We conclude the transition in fractal dimension of melt ponds affects the shape of the sea ice albedo curve.

  7. Stochastic dynamics of particles trapped in turbulent flows

    NASA Astrophysics Data System (ADS)

    Machicoane, N.; López-Caballero, M.; Fiabane, L.; Pinton, J.-F.; Bourgoin, M.; Burguete, J.; Volk, R.

    2016-02-01

    The long-time dynamics of large particles trapped in two nonhomogeneous turbulent shear flows is studied experimentally. Both flows present a common feature, a shear region that separates two colliding circulations, but with different spatial symmetries and temporal behaviors. Because large particles are less and less sensitive to flow fluctuations as their size increases, we observe the emergence of a slow dynamics corresponding to back-and-forth motions between two attractors, and a super-slow regime synchronized with flow reversals when they exist. Such dynamics is substantially reproduced by a one-dimensional stochastic model of an overdamped particle trapped in a two-well potential, forced by a colored noise. An extended model is also proposed that reproduces observed dynamics and trapping without potential barrier: the key ingredient is the ratio between the time scales of the noise correlation and the particle dynamics. A total agreement with experiments requires the introduction of spatially nonhomogeneous fluctuations and a suited confinement strength.

  8. Two-strain competition in quasineutral stochastic disease dynamics

    NASA Astrophysics Data System (ADS)

    Kogan, Oleg; Khasin, Michael; Meerson, Baruch; Schneider, David; Myers, Christopher R.

    2014-10-01

    We develop a perturbation method for studying quasineutral competition in a broad class of stochastic competition models and apply it to the analysis of fixation of competing strains in two epidemic models. The first model is a two-strain generalization of the stochastic susceptible-infected-susceptible (SIS) model. Here we extend previous results due to Parsons and Quince [Theor. Popul. Biol. 72, 468 (2007), 10.1016/j.tpb.2007.04.002], Parsons et al. [Theor. Popul. Biol. 74, 302 (2008), 10.1016/j.tpb.2008.09.001], and Lin, Kim, and Doering [J. Stat. Phys. 148, 646 (2012), 10.1007/s10955-012-0479-9]. The second model, a two-strain generalization of the stochastic susceptible-infected-recovered (SIR) model with population turnover, has not been studied previously. In each of the two models, when the basic reproduction numbers of the two strains are identical, a system with an infinite population size approaches a point on the deterministic coexistence line (CL): a straight line of fixed points in the phase space of subpopulation sizes. Shot noise drives one of the strain populations to fixation, and the other to extinction, on a time scale proportional to the total population size. Our perturbation method explicitly tracks the dynamics of the probability distribution of the subpopulations in the vicinity of the CL. We argue that, whereas the slow strain has a competitive advantage for mathematically "typical" initial conditions, it is the fast strain that is more likely to win in the important situation when a few infectives of both strains are introduced into a susceptible population.

  9. Stochastic-Dynamic Earthquake Models and Tsunami Generation

    NASA Astrophysics Data System (ADS)

    Oglesby, D. D.; Geist, E. L.

    2013-12-01

    Dynamic models are now understood to provide physically plausible faulting scenarios for ground motion prediction, but their use in tsunami hazard analysis is in its infancy. Typical tsunami model generation methods rely on kinematic or dislocation models of the earthquake source, in which the seismic moment, rupture path, and slip distribution are assumed a priori, typically based on models of prior earthquakes, aftershock distributions, and/or some sort of stochastic slip model. However, such models are not guaranteed to be consistent with any physically plausible faulting scenario and may span a range of parameter space far outside of what is physically realistic. In contrast, in dynamic models the earthquake rupture and slip process (including the final size of the earthquake, the spatiotemporal evolution of slip, and the rupture path on complex fault geometry) are calculated results of the models. Utilizing the finite element method, a self-affine stochastic stress field, and a shallow-water hydrodynamic code, we calculate a suite of dynamic slip models and near-source tsunamis from a megathrust/splay fault system motivated by the geometry in the Nankai region of Japan. Different stress realizations produce different spatial patterns of slip, including different partitioning between the megathrust and splay segments. Because the final moment from different stress realizations can differ, and because partitioning of slip between fault segments has a first-order effect on the surface deformation and tsunami generation, the modeled near-source tsunamis are also highly variable. Models whose stress amplitudes have been scaled to produce equivalent seismic moments (but with the same spatial variability and relative fault strength as the previous unscaled models) have less variability in tsunami amplitude in regions far from the fault, but greater variability in amplitude in the near-fault region.

  10. Nonequilibrium dynamics of stochastic point processes with refractoriness

    NASA Astrophysics Data System (ADS)

    Deger, Moritz; Helias, Moritz; Cardanobile, Stefano; Atay, Fatihcan M.; Rotter, Stefan

    2010-08-01

    Stochastic point processes with refractoriness appear frequently in the quantitative analysis of physical and biological systems, such as the generation of action potentials by nerve cells, the release and reuptake of vesicles at a synapse, and the counting of particles by detector devices. Here we present an extension of renewal theory to describe ensembles of point processes with time varying input. This is made possible by a representation in terms of occupation numbers of two states: active and refractory. The dynamics of these occupation numbers follows a distributed delay differential equation. In particular, our theory enables us to uncover the effect of refractoriness on the time-dependent rate of an ensemble of encoding point processes in response to modulation of the input. We present exact solutions that demonstrate generic features, such as stochastic transients and oscillations in the step response as well as resonances, phase jumps and frequency doubling in the transfer of periodic signals. We show that a large class of renewal processes can indeed be regarded as special cases of the model we analyze. Hence our approach represents a widely applicable framework to define and analyze nonstationary renewal processes.

  11. Nonequilibrium dynamics of stochastic point processes with refractoriness

    SciTech Connect

    Deger, Moritz; Cardanobile, Stefano; Rotter, Stefan; Helias, Moritz; Atay, Fatihcan M.

    2010-08-15

    Stochastic point processes with refractoriness appear frequently in the quantitative analysis of physical and biological systems, such as the generation of action potentials by nerve cells, the release and reuptake of vesicles at a synapse, and the counting of particles by detector devices. Here we present an extension of renewal theory to describe ensembles of point processes with time varying input. This is made possible by a representation in terms of occupation numbers of two states: active and refractory. The dynamics of these occupation numbers follows a distributed delay differential equation. In particular, our theory enables us to uncover the effect of refractoriness on the time-dependent rate of an ensemble of encoding point processes in response to modulation of the input. We present exact solutions that demonstrate generic features, such as stochastic transients and oscillations in the step response as well as resonances, phase jumps and frequency doubling in the transfer of periodic signals. We show that a large class of renewal processes can indeed be regarded as special cases of the model we analyze. Hence our approach represents a widely applicable framework to define and analyze nonstationary renewal processes.

  12. Stochastic fire-diffuse-fire model with realistic cluster dynamics

    NASA Astrophysics Data System (ADS)

    Calabrese, Ana; Fraiman, Daniel; Zysman, Daniel; Ponce Dawson, Silvina

    2010-09-01

    Living organisms use waves that propagate through excitable media to transport information. Ca2+ waves are a paradigmatic example of this type of processes. A large hierarchy of Ca2+ signals that range from localized release events to global waves has been observed in Xenopus laevis oocytes. In these cells, Ca2+ release occurs trough inositol 1,4,5-trisphosphate receptors (IP3Rs) which are organized in clusters of channels located on the membrane of the endoplasmic reticulum. In this article we construct a stochastic model for a cluster of IP3R ’s that replicates the experimental observations reported in [D. Fraiman , Biophys. J. 90, 3897 (2006)10.1529/biophysj.105.075911]. We then couple this phenomenological cluster model with a reaction-diffusion equation, so as to have a discrete stochastic model for calcium dynamics. The model we propose describes the transition regimes between isolated release and steadily propagating waves as the IP3 concentration is increased.

  13. Stochastic Approximation of Dynamical Exponent at Quantum Critical Point

    NASA Astrophysics Data System (ADS)

    Suwa, Hidemaro; Yasuda, Shinya; Todo, Synge

    We have developed a unified finite-size scaling method for quantum phase transitions that requires no prior knowledge of the dynamical exponent z. During a quantum Monte Carlo simulation, the temperature is automatically tuned by the Robbins-Monro stochastic approximation method, being proportional to the lowest gap of the finite-size system. The dynamical exponent is estimated in a straightforward way from the system-size dependence of the temperature. As a demonstration of our novel method, the two-dimensional S = 1 / 2 quantum XY model, or equivalently the hard-core boson system, in uniform and staggered magnetic fields is investigated in the combination of the world-line quantum Monte Carlo worm algorithm. In the absence of a uniform magnetic field, we obtain the fully consistent result with the Lorentz invariance at the quantum critical point, z = 1 . Under a finite uniform magnetic field, on the other hand, the dynamical exponent becomes two, and the mean-field universality with effective dimension (2+2) governs the quantum phase transition. We will discuss also the system with random magnetic fields, or the dirty boson system, bearing a non-trivial dynamical exponent.Reference: S. Yasuda, H. Suwa, and S. Todo Phys. Rev. B 92, 104411 (2015); arXiv:1506.04837

  14. Stochastic-Dynamical Modeling of Space Time Rainfall

    NASA Technical Reports Server (NTRS)

    Georgankakos, Konstantine P.

    1997-01-01

    The focus of this research work is the elucidation of the physical origins of the observed extreme-rainfall variability over tropical oceans. The quantitative results of this work may be used to establish links between deterministic models of the mesoscale and synoptic scale with statistical descriptions of the temporal variability of local tropical oceanic rainfall. In addition, they may be used to quantify the influence of measurement error in large-scale forcing and cloud scale observations on the accuracy of local rainfall variability inferences, important for hydrologic studies. A simple statistical-dynamical model, suitable for use in repetitive Monte Carlo experiments, is formulated as a diagnostic tool for this purpose. Stochastic processes with temporal structure and parameters estimated from observed large-scale data represent large-scale forcing.

  15. Partial synchronization in stochastic dynamical networks with switching communication channels

    NASA Astrophysics Data System (ADS)

    Huang, Chi; Ho, Daniel W. C.; Lu, Jianquan; Kurths, Jürgen

    2012-06-01

    In this paper, the partial synchronization problem of stochastic dynamical networks (SDNs) is investigated. Unlike the existing models, the SDN considered in this paper suffers from a class of communication constraint—only part of nodes' states can be transmitted. Thus, less nodes' states can be used to synchronize the SDN, which makes the analysis of the synchronization problem much harder. A set of channel matrices are introduced to reflect such kind of constraint. Furthermore, due to unpredictable environmental changes, the channel matrices can switch among some communication modes. The switching considered here is governed by a Markov process. To overcome the difficulty, a regrouping method is employed to derive our main results. The obtained conditions guarantee that partial synchronization can be achieved for SDNs under switching communication constraint. Finally, numerical examples are given to illustrate the effectiveness of the theoretical results and how the communication constraint influences synchronization result.

  16. The stochastic dynamics of tethered microcantilevers in a viscous fluid

    NASA Astrophysics Data System (ADS)

    Robbins, Brian A.; Radiom, Milad; Ducker, William A.; Walz, John Y.; Paul, Mark R.

    2014-10-01

    We explore and quantify the coupled dynamics of a pair of micron scale cantilevers immersed in a viscous fluid that are also directly tethered to one another at their tips by a spring force. The spring force, for example, could represent the molecular stiffness or elasticity of a biomolecule or material tethered between the cantilevers. We use deterministic numerical simulations with the fluctuation-dissipation theorem to compute the stochastic dynamics of the cantilever pair for the conditions of experiment when driven only by Brownian motion. We validate our approach by comparing directly with experimental measurements in the absence of the tether which shows excellent agreement. Using numerical simulations, we quantify the correlated dynamics of the cantilever pair over a range of tether stiffness. Our results quantify the sensitivity of the auto- and cross-correlations of equilibrium fluctuations in cantilever displacement to the stiffness of the tether. We show that the tether affects the magnitude of the correlations which can be used in a measurement to probe the properties of an attached tethering substance. For the configurations of current interest using micron scale cantilevers in water, we show that the magnitude of the fluid coupling between the cantilevers is sufficiently small such that the influence of the tether can be significant. Our results show that the cross-correlation is more sensitive to tether stiffness than the auto-correlation indicating that a two-cantilever measurement has improved sensitivity when compared with a measurement using a single cantilever.

  17. Stochastic approximation of dynamical exponent at quantum critical point

    NASA Astrophysics Data System (ADS)

    Yasuda, Shinya; Suwa, Hidemaro; Todo, Synge

    2015-09-01

    We have developed a unified finite-size scaling method for quantum phase transitions that requires no prior knowledge of the dynamical exponent z . During a quantum Monte Carlo simulation, the temperature is automatically tuned by the Robbins-Monro stochastic approximation method, being proportional to the lowest gap of the finite-size system. The dynamical exponent is estimated in a straightforward way from the system-size dependence of the temperature. As a demonstration of our novel method, the two-dimensional S =1 /2 quantum X Y model in uniform and staggered magnetic fields is investigated in the combination of the world-line quantum Monte Carlo worm algorithm. In the absence of a uniform magnetic field, we obtain the fully consistent result with the Lorentz invariance at the quantum critical point, z =1 , i.e., the three-dimensional classical X Y universality class. Under a finite uniform magnetic field, on the other hand, the dynamical exponent becomes two, and the mean-field universality with effective dimension (2 +2 ) governs the quantum phase transition.

  18. The stochastic dynamics of tethered microcantilevers in a viscous fluid

    SciTech Connect

    Robbins, Brian A.; Paul, Mark R.; Radiom, Milad; Ducker, William A.; Walz, John Y.

    2014-10-28

    We explore and quantify the coupled dynamics of a pair of micron scale cantilevers immersed in a viscous fluid that are also directly tethered to one another at their tips by a spring force. The spring force, for example, could represent the molecular stiffness or elasticity of a biomolecule or material tethered between the cantilevers. We use deterministic numerical simulations with the fluctuation-dissipation theorem to compute the stochastic dynamics of the cantilever pair for the conditions of experiment when driven only by Brownian motion. We validate our approach by comparing directly with experimental measurements in the absence of the tether which shows excellent agreement. Using numerical simulations, we quantify the correlated dynamics of the cantilever pair over a range of tether stiffness. Our results quantify the sensitivity of the auto- and cross-correlations of equilibrium fluctuations in cantilever displacement to the stiffness of the tether. We show that the tether affects the magnitude of the correlations which can be used in a measurement to probe the properties of an attached tethering substance. For the configurations of current interest using micron scale cantilevers in water, we show that the magnitude of the fluid coupling between the cantilevers is sufficiently small such that the influence of the tether can be significant. Our results show that the cross-correlation is more sensitive to tether stiffness than the auto-correlation indicating that a two-cantilever measurement has improved sensitivity when compared with a measurement using a single cantilever.

  19. Multidimensional characterization of stochastic dynamical systems based on multiple perturbations and measurements.

    PubMed

    Kryvohuz, Maksym; Mukamel, Shaul

    2015-06-01

    Generalized nonlinear response theory is presented for stochastic dynamical systems. Experiments in which multiple measurements of dynamical quantities are used along with multiple perturbations of parameters of dynamical systems are described by generalized response functions (GRFs). These constitute a new type of multidimensional measures of stochastic dynamics either in the time or the frequency domains. Closed expressions for GRFs in stochastic dynamical systems are derived and compared with numerical non-equilibrium simulations. Several types of perturbations are considered: impulsive and periodic perturbations of temperature and impulsive perturbations of coordinates. The present approach can be used to study various types of stochastic processes ranging from single-molecule conformational dynamics to chemical kinetics of finite-size reactors such as biocells. PMID:26049450

  20. Multidimensional characterization of stochastic dynamical systems based on multiple perturbations and measurements

    SciTech Connect

    Kryvohuz, Maksym Mukamel, Shaul

    2015-06-07

    Generalized nonlinear response theory is presented for stochastic dynamical systems. Experiments in which multiple measurements of dynamical quantities are used along with multiple perturbations of parameters of dynamical systems are described by generalized response functions (GRFs). These constitute a new type of multidimensional measures of stochastic dynamics either in the time or the frequency domains. Closed expressions for GRFs in stochastic dynamical systems are derived and compared with numerical non-equilibrium simulations. Several types of perturbations are considered: impulsive and periodic perturbations of temperature and impulsive perturbations of coordinates. The present approach can be used to study various types of stochastic processes ranging from single-molecule conformational dynamics to chemical kinetics of finite-size reactors such as biocells.

  1. Second Cancers After Fractionated Radiotherapy: Stochastic Population Dynamics Effects

    NASA Technical Reports Server (NTRS)

    Sachs, Rainer K.; Shuryak, Igor; Brenner, David; Fakir, Hatim; Hahnfeldt, Philip

    2007-01-01

    When ionizing radiation is used in cancer therapy it can induce second cancers in nearby organs. Mainly due to longer patient survival times, these second cancers have become of increasing concern. Estimating the risk of solid second cancers involves modeling: because of long latency times, available data is usually for older, obsolescent treatment regimens. Moreover, modeling second cancers gives unique insights into human carcinogenesis, since the therapy involves administering well characterized doses of a well studied carcinogen, followed by long-term monitoring. In addition to putative radiation initiation that produces pre-malignant cells, inactivation (i.e. cell killing), and subsequent cell repopulation by proliferation can be important at the doses relevant to second cancer situations. A recent initiation/inactivation/proliferation (IIP) model characterized quantitatively the observed occurrence of second breast and lung cancers, using a deterministic cell population dynamics approach. To analyze ifradiation-initiated pre-malignant clones become extinct before full repopulation can occur, we here give a stochastic version of this I I model. Combining Monte Carlo simulations with standard solutions for time-inhomogeneous birth-death equations, we show that repeated cycles of inactivation and repopulation, as occur during fractionated radiation therapy, can lead to distributions of pre-malignant cells per patient with variance >> mean, even when pre-malignant clones are Poisson-distributed. Thus fewer patients would be affected, but with a higher probability, than a deterministic model, tracking average pre-malignant cell numbers, would predict. Our results are applied to data on breast cancers after radiotherapy for Hodgkin disease. The stochastic IIP analysis, unlike the deterministic one, indicates: a) initiated, pre-malignant cells can have a growth advantage during repopulation, not just during the longer tumor latency period that follows; b) weekend

  2. Deterministic and Stochastic Descriptions of Gene Expression Dynamics

    NASA Astrophysics Data System (ADS)

    Marathe, Rahul; Bierbaum, Veronika; Gomez, David; Klumpp, Stefan

    2012-09-01

    A key goal of systems biology is the predictive mathematical description of gene regulatory circuits. Different approaches are used such as deterministic and stochastic models, models that describe cell growth and division explicitly or implicitly etc. Here we consider simple systems of unregulated (constitutive) gene expression and compare different mathematical descriptions systematically to obtain insight into the errors that are introduced by various common approximations such as describing cell growth and division by an effective protein degradation term. In particular, we show that the population average of protein content of a cell exhibits a subtle dependence on the dynamics of growth and division, the specific model for volume growth and the age structure of the population. Nevertheless, the error made by models with implicit cell growth and division is quite small. Furthermore, we compare various models that are partially stochastic to investigate the impact of different sources of (intrinsic) noise. This comparison indicates that different sources of noise (protein synthesis, partitioning in cell division) contribute comparable amounts of noise if protein synthesis is not or only weakly bursty. If protein synthesis is very bursty, the burstiness is the dominant noise source, independent of other details of the model. Finally, we discuss two sources of extrinsic noise: cell-to-cell variations in protein content due to cells being at different stages in the division cycles, which we show to be small (for the protein concentration and, surprisingly, also for the protein copy number per cell) and fluctuations in the growth rate, which can have a significant impact.

