Adaptive Fuzzy Control Design for Stochastic Nonlinear Switched Systems With Arbitrary Switchings and Unmodeled Dynamics.

PubMed

Li, Yongming; Sui, Shuai; Tong, Shaocheng

2017-02-01

This paper deals with the problem of adaptive fuzzy output feedback control for a class of stochastic nonlinear switched systems. The controlled system in this paper possesses unmeasured states, completely unknown nonlinear system functions, unmodeled dynamics, and arbitrary switchings. A state observer which does not depend on the switching signal is constructed to tackle the unmeasured states. Fuzzy logic systems are employed to identify the completely unknown nonlinear system functions. Based on the common Lyapunov stability theory and stochastic small-gain theorem, a new robust adaptive fuzzy backstepping stabilization control strategy is developed. The stability of the closed-loop system on input-state-practically stable in probability is proved. The simulation results are given to verify the efficiency of the proposed fuzzy adaptive control scheme.

Stochastic gravitational wave background from light cosmic strings

DOE Office of Scientific and Technical Information (OSTI.GOV)

DePies, Matthew R.; Hogan, Craig J.

2007-06-15

Spectra of the stochastic gravitational wave backgrounds from cosmic strings are calculated and compared with present and future experimental limits. Motivated by theoretical expectations of light cosmic strings in superstring cosmology, improvements in experimental sensitivity, and recent demonstrations of large, stable loop formation from a primordial network, this study explores a new range of string parameters with masses lighter than previously investigated. A standard 'one-scale' model for string loop formation is assumed. Background spectra are calculated numerically for dimensionless string tensions G{mu}/c{sup 2} between 10{sup -7} and 10{sup -18}, and initial loop sizes as a fraction of the Hubble radiusmore » {alpha} from 0.1 to 10{sup -6}. The spectra show a low frequency power-law tail, a broad spectral peak due to loops decaying at the present epoch (including frequencies higher than their fundamental mode, and radiation associated with cusps), and a flat (constant energy density) spectrum at high frequencies due to radiation from loops that decayed during the radiation-dominated era. The string spectrum is distinctive and unlike any other known source. The peak of the spectrum for light strings appears at high frequencies, significantly affecting predicted signals. The spectra of the cosmic string backgrounds are compared with current millisecond pulsar limits and Laser Interferometer Space Antenna (LISA) sensitivity curves. For models with large stable loops ({alpha}=0.1), current pulsar-timing limits exclude G{mu}/c{sup 2}>10{sup -9}, a much tighter limit on string tension than achievable with other techniques, and within the range of current models based on brane inflation. LISA may detect a background from strings as light as G{mu}/c{sup 2}{approx_equal}10{sup -16}, corresponding to field theory strings formed at roughly 10{sup 11} GeV.« less

Thermal Non-equilibrium Revealed by Periodic Pulses of Random Amplitudes in Solar Coronal Loops

NASA Astrophysics Data System (ADS)

Auchère, F.; Froment, C.; Bocchialini, K.; Buchlin, E.; Solomon, J.

2016-08-01

We recently detected variations in extreme ultraviolet intensity in coronal loops repeating with periods of several hours. Models of loops including stratified and quasi-steady heating predict the development of a state of thermal non-equilibrium (TNE): cycles of evaporative upflows at the footpoints followed by falling condensations at the apex. Based on Fourier and wavelet analysis, we demonstrate that the observed periodic signals are indeed not signatures of vibrational modes. Instead, superimposed on the power law expected from the stochastic background emission, the power spectra of the time series exhibit the discrete harmonics and continua expected from periodic trains of pulses of random amplitudes. These characteristics reinforce our earlier interpretation of these pulsations as being aborted TNE cycles.

Thermal Non-Equilibrium Revealed by Periodic Pulses of Random Amplitudes in Solar Coronal Loops

NASA Astrophysics Data System (ADS)

Auchère, F.; Froment, C.; Bocchialini, K.; Buchlin, E.; Solomon, J.

2016-10-01

We recently detected variations in extreme ultraviolet intensity in coronal loops repeating with periods of several hours. Models of loops including stratified and quasi-steady heating predict the development of a state of thermal non-equilibrium (TNE): cycles of evaporative upflows at the footpoints followed by falling condensations at the apex. Based on Fourier and wavelet analysis, we demonstrate that the observed periodic signals are indeed not signatures of vibrational modes. Instead, superimposed on the power law expected from the stochastic background emission, the power spectra of the time series exhibit the discrete harmonics and continua expected from periodic trains of pulses of random amplitudes. These characteristics reinforce our earlier interpretation of these pulsations as being aborted TNE cycles.

Fully probabilistic control design in an adaptive critic framework.

PubMed

Herzallah, Randa; Kárný, Miroslav

2011-12-01

Optimal stochastic controller pushes the closed-loop behavior as close as possible to the desired one. The fully probabilistic design (FPD) uses probabilistic description of the desired closed loop and minimizes Kullback-Leibler divergence of the closed-loop description to the desired one. Practical exploitation of the fully probabilistic design control theory continues to be hindered by the computational complexities involved in numerically solving the associated stochastic dynamic programming problem; in particular, very hard multivariate integration and an approximate interpolation of the involved multivariate functions. This paper proposes a new fully probabilistic control algorithm that uses the adaptive critic methods to circumvent the need for explicitly evaluating the optimal value function, thereby dramatically reducing computational requirements. This is a main contribution of this paper. Copyright © 2011 Elsevier Ltd. All rights reserved.

Control of Networked Traffic Flow Distribution - A Stochastic Distribution System Perspective

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wang, Hong; Aziz, H M Abdul; Young, Stan

Networked traffic flow is a common scenario for urban transportation, where the distribution of vehicle queues either at controlled intersections or highway segments reflect the smoothness of the traffic flow in the network. At signalized intersections, the traffic queues are controlled by traffic signal control settings and effective traffic lights control would realize both smooth traffic flow and minimize fuel consumption. Funded by the Energy Efficient Mobility Systems (EEMS) program of the Vehicle Technologies Office of the US Department of Energy, we performed a preliminary investigation on the modelling and control framework in context of urban network of signalized intersections.more » In specific, we developed a recursive input-output traffic queueing models. The queue formation can be modeled as a stochastic process where the number of vehicles entering each intersection is a random number. Further, we proposed a preliminary B-Spline stochastic model for a one-way single-lane corridor traffic system based on theory of stochastic distribution control.. It has been shown that the developed stochastic model would provide the optimal probability density function (PDF) of the traffic queueing length as a dynamic function of the traffic signal setting parameters. Based upon such a stochastic distribution model, we have proposed a preliminary closed loop framework on stochastic distribution control for the traffic queueing system to make the traffic queueing length PDF follow a target PDF that potentially realizes the smooth traffic flow distribution in a concerned corridor.« less

SMD-based numerical stochastic perturbation theory

NASA Astrophysics Data System (ADS)

Dalla Brida, Mattia; Lüscher, Martin

2017-05-01

The viability of a variant of numerical stochastic perturbation theory, where the Langevin equation is replaced by the SMD algorithm, is examined. In particular, the convergence of the process to a unique stationary state is rigorously established and the use of higher-order symplectic integration schemes is shown to be highly profitable in this context. For illustration, the gradient-flow coupling in finite volume with Schrödinger functional boundary conditions is computed to two-loop (i.e. NNL) order in the SU(3) gauge theory. The scaling behaviour of the algorithm turns out to be rather favourable in this case, which allows the computations to be driven close to the continuum limit.

Loop quantum cosmology and singularities.

PubMed

Struyve, Ward

2017-08-15

Loop quantum gravity is believed to eliminate singularities such as the big bang and big crunch singularity. This belief is based on studies of so-called loop quantum cosmology which concerns symmetry-reduced models of quantum gravity. In this paper, the problem of singularities is analysed in the context of the Bohmian formulation of loop quantum cosmology. In this formulation there is an actual metric in addition to the wave function, which evolves stochastically (rather than deterministically as the case of the particle evolution in non-relativistic Bohmian mechanics). Thus a singularity occurs whenever this actual metric is singular. It is shown that in the loop quantum cosmology for a homogeneous and isotropic Friedmann-Lemaître-Robertson-Walker space-time with arbitrary constant spatial curvature and cosmological constant, coupled to a massless homogeneous scalar field, a big bang or big crunch singularity is never obtained. This should be contrasted with the fact that in the Bohmian formulation of the Wheeler-DeWitt theory singularities may exist.

Efficient analysis of stochastic gene dynamics in the non-adiabatic regime using piecewise deterministic Markov processes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lin, Yen Ting; Buchler, Nicolas E.