  3. A Stochastic Fractional Dynamics Model of Rainfall Statistics

    NASA Astrophysics Data System (ADS)

    Kundu, Prasun; Travis, James

    2013-04-01

    Rainfall varies in space and time in a highly irregular manner and is described naturally in terms of a stochastic process. A characteristic feature of rainfall statistics is that they depend strongly on the space-time scales over which rain data are averaged. A spectral model of precipitation has been developed based on a stochastic differential equation of fractional order for the point rain rate, that allows a concise description of the second moment statistics of rain at any prescribed space-time averaging scale. The model is designed to faithfully reflect the scale dependence and is thus capable of providing a unified description of the statistics of both radar and rain gauge data. The underlying dynamical equation can be expressed in terms of space-time derivatives of fractional orders that are adjusted together with other model parameters to fit the data. The form of the resulting spectrum gives the model adequate flexibility to capture the subtle interplay between the spatial and temporal scales of variability of rain but strongly constrains the predicted statistical behavior as a function of the averaging length and times scales. The main restriction is the assumption that the statistics of the precipitation field is spatially homogeneous and isotropic and stationary in time. We test the model with radar and gauge data collected contemporaneously at the NASA TRMM ground validation sites located near Melbourne, Florida and in Kwajalein Atoll, Marshall Islands in the tropical Pacific. We estimate the parameters by tuning them to the second moment statistics of the radar data. The model predictions are then found to fit the second moment statistics of the gauge data reasonably well without any further adjustment. Some data sets containing periods of non-stationary behavior that involves occasional anomalously correlated rain events, present a challenge for the model.

  4. Dynamics of the stochastic Lorenz chaotic system with long memory effects

    SciTech Connect

    Zeng, Caibin Yang, Qigui

    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.

  5. Stochastic Rotation Dynamics simulations of wetting multi-phase flows

    NASA Astrophysics Data System (ADS)

    Hiller, Thomas; Sanchez de La Lama, Marta; Brinkmann, Martin

    2016-06-01

    Multi-color Stochastic Rotation Dynamics (SRDmc) has been introduced by Inoue et al. [1,2] as a particle based simulation method to study the flow of emulsion droplets in non-wetting microchannels. In this work, we extend the multi-color method to also account for different wetting conditions. This is achieved by assigning the color information not only to fluid particles but also to virtual wall particles that are required to enforce proper no-slip boundary conditions. To extend the scope of the original SRDmc algorithm to e.g. immiscible two-phase flow with viscosity contrast we implement an angular momentum conserving scheme (SRD+mc). We perform extensive benchmark simulations to show that a mono-phase SRDmc fluid exhibits bulk properties identical to a standard SRD fluid and that SRDmc fluids are applicable to a wide range of immiscible two-phase flows. To quantify the adhesion of a SRD+mc fluid in contact to the walls we measure the apparent contact angle from sessile droplets in mechanical equilibrium. For a further verification of our wettability implementation we compare the dewetting of a liquid film from a wetting stripe to experimental and numerical studies of interfacial morphologies on chemically structured surfaces.

  6. Stability analysis of associative memory network composed of stochastic neurons and dynamic synapses

    PubMed Central

    Katori, Yuichi; Otsubo, Yosuke; Okada, Masato; Aihara, Kazuyuki

    2013-01-01

    We investigate the dynamical properties of an associative memory network consisting of stochastic neurons and dynamic synapses that show short-term depression and facilitation. In the stochastic neuron model used in this study, the efficacy of the synaptic transmission changes according to the short-term depression or facilitation mechanism. We derive a macroscopic mean field model that captures the overall dynamical properties of the stochastic model. We analyze the stability and bifurcation structure of the mean field model, and show the dependence of the memory retrieval performance on the noise intensity and parameters that determine the properties of the dynamic synapses, i.e., time constants for depressing and facilitating processes. The associative memory network exhibits a variety of dynamical states, including the memory and pseudo-memory states, as well as oscillatory states among memory patterns. This study provides comprehensive insight into the dynamical properties of the associative memory network with dynamic synapses. PMID:23440567

  7. Summing over trajectories of stochastic dynamics with multiplicative noise

    SciTech Connect

    Tang, Ying Ao, Ping; Yuan, Ruoshi

    2014-07-28

    We demonstrate that previous path integral formulations for the general stochastic interpretation generate incomplete results exemplified by the geometric Brownian motion. We thus develop a novel path integral formulation for the overdamped Langevin equation with multiplicative noise. The present path integral leads to the corresponding Fokker-Planck equation, and naturally generates a normalized transition probability in examples. Our result solves the inconsistency of the previous path integral formulations for the general stochastic interpretation, and can have wide applications in chemical and physical stochastic processes.

  8. Modeling cytoskeletal flow over adhesion sites: competition between stochastic bond dynamics and intracellular relaxation.

    PubMed

    Sabass, Benedikt; Schwarz, Ulrich S

    2010-05-19

    In migrating cells, retrograde flow of the actin cytoskeleton is related to traction at adhesion sites located at the base of the lamellipodium. The coupling between the moving cytoskeleton and the stationary adhesions is mediated by the continuous association and dissociation of molecular bonds. We introduce a simple model for the competition between the stochastic dynamics of elastic bonds at the moving interface and relaxation within the moving actin cytoskeleton represented by an internal viscous friction coefficient. Using exact stochastic simulations and an analytical mean field theory, we show that the stochastic bond dynamics lead to biphasic friction laws as observed experimentally. At low internal dissipation, stochastic bond dynamics lead to a regime of irregular stick-and-slip motion. High internal dissipation effectively suppresses cooperative effects among bonds and hence stabilizes the adhesion. PMID:21386438

  9. Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics

    NASA Astrophysics Data System (ADS)

    Arampatzis, Georgios; Katsoulakis, Markos A.; Rey-Bellet, Luc

    2016-03-01

    We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systems with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.

  10. Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics.

    PubMed

    Arampatzis, Georgios; Katsoulakis, Markos A; Rey-Bellet, Luc

    2016-03-14

    We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systems with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications. PMID:26979681

  11. The Dynamical Behaviors in a Stochastic SIS Epidemic Model with Nonlinear Incidence

    PubMed Central

    Rifhat, Ramziya; Ge, Qing; Teng, Zhidong

    2016-01-01

    A stochastic SIS-type epidemic model with general nonlinear incidence and disease-induced mortality is investigated. It is proved that the dynamical behaviors of the model are determined by a certain threshold value R~0. That is, when R~0<1 and together with an additional condition, the disease is extinct with probability one, and when R~0>1, the disease is permanent in the mean in probability, and when there is not disease-related death, the disease oscillates stochastically about a positive number. Furthermore, when R~0>1, the model admits positive recurrence and a unique stationary distribution. Particularly, the effects of the intensities of stochastic perturbation for the dynamical behaviors of the model are discussed in detail, and the dynamical behaviors for the stochastic SIS epidemic model with standard incidence are established. Finally, the numerical simulations are presented to illustrate the proposed open problems. PMID:27418943

  12. Stochastic rotation dynamics simulation of electro-osmosis

    NASA Astrophysics Data System (ADS)

    Ceratti, Davide R.; Obliger, Amaël; Jardat, Marie; Rotenberg, Benjamin; Dahirel, Vincent

    2015-09-01

    Stochastic Rotation Dynamics (SRD) is a mesoscale simulation technique that captures hydrodynamic couplings in simple and complex fluids. It can be used in various hydrodynamic regimes and it is not restricted to specific geometries. We show here that SRD using the collisional coupling approach to capture momentum transfer between the semi-implicit solvent and the explicit counterions, is able to describe electro-kinetic effects, i.e. coupled electrostatic and hydrodynamic phenomena occurring at charged solid-liquid interfaces. The method is first validated for electro-osmosis in the simple case of a slit pore without added salt, for which an analytical solution of the Helmholtz-Smoluchowski theory is known, in a physical regime where this mean-field theory is valid. We then discuss the predictions of SRD for electro-osmosis beyond the range of validity of the Helmholtz-Smoluchowski (or Poisson-Nernst-Planck) theory, in particular due to ion-ion correlations at the surface, to charge localisation on discrete sites at the solid surface and to surface charge heterogeneity, that all contribute to a reduction of the electro-osmotic flow. In order to disentangle these last two aspects, we also investigate at the mean-field level a simple system with alternate charged and neutral stripes, using lattice-Boltzmann electro-kinetics simulations. Overall, this work opens new perspectives for the use of SRD as a generic mesoscopic simulation method for soft matter problems, in particular under confinement, since in practice many interfaces between fluids and solids are charged.

  13. Complex Population Dynamics in Mussels Arising from Density-Linked Stochasticity

    PubMed Central

    Wootton, J. Timothy; Forester, James D.

    2013-01-01

    Population fluctuations are generally attributed to the deterministic consequences of strong non-linear interactions among organisms, or the effects of random stochastic environmental variation superimposed upon the deterministic skeleton describing population change. Analysis of the population dynamics of the mussel Mytilus californianus taken in 16 plots over 18-years found no evidence that these processes explained observed strong fluctuations. Instead, population fluctuations arose because environmental stochasticity varied with abundance, which we term density-linked stochasticity. This phenomenon arises from biologically relevant mechanisms: recruitment variation and transmission of disturbance among neighboring individuals. Density-linked stochasticity is probably present frequently in populations, as it arises naturally from several general ecological processes, including stage structure variation with density, ontogenetic niche shifts, and local transmission of stochastic perturbations. More thoroughly characterizing and interpreting deviations from the mean behavior of a system will lead to better ecological prediction and improved insight into the important processes affecting populations and ecosystems. PMID:24086617

  14. Stochastic expression dynamics of a transcription factor revealed by single-molecule noise analysis.

    PubMed

    Hensel, Zach; Feng, Haidong; Han, Bo; Hatem, Christine; Wang, Jin; Xiao, Jie

    2012-08-01

    Gene expression is inherently stochastic; precise gene regulation by transcription factors is important for cell-fate determination. Many transcription factors regulate their own expression, suggesting that autoregulation counters intrinsic stochasticity in gene expression. Using a new strategy, cotranslational activation by cleavage (CoTrAC), we probed the stochastic expression dynamics of cI, which encodes the bacteriophage λ repressor CI, a fate-determining transcription factor. CI concentration fluctuations influence both lysogenic stability and induction of bacteriophage λ. We found that the intrinsic stochasticity in cI expression was largely determined by CI expression level irrespective of autoregulation. Furthermore, extrinsic, cell-to-cell variation was primarily responsible for CI concentration fluctuations, and negative autoregulation minimized CI concentration heterogeneity by counteracting extrinsic noise and introducing memory. This quantitative study of transcription factor expression dynamics sheds light on the mechanisms cells use to control noise in gene regulatory networks. PMID:22751020

  15. Fully nonlinear dynamics of stochastic thin-film dewetting

    NASA Astrophysics Data System (ADS)

    Nesic, S.; Cuerno, R.; Moro, E.; Kondic, L.

    2015-12-01

    The spontaneous formation of droplets via dewetting of a thin fluid film from a solid substrate allows materials nanostructuring. Often, it is crucial to be able to control the evolution, and to produce patterns characterized by regularly spaced droplets. While thermal fluctuations are expected to play a role in the dewetting process, their relevance has remained poorly understood, particularly during the nonlinear stages of evolution that involve droplet formation. Within a stochastic lubrication framework, we show that thermal noise substantially influences the process of droplets formation. Stochastic systems feature a smaller number of droplets with a larger variability in size and space distribution, when compared to their deterministic counterparts. Finally, we discuss the influence of stochasticity on droplet coarsening for asymptotically long times.

  16. Fully nonlinear dynamics of stochastic thin-film dewetting.

    PubMed

    Nesic, S; Cuerno, R; Moro, E; Kondic, L

    2015-12-01

    The spontaneous formation of droplets via dewetting of a thin fluid film from a solid substrate allows materials nanostructuring. Often, it is crucial to be able to control the evolution, and to produce patterns characterized by regularly spaced droplets. While thermal fluctuations are expected to play a role in the dewetting process, their relevance has remained poorly understood, particularly during the nonlinear stages of evolution that involve droplet formation. Within a stochastic lubrication framework, we show that thermal noise substantially influences the process of droplets formation. Stochastic systems feature a smaller number of droplets with a larger variability in size and space distribution, when compared to their deterministic counterparts. Finally, we discuss the influence of stochasticity on droplet coarsening for asymptotically long times. PMID:26764623

  17. Extension of Nelson's stochastic quantization to finite temperature using thermo field dynamics

    NASA Astrophysics Data System (ADS)

    Kobayashi, K.; Yamanaka, Y.

    2011-08-01

    We present an extension of Nelson's stochastic quantum mechanics to finite temperature. Utilizing the formulation of Thermo Field Dynamics (TFD), we can show that Ito's stochastic equations for tilde and non-tilde particle positions reproduce the TFD-type Schrödinger equation which is equivalent to the Liouville-von Neumann equation. In our formalism, the drift terms in the Ito's stochastic equation have the temperature dependence and the thermal fluctuation is induced through the correlation of the non-tilde and tilde particles. We show that our formalism satisfies the position-momentum uncertainty relation at finite temperature.

  18. Mathematical framework for the analysis of dynamic stochastic systems with the RAVEN code

    SciTech Connect

    Rabiti, C.; Mandelli, D.; Alfonsi, A.; Cogliati, J.; Kinoshita, R.

    2013-07-01

    RAVEN (Reactor Analysis and Virtual control Environment) is a software code under development at Idaho National Laboratory aimed at performing probabilistic risk assessment and uncertainty quantification using RELAP-7, for which it acts also as a simulation controller. In this paper we will present the equations characterizing a dynamic stochastic system and we will then discuss the behavior of each stochastic term and how it is accounted for in the RAVEN software design. Moreover we will present preliminary results of the implementation. (authors)

  19. Stochastic Cascade Dynamical Downscaling of Precipitation over Complex Terrain

    NASA Astrophysics Data System (ADS)

    Posadas, A.; Duffaut, L. E.; Jones, C.; Carvalho, L. V.; Carbajal, M.; Heidinger, H.; Quiroz, R.

    2013-12-01

    spatial and temporal variability of rainfall between the rainfall fields obtained from the rain gauge network and those generated by the simulation model. The potential advantages of this methodology are discussed.Stochastic Cascade Dynamical Downscaling of Precipitation over Complex Terrain

  20. Dynamics of the 2001 UK Foot and Mouth Epidemic: Stochastic Dispersal in a Heterogeneous Landscape

    NASA Astrophysics Data System (ADS)

    Keeling, Matt J.; Woolhouse, Mark E. J.; Shaw, Darren J.; Matthews, Louise; Chase-Topping, Margo; Haydon, Dan T.; Cornell, Stephen J.; Kappey, Jens; Wilesmith, John; Grenfell, Bryan T.

    2001-10-01

    Foot-and-mouth is one of the world's most economically important livestock diseases. We developed an individual farm-based stochastic model of the current UK epidemic. The fine grain of the epidemiological data reveals the infection dynamics at an unusually high spatiotemporal resolution. We show that the spatial distribution, size, and species composition of farms all influence the observed pattern and regional variability of outbreaks. The other key dynamical component is long-tailed stochastic dispersal of infection, combining frequent local movements with occasional long jumps. We assess the history and possible duration of the epidemic, the performance of control strategies, and general implications for disease dynamics in space and time.

  1. Renormalization group and instantons in stochastic nonlinear dynamics. From self-organized criticality to thermonuclear reactors

    NASA Astrophysics Data System (ADS)

    Volchenkov, D.

    2009-03-01

    Stochastic counterparts of nonlinear dynamics are studied by means of nonperturbative functional methods developed in the framework of quantum field theory (QFT). In particular, we discuss fully developed turbulence, including leading corrections on possible compressibility of fluids, transport through porous media, theory of waterspouts and tsunami waves, stochastic magneto-hydrodynamics, turbulent transport in crossed fields, self-organized criticality, and dynamics of accelerated wrinkled flame fronts advancing in a wide canal. This report would be of interest to the broad auditorium of physicists and applied mathematicians, with a background in nonperturbative QFT methods or nonlinear dynamical systems, having an interest in both methodological developments and interdisciplinary applications.

  2. A Hierarchical Latent Stochastic Differential Equation Model for Affective Dynamics

    ERIC Educational Resources Information Center

    Oravecz, Zita; Tuerlinckx, Francis; Vandekerckhove, Joachim

    2011-01-01

    In this article a continuous-time stochastic model (the Ornstein-Uhlenbeck process) is presented to model the perpetually altering states of the core affect, which is a 2-dimensional concept underlying all our affective experiences. The process model that we propose can account for the temporal changes in core affect on the latent level. The key…

  3. Time Evolution of the Dynamical Variables of a Stochastic System.

    ERIC Educational Resources Information Center

    de la Pena, L.

    1980-01-01

    By using the method of moments, it is shown that several important and apparently unrelated theorems describing average properties of stochastic systems are in fact particular cases of a general law; this method is applied to generalize the virial theorem and the fluctuation-dissipation theorem to the time-dependent case. (Author/SK)

  4. Activity of Excitatory Neuron with Delayed Feedback Stimulated with Poisson Stream is Non-Markov

    NASA Astrophysics Data System (ADS)

    Vidybida, Alexander K.

    2015-09-01

    For a class of excitatory spiking neuron models with delayed feedback fed with a Poisson stochastic process, it is proven that the stream of output interspike intervals cannot be presented as a Markov process of any order.

  5. Development of a stochastic dynamical model for hermetic compressor's components with experimental investigation

    NASA Astrophysics Data System (ADS)

    Fontanela, F.; Silva, O. M.; Lenzi, A.; Ritto, T. G.

    2016-08-01

    The analysis of household compressor's components is typically evaluated by using mathematical-mechanical models, and many decisions are taken based on simulations. However, such an investigation is usually performed in a deterministic framework, which cannot consider manufacturing variabilities and epistemic uncertainties. In this paper, a stochastic structural model that considers data and model uncertainties is developed for a discharge pipe connected to a hermetic compressor's shell. An experimental test rig is constructed to test each part separately, and an identification strategy is proposed to fit the stochastic model to experimental results. Finally, the impact of the uncertainties in each structural component on the dynamical responses of the whole system is investigated. It turns out that: (1) the proposed stochastic dynamical model presented very good results when compared to the experimental responses, and (2) uncertainties in the discharge pipe model play an important role in the coupled system dynamics.

  6. Does the phenomenon of stochastic amplification of fluctuations play a relevant role in cortical dynamics?

    NASA Astrophysics Data System (ADS)

    Hidalgo, J.; Seoane, L. F.; Cortés, J. M.; Muñoz, M. A.

    2013-01-01

    We review the mechanism of stochastic amplification of fluctuations in the context of fast cortical oscillations observed during up-states both in vitro and in vivo. For this purpose, we employ minimalistic models based on short-time synaptic depression with or without synaptic facilitation and compare results with empirical observations. The phenomenon of stochastic amplification of fluctuations is shown to be relevant and robust against different regulatory mechanisms and model specificities. In particular, by introducing synaptic facilitation as a possible manner to dynamically tune the synaptic efficacy, we show that, beyond resonancy details, the mechanism responsible for stochastic amplification is robust and persists along a wide range in the synaptic parameters space. In passing, we explain why a similar stochastic amplification cannot possibly be observed in cortical down-states.

  7. Nonlinear dynamics of accretion disks with stochastic viscosity

    SciTech Connect

    Cowperthwaite, Philip S.; Reynolds, Christopher S.

    2014-08-20

    We present a nonlinear numerical model for a geometrically thin accretion disk with the addition of stochastic nonlinear fluctuations in the viscous parameter. These numerical realizations attempt to study the stochastic effects on the disk angular momentum transport. We show that this simple model is capable of reproducing several observed phenomenologies of accretion-driven systems. The most notable of these is the observed linear rms-flux relationship in the disk luminosity. This feature is not formally captured by the linearized disk equations used in previous work. A Fourier analysis of the dissipation and mass accretion rates across disk radii show coherence for frequencies below the local viscous frequency. This is consistent with the coherence behavior observed in astrophysical sources such as Cygnus X-1.

  8. Midpoint numerical technique for stochastic Landau-Lifshitz-Gilbert dynamics

    NASA Astrophysics Data System (ADS)

    D'Aquino, M.; Serpico, C.; Coppola, G.; Mayergoyz, I. D.; Bertotti, G.

    2006-04-01

    The implicit midpoint time-integration technique is applied to the stochastic Landau-Lifshitz-Gilbert (LLG) equation. The numerical scheme converges to the Stratonovich solution in the limit of vanishing time step. It preserves the magnetization magnitude and the main energy balance properties of the LLG equation independently of the time step. The numerical technique is then applied to the study of superparamagnetic state in a small spheroidal particle, and the numerical results are compared with the theory.

  9. Predicting stochastic community dynamics in grasslands under the assumption of competitive symmetry.

    PubMed

    Lohier, Théophile; Jabot, Franck; Weigelt, Alexandra; Schmid, Bernhard; Deffuant, Guillaume

    2016-06-21

    Community dynamics is influenced by multiple ecological processes such as environmental spatiotemporal variation, competition between individuals and demographic stochasticity. Quantifying the respective influence of these various processes and making predictions on community dynamics require the use of a dynamical framework encompassing these various components. We here demonstrate how to adapt the framework of stochastic community dynamics to the peculiarities of herbaceous communities, by using a short temporal resolution adapted to the time scale of competition between herbaceous plants, and by taking into account the seasonal drops in plant aerial biomass following winter, harvesting or consumption by herbivores. We develop a hybrid inference method for this novel modelling framework that both uses numerical simulations and likelihood computations. Applying this methodology to empirical data from the Jena biodiversity experiment, we find that environmental stochasticity has a larger effect on community dynamics than demographic stochasticity, and that both effects are generally smaller than observation errors at the plot scale. We further evidence that plant intrinsic growth rates and carrying capacities are moderately predictable from plant vegetative height, specific leaf area and leaf dry matter content. We do not find any trade-off between demographical components, since species with larger intrinsic growth rates tend to also have lower demographic and environmental variances. Finally, we find that our model is able to make relatively good predictions of multi-specific community dynamics based on the assumption of competitive symmetry. PMID:27060673

  10. Stochastic Hard-Sphere Dynamics for Hydrodynamics of Non-Ideal Fluids

    SciTech Connect

    Donev, A; Alder, B J; Garcia, A L

    2008-02-26

    A novel stochastic fluid model is proposed with a nonideal structure factor consistent with compressibility, and adjustable transport coefficients. This stochastic hard-sphere dynamics (SHSD) algorithm is a modification of the direct simulation Monte Carlo algorithm and has several computational advantages over event-driven hard-sphere molecular dynamics. Surprisingly, SHSD results in an equation of state and a pair correlation function identical to that of a deterministic Hamiltonian system of penetrable spheres interacting with linear core pair potentials. The fluctuating hydrodynamic behavior of the SHSD fluid is verified for the Brownian motion of a nanoparticle suspended in a compressible solvent.

  11. Propagation of excitation in long 1D chains: Transition from regular quantum dynamics to stochastic dynamics

    SciTech Connect

    Benderskii, V. A.; Kats, E. I.

    2013-01-15

    The quantum dynamics problem for a 1D chain consisting of 2N + 1 sites (N Much-Greater-Than 1) with the interaction of nearest neighbors and an impurity site at the middle differing in energy and in coupling constant from the sites of the remaining chain is solved analytically. The initial excitation of the impurity is accompanied by the propagation of excitation over the chain sites and with the emergence of Loschmidt echo (partial restoration of the impurity site population) in the recurrence cycles with a period proportional to N. The echo consists of the main (most intense) component modulated by damped oscillations. The intensity of oscillations increases with increasing cycle number and matrix element C of the interaction of the impurity site n = 0 with sites n = {+-}1 (0 < C {<=} 1; for the remaining neighboring sites, the matrix element is equal to unity). Mixing of the components of echo from neighboring cycles induces a transition from the regular to stochastic evolution. In the regular evolution region, the wave packet propagates over the chain at a nearly constant group velocity, embracing a number of sites varying periodically with time. In the stochastic regime, the excitation is distributed over a number of sites close to 2N, with the populations varying irregularly with time. The model explains qualitatively the experimental data on ballistic propagation of the vibrational energy in linear chains of CH{sub 2} fragments and predicts the possibility of a nondissipative energy transfer between reaction centers associated with such chains.

  12. Stochastic dynamics of penetrable rods in one dimension: Entangled dynamics and transport properties

    SciTech Connect

    Craven, Galen T.; Popov, Alexander V.; Hernandez, Rigoberto

    2015-04-21

    The dynamical properties of a system of soft rods governed by stochastic hard collisions (SHCs) have been determined over a varying range of softness using molecular dynamics simulations in one dimension and analytic theory. The SHC model allows for interpenetration of the system’s constituent particles in the simulations, generating overlapping clustering behavior analogous to the spatial structures observed in systems governed by deterministic bounded potentials. Through variation of an assigned softness parameter δ, the limiting ranges of intermolecular softness are bridged, connecting the limiting ensemble behavior from hard to ideal (completely soft). Various dynamical and structural observables are measured from simulation and compared to developed theoretical values. The spatial properties are found to be well predicted by theories developed for the deterministic penetrable-sphere model with a transformation from energetic to probabilistic arguments. While the overlapping spatial structures are complex, the dynamical properties can be adequately approximated through a theory built on impulsive interactions with Enskog corrections. Our theory suggests that as the softness of interaction is varied toward the ideal limit, correlated collision processes are less important to the energy transfer mechanism, and Markovian processes dominate the evolution of the configuration space ensemble. For interaction softness close to hard limit, collision processes are highly correlated and overlapping spatial configurations give rise to entanglement of single-particle trajectories.

  13. Stochastic dynamics of penetrable rods in one dimension: Entangled dynamics and transport properties.

    PubMed

    Craven, Galen T; Popov, Alexander V; Hernandez, Rigoberto

    2015-04-21

    The dynamical properties of a system of soft rods governed by stochastic hard collisions (SHCs) have been determined over a varying range of softness using molecular dynamics simulations in one dimension and analytic theory. The SHC model allows for interpenetration of the system's constituent particles in the simulations, generating overlapping clustering behavior analogous to the spatial structures observed in systems governed by deterministic bounded potentials. Through variation of an assigned softness parameter δ, the limiting ranges of intermolecular softness are bridged, connecting the limiting ensemble behavior from hard to ideal (completely soft). Various dynamical and structural observables are measured from simulation and compared to developed theoretical values. The spatial properties are found to be well predicted by theories developed for the deterministic penetrable-sphere model with a transformation from energetic to probabilistic arguments. While the overlapping spatial structures are complex, the dynamical properties can be adequately approximated through a theory built on impulsive interactions with Enskog corrections. Our theory suggests that as the softness of interaction is varied toward the ideal limit, correlated collision processes are less important to the energy transfer mechanism, and Markovian processes dominate the evolution of the configuration space ensemble. For interaction softness close to hard limit, collision processes are highly correlated and overlapping spatial configurations give rise to entanglement of single-particle trajectories. PMID:25903909

  14. Distinguishing chaotic and stochastic dynamics from time series by using a multiscale symbolic approach.

    PubMed

    Zunino, L; Soriano, M C; Rosso, O A

    2012-10-01

    In this paper we introduce a multiscale symbolic information-theory approach for discriminating nonlinear deterministic and stochastic dynamics from time series associated with complex systems. More precisely, we show that the multiscale complexity-entropy causality plane is a useful representation space to identify the range of scales at which deterministic or noisy behaviors dominate the system's dynamics. Numerical simulations obtained from the well-known and widely used Mackey-Glass oscillator operating in a high-dimensional chaotic regime were used as test beds. The effect of an increased amount of observational white noise was carefully examined. The results obtained were contrasted with those derived from correlated stochastic processes and continuous stochastic limit cycles. Finally, several experimental and natural time series were analyzed in order to show the applicability of this scale-dependent symbolic approach in practical situations. PMID:23214666

  15. A stochastic approach for simulating spatially inhomogeneous coagulation dynamics in the gelation regime

    NASA Astrophysics Data System (ADS)

    Guiaş, Flavius

    2009-01-01

    We present a stochastic approach for the simulation of coagulation-diffusion dynamics in the gelation regime. The method couples the mass flow algorithm for coagulation processes with a stochastic variant of the diffusion-velocity method in a discretized framework. The simulation of the stochastic processes occurs according to an optimized implementation of the principle of grouping the possible events. A full simulation of a particle system driven by coagulation-diffusion dynamics is performed with a high degree of accuracy. This allows a qualitative and quantitative analysis of the behaviour of the system. The performance of the method becomes more evident especially in the gelation regime, where the computations become usually very time consuming.

  16. Stochastically averaged master equation for a quantum-dynamic system interacting with a thermal bath

    NASA Astrophysics Data System (ADS)

    Petrov, E. G.; Teslenko, V. I.; Goychuk, I. A.

    1994-05-01

    The methods of nonequilibrium density-matrix and coarse-temporal conception are used to obtain the kinetic equation for the parameters γnm(t)=Sp[ρ^(t)||n>dynamic system (QDS) interacting with a thermal bath and external stochastic field. It is important that the stochastic field is taken exactly into consideration. For diagonal QDS parameters γnn(t) this equation is reduced to the generalized Pauli equation (GPE) with stochastic time-dependent coefficients wnm(t). Special attention is given to the procedure of averaging over stochastic processes. It is shown that after averaging over energy fluctuations affected by the stochastic field, in the first cumulant approximation in terms of stochastic processes wnm(t), the GPE is transformed to the Pauli equation for the QDS state population Pn(t)=<γnn(t)>f. As an example, the relaxation behavior of a two-level system interacting with a dichotomous field (dichotomous Markovian process of kangaroo type) and a harmonic oscillator coupled with a thermal bath is considered. It is shown that the probability of relaxation transitions between energy levels may be changed by several orders of magnitude under the influence of the dichotomous field.

  17. Modifying stochastic slip distributions based on dynamic simulations for use in probabilistic tsunami hazard evaluation.

    NASA Astrophysics Data System (ADS)

    Murphy, Shane; Scala, Antonio; Lorito, Stefano; Herrero, Andre; Festa, Gaetano; Nielsen, Stefan; Trasatti, Elisa; Tonini, Roberto; Romano, Fabrizio; Molinari, Irene

    2016-04-01

    Stochastic slip modelling based on general scaling features with uniform slip probability over the fault plane is commonly employed in tsunami and seismic hazard. However, dynamic rupture effects driven by specific fault geometry and frictional conditions can potentially control the slip probability. Unfortunately dynamic simulations can be computationally intensive, preventing their extensive use for hazard analysis. The aim of this study is to produce a computationally efficient stochastic model that incorporates slip features observed in dynamic simulations. Dynamic rupture simulations are performed along a transect representing an average along-depth profile on the Tohoku subduction interface. The surrounding media, effective normal stress and friction law are simplified. Uncertainty in the nucleation location and pre-stress distribution are accounted for by using randomly located nucleation patches and stochastic pre-stress distributions for 500 simulations. The 1D slip distributions are approximated as moment magnitudes on the fault plane based on empirical scaling laws with the ensemble producing a magnitude range of 7.8 - 9.6. To measure the systematic spatial slip variation and its dependence on earthquake magnitude we introduce the concept of the Slip Probability density Function (SPF). We find that while the stochastic SPF is magnitude invariant, the dynamically derived SPF is magnitude-dependent and shows pronounced slip amplification near the surface for M > 8.6 events. To incorporate these dynamic features in the stochastic source models, we sub-divide the dynamically derived SPFs into 0.2 magnitude bins and compare them with the stochastic SPF in order to generate a depth and magnitude dependent transfer function. Applying this function to the traditional stochastic slip distribution allows for an approximated but efficient incorporation of regionally specific dynamic features in a modified source model, to be used specifically when a significant

  18. Stochastic linearization of turbulent dynamics of dispersive waves in equilibrium and non-equilibrium state

    NASA Astrophysics Data System (ADS)

    Jiang, Shixiao W.; Lu, Haihao; Zhou, Douglas; Cai, David

    2016-08-01

    Characterizing dispersive wave turbulence in the long time dynamics is central to understanding of many natural phenomena, e.g., in atmosphere ocean dynamics, nonlinear optics, and plasma physics. Using the β-Fermi–Pasta–Ulam nonlinear system as a prototypical example, we show that in thermal equilibrium and non-equilibrium steady state the turbulent state even in the strongly nonlinear regime possesses an effective linear stochastic structure in renormalized normal variables. In this framework, we can well characterize the spatiotemporal dynamics, which are dominated by long-wavelength renormalized waves. We further demonstrate that the energy flux is nearly saturated by the long-wavelength renormalized waves in non-equilibrium steady state. The scenario of such effective linear stochastic dynamics can be extended to study turbulent states in other nonlinear wave systems.

  19. Two-state approach to stochastic hair bundle dynamics

    NASA Astrophysics Data System (ADS)

    Clausznitzer, Diana; Lindner, Benjamin; Jülicher, Frank; Martin, Pascal

    2008-04-01

    Hair cells perform the mechanoelectrical transduction of sound signals in the auditory and vestibular systems of vertebrates. The part of the hair cell essential for this transduction is the so-called hair bundle. In vitro experiments on hair cells from the sacculus of the American bullfrog have shown that the hair bundle comprises active elements capable of producing periodic deflections like a relaxation oscillator. Recently, a continuous nonlinear stochastic model of the hair bundle motion [Nadrowski , Proc. Natl. Acad. Sci. U.S.A. 101, 12195 (2004)] has been shown to reproduce the experimental data in stochastic simulations faithfully. Here, we demonstrate that a binary filtering of the hair bundle's deflection (experimental data and continuous hair bundle model) does not change significantly the spectral statistics of the spontaneous as well as the periodically driven hair bundle motion. We map the continuous hair bundle model to the FitzHugh-Nagumo model of neural excitability and discuss the bifurcations between different regimes of the system in terms of the latter model. Linearizing the nullclines and assuming perfect time-scale separation between the variables we can map the FitzHugh-Nagumo system to a simple two-state model in which each of the states corresponds to the two possible values of the binary-filtered hair bundle trajectory. For the two-state model, analytical expressions for the power spectrum and the susceptibility can be calculated [Lindner and Schimansky-Geier, Phys. Rev. E 61, 6103 (2000)] and show the same features as seen in the experimental data as well as in simulations of the continuous hair bundle model.

  20. Dynamical inference for transitions in stochastic systems with α-stable Lévy noise

    NASA Astrophysics Data System (ADS)

    Gao, Ting; Duan, Jinqiao; Kan, Xingye; Cheng, Zhuan

    2016-07-01

    A goal of data assimilation is to infer stochastic dynamical behaviors with available observations. We consider transition phenomena between metastable states for a stochastic system with (non-Gaussian) α -stable Lévy noise. With either discrete time or continuous time observations, we infer such transitions between metastable states by computing the corresponding non-local Zakai equation (and its discrete time counterpart) and examining the most probable orbits for the state system. Examples are presented to demonstrate this approach. This work was partly supported by the NSF Grant 1025422.

  1. Simulation of quantum dynamics based on the quantum stochastic differential equation.

    PubMed

    Li, Ming

    2013-01-01

    The quantum stochastic differential equation derived from the Lindblad form quantum master equation is investigated. The general formulation in terms of environment operators representing the quantum state diffusion is given. The numerical simulation algorithm of stochastic process of direct photodetection of a driven two-level system for the predictions of the dynamical behavior is proposed. The effectiveness and superiority of the algorithm are verified by the performance analysis of the accuracy and the computational cost in comparison with the classical Runge-Kutta algorithm. PMID:23781156

  2. The Stochastic Multi-strain Dengue Model: Analysis of the Dynamics

    NASA Astrophysics Data System (ADS)

    Aguiar, Maíra; Stollenwerk, Nico; Kooi, Bob W.

    2011-09-01

    Dengue dynamics is well known to be particularly complex with large fluctuations of disease incidences. An epidemic multi-strain model motivated by dengue fever epidemiology shows deterministic chaos in wide parameter regions. The addition of seasonal forcing, mimicking the vectorial dynamics, and a low import of infected individuals, which is realistic in the dynamics of infectious diseases epidemics show complex dynamics and qualitatively a good agreement between empirical DHF monitoring data and the obtained model simulation. The addition of noise can explain the fluctuations observed in the empirical data and for large enough population size, the stochastic system can be well described by the deterministic skeleton.

  3. Nonparametric estimation of transition probabilities in the non-Markov illness-death model: A comparative study.

    PubMed

    de Uña-Álvarez, Jacobo; Meira-Machado, Luís

    2015-06-01

    Multi-state models are often used for modeling complex event history data. In these models the estimation of the transition probabilities is of particular interest, since they allow for long-term predictions of the process. These quantities have been traditionally estimated by the Aalen-Johansen estimator, which is consistent if the process is Markov. Several non-Markov estimators have been proposed in the recent literature, and their superiority with respect to the Aalen-Johansen estimator has been proved in situations in which the Markov condition is strongly violated. However, the existing estimators have the drawback of requiring that the support of the censoring distribution contains the support of the lifetime distribution, which is not often the case. In this article, we propose two new methods for estimating the transition probabilities in the progressive illness-death model. Some asymptotic results are derived. The proposed estimators are consistent regardless the Markov condition and the referred assumption about the censoring support. We explore the finite sample behavior of the estimators through simulations. The main conclusion of this piece of research is that the proposed estimators are much more efficient than the existing non-Markov estimators in most cases. An application to a clinical trial on colon cancer is included. Extensions to progressive processes beyond the three-state illness-death model are discussed. PMID:25735883

  4. Measuring fast stochastic displacements of bio-membranes with dynamic optical displacement spectroscopy

    NASA Astrophysics Data System (ADS)

    Monzel, C.; Schmidt, D.; Kleusch, C.; Kirchenbüchler, D.; Seifert, U.; Smith, A.-S.; Sengupta, K.; Merkel, R.