Single-cell experiments show that gene expression is stochastic and bursty, a feature that can emerge from slow switching between promoter states with different activities. In addition to slow chromatin and/or DNA looping dynamics, one source of long-lived promoter states is the slow binding and unbinding kinetics of transcription factors to promoters, i.e. the non-adiabatic binding regime. Here, we introduce a simple analytical framework, known as a piecewise deterministic Markov process (PDMP), that accurately describes the stochastic dynamics of gene expression in the non-adiabatic regime. We illustrate the utility of the PDMP on a non-trivial dynamical system by analysing the propertiesmore » of a titration-based oscillator in the non-adiabatic limit. We first show how to transform the underlying chemical master equation into a PDMP where the slow transitions between promoter states are stochastic, but whose rates depend upon the faster deterministic dynamics of the transcription factors regulated by these promoters. We show that the PDMP accurately describes the observed periods of stochastic cycles in activator and repressor-based titration oscillators. We then generalize our PDMP analysis to more complicated versions of titration-based oscillators to explain how multiple binding sites lengthen the period and improve coherence. Finally, we show how noise-induced oscillation previously observed in a titration-based oscillator arises from non-adiabatic and discrete binding events at the promoter site.« less

Efficient analysis of stochastic gene dynamics in the non-adiabatic regime using piecewise deterministic Markov processes

DOE PAGES

Lin, Yen Ting; Buchler, Nicolas E.

2018-01-31

Single-cell experiments show that gene expression is stochastic and bursty, a feature that can emerge from slow switching between promoter states with different activities. In addition to slow chromatin and/or DNA looping dynamics, one source of long-lived promoter states is the slow binding and unbinding kinetics of transcription factors to promoters, i.e. the non-adiabatic binding regime. Here, we introduce a simple analytical framework, known as a piecewise deterministic Markov process (PDMP), that accurately describes the stochastic dynamics of gene expression in the non-adiabatic regime. We illustrate the utility of the PDMP on a non-trivial dynamical system by analysing the propertiesmore » of a titration-based oscillator in the non-adiabatic limit. We first show how to transform the underlying chemical master equation into a PDMP where the slow transitions between promoter states are stochastic, but whose rates depend upon the faster deterministic dynamics of the transcription factors regulated by these promoters. We show that the PDMP accurately describes the observed periods of stochastic cycles in activator and repressor-based titration oscillators. We then generalize our PDMP analysis to more complicated versions of titration-based oscillators to explain how multiple binding sites lengthen the period and improve coherence. Finally, we show how noise-induced oscillation previously observed in a titration-based oscillator arises from non-adiabatic and discrete binding events at the promoter site.« less

THERMAL NON-EQUILIBRIUM REVEALED BY PERIODIC PULSES OF RANDOM AMPLITUDES IN SOLAR CORONAL LOOPS

DOE Office of Scientific and Technical Information (OSTI.GOV)

Auchère, F.; Froment, C.; Bocchialini, K.

2016-08-20

We recently detected variations in extreme ultraviolet intensity in coronal loops repeating with periods of several hours. Models of loops including stratified and quasi-steady heating predict the development of a state of thermal non-equilibrium (TNE): cycles of evaporative upflows at the footpoints followed by falling condensations at the apex. Based on Fourier and wavelet analysis, we demonstrate that the observed periodic signals are indeed not signatures of vibrational modes. Instead, superimposed on the power law expected from the stochastic background emission, the power spectra of the time series exhibit the discrete harmonics and continua expected from periodic trains of pulsesmore » of random amplitudes. These characteristics reinforce our earlier interpretation of these pulsations as being aborted TNE cycles.« less

3D replicon distributions arise from stochastic initiation and domino-like DNA replication progression.

PubMed

Löb, D; Lengert, N; Chagin, V O; Reinhart, M; Casas-Delucchi, C S; Cardoso, M C; Drossel, B

2016-04-07

DNA replication dynamics in cells from higher eukaryotes follows very complex but highly efficient mechanisms. However, the principles behind initiation of potential replication origins and emergence of typical patterns of nuclear replication sites remain unclear. Here, we propose a comprehensive model of DNA replication in human cells that is based on stochastic, proximity-induced replication initiation. Critical model features are: spontaneous stochastic firing of individual origins in euchromatin and facultative heterochromatin, inhibition of firing at distances below the size of chromatin loops and a domino-like effect by which replication forks induce firing of nearby origins. The model reproduces the empirical temporal and chromatin-related properties of DNA replication in human cells. We advance the one-dimensional DNA replication model to a spatial model by taking into account chromatin folding in the nucleus, and we are able to reproduce the spatial and temporal characteristics of the replication foci distribution throughout S-phase.

DERIVATION OF STOCHASTIC ACCELERATION MODEL CHARACTERISTICS FOR SOLAR FLARES FROM RHESSI HARD X-RAY OBSERVATIONS

DOE Office of Scientific and Technical Information (OSTI.GOV)

Petrosian, Vahe; Chen Qingrong

2010-04-01

The model of stochastic acceleration of particles by turbulence has been successful in explaining many observed features of solar flares. Here, we demonstrate a new method to obtain the accelerated electron spectrum and important acceleration model parameters from the high-resolution hard X-ray (HXR) observations provided by RHESSI. In our model, electrons accelerated at or very near the loop top (LT) produce thin target bremsstrahlung emission there and then escape downward producing thick target emission at the loop footpoints (FPs). Based on the electron flux spectral images obtained by the regularized spectral inversion of the RHESSI count visibilities, we derive severalmore » important parameters for the acceleration model. We apply this procedure to the 2003 November 3 solar flare, which shows an LT source up to 100-150 keV in HXR with a relatively flat spectrum in addition to two FP sources. The results imply the presence of strong scattering and a high density of turbulence energy with a steep spectrum in the acceleration region.« less

Terminator Detection by Support Vector Machine Utilizing aStochastic Context-Free Grammar

DOE Office of Scientific and Technical Information (OSTI.GOV)

Francis-Lyon, Patricia; Cristianini, Nello; Holbrook, Stephen

2006-12-30

A 2-stage detector was designed to find rho-independent transcription terminators in the Escherichia coli genome. The detector includes a Stochastic Context Free Grammar (SCFG) component and a Support Vector Machine (SVM) component. To find terminators, the SCFG searches the intergenic regions of nucleotide sequence for local matches to a terminator grammar that was designed and trained utilizing examples of known terminators. The grammar selects sequences that are the best candidates for terminators and assigns them a prefix, stem-loop, suffix structure using the Cocke-Younger-Kasaami (CYK) algorithm, modified to incorporate energy affects of base pairing. The parameters from this inferred structure aremore » passed to the SVM classifier, which distinguishes terminators from non-terminators that score high according to the terminator grammar. The SVM was trained with negative examples drawn from intergenic sequences that include both featureless and RNA gene regions (which were assigned prefix, stem-loop, suffix structure by the SCFG), so that it successfully distinguishes terminators from either of these. The classifier was found to be 96.4% successful during testing.« less

Global output feedback stabilisation of stochastic high-order feedforward nonlinear systems with time-delay

NASA Astrophysics Data System (ADS)

Zhang, Kemei; Zhao, Cong-Ran; Xie, Xue-Jun

2015-12-01

This paper considers the problem of output feedback stabilisation for stochastic high-order feedforward nonlinear systems with time-varying delay. By using the homogeneous domination theory and solving several troublesome obstacles in the design and analysis, an output feedback controller is constructed to drive the closed-loop system globally asymptotically stable in probability.

Supercomputer optimizations for stochastic optimal control applications

NASA Technical Reports Server (NTRS)

Chung, Siu-Leung; Hanson, Floyd B.; Xu, Huihuang

1991-01-01

Supercomputer optimizations for a computational method of solving stochastic, multibody, dynamic programming problems are presented. The computational method is valid for a general class of optimal control problems that are nonlinear, multibody dynamical systems, perturbed by general Markov noise in continuous time, i.e., nonsmooth Gaussian as well as jump Poisson random white noise. Optimization techniques for vector multiprocessors or vectorizing supercomputers include advanced data structures, loop restructuring, loop collapsing, blocking, and compiler directives. These advanced computing techniques and superconducting hardware help alleviate Bellman's curse of dimensionality in dynamic programming computations, by permitting the solution of large multibody problems. Possible applications include lumped flight dynamics models for uncertain environments, such as large scale and background random aerospace fluctuations.

Stochastic quantization of (λϕ4)d scalar theory: Generalized Langevin equation with memory kernel

NASA Astrophysics Data System (ADS)

Menezes, G.; Svaiter, N. F.

2007-02-01

The method of stochastic quantization for a scalar field theory is reviewed. A brief survey for the case of self-interacting scalar field, implementing the stochastic perturbation theory up to the one-loop level, is presented. Then, it is introduced a colored random noise in the Einstein's relations, a common prescription employed by one of the stochastic regularizations, to control the ultraviolet divergences of the theory. This formalism is extended to the case where a Langevin equation with a memory kernel is used. It is shown that, maintaining the Einstein's relations with a colored noise, there is convergence to a non-regularized theory.

Robust adaptive fuzzy tracking control for pure-feedback stochastic nonlinear systems with input constraints.