    2015-10-01

    Stochastic displacements or fluctuations of biological membranes are increasingly recognized as an important aspect of many physiological processes, but hitherto their precise quantification in living cells was limited due to a lack of tools to accurately record them. Here we introduce a novel technique--dynamic optical displacement spectroscopy (DODS), to measure stochastic displacements of membranes with unprecedented combined spatiotemporal resolution of 20 nm and 10 μs. The technique was validated by measuring bending fluctuations of model membranes. DODS was then used to explore the fluctuations in human red blood cells, which showed an ATP-induced enhancement of non-Gaussian behaviour. Plasma membrane fluctuations of human macrophages were quantified to this accuracy for the first time. Stimulation with a cytokine enhanced non-Gaussian contributions to these fluctuations. Simplicity of implementation, and high accuracy make DODS a promising tool for comprehensive understanding of stochastic membrane processes.

  5. Measuring fast stochastic displacements of bio-membranes with dynamic optical displacement spectroscopy

    PubMed Central

    Monzel, C.; Schmidt, D.; Kleusch, C.; Kirchenbüchler, D.; Seifert, U.; Smith, A-S; Sengupta, K.; Merkel, R.

    2015-01-01

    Stochastic displacements or fluctuations of biological membranes are increasingly recognized as an important aspect of many physiological processes, but hitherto their precise quantification in living cells was limited due to a lack of tools to accurately record them. Here we introduce a novel technique—dynamic optical displacement spectroscopy (DODS), to measure stochastic displacements of membranes with unprecedented combined spatiotemporal resolution of 20 nm and 10 μs. The technique was validated by measuring bending fluctuations of model membranes. DODS was then used to explore the fluctuations in human red blood cells, which showed an ATP-induced enhancement of non-Gaussian behaviour. Plasma membrane fluctuations of human macrophages were quantified to this accuracy for the first time. Stimulation with a cytokine enhanced non-Gaussian contributions to these fluctuations. Simplicity of implementation, and high accuracy make DODS a promising tool for comprehensive understanding of stochastic membrane processes. PMID:26437911

  6. Stochastic formation of magnetic vortex structures in asymmetric disks triggered by chaotic dynamics

    SciTech Connect

    Im, Mi-Young; Lee, Ki-Suk; Vogel, Andreas; Hong, Jung-Il; Meier, Guido; Fischer, Peter

    2014-12-17

    The non-trivial spin configuration in a magnetic vortex is a prototype for fundamental studies of nanoscale spin behaviour with potential applications in magnetic information technologies. Arrays of magnetic vortices interfacing with perpendicular thin films have recently been proposed as enabler for skyrmionic structures at room temperature, which has opened exciting perspectives on practical applications of skyrmions. An important milestone for achieving not only such skyrmion materials but also general applications of magnetic vortices is a reliable control of vortex structures. However, controlling magnetic processes is hampered by stochastic behaviour, which is associated with thermal fluctuations in general. Here we show that the dynamics in the initial stages of vortex formation on an ultrafast timescale plays a dominating role for the stochastic behaviour observed at steady state. Our results show that the intrinsic stochastic nature of vortex creation can be controlled by adjusting the interdisk distance in asymmetric disk arrays.

  7. Pools versus Queues: The Variable Dynamics of Stochastic “Steady States”

    PubMed Central

    Lofgren, Eric T.

    2015-01-01

    Mathematical models in ecology and epidemiology often consider populations “at equilibrium”, where in-flows, such as births, equal out-flows, such as death. For stochastic models, what is meant by equilibrium is less clear – should the population size be fixed or growing and shrinking with equal probability? Two different mechanisms to implement a stochastic steady state are considered. Under these mechanisms, both a predator-prey model and an epidemic model have vastly different outcomes, including the median population values for both predators and prey and the median levels of infection within a hospital (P < 0.001 for all comparisons). These results suggest that the question of how a stochastic steady state is modeled, and what it implies for the dynamics of the system, should be carefully considered. PMID:26090860

  8. Stochastic formation of magnetic vortex structures in asymmetric disks triggered by chaotic dynamics

    DOE PAGESBeta

    Im, Mi-Young; Lee, Ki-Suk; Vogel, Andreas; Hong, Jung-Il; Meier, Guido; Fischer, Peter

    2014-12-17

    The non-trivial spin configuration in a magnetic vortex is a prototype for fundamental studies of nanoscale spin behaviour with potential applications in magnetic information technologies. Arrays of magnetic vortices interfacing with perpendicular thin films have recently been proposed as enabler for skyrmionic structures at room temperature, which has opened exciting perspectives on practical applications of skyrmions. An important milestone for achieving not only such skyrmion materials but also general applications of magnetic vortices is a reliable control of vortex structures. However, controlling magnetic processes is hampered by stochastic behaviour, which is associated with thermal fluctuations in general. Here we showmore » that the dynamics in the initial stages of vortex formation on an ultrafast timescale plays a dominating role for the stochastic behaviour observed at steady state. Our results show that the intrinsic stochastic nature of vortex creation can be controlled by adjusting the interdisk distance in asymmetric disk arrays.« less

  9. Pinning distributed synchronization of stochastic dynamical networks: a mixed optimization approach.

    PubMed

    Tang, Yang; Gao, Huijun; Lu, Jianquan; Kurths, Jürgen Kurthsrgen

    2014-10-01

    This paper is concerned with the problem of pinning synchronization of nonlinear dynamical networks with multiple stochastic disturbances. Two kinds of pinning schemes are considered: 1) pinned nodes are fixed along the time evolution and 2) pinned nodes are switched from time to time according to a set of Bernoulli stochastic variables. Using Lyapunov function methods and stochastic analysis techniques, several easily verifiable criteria are derived for the problem of pinning distributed synchronization. For the case of fixed pinned nodes, a novel mixed optimization method is developed to select the pinned nodes and find feasible solutions, which is composed of a traditional convex optimization method and a constraint optimization evolutionary algorithm. For the case of switching pinning scheme, upper bounds of the convergence rate and the mean control gain are obtained theoretically. Simulation examples are provided to show the advantages of our proposed optimization method over previous ones and verify the effectiveness of the obtained results. PMID:25291734

  10. Measuring fast stochastic displacements of bio-membranes with dynamic optical displacement spectroscopy.

    PubMed

    Monzel, C; Schmidt, D; Kleusch, C; Kirchenbüchler, D; Seifert, U; Smith, A-S; Sengupta, K; Merkel, R

    2015-01-01

    Stochastic displacements or fluctuations of biological membranes are increasingly recognized as an important aspect of many physiological processes, but hitherto their precise quantification in living cells was limited due to a lack of tools to accurately record them. Here we introduce a novel technique--dynamic optical displacement spectroscopy (DODS), to measure stochastic displacements of membranes with unprecedented combined spatiotemporal resolution of 20 nm and 10 μs. The technique was validated by measuring bending fluctuations of model membranes. DODS was then used to explore the fluctuations in human red blood cells, which showed an ATP-induced enhancement of non-Gaussian behaviour. Plasma membrane fluctuations of human macrophages were quantified to this accuracy for the first time. Stimulation with a cytokine enhanced non-Gaussian contributions to these fluctuations. Simplicity of implementation, and high accuracy make DODS a promising tool for comprehensive understanding of stochastic membrane processes. PMID:26437911

  11. Cycles, randomness, and transport from chaotic dynamics to stochastic processes

    NASA Astrophysics Data System (ADS)

    Gaspard, Pierre

    2015-09-01

    An overview of advances at the frontier between dynamical systems theory and nonequilibrium statistical mechanics is given. Sensitivity to initial conditions is a mechanism at the origin of dynamical randomness—alias temporal disorder—in deterministic dynamical systems. In spatially extended systems, sustaining transport processes, such as diffusion, relationships can be established between the characteristic quantities of dynamical chaos and the transport coefficients, bringing new insight into the second law of thermodynamics. With methods from dynamical systems theory, the microscopic time-reversal symmetry can be shown to be broken at the statistical level of description in nonequilibrium systems. In this way, the thermodynamic entropy production turns out to be related to temporal disorder and its time asymmetry away from equilibrium.

  12. Cycles, randomness, and transport from chaotic dynamics to stochastic processes.

    PubMed

    Gaspard, Pierre

    2015-09-01

    An overview of advances at the frontier between dynamical systems theory and nonequilibrium statistical mechanics is given. Sensitivity to initial conditions is a mechanism at the origin of dynamical randomness-alias temporal disorder-in deterministic dynamical systems. In spatially extended systems, sustaining transport processes, such as diffusion, relationships can be established between the characteristic quantities of dynamical chaos and the transport coefficients, bringing new insight into the second law of thermodynamics. With methods from dynamical systems theory, the microscopic time-reversal symmetry can be shown to be broken at the statistical level of description in nonequilibrium systems. In this way, the thermodynamic entropy production turns out to be related to temporal disorder and its time asymmetry away from equilibrium. PMID:26428559

  13. Metaheuristics for the dynamic stochastic dial-a-ride problem with expected return transports.

    PubMed

    Schilde, M; Doerner, K F; Hartl, R F

    2011-12-01

    The problem of transporting patients or elderly people has been widely studied in literature and is usually modeled as a dial-a-ride problem (DARP). In this paper we analyze the corresponding problem arising in the daily operation of the Austrian Red Cross. This nongovernmental organization is the largest organization performing patient transportation in Austria. The aim is to design vehicle routes to serve partially dynamic transportation requests using a fixed vehicle fleet. Each request requires transportation from a patient's home location to a hospital (outbound request) or back home from the hospital (inbound request). Some of these requests are known in advance. Some requests are dynamic in the sense that they appear during the day without any prior information. Finally, some inbound requests are stochastic. More precisely, with a certain probability each outbound request causes a corresponding inbound request on the same day. Some stochastic information about these return transports is available from historical data. The purpose of this study is to investigate, whether using this information in designing the routes has a significant positive effect on the solution quality. The problem is modeled as a dynamic stochastic dial-a-ride problem with expected return transports. We propose four different modifications of metaheuristic solution approaches for this problem. In detail, we test dynamic versions of variable neighborhood search (VNS) and stochastic VNS (S-VNS) as well as modified versions of the multiple plan approach (MPA) and the multiple scenario approach (MSA). Tests are performed using 12 sets of test instances based on a real road network. Various demand scenarios are generated based on the available real data. Results show that using the stochastic information on return transports leads to average improvements of around 15%. Moreover, improvements of up to 41% can be achieved for some test instances. PMID:23543641

  14. Stochasticity in staged models of epidemics: quantifying the dynamics of whooping cough.

    PubMed

    Black, Andrew J; McKane, Alan J

    2010-08-01

    Although many stochastic models can accurately capture the qualitative epidemic patterns of many childhood diseases, there is still considerable discussion concerning the basic mechanisms generating these patterns; much of this stems from the use of deterministic models to try to understand stochastic simulations. We argue that a systematic method of analysing models of the spread of childhood diseases is required in order to consistently separate out the effects of demographic stochasticity, external forcing and modelling choices. Such a technique is provided by formulating the models as master equations and using the van Kampen system-size expansion to provide analytical expressions for quantities of interest. We apply this method to the susceptible-exposed-infected-recovered (SEIR) model with distributed exposed and infectious periods and calculate the form that stochastic oscillations take on in terms of the model parameters. With the use of a suitable approximation, we apply the formalism to analyse a model of whooping cough which includes seasonal forcing. This allows us to more accurately interpret the results of simulations and to make a more quantitative assessment of the predictions of the model. We show that the observed dynamics are a result of a macroscopic limit cycle induced by the external forcing and resonant stochastic oscillations about this cycle. PMID:20164086

  15. Stochasticity in staged models of epidemics: quantifying the dynamics of whooping cough

    PubMed Central

    Black, Andrew J.; McKane, Alan J.

    2010-01-01

    Although many stochastic models can accurately capture the qualitative epidemic patterns of many childhood diseases, there is still considerable discussion concerning the basic mechanisms generating these patterns; much of this stems from the use of deterministic models to try to understand stochastic simulations. We argue that a systematic method of analysing models of the spread of childhood diseases is required in order to consistently separate out the effects of demographic stochasticity, external forcing and modelling choices. Such a technique is provided by formulating the models as master equations and using the van Kampen system-size expansion to provide analytical expressions for quantities of interest. We apply this method to the susceptible–exposed–infected–recovered (SEIR) model with distributed exposed and infectious periods and calculate the form that stochastic oscillations take on in terms of the model parameters. With the use of a suitable approximation, we apply the formalism to analyse a model of whooping cough which includes seasonal forcing. This allows us to more accurately interpret the results of simulations and to make a more quantitative assessment of the predictions of the model. We show that the observed dynamics are a result of a macroscopic limit cycle induced by the external forcing and resonant stochastic oscillations about this cycle. PMID:20164086

  16. Convolutionless Nakajima–Zwanzig equations for stochastic analysis in nonlinear dynamical systems

    PubMed Central

    Venturi, D.; Karniadakis, G. E.

    2014-01-01

    Determining the statistical properties of stochastic nonlinear systems is of major interest across many disciplines. Currently, there are no general efficient methods to deal with this challenging problem that involves high dimensionality, low regularity and random frequencies. We propose a framework for stochastic analysis in nonlinear dynamical systems based on goal-oriented probability density function (PDF) methods. The key idea stems from techniques of irreversible statistical mechanics, and it relies on deriving evolution equations for the PDF of quantities of interest, e.g. functionals of the solution to systems of stochastic ordinary and partial differential equations. Such quantities could be low-dimensional objects in infinite dimensional phase spaces. We develop the goal-oriented PDF method in the context of the time-convolutionless Nakajima–Zwanzig–Mori formalism. We address the question of approximation of reduced-order density equations by multi-level coarse graining, perturbation series and operator cumulant resummation. Numerical examples are presented for stochastic resonance and stochastic advection–reaction problems. PMID:24910519

  17. Energy-optimal path planning by stochastic dynamically orthogonal level-set optimization

    NASA Astrophysics Data System (ADS)

    Subramani, Deepak N.; Lermusiaux, Pierre F. J.

    2016-04-01

    A stochastic optimization methodology is formulated for computing energy-optimal paths from among time-optimal paths of autonomous vehicles navigating in a dynamic flow field. Based on partial differential equations, the methodology rigorously leverages the level-set equation that governs time-optimal reachability fronts for a given relative vehicle-speed function. To set up the energy optimization, the relative vehicle-speed and headings are considered to be stochastic and new stochastic Dynamically Orthogonal (DO) level-set equations are derived. Their solution provides the distribution of time-optimal reachability fronts and corresponding distribution of time-optimal paths. An optimization is then performed on the vehicle's energy-time joint distribution to select the energy-optimal paths for each arrival time, among all stochastic time-optimal paths for that arrival time. Numerical schemes to solve the reduced stochastic DO level-set equations are obtained, and accuracy and efficiency considerations are discussed. These reduced equations are first shown to be efficient at solving the governing stochastic level-sets, in part by comparisons with direct Monte Carlo simulations. To validate the methodology and illustrate its accuracy, comparisons with semi-analytical energy-optimal path solutions are then completed. In particular, we consider the energy-optimal crossing of a canonical steady front and set up its semi-analytical solution using a energy-time nested nonlinear double-optimization scheme. We then showcase the inner workings and nuances of the energy-optimal path planning, considering different mission scenarios. Finally, we study and discuss results of energy-optimal missions in a wind-driven barotropic quasi-geostrophic double-gyre ocean circulation.

  18. Long scale evolution of a nonlinear stochastic dynamic system for modeling market price bubbles

    NASA Astrophysics Data System (ADS)

    Kiselev, S. A.; Phillips, Andy; Gabitov, I.

    2000-07-01

    This Letter investigates the stochastic dynamics of a simplified agent-based microscopic model describing stock market evolution. Our mathematical model includes a stochastic market and a sealed-bid double auction. The dynamics of the model are determined by the game of two types of traders: (i) `intelligent' traders whose strategy is based on nonlinear technical data analysis 1 and (ii) `random' traders that act without a consistent strategy. We demonstrate the effect of time-scale separations on the market dynamics. We study the characteristics of the market relaxation in response to perturbations caused by large cash flows generated between these two groups of traders. We also demonstrate that our model exhibits the formation of a price bubble 2 and the subsequent transition to a bear market 3. Bear market - a macroscopically long stage of a market evolution when the stock price declines significantly, 15% or more.

  19. Point group identification algorithm in dynamic response analysis of nonlinear stochastic systems

    NASA Astrophysics Data System (ADS)

    Li, Tao; Chen, Jian-bing; Li, Jie

    2016-03-01

    The point group identification (PGI) algorithm is proposed to determine the representative point sets in response analysis of nonlinear stochastic dynamic systems. The PGI algorithm is employed to identify point groups and their feature points in an initial point set by combining subspace clustering analysis and the graph theory. Further, the representative point set of the random-variate space is determined according to the minimum generalized F-discrepancy. The dynamic responses obtained by incorporating the algorithm PGI into the probability density evolution method (PDEM) are compared with those by the Monte Carlo simulation method. The investigations indicate that the proposed method can reduce the number of the representative points, lower the generalized F-discrepancy of the representative point set, and also ensure the accuracy of stochastic structural dynamic analysis.

  20. Stochastic collective dynamics of charged-particle beams in the stability regime.

    PubMed

    Petroni, N C; De Martino, S; De Siena, S; Illuminati, F

    2001-01-01

    We introduce a description of the collective transverse dynamics of charged (proton) beams in the stability regime by suitable classical stochastic fluctuations. In this scheme, the collective beam dynamics is described by time-reversal invariant diffusion processes deduced by stochastic variational principles (Nelson processes). By general arguments, we show that the diffusion coefficient, expressed in units of length, is given by lambda(c)sqrt[N], where N is the number of particles in the beam and lambda(c) the Compton wavelength of a single constituent. This diffusion coefficient represents an effective unit of beam emittance. The hydrodynamic equations of the stochastic dynamics can be easily recast in the form of a Schrödinger equation, with the unit of emittance replacing the Planck action constant. This fact provides a natural connection to the so-called "quantum-like approaches" to beam dynamics. The transition probabilities associated to Nelson processes can be exploited to model evolutions suitable to control the transverse beam dynamics. In particular we show how to control, in the quadrupole approximation to the beam-field interaction, both the focusing and the transverse oscillations of the beam, either together or independently. PMID:11304370

  1. Stochastic Wilson-Cowan models of neuronal network dynamics with memory and delay

    NASA Astrophysics Data System (ADS)

    Goychuk, Igor; Goychuk, Andriy

    2015-04-01

    We consider a simple Markovian class of the stochastic Wilson-Cowan type models of neuronal network dynamics, which incorporates stochastic delay caused by the existence of a refractory period of neurons. From the point of view of the dynamics of the individual elements, we are dealing with a network of non-Markovian stochastic two-state oscillators with memory, which are coupled globally in a mean-field fashion. This interrelation of a higher-dimensional Markovian and lower-dimensional non-Markovian dynamics is discussed in its relevance to the general problem of the network dynamics of complex elements possessing memory. The simplest model of this class is provided by a three-state Markovian neuron with one refractory state, which causes firing delay with an exponentially decaying memory within the two-state reduced model. This basic model is used to study critical avalanche dynamics (the noise sustained criticality) in a balanced feedforward network consisting of the excitatory and inhibitory neurons. Such avalanches emerge due to the network size dependent noise (mesoscopic noise). Numerical simulations reveal an intermediate power law in the distribution of avalanche sizes with the critical exponent around -1.16. We show that this power law is robust upon a variation of the refractory time over several orders of magnitude. However, the avalanche time distribution is biexponential. It does not reflect any genuine power law dependence.

  2. Computing the optimal path in stochastic dynamical systems.

    PubMed

    Bauver, Martha; Forgoston, Eric; Billings, Lora

    2016-08-01

    In stochastic systems, one is often interested in finding the optimal path that maximizes the probability of escape from a metastable state or of switching between metastable states. Even for simple systems, it may be impossible to find an analytic form of the optimal path, and in high-dimensional systems, this is almost always the case. In this article, we formulate a constructive methodology that is used to compute the optimal path numerically. The method utilizes finite-time Lyapunov exponents, statistical selection criteria, and a Newton-based iterative minimizing scheme. The method is applied to four examples. The first example is a two-dimensional system that describes a single population with internal noise. This model has an analytical solution for the optimal path. The numerical solution found using our computational method agrees well with the analytical result. The second example is a more complicated four-dimensional system where our numerical method must be used to find the optimal path. The third example, although a seemingly simple two-dimensional system, demonstrates the success of our method in finding the optimal path where other numerical methods are known to fail. In the fourth example, the optimal path lies in six-dimensional space and demonstrates the power of our method in computing paths in higher-dimensional spaces. PMID:27586597

  3. Computing the optimal path in stochastic dynamical systems

    NASA Astrophysics Data System (ADS)

    Bauver, Martha; Forgoston, Eric; Billings, Lora

    2016-08-01

    In stochastic systems, one is often interested in finding the optimal path that maximizes the probability of escape from a metastable state or of switching between metastable states. Even for simple systems, it may be impossible to find an analytic form of the optimal path, and in high-dimensional systems, this is almost always the case. In this article, we formulate a constructive methodology that is used to compute the optimal path numerically. The method utilizes finite-time Lyapunov exponents, statistical selection criteria, and a Newton-based iterative minimizing scheme. The method is applied to four examples. The first example is a two-dimensional system that describes a single population with internal noise. This model has an analytical solution for the optimal path. The numerical solution found using our computational method agrees well with the analytical result. The second example is a more complicated four-dimensional system where our numerical method must be used to find the optimal path. The third example, although a seemingly simple two-dimensional system, demonstrates the success of our method in finding the optimal path where other numerical methods are known to fail. In the fourth example, the optimal path lies in six-dimensional space and demonstrates the power of our method in computing paths in higher-dimensional spaces.

  4. Scaling dynamics of deep orbits in a periodic stochastic web

    NASA Astrophysics Data System (ADS)

    Lowenstein, J. H.

    1991-04-01

    In a fourfold-symmetric stochastic web generated by a two-dimensional area-preserving map, those phase-space orbits that remain forever in the central part of the chaotic channels are selected by a suitable cutoff condition. By means of a horseshoe construction, these deep orbits are classified according to (i) their paths on the square lattice of hyperbolic fixed points, (ii) their transit times between successive lattice sites, and (iii) their horseshoe branch (left or ) at each lattice site. The set of initial conditions for the deep orbits can be placed on a tree that branches with infinite multiplicity at each level: level N of the tree corresponds to paths of N+1 steps on the lattice. Empirically, one finds two scaling relations, one for the level number and the other for the number of map iterations between successive saddle points. Using a transfer-matrix technique, the scaling relations are exploited to calculate the multifractal properties [Hausdorff dimension, Hausdorff measure, the f(α) curve] of the set of deep orbits, to obtain an invariant probability measure and to derive a Green function for the diffusion process on the lattice. Numerical calculations of many of these quantities are carried out for the value 0.5 of the control parameter.

  5. Stochastic lattice gas model describing the dynamics of the SIRS epidemic process

    NASA Astrophysics Data System (ADS)

    de Souza, David R.; Tomé, Tânia

    2010-03-01

    We study a stochastic process describing the onset of spreading dynamics of an epidemic in a population composed of individuals of three classes: susceptible (S), infected (I), and recovered (R). The stochastic process is defined by local rules and involves the following cyclic process: S → I → R → S (SIRS). The open process S → I → R (SIR) is studied as a particular case of the SIRS process. The epidemic process is analyzed at different levels of description: by a stochastic lattice gas model and by a birth and death process. By means of Monte Carlo simulations and dynamical mean-field approximations we show that the SIRS stochastic lattice gas model exhibit a line of critical points separating the two phases: an absorbing phase where the lattice is completely full of S individuals and an active phase where S, I and R individuals coexist, which may or may not present population cycles. The critical line, that corresponds to the onset of epidemic spreading, is shown to belong in the directed percolation universality class. By considering the birth and death process we analyze the role of noise in stabilizing the oscillations.

  6. Stochastic dynamic causal modelling of fMRI data: Should we care about neural noise?

    PubMed Central

    Daunizeau, J.; Stephan, K.E.; Friston, K.J.

    2012-01-01

    Dynamic causal modelling (DCM) was introduced to study the effective connectivity among brain regions using neuroimaging data. Until recently, DCM relied on deterministic models of distributed neuronal responses to external perturbation (e.g., sensory stimulation or task demands). However, accounting for stochastic fluctuations in neuronal activity and their interaction with task-specific processes may be of particular importance for studying state-dependent interactions. Furthermore, allowing for random neuronal fluctuations may render DCM more robust to model misspecification and finesse problems with network identification. In this article, we examine stochastic dynamic causal models (sDCM) in relation to their deterministic counterparts (dDCM) and highlight questions that can only be addressed with sDCM. We also compare the network identification performance of deterministic and stochastic DCM, using Monte Carlo simulations and an empirical case study of absence epilepsy. For example, our results demonstrate that stochastic DCM can exploit the modelling of neural noise to discriminate between direct and mediated connections. We conclude with a discussion of the added value and limitations of sDCM, in relation to its deterministic homologue. PMID:22579726

  7. Neural Dynamics as Sampling: A Model for Stochastic Computation in Recurrent Networks of Spiking Neurons

    PubMed Central

    Buesing, Lars; Bill, Johannes; Nessler, Bernhard; Maass, Wolfgang

    2011-01-01

    The organization of computations in networks of spiking neurons in the brain is still largely unknown, in particular in view of the inherently stochastic features of their firing activity and the experimentally observed trial-to-trial variability of neural systems in the brain. In principle there exists a powerful computational framework for stochastic computations, probabilistic inference by sampling, which can explain a large number of macroscopic experimental data in neuroscience and cognitive science. But it has turned out to be surprisingly difficult to create a link between these abstract models for stochastic computations and more detailed models of the dynamics of networks of spiking neurons. Here we create such a link and show that under some conditions the stochastic firing activity of networks of spiking neurons can be interpreted as probabilistic inference via Markov chain Monte Carlo (MCMC) sampling. Since common methods for MCMC sampling in distributed systems, such as Gibbs sampling, are inconsistent with the dynamics of spiking neurons, we introduce a different approach based on non-reversible Markov chains that is able to reflect inherent temporal processes of spiking neuronal activity through a suitable choice of random variables. We propose a neural network model and show by a rigorous theoretical analysis that its neural activity implements MCMC sampling of a given distribution, both for the case of discrete and continuous time. This provides a step towards closing the gap between abstract functional models of cortical computation and more detailed models of networks of spiking neurons. PMID:22096452

  8. A solution algorithm for the fluid dynamic equations based on a stochastic model for molecular motion

    SciTech Connect

    Jenny, Patrick Torrilhon, Manuel; Heinz, Stefan

    2010-02-20

    In this paper, a stochastic model is presented to simulate the flow of gases, which are not in thermodynamic equilibrium, like in rarefied or micro situations. For the interaction of a particle with others, statistical moments of the local ensemble have to be evaluated, but unlike in molecular dynamics simulations or DSMC, no collisions between computational particles are considered. In addition, a novel integration technique allows for time steps independent of the stochastic time scale. The stochastic model represents a Fokker-Planck equation in the kinetic description, which can be viewed as an approximation to the Boltzmann equation. This allows for a rigorous investigation of the relation between the new model and classical fluid and kinetic equations. The fluid dynamic equations of Navier-Stokes and Fourier are fully recovered for small relaxation times, while for larger values the new model extents into the kinetic regime. Numerical studies demonstrate that the stochastic model is consistent with Navier-Stokes in that limit, but also that the results become significantly different, if the conditions for equilibrium are invalid. The application to the Knudsen paradox demonstrates the correctness and relevance of this development, and comparisons with existing kinetic equations and standard solution algorithms reveal its advantages. Moreover, results of a test case with geometrically complex boundaries are presented.

  9. Elements of a stochastic-dynamical theory of the long-term variability of the El Nino/Southern Oscillation

    NASA Technical Reports Server (NTRS)

    Lau, K.-M.

    1985-01-01

    The rudiments of a stochastic-dynamical model for climatic systems with multiple equilibrium states are presented as a means for analyzing the long-term variability of the El Nino/Southern Oscillation (ENSO) events. It is shown that a combination of the unstable air-sea interaction, the seasonal cycle, and stochastic intraseasonal forcings must be considered in any model for ENSO. In particular, the instability in the air-sea interaction may be triggered by stochastic forcing. The possibility that stochastic events initiate the conditions leading to ENSO exacerbates the already difficult task of predicting ENSO patterns.

  10. Fixation, transient landscape, and diffusion dilemma in stochastic evolutionary game dynamics

    NASA Astrophysics Data System (ADS)

    Zhou, Da; Qian, Hong

    2011-09-01

    Agent-based stochastic models for finite populations have recently received much attention in the game theory of evolutionary dynamics. Both the ultimate fixation and the pre-fixation transient behavior are important to a full understanding of the dynamics. In this paper, we study the transient dynamics of the well-mixed Moran process through constructing a landscape function. It is shown that the landscape playing a central theoretical “device” that integrates several lines of inquiries: the stable behavior of the replicator dynamics, the long-time fixation, and continuous diffusion approximation associated with asymptotically large population. Several issues relating to the transient dynamics are discussed: (i) multiple time scales phenomenon associated with intra- and inter-attractoral dynamics; (ii) discontinuous transition in stochastically stationary process akin to Maxwell construction in equilibrium statistical physics; and (iii) the dilemma diffusion approximation facing as a continuous approximation of the discrete evolutionary dynamics. It is found that rare events with exponentially small probabilities, corresponding to the uphill movements and barrier crossing in the landscape with multiple wells that are made possible by strong nonlinear dynamics, plays an important role in understanding the origin of the complexity in evolutionary, nonlinear biological systems.

  11. Torque correlation length and stochastic twist dynamics of DNA.

    PubMed

    Banigan, Edward J; Marko, John F

    2014-06-01

    We introduce a short correlation length for torque in twisting-stiff biomolecules, which is necessary for the physical property that torque fluctuations be finite in amplitude. We develop a nonequilibrium theory of dynamics of DNA twisting which predicts two crossover time scales for temporal torque correlations in single-molecule experiments. Bending fluctuations can be included, and at linear order we find that they do not affect the twist dynamics. However, twist fluctuations affect bending, and we predict the spatial inhomogeneity of twist, torque, and buckling arising in nonequilibrium "rotor-bead" experiments. PMID:25019813

  12. Hermitian non-Markovian stochastic master equations for quantum dissipative dynamics

    NASA Astrophysics Data System (ADS)

    Yan, Yun-An; Zhou, Yun

    2015-08-01

    It remains a challenge for theory to simulate nonperturbative and non-Markovian quantum dissipative dynamics at low temperatures. In this study we suggest a Hermitian non-Markovian stochastic master equation suitable for dissipative dynamics at arbitrary temperatures. The memory effect of the bath is embedded within two real correlated Gaussian noises. This scheme is numerically verified by the hierarchical equation of motion and symmetry preserving for a symmetric two-level system. An exemplary application is carried out for the dynamics over a broad range of temperatures to investigate the temperature dependence of the Rabi frequency shift and the non-Markovianity.

  13. Emergence of dynamic cooperativity in the stochastic kinetics of fluctuating enzymes.

    PubMed

    Kumar, Ashutosh; Chatterjee, Sambarta; Nandi, Mintu; Dua, Arti

    2016-08-28

    Dynamic co-operativity in monomeric enzymes is characterized in terms of a non-Michaelis-Menten kinetic behaviour. The latter is believed to be associated with mechanisms that include multiple reaction pathways due to enzymatic conformational fluctuations. Recent advances in single-molecule fluorescence spectroscopy have provided new fundamental insights on the possible mechanisms underlying reactions catalyzed by fluctuating enzymes. Here, we present a bottom-up approach to understand enzyme turnover kinetics at physiologically relevant mesoscopic concentrations informed by mechanisms extracted from single-molecule stochastic trajectories. The stochastic approach, presented here, shows the emergence of dynamic co-operativity in terms of a slowing down of the Michaelis-Menten (MM) kinetics resulting in negative co-operativity. For fewer enzymes, dynamic co-operativity emerges due to the combined effects of enzymatic conformational fluctuations and molecular discreteness. The increase in the number of enzymes, however, suppresses the effect of enzymatic conformational fluctuations such that dynamic co-operativity emerges solely due to the discrete changes in the number of reacting species. These results confirm that the turnover kinetics of fluctuating enzyme based on the parallel-pathway MM mechanism switches over to the single-pathway MM mechanism with the increase in the number of enzymes. For large enzyme numbers, convergence to the exact MM equation occurs in the limit of very high substrate concentration as the stochastic kinetics approaches the deterministic behaviour. PMID:27586952

  14. Stochastic dynamics of coupled active particles in an overdamped limit

    NASA Astrophysics Data System (ADS)

    Ann, Minjung; Lee, Kong-Ju-Bock; Park, Pyeong Jun

    2015-10-01

    We introduce a model for Brownian dynamics of coupled active particles in an overdamped limit. Our system consists of several identical active particles and one passive particle. Each active particle is elastically coupled to the passive particle and there is no direct coupling among the active particles. We investigate the dynamics of the system with respect to the number of active particles, viscous friction, and coupling between the active and passive particles. For this purpose, we consider an intracellular transport process as an application of our model and perform a Brownian dynamics simulation using realistic parameters for processive molecular motors such as kinesin-1. We determine an adequate energy conversion function for molecular motors and study the dynamics of intracellular transport by multiple motors. The results show that the average velocity of the coupled system is not affected by the number of active motors and that the stall force increases linearly as the number of motors increases. Our results are consistent with well-known experimental observations. We also examine the effects of coupling between the motors and the cargo, as well as of the spatial distribution of the motors around the cargo. Our model might provide a physical explanation of the cooperation among active motors in the cellular transport processes.

  15. Numerical schemes for dynamically orthogonal equations of stochastic fluid and ocean flows

    SciTech Connect

    Ueckermann, M.P.; Lermusiaux, P.F.J.; Sapsis, T.P.

    2013-01-15

    The quantification of uncertainties is critical when systems are nonlinear and have uncertain terms in their governing equations or are constrained by limited knowledge of initial and boundary conditions. Such situations are common in multiscale, intermittent and non-homogeneous fluid and ocean flows. The dynamically orthogonal (DO) field equations provide an adaptive methodology to predict the probability density functions of such flows. The present work derives efficient computational schemes for the DO methodology applied to unsteady stochastic Navier-Stokes and Boussinesq equations, and illustrates and studies the numerical aspects of these schemes. Semi-implicit projection methods are developed for the mean and for the DO modes, and time-marching schemes of first to fourth order are used for the stochastic coefficients. Conservative second-order finite-volumes are employed in physical space with new advection schemes based on total variation diminishing methods. Other results include: (i) the definition of pseudo-stochastic pressures to obtain a number of pressure equations that is linear in the subspace size instead of quadratic; (ii) symmetric advection schemes for the stochastic velocities; (iii) the use of generalized inversion to deal with singular subspace covariances or deterministic modes; and (iv) schemes to maintain orthonormal modes at the numerical level. To verify our implementation and study the properties of our schemes and their variations, a set of stochastic flow benchmarks are defined including asymmetric Dirac and symmetric lock-exchange flows, lid-driven cavity flows, and flows past objects in a confined channel. Different Reynolds number and Grashof number regimes are employed to illustrate robustness. Optimal convergence under both time and space refinements is shown as well as the convergence of the probability density functions with the number of stochastic realizations.

  16. A neutral theory with environmental stochasticity explains static and dynamic properties of ecological communities.

    PubMed

    Kalyuzhny, Michael; Kadmon, Ronen; Shnerb, Nadav M

    2015-06-01

    Understanding the forces shaping ecological communities is crucial to basic science and conservation. Neutral theory has made considerable progress in explaining static properties of communities, like species abundance distributions (SADs), with a simple and generic model, but was criticised for making unrealistic predictions of fundamental dynamic patterns and for being sensitive to interspecific differences in fitness. Here, we show that a generalised neutral theory incorporating environmental stochasticity may resolve these limitations. We apply the theory to real data (the tropical forest of Barro Colorado Island) and demonstrate that it much better explains the properties of short-term population fluctuations and the decay of compositional similarity with time, while retaining the ability to explain SADs. Furthermore, the predictions are considerably more robust to interspecific fitness differences. Our results suggest that this integration of niches and stochasticity may serve as a minimalistic framework explaining fundamental static and dynamic characteristics of ecological communities. PMID:25903067

  17. Analysis of some large-scale nonlinear stochastic dynamic systems with subspace-EPC method

    NASA Astrophysics Data System (ADS)

    Er, GuoKang; Iu, VaiPan

    2011-09-01

    The probabilistic solutions to some nonlinear stochastic dynamic (NSD) systems with various polynomial types of nonlinearities in displacements are analyzed with the subspace-exponential polynomial closure (subspace-EPC) method. The space of the state variables of the large-scale nonlinear stochastic dynamic system excited by Gaussian white noises is separated into two subspaces. Both sides of the Fokker-Planck-Kolmogorov (FPK) equation corresponding to the NSD system are then integrated over one of the subspaces. The FPK equation for the joint probability density function of the state variables in the other subspace is formulated. Therefore, the FPK equations in low dimensions are obtained from the original FPK equation in high dimensions and the FPK equations in low dimensions are solvable with the exponential polynomial closure method. Examples about multi-degree-offreedom NSD systems with various polynomial types of nonlinearities in displacements are given to show the effectiveness of the subspace-EPC method in these cases.