PubMed

Wang, Huanqing; Chen, Bing; Liu, Xiaoping; Liu, Kefu; Lin, Chong

2013-12-01

This paper is concerned with the problem of adaptive fuzzy tracking control for a class of pure-feedback stochastic nonlinear systems with input saturation. To overcome the design difficulty from nondifferential saturation nonlinearity, a smooth nonlinear function of the control input signal is first introduced to approximate the saturation function; then, an adaptive fuzzy tracking controller based on the mean-value theorem is constructed by using backstepping technique. The proposed adaptive fuzzy controller guarantees that all signals in the closed-loop system are bounded in probability and the system output eventually converges to a small neighborhood of the desired reference signal in the sense of mean quartic value. Simulation results further illustrate the effectiveness of the proposed control scheme.

Introduction of statistical information in a syntactic analyzer for document image recognition

NASA Astrophysics Data System (ADS)

Maroneze, André O.; Coüasnon, Bertrand; Lemaitre, Aurélie

2011-01-01

This paper presents an improvement to document layout analysis systems, offering a possible solution to Sayre's paradox (which states that an element "must be recognized before it can be segmented; and it must be segmented before it can be recognized"). This improvement, based on stochastic parsing, allows integration of statistical information, obtained from recognizers, during syntactic layout analysis. We present how this fusion of numeric and symbolic information in a feedback loop can be applied to syntactic methods to improve document description expressiveness. To limit combinatorial explosion during exploration of solutions, we devised an operator that allows optional activation of the stochastic parsing mechanism. Our evaluation on 1250 handwritten business letters shows this method allows the improvement of global recognition scores.

On the decentralized control of large-scale systems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Chong, C.

1973-01-01

The decentralized control of stochastic large scale systems was considered. Particular emphasis was given to control strategies which utilize decentralized information and can be computed in a decentralized manner. The deterministic constrained optimization problem is generalized to the stochastic case when each decision variable depends on different information and the constraint is only required to be satisfied on the average. For problems with a particular structure, a hierarchical decomposition is obtained. For the stochastic control of dynamic systems with different information sets, a new kind of optimality is proposed which exploits the coupled nature of the dynamic system. The subsystems are assumed to be uncoupled and then certain constraints are required to be satisfied, either in a off-line or on-line fashion. For off-line coordination, a hierarchical approach of solving the problem is obtained. The lower level problems are all uncoupled. For on-line coordination, distinction is made between open loop feedback optimal coordination and closed loop optimal coordination.

The digital phase-locked loop as a near-optimum FM demodulator.

NASA Technical Reports Server (NTRS)

Kelly, C. N.; Gupta, S. C.

1972-01-01

This paper presents an approach to the optimum digital demodulation of a continuous-time FM signal using stochastic estimation theory. The primary result is a digital phase-locked loop realization possessing performance characteristics that approach those of the analog counterpart. Some practical considerations are presented and simulation results for a first-order message model are presented.

Electron acceleration and radiation signatures in loop coronal transients

NASA Technical Reports Server (NTRS)

Vlahos, L.; Gergely, T. E.; Papadopoulos, K.

1982-01-01

It is proposed that in loop coronal transients an erupting loop moves away from the solar surface, with a velocity exceeding the local Alfven speed, pushing against the overlying magnetic fields and driving a shock in the front of the moving part of the loop. Lower hybrid waves are excited at the shock front and propagate radially toward the center of the loop with phase velocity along the magnetic field that exceeds the thermal velocity. The lower hybrid waves stochastically accelerate the tail of the electron distribution inside the loop. The manner in which the accelerated electrons are trapped in the moving loop are discussed, and their radiation signature is estimated. It is suggested that plasma radiation can explain the power observed in stationary and moving type IV bursts.

3D replicon distributions arise from stochastic initiation and domino-like DNA replication progression

PubMed Central

Löb, D.; Lengert, N.; Chagin, V. O.; Reinhart, M.; Casas-Delucchi, C. S.; Cardoso, M. C.; Drossel, B.

2016-01-01

DNA replication dynamics in cells from higher eukaryotes follows very complex but highly efficient mechanisms. However, the principles behind initiation of potential replication origins and emergence of typical patterns of nuclear replication sites remain unclear. Here, we propose a comprehensive model of DNA replication in human cells that is based on stochastic, proximity-induced replication initiation. Critical model features are: spontaneous stochastic firing of individual origins in euchromatin and facultative heterochromatin, inhibition of firing at distances below the size of chromatin loops and a domino-like effect by which replication forks induce firing of nearby origins. The model reproduces the empirical temporal and chromatin-related properties of DNA replication in human cells. We advance the one-dimensional DNA replication model to a spatial model by taking into account chromatin folding in the nucleus, and we are able to reproduce the spatial and temporal characteristics of the replication foci distribution throughout S-phase. PMID:27052359

Distributed Adaptive Neural Network Output Tracking of Leader-Following High-Order Stochastic Nonlinear Multiagent Systems With Unknown Dead-Zone Input.

PubMed

Hua, Changchun; Zhang, Liuliu; Guan, Xinping

2017-01-01

This paper studies the problem of distributed output tracking consensus control for a class of high-order stochastic nonlinear multiagent systems with unknown nonlinear dead-zone under a directed graph topology. The adaptive neural networks are used to approximate the unknown nonlinear functions and a new inequality is used to deal with the completely unknown dead-zone input. Then, we design the controllers based on backstepping method and the dynamic surface control technique. It is strictly proved that the resulting closed-loop system is stable in probability in the sense of semiglobally uniform ultimate boundedness and the tracking errors between the leader and the followers approach to a small residual set based on Lyapunov stability theory. Finally, two simulation examples are presented to show the effectiveness and the advantages of the proposed techniques.

Non-fragile ?-? control for discrete-time stochastic nonlinear systems under event-triggered protocols

NASA Astrophysics Data System (ADS)

Sun, Ying; Ding, Derui; Zhang, Sunjie; Wei, Guoliang; Liu, Hongjian

2018-07-01

In this paper, the non-fragile ?-? control problem is investigated for a class of discrete-time stochastic nonlinear systems under event-triggered communication protocols, which determine whether the measurement output should be transmitted to the controller or not. The main purpose of the addressed problem is to design an event-based output feedback controller subject to gain variations guaranteeing the prescribed disturbance attenuation level described by the ?-? performance index. By utilizing the Lyapunov stability theory combined with S-procedure, a sufficient condition is established to guarantee both the exponential mean-square stability and the ?-? performance for the closed-loop system. In addition, with the help of the orthogonal decomposition, the desired controller parameter is obtained in terms of the solution to certain linear matrix inequalities. Finally, a simulation example is exploited to demonstrate the effectiveness of the proposed event-based controller design scheme.

Influence of the feedback loops in the trp operon of B. subtilis on the system dynamic response and noise amplitude.

PubMed

Zamora-Chimal, Criseida; Santillán, Moisés; Rodríguez-González, Jesús

2012-10-07

In this paper we introduce a mathematical model for the tryptophan operon regulatory pathway in Bacillus subtilis. This model considers the transcription-attenuation, and the enzyme-inhibition regulatory mechanisms. Special attention is paid to the estimation of all the model parameters from reported experimental data. With the aid of this model we investigate, from a mathematical-modeling point of view, whether the existing multiplicity of regulatory feedback loops is advantageous in some sense, regarding the dynamic response and the biochemical noise in the system. The tryptophan operon dynamic behavior is studied by means of deterministic numeric simulations, while the biochemical noise is analyzed with the aid of stochastic simulations. The model feasibility is tested comparing its stochastic and deterministic results with experimental reports. Our results for the wildtype and for a couple of mutant bacterial strains suggest that the enzyme-inhibition feedback loop, dynamically accelerates the operon response, and plays a major role in the reduction of biochemical noise. Also, the transcription-attenuation feedback loop makes the trp operon sensitive to changes in the endogenous tryptophan level, and increases the amplitude of the biochemical noise. Copyright © 2012 Elsevier Ltd. All rights reserved.

Helicopter Control Energy Reduction Using Moving Horizontal Tail

PubMed Central

Oktay, Tugrul; Sal, Firat

2015-01-01

Helicopter moving horizontal tail (i.e., MHT) strategy is applied in order to save helicopter flight control system (i.e., FCS) energy. For this intention complex, physics-based, control-oriented nonlinear helicopter models are used. Equations of MHT are integrated into these models and they are together linearized around straight level flight condition. A specific variance constrained control strategy, namely, output variance constrained Control (i.e., OVC) is utilized for helicopter FCS. Control energy savings due to this MHT idea with respect to a conventional helicopter are calculated. Parameters of helicopter FCS and dimensions of MHT are simultaneously optimized using a stochastic optimization method, namely, simultaneous perturbation stochastic approximation (i.e., SPSA). In order to observe improvement in behaviors of classical controls closed loop analyses are done. PMID:26180841

Iterative LQG Controller Design Through Closed-Loop Identification

NASA Technical Reports Server (NTRS)

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

1996-01-01

This paper presents an iterative Linear Quadratic Gaussian (LQG) controller design approach for a linear stochastic system with an uncertain open-loop model and unknown noise statistics. This approach consists of closed-loop identification and controller redesign cycles. In each cycle, the closed-loop identification method is used to identify an open-loop model and a steady-state Kalman filter gain from closed-loop input/output test data obtained by using a feedback LQG controller designed from the previous cycle. Then the identified open-loop model is used to redesign the state feedback. The state feedback and the identified Kalman filter gain are used to form an updated LQC controller for the next cycle. This iterative process continues until the updated controller converges. The proposed controller design is demonstrated by numerical simulations and experiments on a highly unstable large-gap magnetic suspension system.