  18. On the Role of Stochastic Channel Behavior in Intracellular Ca2+ Dynamics

    PubMed Central

    Falcke, Martin

    2003-01-01

    I present a stochastic model for intracellular Ca2+ oscillations. The model starts from stochastic binding and dissociation of Ca2+ to binding sites on a single subunit of the IP3-receptor channel but is capable of simulating large numbers of clusters for many oscillation periods too. I find oscillations with variable periods ranging from 17 s to 120 s and a standard deviation well in the experimentally observed range. Long period oscillations can be perceived as nucleation phenomenon and can be observed for a large variety of single channel dynamics. Their period depends on the geometric characteristics of the cluster array. Short periods are in the range of the time scale of channel dynamics. Both long and short period oscillations occur for parameters with a nonoscillatory deterministic regime. PMID:12524264

  19. Ultrafast dynamics of finite Hubbard clusters: A stochastic mean-field approach

    NASA Astrophysics Data System (ADS)

    Lacroix, Denis; Hermanns, S.; Hinz, C. M.; Bonitz, M.

    2014-09-01

    Finite lattice models are a prototype for interacting quantum systems and capture essential properties of condensed matter systems. With the dramatic progress in ultracold atoms in optical lattices, finite fermionic Hubbard systems have become directly accessible in experiments, including their ultrafast dynamics far from equilibrium. Here, we present a theoretical approach that is able to treat these dynamics in any dimension and fully includes inhomogeneity effects. The method consists in stochastic sampling of mean-field trajectories and is—for not too large two-body interaction strength—found to be much more accurate than time-dependent mean-field at the same order of numerical costs. Furthermore, it can well compete with recent nonequilibrium Green function approaches using second-order Born approximation, which are of substantially larger complexity. The performance of the stochastic mean-field approach is demonstrated for Hubbard clusters with up to 512 particles in one, two, and three dimensions.

  20. Non-equilibrium dynamics of stochastic gene regulation.

    PubMed

    Ghosh, Anandamohan

    2015-01-01

    The process of gene regulation is comprised of intrinsically random events resulting in large cell-to-cell variability in mRNA and protein numbers. With gene expression being the central dogma of molecular biology, it is essential to understand the origin and role of these fluctuations. An intriguing observation is that the number of mRNA present in a cell are not only random and small but also that they are produced in bursts. The gene switches between an active and an inactive state, and the active gene transcribes mRNA in bursts. Transcriptional noise being bursty, so are the number of proteins and the subsequent gene expression levels. It is natural to ask the question: what is the reason for the bursty mRNA dynamics? And can the bursty dynamics be shown to be entropically favorable by studying the reaction kinetics underlying the gene regulation mechanism? The dynamics being an out-of-equilibrium process, the fluctuation theorem for entropy production in the reversible reaction channel is discussed. We compute the entropy production rate for varying degrees of burstiness. We find that the reaction parameters that maximize the burstiness simultaneously maximize the entropy production rate. PMID:25288134

  1. APPLICATION OF DYNAMIC STOCHASTIC MACROECONOMIC MODEL FOR LONG-TERM DISASTER PREVENTION PLANNING

    NASA Astrophysics Data System (ADS)

    Segi, Shunsuke; Ishikura, Tomoki; Yokomatsu, Muneta

    This paper builds a dynamic stochastic macroeconomic model which deals with investment to disaster prevention infrastructure stock. The nature of disaster such as uncertainty, magnitude of damage and long run effects of damage are explicitly modeled. The model can derive optimal policy with regard to investment to productive capital stock and disaster prevention infrastructure stock. Furthermore, the numerical simulations give some interesting implications about the relationship between optimal investment policy, magnitude of disaster, level of economic development and disaster prevention technology.

  2. GENERAL: Stochastic Alternating Dynamics for Synchronous EAD-Like Beating Rhythms in Cultured Cardiac Myocytes

    NASA Astrophysics Data System (ADS)

    Zhang, Ning; Zhang, Hui-Min; Liu, Zhi-Qiang; Ding, Xue-Li; Yang, Ming-Hao; Gu, Hua-Guang; Ren, Wei

    2009-11-01

    Dissolved cardiac myocytes can couple together and generate synchronous beatings in culture. We observed a synchronized early after-depolarization(EAD)-like rhythm in cultured cardiac myocytes and reproduced the experimental observation in a network mathematical model whose dynamics are close to a Hopf bifurcation. The mechanism for this EAD-like rhythm is attributed to noised-induced stochastic alternatings between the focus and the limit cycle. These results provide novel understandings for pathological heart rhythms like the early immature beatings.

  3. Relationship between maximum principle and dynamic programming for stochastic differential games of jump diffusions

    NASA Astrophysics Data System (ADS)

    Shi, Jingtao

    2014-04-01

    This paper is concerned with the relationship between maximum principle and dynamic programming for zero-sum stochastic differential games of jump diffusions. Under the assumption that the value function is smooth enough, relations among the adjoint processes, the generalised Hamiltonian function and the value function are given. A portfolio optimisation problem under model uncertainty in an incomplete financial market is discussed to show the applications of our result.

  4. Ecohydrology of groundwater-dependent ecosystems: 2. Stochastic soil moisture dynamics

    NASA Astrophysics Data System (ADS)

    Tamea, Stefania; Laio, Francesco; Ridolfi, Luca; D'Odorico, Paolo; Rodriguez-Iturbe, Ignacio

    2009-05-01

    In groundwater-dependent ecosystems, interactions between rainfall, water table fluctuations, and vegetation are exerted through the soil water content. The dynamics of soil moisture, in fact, are strongly coupled to fluctuations of the water table and, together, they control the overall ecosystem dynamics. We propose here a simple process-based stochastic model for the study of soil moisture dynamics at a generic depth, to complement the stochastic model of water table depth presented in the companion paper. The model presented here is based on a local and depth-dependent water balance driven by stochastic rainfall (marked Poisson noise) and accounting for processes such as rainfall infiltration, root water uptake, and capillary rise. We obtain a semianalytical formulation of the stationary probability distribution of soil water content at different depths, which is studied for different values of soil, climate, and vegetation parameters. The probability distributions are used to investigate the ecohydrology of groundwater-dependent ecosystems, including the quantitative description of the vegetation-water table-soil moisture interplay and the probabilistic analysis of root water uptake.

  5. Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models

    PubMed Central

    Daunizeau, J.; Friston, K.J.; Kiebel, S.J.

    2009-01-01

    In this paper, we describe a general variational Bayesian approach for approximate inference on nonlinear stochastic dynamic models. This scheme extends established approximate inference on hidden-states to cover: (i) nonlinear evolution and observation functions, (ii) unknown parameters and (precision) hyperparameters and (iii) model comparison and prediction under uncertainty. Model identification or inversion entails the estimation of the marginal likelihood or evidence of a model. This difficult integration problem can be finessed by optimising a free-energy bound on the evidence using results from variational calculus. This yields a deterministic update scheme that optimises an approximation to the posterior density on the unknown model variables. We derive such a variational Bayesian scheme in the context of nonlinear stochastic dynamic hierarchical models, for both model identification and time-series prediction. The computational complexity of the scheme is comparable to that of an extended Kalman filter, which is critical when inverting high dimensional models or long time-series. Using Monte-Carlo simulations, we assess the estimation efficiency of this variational Bayesian approach using three stochastic variants of chaotic dynamic systems. We also demonstrate the model comparison capabilities of the method, its self-consistency and its predictive power. PMID:19862351

  6. Optimal Strategy for Integrated Dynamic Inventory Control and Supplier Selection in Unknown Environment via Stochastic Dynamic Programming

    NASA Astrophysics Data System (ADS)

    Sutrisno; Widowati; Solikhin

    2016-06-01

    In this paper, we propose a mathematical model in stochastic dynamic optimization form to determine the optimal strategy for an integrated single product inventory control problem and supplier selection problem where the demand and purchasing cost parameters are random. For each time period, by using the proposed model, we decide the optimal supplier and calculate the optimal product volume purchased from the optimal supplier so that the inventory level will be located at some point as close as possible to the reference point with minimal cost. We use stochastic dynamic programming to solve this problem and give several numerical experiments to evaluate the model. From the results, for each time period, the proposed model was generated the optimal supplier and the inventory level was tracked the reference point well.

  7. Host–parasitoid spatial models: the interplay of demographic stochasticity and dynamics

    PubMed Central

    Wilson, H. B.; Hassell, M. P.

    1997-01-01

    Host–parasitoid metapopulation models have typically been deterministic models formulated with population numbers as a continuous variable. Spatial heterogeneity in local population abundance is a typical (and often essential) feature of these models and means that, even when average population density is high, some patches have small population sizes. In addition, large temporal population fluctuations are characteristic of many of these models, and this also results in periodically small local population sizes. Whenever population abundances are small, demographic stochasticity can become important in several ways. To investigate this problem, we have reformulated a deterministic, host–parasitoid metapopulation as an integer-based model in which encounters between hosts and parasitoids, and the fecundity of individuals are modelled as stochastic processes. This has a number of important consequences: (1) stochastic fluctuations at small population sizes tend to be amplified by the dynamics to cause massive population variability, i.e. the demographic stochasticity has a destabilizing effect; (2) the spatial patterns of local abundance observed in the deterministic counterpart are largely maintained (although the area of 'spatial chaos' is extended); (3) at small population sizes, dispersal by discrete individuals leads to a smaller fraction of new patches being colonized, so that parasitoids with small dispersal rates have a greater tendency for extinction and higher dispersal rates have a larger competitive advantage; and (4) competing parasitoids that could coexist in the deterministic model due to spatial segregation cannot now coexist for any combination of parameters.

  8. Survival thresholds and mortality rates in adaptive dynamics: conciliating deterministic and stochastic simulations.

    PubMed

    Perthame, Benoît; Gauduchon, Mathias

    2010-09-01

    Deterministic population models for adaptive dynamics are derived mathematically from individual-centred stochastic models in the limit of large populations. However, it is common that numerical simulations of both models fit poorly and give rather different behaviours in terms of evolution speeds and branching patterns. Stochastic simulations involve extinction phenomenon operating through demographic stochasticity, when the number of individual 'units' is small. Focusing on the class of integro-differential adaptive models, we include a similar notion in the deterministic formulations, a survival threshold, which allows phenotypical traits in the population to vanish when represented by few 'individuals'. Based on numerical simulations, we show that the survival threshold changes drastically the solution; (i) the evolution speed is much slower, (ii) the branching patterns are reduced continuously and (iii) these patterns are comparable to those obtained with stochastic simulations. The rescaled models can also be analysed theoretically. One can recover the concentration phenomena on well-separated Dirac masses through the constrained Hamilton-Jacobi equation in the limit of small mutations and large observation times. PMID:19734200

  9. Stochastic dynamics of a warmer Great Barrier Reef.

    PubMed

    Cooper, Jennifer K; Spencer, Matthew; Bruno, John F

    2015-07-01

    Pressure on natural communities from human activities continues to increase. Even unique ecosystems like the Great Barrier Reef (GBR), that until recently were considered near-pristine and well-protected, are showing signs of rapid degradation. We collated recent (1996-2006) spatiotemporal relationships between benthic community composition on the GBR and environmental variables (ocean temperature and local threats resulting from human activity). We built multivariate models of the effects of these variables on short-term dynamics, and developed an analytical approach to study their long-term consequences. We used this approach to study the effects of ocean warming under different levels of local threat. Observed short-term changes in benthic community structure (e.g., declining coral cover) were associated with ocean temperature (warming) and local threats. Our model projected that, in the long-term, coral cover of less than 10% was not implausible. With increasing temperature and/or local threats, corals were initially replaced by sponges, gorgonians, and other taxa, with an eventual moderately high probability of domination (> 50%) by macroalgae when temperature increase was greatest (e.g., 3.5 degrees C of warming). Our approach to modeling community dynamics, based on multivariate statistical models, enabled us to project how environmental change (and thus local and international policy decisions) will influence the future state of coral reefs. The same approach could be applied to other systems for which time series of ecological and environmental variables are available. PMID:26378303

  10. Modeling dynamics of HIV infected cells using stochastic cellular automaton

    NASA Astrophysics Data System (ADS)

    Precharattana, Monamorn; Triampo, Wannapong

    2014-08-01

    Ever since HIV was first diagnosed in human, a great number of scientific works have been undertaken to explore the biological mechanisms involved in the infection and progression of the disease. Several cellular automata (CA) models have been introduced to gain insights into the dynamics of the disease progression but none of them has taken into account effects of certain immune cells such as the dendritic cells (DCs) and the CD8+ T lymphocytes (CD8+ T cells). In this work, we present a CA model, which incorporates effects of the HIV specific immune response focusing on the cell-mediated immunities, and investigate the interaction between the host immune response and the HIV infected cells in the lymph nodes. The aim of our work is to propose a model more realistic than the one in Precharattana et al. (2010) [10], by incorporating roles of the DCs, the CD4+ T cells, and the CD8+ T cells into the model so that it would reproduce the HIV infection dynamics during the primary phase of HIV infection.

  11. Phase space theory of quantum–classical systems with nonlinear and stochastic dynamics

    SciTech Connect

    Burić, Nikola Popović, Duška B.; Radonjić, Milan; Prvanović, Slobodan

    2014-04-15

    A novel theory of hybrid quantum–classical systems is developed, utilizing the mathematical framework of constrained dynamical systems on the quantum–classical phase space. Both, the quantum and classical descriptions of the respective parts of the hybrid system are treated as fundamental. Therefore, the description of the quantum–classical interaction has to be postulated, and includes the effects of neglected degrees of freedom. Dynamical law of the theory is given in terms of nonlinear stochastic differential equations with Hamiltonian and gradient terms. The theory provides a successful dynamical description of the collapse during quantum measurement. -- Highlights: •A novel theory of quantum–classical systems is developed. •Framework of quantum constrained dynamical systems is used. •A dynamical description of the measurement induced collapse is obtained.

  12. GPELab, a Matlab toolbox to solve Gross-Pitaevskii equations II: Dynamics and stochastic simulations

    NASA Astrophysics Data System (ADS)

    Antoine, Xavier; Duboscq, Romain

    2015-08-01

    GPELab is a free Matlab toolbox for modeling and numerically solving large classes of systems of Gross-Pitaevskii equations that arise in the physics of Bose-Einstein condensates. The aim of this second paper, which follows (Antoine and Duboscq, 2014), is to first present the various pseudospectral schemes available in GPELab for computing the deterministic and stochastic nonlinear dynamics of Gross-Pitaevskii equations (Antoine, et al., 2013). Next, the corresponding GPELab functions are explained in detail. Finally, some numerical examples are provided to show how the code works for the complex dynamics of BEC problems.

  13. An Approach for Dynamic Optimization of Prevention Program Implementation in Stochastic Environments

    NASA Astrophysics Data System (ADS)

    Kang, Yuncheol; Prabhu, Vittal

    The science of preventing youth problems has significantly advanced in developing evidence-based prevention program (EBP) by using randomized clinical trials. Effective EBP can reduce delinquency, aggression, violence, bullying and substance abuse among youth. Unfortunately the outcomes of EBP implemented in natural settings usually tend to be lower than in clinical trials, which has motivated the need to study EBP implementations. In this paper we propose to model EBP implementations in natural settings as stochastic dynamic processes. Specifically, we propose Markov Decision Process (MDP) for modeling and dynamic optimization of such EBP implementations. We illustrate these concepts using simple numerical examples and discuss potential challenges in using such approaches in practice.

  14. Stochastic games

    PubMed Central

    Solan, Eilon; Vieille, Nicolas

    2015-01-01

    In 1953, Lloyd Shapley contributed his paper “Stochastic games” to PNAS. In this paper, he defined the model of stochastic games, which were the first general dynamic model of a game to be defined, and proved that it admits a stationary equilibrium. In this Perspective, we summarize the historical context and the impact of Shapley’s contribution. PMID:26556883

  15. Integrated Stochastic Evaluation of Flood and Vegetation Dynamics in Riverine Landscapes

    NASA Astrophysics Data System (ADS)

    Miyamoto, H.; Kimura, R.

    2014-12-01

    Areal expansion of trees on gravel beds and sand bars has been a serious problem for river management in Japan. From the viewpoints of ecological restoration and flood control, it would be necessary to accurately predict the vegetation dynamics for a long period of time. This presentation tries to evaluate both vegetation overgrowth tendency and flood protection safety in an integrated manner for several vegetated channels in Kako River, Japan. The predominant tree species in Kako River are willows and bamboos. The evaluation employs a stochastic process model, which has been developed for statistically evaluating flow and vegetation status in a river course through the Monte Carlo simulation. The model for vegetation dynamics includes the effects of tree growth, mortality by flood impacts, and infant tree invasion. Through the Monte Carlo simulation for several cross sections in Kako River, responses of the vegetated channels are stochastically evaluated in terms of the changes of discharge magnitude and channel geomorphology. The result shows that the river channels with high flood protection priority are extracted from the several channel sections with the corresponding vegetation status. The present investigation suggests that the stochastic analysis could be one of the powerful diagnostic methods for river management.

  16. Exact dynamics of stochastic linear delayed systems: Application to spatiotemporal coordination of comoving agents

    NASA Astrophysics Data System (ADS)

    McKetterick, Thomas John; Giuggioli, Luca

    2014-10-01

    Delayed dynamics result from finite transmission speeds of a signal in the form of energy, mass, or information. In stochastic systems the resulting lagged dynamics challenge our understanding due to the rich behavioral repertoire encompassing monotonic, oscillatory, and unstable evolution. Despite the vast literature, quantifying this rich behavior is limited by a lack of explicit analytic studies of high-dimensional stochastic delay systems. Here we fill this gap for systems governed by a linear Langevin equation of any number of delays and spatial dimensions with additive Gaussian noise. By exploiting Laplace transforms we are able to derive an exact time-dependent analytic solution of the Langevin equation. By using characteristic functionals we are able to construct the full time dependence of the multivariate probability distribution of the stochastic process as a function of the delayed and nondelayed random variables. As an application we consider interactions in animal collective movement that go beyond the traditional assumption of instantaneous alignment. We propose models for coordinated maneuvers of comoving agents applicable to recent empirical findings in pigeons and bats whereby individuals copy the heading of their neighbors with some delay. We highlight possible strategies that individual pairs may adopt to reduce the variance in their velocity difference and/or in their spatial separation. We also show that a minimum in the variance of the spatial separation at long times can be achieved with certain ratios of measurement to reaction delay.