Offset quadrature communications with decision-feedback carrier synchronization

NASA Technical Reports Server (NTRS)

Simon, M. K.; Smith, J. G.

1974-01-01

In order to accommodate a quadrature amplitude-shift-keyed (QASK) signal, Simon and Smith (1974) have modified the decision-feedback loop which tracks a quadrature phase-shift-keyed (QPSK). In the investigation reported approaches are considered to modify the loops in such a way that offset QASK signals can be tracked, giving attention to the special case of an offset QPSK. The development of the stochastic integro-differential equation of operation for a decision-feedback offset QASK loop is discussed along with the probability density function of the phase error process.

Stochastic Simulation Tool for Aerospace Structural Analysis

NASA Technical Reports Server (NTRS)

Knight, Norman F.; Moore, David F.

2006-01-01

Stochastic simulation refers to incorporating the effects of design tolerances and uncertainties into the design analysis model and then determining their influence on the design. A high-level evaluation of one such stochastic simulation tool, the MSC.Robust Design tool by MSC.Software Corporation, has been conducted. This stochastic simulation tool provides structural analysts with a tool to interrogate their structural design based on their mathematical description of the design problem using finite element analysis methods. This tool leverages the analyst's prior investment in finite element model development of a particular design. The original finite element model is treated as the baseline structural analysis model for the stochastic simulations that are to be performed. A Monte Carlo approach is used by MSC.Robust Design to determine the effects of scatter in design input variables on response output parameters. The tool was not designed to provide a probabilistic assessment, but to assist engineers in understanding cause and effect. It is driven by a graphical-user interface and retains the engineer-in-the-loop strategy for design evaluation and improvement. The application problem for the evaluation is chosen to be a two-dimensional shell finite element model of a Space Shuttle wing leading-edge panel under re-entry aerodynamic loading. MSC.Robust Design adds value to the analysis effort by rapidly being able to identify design input variables whose variability causes the most influence in response output parameters.

Renormalizing a viscous fluid model for large scale structure formation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Führer, Florian; Rigopoulos, Gerasimos, E-mail: fuhrer@thphys.uni-heidelberg.de, E-mail: gerasimos.rigopoulos@ncl.ac.uk

2016-02-01

Using the Stochastic Adhesion Model (SAM) as a simple toy model for cosmic structure formation, we study renormalization and the removal of the cutoff dependence from loop integrals in perturbative calculations. SAM shares the same symmetry with the full system of continuity+Euler equations and includes a viscosity term and a stochastic noise term, similar to the effective theories recently put forward to model CDM clustering. We show in this context that if the viscosity and noise terms are treated as perturbative corrections to the standard eulerian perturbation theory, they are necessarily non-local in time. To ensure Galilean Invariance higher ordermore » vertices related to the viscosity and the noise must then be added and we explicitly show at one-loop that these terms act as counter terms for vertex diagrams. The Ward Identities ensure that the non-local-in-time theory can be renormalized consistently. Another possibility is to include the viscosity in the linear propagator, resulting in exponential damping at high wavenumber. The resulting local-in-time theory is then renormalizable to one loop, requiring less free parameters for its renormalization.« less

Adaptive Neural Output Feedback Control for Nonstrict-Feedback Stochastic Nonlinear Systems With Unknown Backlash-Like Hysteresis and Unknown Control Directions.

PubMed

Yu, Zhaoxu; Li, Shugang; Yu, Zhaosheng; Li, Fangfei

2018-04-01

This paper investigates the problem of output feedback adaptive stabilization for a class of nonstrict-feedback stochastic nonlinear systems with both unknown backlashlike hysteresis and unknown control directions. A new linear state transformation is applied to the original system, and then, control design for the new system becomes feasible. By combining the neural network's (NN's) parameterization, variable separation technique, and Nussbaum gain function method, an input-driven observer-based adaptive NN control scheme, which involves only one parameter to be updated, is developed for such systems. All closed-loop signals are bounded in probability and the error signals remain semiglobally bounded in the fourth moment (or mean square). Finally, the effectiveness and the applicability of the proposed control design are verified by two simulation examples.

Treatment of constraints in the stochastic quantization method and covariantized Langevin equation

NASA Astrophysics Data System (ADS)

Ikegami, Kenji; Kimura, Tadahiko; Mochizuki, Riuji

1993-04-01

We study the treatment of the constraints in the stochastic quantization method. We improve the treatment of the stochastic consistency condition proposed by Namiki et al. by suitably taking into account the Ito calculus. Then we obtain an improved Langevi equation and the Fokker-Planck equation which naturally leads to the correct path integral quantization of the constrained system as the stochastic equilibrium state. This treatment is applied to an O( N) non-linear α model and it is shown that singular terms appearing in the improved Langevin equation cancel out the σ n(O) divergences in one loop order. We also ascertain that the above Langevin equation, rewritten in terms of idependent variables, is actually equivalent to the one in the general-coordinate transformation covariant and vielbein-rotation invariant formalish.

A new design of robust H∞ sliding mode control for uncertain stochastic T-S fuzzy time-delay systems.

PubMed

Gao, Qing; Feng, Gang; Xi, Zhiyu; Wang, Yong; Qiu, Jianbin

2014-09-01

In this paper, a novel dynamic sliding mode control scheme is proposed for a class of uncertain stochastic nonlinear time-delay systems represented by Takagi-Sugeno fuzzy models. The key advantage of the proposed scheme is that two very restrictive assumptions in most existing sliding mode control approaches for stochastic fuzzy systems have been removed. It is shown that the closed-loop control system trajectories can be driven onto the sliding surface in finite time almost certainly. It is also shown that the stochastic stability of the resulting sliding motion can be guaranteed in terms of linear matrix inequalities; moreover, the sliding-mode controller can be obtained simultaneously. Simulation results illustrating the advantages and effectiveness of the proposed approaches are also provided.

Adaptive neural network output feedback control for stochastic nonlinear systems with unknown dead-zone and unmodeled dynamics.

PubMed

Tong, Shaocheng; Wang, Tong; Li, Yongming; Zhang, Huaguang

2014-06-01

This paper discusses the problem of adaptive neural network output feedback control for a class of stochastic nonlinear strict-feedback systems. The concerned systems have certain characteristics, such as unknown nonlinear uncertainties, unknown dead-zones, unmodeled dynamics and without the direct measurements of state variables. In this paper, the neural networks (NNs) are employed to approximate the unknown nonlinear uncertainties, and then by representing the dead-zone as a time-varying system with a bounded disturbance. An NN state observer is designed to estimate the unmeasured states. Based on both backstepping design technique and a stochastic small-gain theorem, a robust adaptive NN output feedback control scheme is developed. It is proved that all the variables involved in the closed-loop system are input-state-practically stable in probability, and also have robustness to the unmodeled dynamics. Meanwhile, the observer errors and the output of the system can be regulated to a small neighborhood of the origin by selecting appropriate design parameters. Simulation examples are also provided to illustrate the effectiveness of the proposed approach.

Requirements for efficient cell-type proportioning: regulatory timescales, stochasticity and lateral inhibition

NASA Astrophysics Data System (ADS)

Pfeuty, B.; Kaneko, K.

2016-04-01

The proper functioning of multicellular organisms requires the robust establishment of precise proportions between distinct cell types. This developmental differentiation process typically involves intracellular regulatory and stochastic mechanisms to generate cell-fate diversity as well as intercellular signaling mechanisms to coordinate cell-fate decisions at tissue level. We thus surmise that key insights about the developmental regulation of cell-type proportion can be captured by the modeling study of clustering dynamics in population of inhibitory-coupled noisy bistable systems. This general class of dynamical system is shown to exhibit a very stable two-cluster state, but also metastability, collective oscillations or noise-induced state hopping, which can prevent from timely and reliably reaching a robust and well-proportioned clustered state. To circumvent these obstacles or to avoid fine-tuning, we highlight a general strategy based on dual-time positive feedback loops, such as mediated through transcriptional versus epigenetic mechanisms, which improves proportion regulation by coordinating early and flexible lineage priming with late and firm commitment. This result sheds new light on the respective and cooperative roles of multiple regulatory feedback, stochasticity and lateral inhibition in developmental dynamics.

Nonequilibrium phase transitions in isotropic Ashkin-Teller model

NASA Astrophysics Data System (ADS)

Akıncı, Ümit

2017-03-01

Dynamic behavior of an isotropic Ashkin-Teller model in the presence of a periodically oscillating magnetic field has been analyzed by means of the mean field approximation. The dynamic equation of motion has been constructed with the help of a Glauber type stochastic process and solved for a square lattice. After defining the possible dynamical phases of the system, phase diagrams have been given and the behavior of the hysteresis loops has been investigated in detail. The hysteresis loop for specific order parameter of isotropic Ashkin-Teller model has been defined and characteristics of this loop in different dynamical phases have been given.

On the structure of solar and stellar coronae - Loops and loop heat transport

NASA Technical Reports Server (NTRS)

Litwin, Christof; Rosner, Robert

1993-01-01

We discuss the principal constraints on mechanisms for structuring and heating the outer atmospheres - the coronae - of stars. We argue that the essential cause of highly localized heating in the coronae of stars like the sun is the spatially intermittent nature of stellar surface magnetic fields, and that the spatial scale of the resulting coronal structures is related to the spatial structure of the photospheric fields. We show that significant constraints on coronal heating mechanisms derive from the observed variations in coronal emission, and, in addition, show that the observed structuring perpendicular to coronal magnetic fields imposes severe constraints on mechanisms for heat dispersal in the low-beta atmosphere. In particular, we find that most of commonly considered mechanisms for heat dispersal, such as anomalous diffusion due to plasma turbulence or magnetic field line stochasticity, are much too slow to account for the observed rapid heating of coronal loops. The most plausible mechanism appears to be reconnection at the interface between two adjacent coronal flux bundles. Based on a model invoking hyperresistivity, we show that such a mechanism naturally leads to dominance of isolated single bright coronal loops and to bright coronal plasma structures whose spatial scale transverse to the local magnetic field is comparable to observed dimensions of coronal X-ray loops.

Natural selection for costly nutrient recycling in simulated microbial metacommunities.

PubMed

Boyle, Richard A; Williams, Hywel T P; Lenton, Timothy M

2012-11-07

Recycling of essential nutrients occurs at scales from microbial communities to global biogeochemical cycles, often in association with ecological interactions in which two or more species utilise each others' metabolic by-products. However, recycling loops may be unstable; sequences of reactions leading to net recycling may be parasitised by side-reactions causing nutrient loss, while some reactions in any closed recycling loop are likely to be costly to participants. Here we examine the stability of nutrient recycling loops in an individual-based ecosystem model based on microbial functional types that differ in their metabolism. A supplied nutrient is utilised by a "source" functional type, generating a secondary nutrient that is subsequently used by two other types-a "mutualist" that regenerates the initial nutrient at a growth rate cost, and a "parasite" that produces a refractory waste product but does not incur any additional cost. The three functional types are distributed across a metacommunity in which separate patches are linked by a stochastic diffusive migration process. Regions of high mutualist abundance feature high levels of nutrient recycling and increased local population density leading to greater export of individuals, allowing the source-mutualist recycling loop to spread across the system. Individual-level selection favouring parasites is balanced by patch-level selection for high productivity, indirectly favouring mutualists due to the synergistic productivity benefits of the recycling loop they support. This suggests that multi-level selection may promote nutrient cycling and thereby help to explain the apparent ubiquity and stability of nutrient recycling in nature.

The insertion of human dynamics models in the flight control loops of V/STOL research aircraft. Appendix 2: The optimal control model of a pilot in V/STOL aircraft control loops

NASA Technical Reports Server (NTRS)

Zipf, Mark E.

1989-01-01

An overview is presented of research work focussed on the design and insertion of classical models of human pilot dynamics within the flight control loops of V/STOL aircraft. The pilots were designed and configured for use in integrated control system research and design. The models of human behavior that were considered are: McRuer-Krendel (a single variable transfer function model); and Optimal Control Model (a multi-variable approach based on optimal control and stochastic estimation theory). These models attempt to predict human control response characteristics when confronted with compensatory tracking and state regulation tasks. An overview, mathematical description, and discussion of predictive limitations of the pilot models is presented. Design strategies and closed loop insertion configurations are introduced and considered for various flight control scenarios. Models of aircraft dynamics (both transfer function and state space based) are developed and discussed for their use in pilot design and application. Pilot design and insertion are illustrated for various flight control objectives. Results of pilot insertion within the control loops of two V/STOL research aricraft (Sikorski Black Hawk UH-60A, McDonnell Douglas Harrier II AV-8B) are presented and compared against actual pilot flight data. Conclusions are reached on the ability of the pilot models to adequately predict human behavior when confronted with similar control objectives.

Thermodynamics of single polyethylene and polybutylene glycols with hydrogen-bonding ends: A transition from looped to open conformations

NASA Astrophysics Data System (ADS)

Lee, Eunsang; Paul, Wolfgang

2018-02-01

A variety of linear polymer precursors with hydrogen bonding motifs at both ends enable us to design supramolecular polymer systems with tailored macroscopic properties including self-healing. In this study, we investigate thermodynamic properties of single polyethylene and polybutylene glycols with hydrogen bonding motifs. In this context, we first build a coarse-grained model of building blocks of the supramolecular polymer system based on all-atom molecular structures. The density of states of the single precursor is obtained using the stochastic approximation Monte Carlo method. Constructing canonical partition functions from the density of states, we find the transition from looped to open conformations at transition temperatures which are non-monotonously changing with an increasing degree of polymerization due to the competition between chain stiffness and loop-forming entropy penalty. In the complete range of chain length under investigation, a coexistence of the looped and open morphologies at the transition temperature is shown regardless of whether the transition is first-order-like or continuous. Polyethylene and polybutylene glycols show similar behavior in all the thermodynamic properties but the transition temperature of the more flexible polybutylene glycol is shown to change more gradually.

Stochastic three-wave interaction in flaring solar loops

NASA Technical Reports Server (NTRS)

Vlahos, L.; Sharma, R. R.; Papadopoulos, K.

1983-01-01

A model is proposed for the dynamic structure of high-frequency microwave bursts. The dynamic component is attributed to beams of precipitating electrons which generate electrostatic waves in the upper hybrid branch. Coherent upconversion of the electrostatic waves to electromagnetic waves produces an intrinsically stochastic emission component which is superposed on the gyrosynchrotron continuum generated by stably trapped electron fluxes. The role of the density and temperature of the ambient plasma in the wave growth and the transition of the three wave upconversion to stochastic, despite the stationarity of the energy source, are discussed in detail. The model appears to reproduce the observational features for reasonable parameters of the solar flare plasma.

Technical notes and correspondence: Stochastic robustness of linear time-invariant control systems

NASA Technical Reports Server (NTRS)

Stengel, Robert F.; Ray, Laura R.

1991-01-01

A simple numerical procedure for estimating the stochastic robustness of a linear time-invariant system is described. Monte Carlo evaluations of the system's eigenvalues allows the probability of instability and the related stochastic root locus to be estimated. This analysis approach treats not only Gaussian parameter uncertainties but non-Gaussian cases, including uncertain-but-bounded variation. Confidence intervals for the scalar probability of instability address computational issues inherent in Monte Carlo simulation. Trivial extensions of the procedure admit consideration of alternate discriminants; thus, the probabilities that stipulated degrees of instability will be exceeded or that closed-loop roots will leave desirable regions can also be estimated. Results are particularly amenable to graphical presentation.

A novel adaptive switching function on fault tolerable sliding mode control for uncertain stochastic systems.

PubMed

Zahiripour, Seyed Ali; Jalali, Ali Akbar

2014-09-01

A novel switching function based on an optimization strategy for the sliding mode control (SMC) method has been provided for uncertain stochastic systems subject to actuator degradation such that the closed-loop system is globally asymptotically stable with probability one. In the previous researches the focus on sliding surface has been on proportional or proportional-integral function of states. In this research, from a degree of freedom that depends on designer choice is used to meet certain objectives. In the design of the switching function, there is a parameter which the designer can regulate for specified objectives. A sliding-mode controller is synthesized to ensure the reachability of the specified switching surface, despite actuator degradation and uncertainties. Finally, the simulation results demonstrate the effectiveness of the proposed method. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.

Writing and compiling code into biochemistry.

PubMed

Shea, Adam; Fett, Brian; Riedel, Marc D; Parhi, Keshab

2010-01-01

This paper presents a methodology for translating iterative arithmetic computation, specified as high-level programming constructs, into biochemical reactions. From an input/output specification, we generate biochemical reactions that produce output quantities of proteins as a function of input quantities performing operations such as addition, subtraction, and scalar multiplication. Iterative constructs such as "while" loops and "for" loops are implemented by transferring quantities between protein types, based on a clocking mechanism. Synthesis first is performed at a conceptual level, in terms of abstract biochemical reactions - a task analogous to high-level program compilation. Then the results are mapped onto specific biochemical reactions selected from libraries - a task analogous to machine language compilation. We demonstrate our approach through the compilation of a variety of standard iterative functions: multiplication, exponentiation, discrete logarithms, raising to a power, and linear transforms on time series. The designs are validated through transient stochastic simulation of the chemical kinetics. We are exploring DNA-based computation via strand displacement as a possible experimental chassis.