  17. Dynamic modeling of tourism by stochastic method: a case of the Beijing-Tianjin-Hebei region

    NASA Astrophysics Data System (ADS)

    Dai, Juan; Zhang, Shihui; Xue, Chongsheng

    2009-10-01

    As an efficient way to stimulate the growth of economy, tourism is promoted by most counties allover the world, and has become one of the world's largest and fastest-growing industries. Essentially, tourism is a spatiotemporal system, with tourist attractions located in different geographic areas and tourist flows exchanging between different geographic regions. In this paper, we present a dynamic model for the simulation of tourism and tourist's activities in the context of GIS and stochastic method, using a case of the Beijing-Tianjin-Hebei region. The model is developed on stochastic method and multiple geospatial data sources. In the model, the spatiotemporal behavior of tourist on the Earth's Surface is governed by the evolution rules, which are extracted from the researches on tourist's activities and executed via stochastic method and multiple geospatial data. By means of the model, we simulate the tourism in the Beijing-Tianjin- Hebei region, and find that there is good correspondence between the tourist arrivals calculated with the model and those obtained from the tourism statistics. This shows that the animated dynamic modeling of tourism based on geospatial data can be used as an indicator of the tourism in the realistic world, and is also can be embedded in the GIS applications.

  18. Non-linear dynamic characteristics and optimal control of giant magnetostrictive film subjected to in-plane stochastic excitation

    SciTech Connect

    Zhu, Z. W.; Zhang, W. D. Xu, J.

    2014-03-15

    The non-linear dynamic characteristics and optimal control of a giant magnetostrictive film (GMF) subjected to in-plane stochastic excitation were studied. Non-linear differential items were introduced to interpret the hysteretic phenomena of the GMF, and the non-linear dynamic model of the GMF subjected to in-plane stochastic excitation was developed. The stochastic stability was analysed, and the probability density function was obtained. The condition of stochastic Hopf bifurcation and noise-induced chaotic response were determined, and the fractal boundary of the system's safe basin was provided. The reliability function was solved from the backward Kolmogorov equation, and an optimal control strategy was proposed in the stochastic dynamic programming method. Numerical simulation shows that the system stability varies with the parameters, and stochastic Hopf bifurcation and chaos appear in the process; the area of the safe basin decreases when the noise intensifies, and the boundary of the safe basin becomes fractal; the system reliability improved through stochastic optimal control. Finally, the theoretical and numerical results were proved by experiments. The results are helpful in the engineering applications of GMF.

  19. Synchronization of Stochastically Coupled Oscillators: Dynamical Phase Transitions and Large Deviations Theory (or Birds and Frogs)

    NASA Astrophysics Data System (ADS)

    Teodorescu, Razvan

    2009-10-01

    Systems of oscillators coupled non-linearly (stochastically or not) are ubiquitous in nature and can explain many complex phenomena: coupled Josephson junction arrays, cardiac pacemaker cells, swarms or flocks of insects and birds, etc. They are know to have a non-trivial phase diagram, which includes chaotic, partially synchronized, and fully synchronized phases. A traditional model for this class of problems is the Kuramoto system of oscillators, which has been studied extensively for the last three decades. The model is a canonical example for non-equilibrium, dynamical phase transitions, so little understood in physics. From a stochastic analysis point of view, the transition is described by the large deviations principle, which offers little information on the scaling behavior near the critical point. I will discuss a special case of the model, which allows a rigorous analysis of the critical properties of the model, and reveals a new, anomalous scaling behavior in the vicinity of the critical point.

  20. Dynamic Programming and Error Estimates for Stochastic Control Problems with Maximum Cost

    SciTech Connect

    Bokanowski, Olivier; Picarelli, Athena; Zidani, Hasnaa

    2015-02-15

    This work is concerned with stochastic optimal control for a running maximum cost. A direct approach based on dynamic programming techniques is studied leading to the characterization of the value function as the unique viscosity solution of a second order Hamilton–Jacobi–Bellman (HJB) equation with an oblique derivative boundary condition. A general numerical scheme is proposed and a convergence result is provided. Error estimates are obtained for the semi-Lagrangian scheme. These results can apply to the case of lookback options in finance. Moreover, optimal control problems with maximum cost arise in the characterization of the reachable sets for a system of controlled stochastic differential equations. Some numerical simulations on examples of reachable analysis are included to illustrate our approach.

  1. Dynamics of stochastic predator-prey models with Holling II functional response

    NASA Astrophysics Data System (ADS)

    Liu, Qun; Zu, Li; Jiang, Daqing

    2016-08-01

    In this paper, we consider the dynamics of stochastic predator-prey models with Holling II functional response. For the stochastic systems, we firstly establish sufficient conditions for the existence of the globally positive solutions. Then we investigate the asymptotic moment estimations of the positive solutions and study the ultimately bounded in the mean of them. Thirdly, by constructing some suitable Lyapunov functions, we verify that there are unique stationary distributions and they are ergodic. The obtained results show that the systems still retain some stability in the sense of weak stability provided that the intensity of the white noise is relatively small. Finally, some numerical simulations are introduced to illustrate our main results.

  2. Price-Dynamics of Shares and Bohmian Mechanics: Deterministic or Stochastic Model?

    NASA Astrophysics Data System (ADS)

    Choustova, Olga

    2007-02-01

    We apply the mathematical formalism of Bohmian mechanics to describe dynamics of shares. The main distinguishing feature of the financial Bohmian model is the possibility to take into account market psychology by describing expectations of traders by the pilot wave. We also discuss some objections (coming from conventional financial mathematics of stochastic processes) against the deterministic Bohmian model. In particular, the objection that such a model contradicts to the efficient market hypothesis which is the cornerstone of the modern market ideology. Another objection is of pure mathematical nature: it is related to the quadratic variation of price trajectories. One possibility to reply to this critique is to consider the stochastic Bohm-Vigier model, instead of the deterministic one. We do this in the present note.

  3. Stochastic growth dynamics and composite defects in quenched immiscible binary condensates

    NASA Astrophysics Data System (ADS)

    Liu, I.-K.; Pattinson, R. W.; Billam, T. P.; Gardiner, S. A.; Cornish, S. L.; Huang, T.-M.; Lin, W.-W.; Gou, S.-C.; Parker, N. G.; Proukakis, N. P.

    2016-02-01

    We study the sensitivity of coupled condensate formation dynamics on the history of initial stochastic domain formation in the context of instantaneously quenched elongated harmonically trapped immiscible two-component atomic Bose gases. The spontaneous generation of defects in the fastest condensing component, and subsequent coarse-graining dynamics, can lead to a deep oscillating microtrap into which the other component condenses, thereby establishing a long-lived composite defect in the form of a dark-bright solitary wave. We numerically map out diverse key aspects of these competing growth dynamics, focusing on the role of shot-to-shot fluctuations and global parameter changes (initial state choices, quench parameters, and condensate growth rates), with our findings also qualitatively confirmed by realistic finite-duration quenches. We conclude that phase-separated structures observable on experimental time scales are likely to be metastable states whose form is influenced by the stability and dynamics of the spontaneously emerging dark-bright solitary wave.

  4. Stochastic population dynamics in populations of western terrestrial garter snakes with divergent life histories

    USGS Publications Warehouse

    Miller, David A.; Clark, W.R.; Arnold, S.J.; Bronikowski, A.M.

    2011-01-01

    Comparative evaluations of population dynamics in species with temporal and spatial variation in life-history traits are rare because they require long-term demographic time series from multiple populations. We present such an analysis using demographic data collected during the interval 1978-1996 for six populations of western terrestrial garter snakes (Thamnophis elegans) from two evolutionarily divergent ecotypes. Three replicate populations from a slow-living ecotype, found in mountain meadows of northeastern California, were characterized by individuals that develop slowly, mature late, reproduce infrequently with small reproductive effort, and live longer than individuals of three populations of a fast-living ecotype found at lakeshore locales. We constructed matrix population models for each of the populations based on 8-13 years of data per population and analyzed both deterministic dynamics based on mean annual vital rates and stochastic dynamics incorporating annual variation in vital rates. (1) Contributions of highly variable vital rates to fitness (??s) were buffered against the negative effects of stochastic variation, and this relationship was consistent with differences between the meadow (M-slow) and lakeshore (L-fast) ecotypes. (2) Annual variation in the proportion of gravid females had the greatest negative effect among all vital rates on ?? s. The magnitude of variation in the proportion of gravid females and its effect on ??s was greater in M-slow than L-fast populations. (3) Variation in the proportion of gravid females, in turn, depended on annual variation in prey availability, and its effect on ??s was 4- 23 times greater in M-slow than L-fast populations. In addition to differences in stochastic dynamics between ecotypes, we also found higher mean mortality rates across all age classes in the L-fast populations. Our results suggest that both deterministic and stochastic selective forces have affected the evolution of divergent life

  5. Stochastic reversal dynamics of two interacting magnetic dipoles: A simple model experiment.

    PubMed

    Plihon, Nicolas; Miralles, Sophie; Bourgoin, Mickael; Pinton, Jean-François

    2016-07-01

    We report an experimental study of the dynamics of two coupled magnetic dipoles. The experiment consists in two coplanar permanent disk magnets separated by a distance d, each allowed to rotate on a fixed parallel axis-each magnet's axis being perpendicular to its dipolar moment vector. A torque of adjustable strength can be externally applied to one of the magnets, the other magnet being free. The driving torque may be time-independent or temporally fluctuating. We study the influence of the parameters of the driving torque on the dynamics of the coupled system, in particular the emergence of dynamical regimes such as stochastic reversals. We report transitions between stationary and stochastic reversal regimes. All the observed features can be understood by a simple mechanical dynamical model. The transition between statistically stationary regimes and reversals is explained introducing an effective potential energy incorporating both the coupling between magnets and the external driving. Relations between this simple experimental model with macroscopic models of magnetic spin coupling, as well as with chaotic reversals of turbulent dynamos, are discussed. PMID:27575140

  6. Stochastic reversal dynamics of two interacting magnetic dipoles: A simple model experiment

    NASA Astrophysics Data System (ADS)

    Plihon, Nicolas; Miralles, Sophie; Bourgoin, Mickael; Pinton, Jean-François

    2016-07-01

    We report an experimental study of the dynamics of two coupled magnetic dipoles. The experiment consists in two coplanar permanent disk magnets separated by a distance d , each allowed to rotate on a fixed parallel axis—each magnet's axis being perpendicular to its dipolar moment vector. A torque of adjustable strength can be externally applied to one of the magnets, the other magnet being free. The driving torque may be time-independent or temporally fluctuating. We study the influence of the parameters of the driving torque on the dynamics of the coupled system, in particular the emergence of dynamical regimes such as stochastic reversals. We report transitions between stationary and stochastic reversal regimes. All the observed features can be understood by a simple mechanical dynamical model. The transition between statistically stationary regimes and reversals is explained introducing an effective potential energy incorporating both the coupling between magnets and the external driving. Relations between this simple experimental model with macroscopic models of magnetic spin coupling, as well as with chaotic reversals of turbulent dynamos, are discussed.

  7. Patterns of Stochastic Behavior in Dynamically Unstable High-Dimensional Biochemical Networks

    PubMed Central

    Rosenfeld, Simon

    2009-01-01

    The question of dynamical stability and stochastic behavior of large biochemical networks is discussed. It is argued that stringent conditions of asymptotic stability have very little chance to materialize in a multidimensional system described by the differential equations of chemical kinetics. The reason is that the criteria of asymptotic stability (Routh-Hurwitz, Lyapunov criteria, Feinberg’s Deficiency Zero theorem) would impose the limitations of very high algebraic order on the kinetic rates and stoichiometric coefficients, and there are no natural laws that would guarantee their unconditional validity. Highly nonlinear, dynamically unstable systems, however, are not necessarily doomed to collapse, as a simple Jacobian analysis would suggest. It is possible that their dynamics may assume the form of pseudo-random fluctuations quite similar to a shot noise, and, therefore, their behavior may be described in terms of Langevin and Fokker-Plank equations. We have shown by simulation that the resulting pseudo-stochastic processes obey the heavy-tailed Generalized Pareto Distribution with temporal sequence of pulses forming the set of constituent-specific Poisson processes. Being applied to intracellular dynamics, these properties are naturally associated with burstiness, a well documented phenomenon in the biology of gene expression. PMID:19838330

  8. Dynamics of coastal cod populations: intra- and intercohort density dependence and stochastic processes

    PubMed Central

    Stenseth, N. C.; rnstad, O. N. Bj; Falck, W.; Fromentin, J.-M.; ter, J. Gj s; Gray, J. S.

    1999-01-01

    Skagerrak populations of Atlantic cod (Gadus morhua L.) have been surveyed at several fixed stations since 1919. These coastal populations consist of local stocks with a low age of maturity and a short life span. We investigated 60 time-series of 0-group juveniles (i.e. young of the year) sampled annually from 1945 to 1994. An age-structured model was developed which incorporates asymmetrical interactions between the juvenile cohorts (0-group and 1-group; i.e. one-year-old juveniles) and stochastic reproduction. The model was expressed in delay coordinates in order to estimate model parameters directly from the time-series and thereby test the model predictions. The autocovariance structure of the time-series was consistent with the delay coordinates model superimposed upon a long-term trend. The model illustrates how both regulatory (density-dependent) and disruptive (stochastic) forces are crucial in shaping the dynamics of the coastal cod populations. The age-structured life cycle acts to resonance the stochasticity inherent in the recruitment process.

  9. Stochastic modeling of aphid population growth with nonlinear, power-law dynamics.

    PubMed

    Matis, James H; Kiffe, Thomas R; Matis, Timothy I; Stevenson, Douglass E

    2007-08-01

    This paper develops a deterministic and a stochastic population size model based on power-law kinetics for the black-margined pecan aphid. The deterministic model in current use incorporates cumulative-size dependency, but its solution is symmetric. The analogous stochastic model incorporates the prolific reproductive capacity of the aphid. These models are generalized in this paper to include a delayed feedback mechanism for aphid death. Whereas the per capita aphid death rate in the current model is proportional to cumulative size, delayed feedback is implemented by assuming that the per capita rate is proportional to some power of cumulative size, leading to so-called power-law dynamics. The solution to the resulting differential equations model is a left-skewed abundance curve. Such skewness is characteristic of observed aphid data, and the generalized model fits data well. The assumed stochastic model is solved using Kolmogrov equations, and differential equations are given for low order cumulants. Moment closure approximations, which are simple to apply, are shown to give accurate predictions of the two endpoints of practical interest, namely (1) a point estimate of peak aphid count and (2) an interval estimate of final cumulative aphid count. The new models should be widely applicable to other aphid species, as they are based on three fundamental properties of aphid population biology. PMID:17306309

  10. A stochastic agent-based model of pathogen propagation in dynamic multi-relational social networks

    PubMed Central

    Khan, Bilal; Dombrowski, Kirk; Saad, Mohamed

    2015-01-01

    We describe a general framework for modeling and stochastic simulation of epidemics in realistic dynamic social networks, which incorporates heterogeneity in the types of individuals, types of interconnecting risk-bearing relationships, and types of pathogens transmitted across them. Dynamism is supported through arrival and departure processes, continuous restructuring of risk relationships, and changes to pathogen infectiousness, as mandated by natural history; dynamism is regulated through constraints on the local agency of individual nodes and their risk behaviors, while simulation trajectories are validated using system-wide metrics. To illustrate its utility, we present a case study that applies the proposed framework towards a simulation of HIV in artificial networks of intravenous drug users (IDUs) modeled using data collected in the Social Factors for HIV Risk survey. PMID:25859056

  11. a Stochastic CAGE Model for the Orientational Dynamics of Single Molecules in Nematic Phases

    NASA Astrophysics Data System (ADS)

    Frezzato, Diego; Saielli, Giacomo; Polimeno, Antonino; Nordio, Pier Luigi

    A stochastic cage model for the orientational dynamics of a molecule in isotropic and nematic phases of a liquid crystal has been developed, following the methodology introduced in Refs. 1, 2. The model has been parameterized on the basis of statistical data obtained from the analysis of Molecular Dynamics (MD) simulations of a Gay-Berne mesogen and is based on the general assumption of a timescale separation between the fast inertial librational motion inside the instantaneous cage potential and the slow diffusive motion of the cage itself. The model is able to reproduce single molecule time correlation functions both for the angular momentum and the reorientation of the long molecular axis of the molecule. A complete description of the dynamics of a Gay-Berne particle is given with a single set of physical parameters, from a very fast (hundreds of femtoseconds) timescale up to a timescale of nanoseconds.

  12. ANOSPEX: a stochastic, spatially explicit model for studying Anopheles metapopulation dynamics.

    PubMed

    Oluwagbemi, Olugbenga O; Fornadel, Christen M; Adebiyi, Ezekiel F; Norris, Douglas E; Rasgon, Jason L

    2013-01-01

    Anopheles mosquitoes transmit malaria, a major public health problem among many African countries. One of the most effective methods to control malaria is by controlling the Anopheles mosquito vectors that transmit the parasites. Mathematical models have both predictive and explorative utility to investigate the pros and cons of different malaria control strategies. We have developed a C++ based, stochastic spatially explicit model (ANOSPEX; Ano pheles Spatially-Explicit) to simulate Anopheles metapopulation dynamics. The model is biologically rich, parameterized by field data, and driven by field-collected weather data from Macha, Zambia. To preliminarily validate ANOSPEX, simulation results were compared to field mosquito collection data from Macha; simulated and observed dynamics were similar. The ANOSPEX model will be useful in a predictive and exploratory manner to develop, evaluate and implement traditional and novel strategies to control malaria, and for understanding the environmental forces driving Anopheles population dynamics. PMID:23861847

  13. Slow-fast stochastic diffusion dynamics and quasi-stationarity for diploid populations with varying size.

    PubMed

    Coron, Camille

    2016-01-01

    We are interested in the long-time behavior of a diploid population with sexual reproduction and randomly varying population size, characterized by its genotype composition at one bi-allelic locus. The population is modeled by a 3-dimensional birth-and-death process with competition, weak cooperation and Mendelian reproduction. This stochastic process is indexed by a scaling parameter K that goes to infinity, following a large population assumption. When the individual birth and natural death rates are of order K, the sequence of stochastic processes indexed by K converges toward a new slow-fast dynamics with variable population size. We indeed prove the convergence toward 0 of a fast variable giving the deviation of the population from quasi Hardy-Weinberg equilibrium, while the sequence of slow variables giving the respective numbers of occurrences of each allele converges toward a 2-dimensional diffusion process that reaches (0,0) almost surely in finite time. The population size and the proportion of a given allele converge toward a Wright-Fisher diffusion with stochastically varying population size and diploid selection. We insist on differences between haploid and diploid populations due to population size stochastic variability. Using a non trivial change of variables, we study the absorption of this diffusion and its long time behavior conditioned on non-extinction. In particular we prove that this diffusion starting from any non-trivial state and conditioned on not hitting (0,0) admits a unique quasi-stationary distribution. We give numerical approximations of this quasi-stationary behavior in three biologically relevant cases: neutrality, overdominance, and separate niches. PMID:25840519

  14. Lévy stable noise-induced transitions: stochastic resonance, resonant activation and dynamic hysteresis

    NASA Astrophysics Data System (ADS)

    Dybiec, Bartłomiej; Gudowska-Nowak, Ewa

    2009-05-01

    A standard approach to analysis of noise-induced effects in stochastic dynamics assumes a Gaussian character of the noise term describing interaction of the analyzed system with its complex surroundings. An additional assumption about the existence of timescale separation between the dynamics of the measured observable and the typical timescale of the noise allows external fluctuations to be modeled as temporally uncorrelated and therefore white. However, in many natural phenomena the assumptions concerning the above mentioned properties of 'Gaussianity' and 'whiteness' of the noise can be violated. In this context, in contrast to the spatiotemporal coupling characterizing general forms of non-Markovian or semi-Markovian Lévy walks, so called Lévy flights correspond to the class of Markov processes which can still be interpreted as white, but distributed according to a more general, infinitely divisible, stable and non-Gaussian law. Lévy noise-driven non-equilibrium systems are known to manifest interesting physical properties and have been addressed in various scenarios of physical transport exhibiting a superdiffusive behavior. Here we present a brief overview of our recent investigations aimed at understanding features of stochastic dynamics under the influence of Lévy white noise perturbations. We find that the archetypal phenomena of noise-induced ordering are robust and can be detected also in systems driven by memoryless, non-Gaussian, heavy-tailed fluctuations with infinite variance.