Coherent beam combining of collimated fiber array based on target-in-the-loop technique

NASA Astrophysics Data System (ADS)

Li, Xinyang; Geng, Chao; Zhang, Xiaojun; Rao, Changhui

2011-11-01

Coherent beam combining (CBC) of fiber array is a promising way to generate high power and high quality laser beams. Target-in-the-loop (TIL) technique might be an effective way to ensure atmosphere propagation compensation without wavefront sensors. In this paper, we present very recent research work about CBC of collimated fiber array using TIL technique at the Key Lab on Adaptive Optics (KLAO), CAS. A novel Adaptive Fiber Optics Collimator (AFOC) composed of phase-locking module and tip/tilt control module was developed. CBC experimental setup of three-element fiber array was established. Feedback control is realized using stochastic parallel gradient descent (SPGD) algorithm. The CBC based on TIL with piston and tip/tilt correction simultaneously is demonstrated. And the beam pointing to locate or sweep position of combined spot on target was achieved through TIL technique too. The goal of our work is achieve multi-element CBC for long-distance transmission in atmosphere.

A Grammatical Approach to RNA-RNA Interaction Prediction

NASA Astrophysics Data System (ADS)

Kato, Yuki; Akutsu, Tatsuya; Seki, Hiroyuki

2007-11-01

Much attention has been paid to two interacting RNA molecules involved in post-transcriptional control of gene expression. Although there have been a few studies on RNA-RNA interaction prediction based on dynamic programming algorithm, no grammar-based approach has been proposed. The purpose of this paper is to provide a new modeling for RNA-RNA interaction based on multiple context-free grammar (MCFG). We present a polynomial time parsing algorithm for finding the most likely derivation tree for the stochastic version of MCFG, which is applicable to RNA joint secondary structure prediction including kissing hairpin loops. Also, elementary tests on RNA-RNA interaction prediction have shown that the proposed method is comparable to Alkan et al.'s method.

Probabilistic DHP adaptive critic for nonlinear stochastic control systems.

PubMed

Herzallah, Randa

2013-06-01

Following the recently developed algorithms for fully probabilistic control design for general dynamic stochastic systems (Herzallah & Káarnáy, 2011; Kárný, 1996), this paper presents the solution to the probabilistic dual heuristic programming (DHP) adaptive critic method (Herzallah & Káarnáy, 2011) and randomized control algorithm for stochastic nonlinear dynamical systems. The purpose of the randomized control input design is to make the joint probability density function of the closed loop system as close as possible to a predetermined ideal joint probability density function. This paper completes the previous work (Herzallah & Káarnáy, 2011; Kárný, 1996) by formulating and solving the fully probabilistic control design problem on the more general case of nonlinear stochastic discrete time systems. A simulated example is used to demonstrate the use of the algorithm and encouraging results have been obtained. Copyright © 2013 Elsevier Ltd. All rights reserved.

High-LET Patterns of DSBs in DNA Loops, the HPRT Gene and Phosphorylation Foci

NASA Technical Reports Server (NTRS)

Ponomarev, Artem L.; Huff, Janice L.; Cucinotta, Francis A.

2007-01-01

We present new results obtained with our model based on the track structure and chromatin geometry that predicts the DSB spatial and genomic distributions in a cell nucleus with the full genome represented. The model generates stochastic patterns of DSBs in the physical space of the nucleus filled with the realistic configuration of human chromosomes. The model was re-used to find the distribution of DSBs in a physical volume corresponding to a visible phosphorylation focus believed to be associated with a DSB. The data shows whether there must more than one DSB per foci due to finite size of the visible focus, even if a single DSB is radiochemically responsible for the phosphorylation of DNA in its vicinity. The same model can predict patterns of closely located DSBs in a given gene, or in a DNA loop, one of the large-scale chromatin structures. We demonstrated for the example of the HPRT gene, how different sorts of radiation lead to proximity effect in DSB locations, which is important for modeling gene deletions. The spectrum of intron deletions and total gene deletions was simulated for the HPRT gene. The same proximity effect of DSBs in a loop can hinder DSB restitutions, as parts of the loop between DSBs is deleted with a higher likelihood. The distributions of DSBs and deletions of DNA in a loop are presented.

Adaptive output-feedback control for switched stochastic uncertain nonlinear systems with time-varying delay.

PubMed

Song, Zhibao; Zhai, Junyong

2018-04-01

This paper addresses the problem of adaptive output-feedback control for a class of switched stochastic time-delay nonlinear systems with uncertain output function, where both the control coefficients and time-varying delay are unknown. The drift and diffusion terms are subject to unknown homogeneous growth condition. By virtue of adding a power integrator technique, an adaptive output-feedback controller is designed to render that the closed-loop system is bounded in probability, and the state of switched stochastic nonlinear system can be globally regulated to the origin almost surely. A numerical example is provided to demonstrate the validity of the proposed control method. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

Investigation, development and application of optimal output feedback theory. Volume 2: Development of an optimal, limited state feedback outer-loop digital flight control system for 3-D terminal area operation

NASA Technical Reports Server (NTRS)

Broussard, J. R.; Halyo, N.

1984-01-01

This report contains the development of a digital outer-loop three dimensional radio navigation (3-D RNAV) flight control system for a small commercial jet transport. The outer-loop control system is designed using optimal stochastic limited state feedback techniques. Options investigated using the optimal limited state feedback approach include integrated versus hierarchical control loop designs, 20 samples per second versus 5 samples per second outer-loop operation and alternative Type 1 integration command errors. Command generator tracking techniques used in the digital control design enable the jet transport to automatically track arbitrary curved flight paths generated by waypoints. The performance of the design is demonstrated using detailed nonlinear aircraft simulations in the terminal area, frequency domain multi-input sigma plots, frequency domain single-input Bode plots and closed-loop poles. The response of the system to a severe wind shear during a landing approach is also presented.

Guidance and Control strategies for aerospace vehicles

NASA Technical Reports Server (NTRS)

Hibey, J. L.; Naidu, D. S.; Charalambous, C. D.

1989-01-01

A neighboring optimal guidance scheme was devised for a nonlinear dynamic system with stochastic inputs and perfect measurements as applicable to fuel optimal control of an aeroassisted orbital transfer vehicle. For the deterministic nonlinear dynamic system describing the atmospheric maneuver, a nominal trajectory was determined. Then, a neighboring, optimal guidance scheme was obtained for open loop and closed loop control configurations. Taking modelling uncertainties into account, a linear, stochastic, neighboring optimal guidance scheme was devised. Finally, the optimal trajectory was approximated as the sum of the deterministic nominal trajectory and the stochastic neighboring optimal solution. Numerical results are presented for a typical vehicle. A fuel-optimal control problem in aeroassisted noncoplanar orbital transfer is also addressed. The equations of motion for the atmospheric maneuver are nonlinear and the optimal (nominal) trajectory and control are obtained. In order to follow the nominal trajectory under actual conditions, a neighboring optimum guidance scheme is designed using linear quadratic regulator theory for onboard real-time implementation. One of the state variables is used as the independent variable in reference to the time. The weighting matrices in the performance index are chosen by a combination of a heuristic method and an optimal modal approach. The necessary feedback control law is obtained in order to minimize the deviations from the nominal conditions.

Effective action for stochastic partial differential equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hochberg, David; Centro de Astrobiologia, INTA, Carratera Ajalvir, Km. 4, 28850 Torrejon, Madrid,; Molina-Paris, Carmen

Stochastic partial differential equations (SPDEs) are the basic tool for modeling systems where noise is important. SPDEs are used for models of turbulence, pattern formation, and the structural development of the universe itself. It is reasonably well known that certain SPDEs can be manipulated to be equivalent to (nonquantum) field theories that nevertheless exhibit deep and important relationships with quantum field theory. In this paper we systematically extend these ideas: We set up a functional integral formalism and demonstrate how to extract all the one-loop physics for an arbitrary SPDE subject to arbitrary Gaussian noise. It is extremely important tomore » realize that Gaussian noise does not imply that the field variables undergo Gaussian fluctuations, and that these nonquantum field theories are fully interacting. The limitation to one loop is not as serious as might be supposed: Experience with quantum field theories (QFTs) has taught us that one-loop physics is often quite adequate to give a good description of the salient issues. The limitation to one loop does, however, offer marked technical advantages: Because at one loop almost any field theory can be rendered finite using zeta function technology, we can sidestep the complications inherent in the Martin-Siggia-Rose formalism (the SPDE analog of the Becchi-Rouet-Stora-Tyutin formalism used in QFT) and instead focus attention on a minimalist approach that uses only the physical fields (this ''direct approach'' is the SPDE analog of canonical quantization using physical fields). After setting up the general formalism for the characteristic functional (partition function), we show how to define the effective action to all loops, and then focus on the one-loop effective action and its specialization to constant fields: the effective potential. The physical interpretation of the effective action and effective potential for SPDEs is addressed and we show that key features carry over from QFT to the case of SPDEs. An important result is that the amplitude of the two-point function governing the noise acts as the loop-counting parameter and is the analog of Planck's constant ({Dirac_h}/2{pi}) in this SPDE context. We derive a general expression for the one-loop effective potential of an arbitrary SPDE subject to translation-invariant Gaussian noise, and compare this with the one-loop potential for QFT. (c) 1999 The American Physical Society.« less

Robustness analysis of an air heating plant and control law by using polynomial chaos

DOE Office of Scientific and Technical Information (OSTI.GOV)

Colón, Diego; Ferreira, Murillo A. S.; Bueno, Átila M.

2014-12-10

This paper presents a robustness analysis of an air heating plant with a multivariable closed-loop control law by using the polynomial chaos methodology (MPC). The plant consists of a PVC tube with a fan in the air input (that forces the air through the tube) and a mass flux sensor in the output. A heating resistance warms the air as it flows inside the tube, and a thermo-couple sensor measures the air temperature. The plant has thus two inputs (the fan's rotation intensity and heat generated by the resistance, both measured in percent of the maximum value) and two outputsmore » (air temperature and air mass flux, also in percent of the maximal value). The mathematical model is obtained by System Identification techniques. The mass flux sensor, which is nonlinear, is linearized and the delays in the transfer functions are properly approximated by non-minimum phase transfer functions. The resulting model is transformed to a state-space model, which is used for control design purposes. The multivariable robust control design techniques used is the LQG/LTR, and the controllers are validated in simulation software and in the real plant. Finally, the MPC is applied by considering some of the system's parameters as random variables (one at a time, and the system's stochastic differential equations are solved by expanding the solution (a stochastic process) in an orthogonal basis of polynomial functions of the basic random variables. This method transforms the stochastic equations in a set of deterministic differential equations, which can be solved by traditional numerical methods (That is the MPC). Statistical data for the system (like expected values and variances) are then calculated. The effects of randomness in the parameters are evaluated in the open-loop and closed-loop pole's positions.« less

Algorithmic design of a noise-resistant and efficient closed-loop deep brain stimulation system: A computational approach.

PubMed

Karamintziou, Sofia D; Custódio, Ana Luísa; Piallat, Brigitte; Polosan, Mircea; Chabardès, Stéphan; Stathis, Pantelis G; Tagaris, George A; Sakas, Damianos E; Polychronaki, Georgia E; Tsirogiannis, George L; David, Olivier; Nikita, Konstantina S

2017-01-01

Advances in the field of closed-loop neuromodulation call for analysis and modeling approaches capable of confronting challenges related to the complex neuronal response to stimulation and the presence of strong internal and measurement noise in neural recordings. Here we elaborate on the algorithmic aspects of a noise-resistant closed-loop subthalamic nucleus deep brain stimulation system for advanced Parkinson's disease and treatment-refractory obsessive-compulsive disorder, ensuring remarkable performance in terms of both efficiency and selectivity of stimulation, as well as in terms of computational speed. First, we propose an efficient method drawn from dynamical systems theory, for the reliable assessment of significant nonlinear coupling between beta and high-frequency subthalamic neuronal activity, as a biomarker for feedback control. Further, we present a model-based strategy through which optimal parameters of stimulation for minimum energy desynchronizing control of neuronal activity are being identified. The strategy integrates stochastic modeling and derivative-free optimization of neural dynamics based on quadratic modeling. On the basis of numerical simulations, we demonstrate the potential of the presented modeling approach to identify, at a relatively low computational cost, stimulation settings potentially associated with a significantly higher degree of efficiency and selectivity compared with stimulation settings determined post-operatively. Our data reinforce the hypothesis that model-based control strategies are crucial for the design of novel stimulation protocols at the backstage of clinical applications.

Adaptive Fuzzy Output Constrained Control Design for Multi-Input Multioutput Stochastic Nonstrict-Feedback Nonlinear Systems.

PubMed

Li, Yongming; Tong, Shaocheng

2017-12-01

In this paper, an adaptive fuzzy output constrained control design approach is addressed for multi-input multioutput uncertain stochastic nonlinear systems in nonstrict-feedback form. The nonlinear systems addressed in this paper possess unstructured uncertainties, unknown gain functions and unknown stochastic disturbances. Fuzzy logic systems are utilized to tackle the problem of unknown nonlinear uncertainties. The barrier Lyapunov function technique is employed to solve the output constrained problem. In the framework of backstepping design, an adaptive fuzzy control design scheme is constructed. All the signals in the closed-loop system are proved to be bounded in probability and the system outputs are constrained in a given compact set. Finally, the applicability of the proposed controller is well carried out by a simulation example.

Mechanical-thermal noise in drive-mode of a silicon micro-gyroscope.

PubMed

Yang, Bo; Wang, Shourong; Li, Hongsheng; Zhou, Bailing

2009-01-01

A new closed-loop drive scheme which decouples the phase and the gain of the closed-loop driving system was designed in a Silicon Micro-Gyroscope (SMG). We deduce the system model of closed-loop driving and use stochastic averaging to obtain an approximate "slow" system that clarifies the effect of thermal noise. The effects of mechanical-thermal noise on the driving performance of the SMG, including the noise spectral density of the driving amplitude and frequency, are derived. By calculating and comparing the noise amplitude due to thermal noise both in the opened-loop driving and in the closed-loop driving, we find that the closed-loop driving does not reduce the RMS noise amplitude. We observe that the RMS noise frequency can be reduced by increasing the quality factor and the drive amplitude in the closed-loop driving system. The experiment and simulation validate the feasibility of closed-loop driving and confirm the validity of the averaged equation and its stablility criterion. The experiment and simulation results indicate the electrical noise of closed-loop driving circuitry is bigger than the mechanical-thermal noise and as the driving mass decreases, the mechanical-thermal noise may get bigger than the electrical noise of the closed-loop driving circuitry.

Adaptive Neural Tracking Control for Switched High-Order Stochastic Nonlinear Systems.

PubMed

Zhao, Xudong; Wang, Xinyong; Zong, Guangdeng; Zheng, Xiaolong

2017-10-01

This paper deals with adaptive neural tracking control design for a class of switched high-order stochastic nonlinear systems with unknown uncertainties and arbitrary deterministic switching. The considered issues are: 1) completely unknown uncertainties; 2) stochastic disturbances; and 3) high-order nonstrict-feedback system structure. The considered mathematical models can represent many practical systems in the actual engineering. By adopting the approximation ability of neural networks, common stochastic Lyapunov function method together with adding an improved power integrator technique, an adaptive state feedback controller with multiple adaptive laws is systematically designed for the systems. Subsequently, a controller with only two adaptive laws is proposed to solve the problem of over parameterization. Under the designed controllers, all the signals in the closed-loop system are bounded-input bounded-output stable in probability, and the system output can almost surely track the target trajectory within a specified bounded error. Finally, simulation results are presented to show the effectiveness of the proposed approaches.

Comparisons of Robustness and Sensitivity between Cancer and Normal Cells by Microarray Data

PubMed Central

Chu, Liang-Hui; Chen, Bor-Sen

2008-01-01

Robustness is defined as the ability to uphold performance in face of perturbations and uncertainties, and sensitivity is a measure of the system deviations generated by perturbations to the system. While cancer appears as a robust but fragile system, few computational and quantitative evidences demonstrate robustness tradeoffs in cancer. Microarrays have been widely applied to decipher gene expression signatures in human cancer research, and quantification of global gene expression profiles facilitates precise prediction and modeling of cancer in systems biology. We provide several efficient computational methods based on system and control theory to compare robustness and sensitivity between cancer and normal cells by microarray data. Measurement of robustness and sensitivity by linear stochastic model is introduced in this study, which shows oscillations in feedback loops of p53 and demonstrates robustness tradeoffs that cancer is a robust system with some extreme fragilities. In addition, we measure sensitivity of gene expression to perturbations in other gene expression and kinetic parameters, discuss nonlinear effects in feedback loops of p53 and extend our method to robustness-based cancer drug design. PMID:19259409

Functional characteristics of a double positive feedback loop coupled with autorepression

NASA Astrophysics Data System (ADS)

Banerjee, Subhasis; Bose, Indrani

2008-12-01

We study the functional characteristics of a two-gene motif consisting of a double positive feedback loop and an autoregulatory negative feedback loop. The motif appears in the gene regulatory network controlling the functional activity of pancreatic β-cells. The model exhibits bistability and hysteresis in appropriate parameter regions. The two stable steady states correspond to low (OFF state) and high (ON state) protein levels, respectively. Using a deterministic approach, we show that the region of bistability increases in extent when the copy number of one of the genes is reduced from 2 to 1. The negative feedback loop has the effect of reducing the size of the bistable region. Loss of a gene copy, brought about by mutations, hampers the normal functioning of the β-cells giving rise to the genetic disorder, maturity-onset diabetes of the young (MODY). The diabetic phenotype makes its appearance when a sizable fraction of the β-cells is in the OFF state. Using stochastic simulation techniques we show that, on reduction of the gene copy number, there is a transition from the monostable ON to the ON state in the bistable region of the parameter space. Fluctuations in the protein levels, arising due to the stochastic nature of gene expression, can give rise to transitions between the ON and OFF states. We show that as the strength of autorepression increases, the ON → OFF state transitions become less probable whereas the reverse transitions are more probable. The implications of the results in the context of the occurrence of MODY are pointed out.