  15. Inferring epidemiological dynamics with Bayesian coalescent inference: the merits of deterministic and stochastic models.

    PubMed

    Popinga, Alex; Vaughan, Tim; Stadler, Tanja; Drummond, Alexei J

    2015-02-01

    Estimation of epidemiological and population parameters from molecular sequence data has become central to the understanding of infectious disease dynamics. Various models have been proposed to infer details of the dynamics that describe epidemic progression. These include inference approaches derived from Kingman's coalescent theory. Here, we use recently described coalescent theory for epidemic dynamics to develop stochastic and deterministic coalescent susceptible-infected-removed (SIR) tree priors. We implement these in a Bayesian phylogenetic inference framework to permit joint estimation of SIR epidemic parameters and the sample genealogy. We assess the performance of the two coalescent models and also juxtapose results obtained with a recently published birth-death-sampling model for epidemic inference. Comparisons are made by analyzing sets of genealogies simulated under precisely known epidemiological parameters. Additionally, we analyze influenza A (H1N1) sequence data sampled in the Canterbury region of New Zealand and HIV-1 sequence data obtained from known United Kingdom infection clusters. We show that both coalescent SIR models are effective at estimating epidemiological parameters from data with large fundamental reproductive number [Formula: see text] and large population size [Formula: see text]. Furthermore, we find that the stochastic variant generally outperforms its deterministic counterpart in terms of error, bias, and highest posterior density coverage, particularly for smaller [Formula: see text] and [Formula: see text]. However, each of these inference models is shown to have undesirable properties in certain circumstances, especially for epidemic outbreaks with [Formula: see text] close to one or with small effective susceptible populations. PMID:25527289

  16. The ‘hit’ phenomenon: a mathematical model of human dynamics interactions as a stochastic process

    NASA Astrophysics Data System (ADS)

    Ishii, Akira; Arakaki, Hisashi; Matsuda, Naoya; Umemura, Sanae; Urushidani, Tamiko; Yamagata, Naoya; Yoshida, Narihiko

    2012-06-01

    A mathematical model for the ‘hit’ phenomenon in entertainment within a society is presented as a stochastic process of human dynamics interactions. The model uses only the advertisement budget time distribution as an input, and word-of-mouth (WOM), represented by posts on social network systems, is used as data to make a comparison with the calculated results. The unit of time is days. The WOM distribution in time is found to be very close to the revenue distribution in time. Calculations for the Japanese motion picture market based on the mathematical model agree well with the actual revenue distribution in time.

  17. Cells, cancer, and rare events: Homeostatic metastability in stochastic nonlinear dynamical models of skin cell proliferation

    NASA Astrophysics Data System (ADS)

    Warren, Patrick B.

    2009-09-01

    A recently proposed model for skin cell proliferation [E. Clayton , Nature (London) 446, 185 (2007)] is extended to incorporate mitotic autoregulation, and hence homeostasis as a fixed point of the dynamics. Unlimited cell proliferation in such a model can be viewed as a model for carcinogenesis. One way in which this can arise is homeostatic metastability, in which the cell populations escape from the homeostatic basin of attraction by a large but rare stochastic fluctuation. Such an event can be viewed as the final step in a multistage model of carcinogenesis. Homeostatic metastability offers a possible explanation for the peculiar epidemiology of lung cancer in ex-smokers.

  18. Discretization errors in molecular dynamics simulations with deterministic and stochastic thermostats

    SciTech Connect

    Davidchack, Ruslan L.

    2010-12-10

    We investigate the influence of numerical discretization errors on computed averages in a molecular dynamics simulation of TIP4P liquid water at 300 K coupled to different deterministic (Nose-Hoover and Nose-Poincare) and stochastic (Langevin) thermostats. We propose a couple of simple practical approaches to estimating such errors and taking them into account when computing the averages. We show that it is possible to obtain accurate measurements of various system quantities using step sizes of up to 70% of the stability threshold of the integrator, which for the system of TIP4P liquid water at 300 K corresponds to the step size of about 7 fs.

  19. Evolutionary dynamics on stochastic evolving networks for multiple-strategy games

    NASA Astrophysics Data System (ADS)

    Wu, Bin; Zhou, Da; Wang, Long

    2011-10-01

    Evolutionary game theory on dynamical networks has received much attention. Most of the work has been focused on 2×2 games such as prisoner's dilemma and snowdrift, with general n×n games seldom addressed. In particular, analytical methods are still lacking. Here we generalize the stochastic linking dynamics proposed by Wu, Zhou, Fu, Luo, Wang, and Traulsen [PLoS ONEBSYMBO1932-620310.1371/journal.pone.0011187 5, e11187 (2010)] to n×n games. We analytically obtain that the fast linking dynamics results in the replicator dynamics with a rescaled payoff matrix. In the rescaled matrix, intuitively, each entry is the product of the original entry and the average duration time of the corresponding link. This result is shown to be robust to a wide class of imitation processes. As applications, we show both analytically and numerically that the biodiversity, modeled as the stability of a zero-sum rock-paper-scissors game, cannot be altered by the fast linking dynamics. In addition, we show that the fast linking dynamics can stabilize tit-for-tat as an evolutionary stable strategy in the repeated prisoner's dilemma game provided the interaction between the identical strategies happens sufficiently often. Our method paves the way for an analytical study of the multiple-strategy coevolutionary dynamics.

  20. Identifying influential nodes in dynamic social networks based on degree-corrected stochastic block model

    NASA Astrophysics Data System (ADS)

    Wang, Tingting; Dai, Weidi; Jiao, Pengfei; Wang, Wenjun

    2016-05-01

    Many real-world data can be represented as dynamic networks which are the evolutionary networks with timestamps. Analyzing dynamic attributes is important to understanding the structures and functions of these complex networks. Especially, studying the influential nodes is significant to exploring and analyzing networks. In this paper, we propose a method to identify influential nodes in dynamic social networks based on identifying such nodes in the temporal communities which make up the dynamic networks. Firstly, we detect the community structures of all the snapshot networks based on the degree-corrected stochastic block model (DCBM). After getting the community structures, we capture the evolution of every community in the dynamic network by the extended Jaccard’s coefficient which is defined to map communities among all the snapshot networks. Then we obtain the initial influential nodes of the dynamic network and aggregate them based on three widely used centrality metrics. Experiments on real-world and synthetic datasets demonstrate that our method can identify influential nodes in dynamic networks accurately, at the same time, we also find some interesting phenomena and conclusions for those that have been validated in complex network or social science.

  1. Contributions to the computational analysis of multi-dimensional stochastic dynamical systems

    NASA Astrophysics Data System (ADS)

    Wojtkiewicz, Steven F., Jr.

    2000-12-01

    Several contributions in the area of computational stochastic dynamics are discussed; specifically, the response of stochastic dynamical systems by high order closure, the response of Poisson and Gaussian white noise driven systems by solution of a transformed generalized Kolmogorov equation, and control of nonlinear systems by response moment specification. Statistical moments of response are widely used in the analysis of stochastic dynamical systems of engineering interest. It is known that, if the inputs to the system are Gaussian or filtered Gaussian white noise, Ito's rule can be used to generate a system of first order linear differential equations governing the evolution of the moments. For nonlinear systems, the moment equations form an infinite hierarchy, necessitating the application of a closure procedure to truncate the system at some finite dimension at the expense of making the moment equations nonlinear. Various methods to close these moment equations have been developed. The efficacy of cumulant-neglect closure methods for complex dynamical systems is examined. Various methods have been developed to determine the response of dynamical systems subjected to additive and/or multiplicative Gaussian white noise excitations. While Gaussian white noise and filtered Gaussian white noise provide efficient and useful models of various environmental loadings, a broader class of random processes, filtered Poisson processes, are often more realistic in modeling disturbances that originate from impact-type loadings. The response of dynamical systems to combinations of Poisson and Gaussian white noise forms a Markov process whose transition density satisfies a pair of initial-boundary value problem termed the generalized Kolmogorov equations. A numerical solution algorithm for these IBVP's is developed and applied to several representative systems. Classical covariance control theory is extended to the case of nonlinear systems using the method of statistical

  2. Stochastic fusion of dynamic hydrological and geophysical data for estimating hydraulic conductivities: insights and observations (Invited)

    NASA Astrophysics Data System (ADS)

    Irving, J. D.; Singha, K.

    2010-12-01

    Traditionally, hydrological measurements have been used to estimate subsurface properties controlling groundwater flow and contaminant transport. However, such measurements are limited by their support volume and expense. A considerable benefit of geophysical measurements is that they provide a degree of spatial coverage and resolution that are unattainable with other methods, and the data can be acquired in a cost-effective manner. In particular, dynamic geophysical data allow us to indirectly observe changes in hydrological state variables as flow and transport processes occur, and can thus provide a link to hydrological properties when coupled with a process-based model. Stochastic fusion of these two data types offers the potential to provide not only estimates of subsurface hydrological properties, but also a quantification of their uncertainty. This information is critical when considering the end use of the data, which may be for groundwater remediation and management decision making. Here, we examine a number of key issues in the stochastic fusion of dynamic hydrogeophysical data. We focus our attention on the specific problem of integrating time-lapse crosshole electrical resistivity measurements and saline tracer-test concentration data in order to estimate the spatial distribution of hydraulic conductivity (K). To assimilate the geophysical and hydrological measurements in a stochastic manner, we use a Bayesian Markov-chain-Monte-Carlo (McMC) methodology. This provides multiple realizations of the subsurface K field that are consistent with the measured data and assumptions regarding model structure and data errors. To account for incomplete petrophysical knowledge, the geophysical and hydrological forward models are linked through an uncertain relationship between electrical resistivity and concentration following the general form of Archie’s law. To make the spatially distributed, fully stochastic inverse problem computationally tractable, we take

  3. Stochastic mean-field formulation of the dynamics of diluted neural networks

    NASA Astrophysics Data System (ADS)

    Angulo-Garcia, D.; Torcini, A.

    2015-02-01

    We consider pulse-coupled leaky integrate-and-fire neural networks with randomly distributed synaptic couplings. This random dilution induces fluctuations in the evolution of the macroscopic variables and deterministic chaos at the microscopic level. Our main aim is to mimic the effect of the dilution as a noise source acting on the dynamics of a globally coupled nonchaotic system. Indeed, the evolution of a diluted neural network can be well approximated as a fully pulse-coupled network, where each neuron is driven by a mean synaptic current plus additive noise. These terms represent the average and the fluctuations of the synaptic currents acting on the single neurons in the diluted system. The main microscopic and macroscopic dynamical features can be retrieved with this stochastic approximation. Furthermore, the microscopic stability of the diluted network can be also reproduced, as demonstrated from the almost coincidence of the measured Lyapunov exponents in the deterministic and stochastic cases for an ample range of system sizes. Our results strongly suggest that the fluctuations in the synaptic currents are responsible for the emergence of chaos in this class of pulse-coupled networks.

  4. The role of phase dynamics in a stochastic model of a passively advected scalar

    NASA Astrophysics Data System (ADS)

    Moradi, Sara; Anderson, Johan

    2016-05-01

    Collective synchronous motion of the phases is introduced in a model for the stochastic passive advection-diffusion of a scalar with external forcing. The model for the phase coupling dynamics follows the well known Kuramoto model paradigm of limit-cycle oscillators. The natural frequencies in the Kuramoto model are assumed to obey a given scale dependence through a dispersion relation of the drift-wave form -βk/1 +k2 , where β is a constant representing the typical strength of the gradient. The present aim is to study the importance of collective phase dynamics on the characteristic time evolution of the fluctuation energy and the formation of coherent structures. Our results show that the assumption of a fully stochastic phase state of turbulence is more relevant for high values of β, where we find that the energy spectrum follows a k-7 /2 scaling. Whereas for lower β there is a significant difference between a-synchronised and synchronised phase states, one could expect the formation of coherent modulations in the latter case.

  5. Stochastic time-dependent Hartree-Fock methods for fermions: Quasiprobability distributions, master equations, and convergence towards exact quantum dynamics

    NASA Astrophysics Data System (ADS)

    Polyakov, Evgeny A.

    2016-02-01

    The time-dependent fermionic Hartree-Fock equations can be stochastically extended in such a way as to become the exact representation of quantum dynamics. This fact was first observed in the work of Juillet and Chomaz [Phys. Rev. Lett. 88, 142503 (2002), 10.1103/PhysRevLett.88.142503]. During the past decade, this observation has led to the emergence of a whole family of stochastic wave-function methods for fermions. The common feature of all these methods is that they are based on the expansion of the density operator over the dyadic product of the two fermionic Slater determinant states. In this work, we develop a unified and rigorous foundation for this family of methods. We find a general form of stochastic equations and describe the sufficient conditions under which these methods converge towards exact quantum dynamics. To achieve these goals, we employ the representation of quantum dynamics in generalized phase space. In particular, we consider the quasiprobability distributions which emerge in these stochastic methods and their master equations. It is shown that the convergence towards exact quantum dynamics is controlled by the problem of boundary terms. We provide an example of stochastic Hartree-Fock method which is well-defined and free from this problem.

  6. Integrating stochastic time-dependent travel speed in solution methods for the dynamic dial-a-ride problem

    PubMed Central

    Schilde, M.; Doerner, K.F.; Hartl, R.F.

    2014-01-01

    In urban areas, logistic transportation operations often run into problems because travel speeds change, depending on the current traffic situation. If not accounted for, time-dependent and stochastic travel speeds frequently lead to missed time windows and thus poorer service. Especially in the case of passenger transportation, it often leads to excessive passenger ride times as well. Therefore, time-dependent and stochastic influences on travel speeds are relevant for finding feasible and reliable solutions. This study considers the effect of exploiting statistical information available about historical accidents, using stochastic solution approaches for the dynamic dial-a-ride problem (dynamic DARP). The authors propose two pairs of metaheuristic solution approaches, each consisting of a deterministic method (average time-dependent travel speeds for planning) and its corresponding stochastic version (exploiting stochastic information while planning). The results, using test instances with up to 762 requests based on a real-world road network, show that in certain conditions, exploiting stochastic information about travel speeds leads to significant improvements over deterministic approaches. PMID:25844013

  7. A stochastic, local mode study of neon-liquid surface collision dynamics.

    PubMed

    Packwood, Daniel M; Phillips, Leon F

    2011-01-14

    Equations of motion for a fast, light rare gas atom passing over a liquid surface are derived and used to infer the dynamics of neon collisions with squalane and perfluorinated polyether surfaces from experimental data. The equations incorporate the local mode model of a liquid surface via a stochastic process and explicitly account for impulsive collisional energy loss to the surface. The equations predict angular distributions for scattering of neon that are in good quantitative agreement with experimental data. Our key dynamical conclusions are that experimental angular distributions derive mainly from local mode surface topography rather than from structural features of individual surface molecules, and that the available data for these systems can be accounted for almost exclusively by single collisions between neon atoms and the liquid surface. PMID:21042647

  8. Self-organization of traffic jams in cities: Effects of stochastic dynamics and signal periods

    NASA Astrophysics Data System (ADS)

    Chowdhury, Debashish; Schadschneider, Andreas

    1999-02-01

    We propose a cellular automata model for vehicular traffic in cities by combining (and appropriately modifying) ideas borrowed from the Biham-Middleton-Levine (BML) model of city traffic and the Nagel-Schreckenberg (NS) model of highway traffic. We demonstrate a phase transition from the ``free-flowing'' dynamical phase to the completely ``jammed'' phase at a vehicle density which depends on the time periods of the synchronized signals and the separation between them. The intrinsic stochasticity of the dynamics, which triggers the onset of jamming, is similar to that in the NS model, while the phenomenon of complete jamming through self-organization as well as the final jammed configurations are similar to those in the BML model. Using our model, we have made an investigation of the time dependence of the average speeds of the cars in the ``free-flowing'' phase as well as the dependence of flux and jamming on the time period of the signals.

  9. Heterogeneity and stochastic growth regulation of biliary epithelial cells dictate dynamic epithelial tissue remodeling.

    PubMed

    Kamimoto, Kenji; Kaneko, Kota; Kok, Cindy Yuet-Yin; Okada, Hajime; Miyajima, Atsushi; Itoh, Tohru

    2016-01-01

    Dynamic remodeling of the intrahepatic biliary epithelial tissue plays key roles in liver regeneration, yet the cellular basis for this process remains unclear. We took an unbiased approach based on in vivo clonal labeling and tracking of biliary epithelial cells in the three-dimensional landscape, in combination with mathematical simulation, to understand their mode of proliferation in a mouse liver injury model where the nascent biliary structure formed in a tissue-intrinsic manner. An apparent heterogeneity among biliary epithelial cells was observed: whereas most of the responders that entered the cell cycle upon injury exhibited a limited and tapering growth potential, a select population continued to proliferate, making a major contribution in sustaining the biliary expansion. Our study has highlighted a unique mode of epithelial tissue dynamics, which depends not on a hierarchical system driven by fixated stem cells, but rather, on a stochastically maintained progenitor population with persistent proliferative activity. PMID:27431614

  10. Sensitivity of train stochastic dynamics to long-term evolution of track irregularities

    NASA Astrophysics Data System (ADS)

    Lestoille, N.; Soize, C.; Funfschilling, C.

    2016-05-01

    The influence of the track geometry on the dynamic response of the train is of great concern for the railway companies, because they have to guarantee the safety of the train passengers in ensuring the stability of the train. In this paper, the long-term evolution of the dynamic response of the train on a stretch of the railway track is studied with respect to the long-term evolution of the track geometry. The characterisation of the long-term evolution of the train response allows the railway companies to start off maintenance operations of the track at the best moment. The study is performed using measurements of the track geometry, which are carried out very regularly by a measuring train. A stochastic model of the studied stretch of track is created in order to take into account the measurement uncertainties in the track geometry. The dynamic response of the train is simulated with a multibody software. A noise is added in output of the simulation to consider the uncertainties in the computational model of the train dynamics. Indicators on the dynamic response of the train are defined, allowing to visualize the long-term evolution of the stability and the comfort of the train, when the track geometry deteriorates.