Integration of Online Parameter Identification and Neural Network for In-Flight Adaptive Control

NASA Technical Reports Server (NTRS)

Hageman, Jacob J.; Smith, Mark S.; Stachowiak, Susan

2003-01-01

An indirect adaptive system has been constructed for robust control of an aircraft with uncertain aerodynamic characteristics. This system consists of a multilayer perceptron pre-trained neural network, online stability and control derivative identification, a dynamic cell structure online learning neural network, and a model following control system based on the stochastic optimal feedforward and feedback technique. The pre-trained neural network and model following control system have been flight-tested, but the online parameter identification and online learning neural network are new additions used for in-flight adaptation of the control system model. A description of the modification and integration of these two stand-alone software packages into the complete system in preparation for initial flight tests is presented. Open-loop results using both simulation and flight data, as well as closed-loop performance of the complete system in a nonlinear, six-degree-of-freedom, flight validated simulation, are analyzed. Results show that this online learning system, in contrast to the nonlearning system, has the ability to adapt to changes in aerodynamic characteristics in a real-time, closed-loop, piloted simulation, resulting in improved flying qualities.

Control of Stochastic Master Equation Models of Genetic Regulatory Networks by Approximating Their Average Behavior

NASA Astrophysics Data System (ADS)

Umut Caglar, Mehmet; Pal, Ranadip

2010-10-01

The central dogma of molecular biology states that ``information cannot be transferred back from protein to either protein or nucleic acid.'' However, this assumption is not exactly correct in most of the cases. There are a lot of feedback loops and interactions between different levels of systems. These types of interactions are hard to analyze due to the lack of data in the cellular level and probabilistic nature of interactions. Probabilistic models like Stochastic Master Equation (SME) or deterministic models like differential equations (DE) can be used to analyze these types of interactions. SME models based on chemical master equation (CME) can provide detailed representation of genetic regulatory system, but their use is restricted by the large data requirements and computational costs of calculations. The differential equations models on the other hand, have low calculation costs and much more adequate to generate control procedures on the system; but they are not adequate to investigate the probabilistic nature of interactions. In this work the success of the mapping between SME and DE is analyzed, and the success of a control policy generated by DE model with respect to SME model is examined. Index Terms--- Stochastic Master Equation models, Differential Equation Models, Control Policy Design, Systems biology

Broad distribution spectrum from Gaussian to power law appears in stochastic variations in RNA-seq data.

PubMed

Awazu, Akinori; Tanabe, Takahiro; Kamitani, Mari; Tezuka, Ayumi; Nagano, Atsushi J

2018-05-29

Gene expression levels exhibit stochastic variations among genetically identical organisms under the same environmental conditions. In many recent transcriptome analyses based on RNA sequencing (RNA-seq), variations in gene expression levels among replicates were assumed to follow a negative binomial distribution, although the physiological basis of this assumption remains unclear. In this study, RNA-seq data were obtained from Arabidopsis thaliana under eight conditions (21-27 replicates), and the characteristics of gene-dependent empirical probability density function (ePDF) profiles of gene expression levels were analyzed. For A. thaliana and Saccharomyces cerevisiae, various types of ePDF of gene expression levels were obtained that were classified as Gaussian, power law-like containing a long tail, or intermediate. These ePDF profiles were well fitted with a Gauss-power mixing distribution function derived from a simple model of a stochastic transcriptional network containing a feedback loop. The fitting function suggested that gene expression levels with long-tailed ePDFs would be strongly influenced by feedback regulation. Furthermore, the features of gene expression levels are correlated with their functions, with the levels of essential genes tending to follow a Gaussian-like ePDF while those of genes encoding nucleic acid-binding proteins and transcription factors exhibit long-tailed ePDF.

Composite Robust $$H_\\infty$$ Control for Uncertain Stochastic Nonlinear Systems with State Delay via Disturbance Observer

DOE Office of Scientific and Technical Information (OSTI.GOV)

Liu, Yunlong; Wang, Hong; Guo, Lei

Here in this note, the robust stochastic stabilization and robust H_infinity control problems are investigated for uncertain stochastic time-delay systems with nonlinearity and multiple disturbances. By estimating the disturbance, which can be described by an exogenous model, a composite hierarchical control scheme is proposed that integrates the output of the disturbance observer with state feedback control law. Sufficient conditions for the existence of the disturbance observer and composite hierarchical controller are established in terms of linear matrix inequalities, which ensure the mean-square asymptotic stability of the resulting closed-loop system and the disturbance attenuation. It has been shown that the disturbancemore » rejection performance can also be achieved. A numerical example is provided to show the potential of the proposed techniques and encouraging results have been obtained.« less

Composite Robust $$H_\\infty$$ Control for Uncertain Stochastic Nonlinear Systems with State Delay via Disturbance Observer

DOE PAGES

Liu, Yunlong; Wang, Hong; Guo, Lei

2018-03-26

Here in this note, the robust stochastic stabilization and robust H_infinity control problems are investigated for uncertain stochastic time-delay systems with nonlinearity and multiple disturbances. By estimating the disturbance, which can be described by an exogenous model, a composite hierarchical control scheme is proposed that integrates the output of the disturbance observer with state feedback control law. Sufficient conditions for the existence of the disturbance observer and composite hierarchical controller are established in terms of linear matrix inequalities, which ensure the mean-square asymptotic stability of the resulting closed-loop system and the disturbance attenuation. It has been shown that the disturbancemore » rejection performance can also be achieved. A numerical example is provided to show the potential of the proposed techniques and encouraging results have been obtained.« less

Model-Based Closed-Loop Glucose Control in Type 1 Diabetes: The DiaCon Experience

PubMed Central

Schmidt, Signe; Boiroux, Dimitri; Duun-Henriksen, Anne Katrine; Frøssing, Laurits; Skyggebjerg, Ole; Jørgensen, John Bagterp; Poulsen, Niels Kjølstad; Madsen, Henrik; Madsbad, Sten; Nørgaard, Kirsten

2013-01-01

Background To improve type 1 diabetes mellitus (T1DM) management, we developed a model predictive control (MPC) algorithm for closed-loop (CL) glucose control based on a linear second-order deterministic-stochastic model. The deterministic part of the model is specified by three patient-specific parameters: insulin sensitivity factor, insulin action time, and basal insulin infusion rate. The stochastic part is identical for all patients but identified from data from a single patient. Results of the first clinical feasibility test of the algorithm are presented. Methods We conducted two randomized crossover studies. Study 1 compared CL with open-loop (OL) control. Study 2 compared glucose control after CL initiation in the euglycemic (CL-Eu) and hyperglycemic (CL-Hyper) ranges, respectively. Patients were studied from 22:00–07:00 on two separate nights. Results Each study included six T1DM patients (hemoglobin A1c 7.2% ± 0.4%). In study 1, hypoglycemic events (plasma glucose < 54 mg/dl) occurred on two OL and one CL nights. Average glucose from 22:00–07:00 was 90 mg/dl [74–146 mg/dl; median (interquartile range)] during OL and 108 mg/dl (101–128 mg/dl) during CL (determined by continuous glucose monitoring). However, median time spent in the range 70–144 mg/dl was 67.9% (3.0–73.3%) during OL and 80.8% (70.5–89.7%) during CL. In study 2, there was one episode of hypoglycemia with plasma glucose <54 mg/dl in a CL-Eu night. Mean glucose from 22:00–07:00 and time spent in the range 70–144 mg/dl were 121 mg/dl (117–133 mg/dl) and 69.0% (30.7–77.9%) in CL-Eu and 149 mg/dl (140–193 mg/dl) and 48.2% (34.9–72.5%) in CL-Hyper, respectively. Conclusions This study suggests that our novel MPC algorithm can safely and effectively control glucose overnight, also when CL control is initiated during hyperglycemia. PMID:24124952

Double closed-loop control of integrated optical resonance gyroscope with mean-square exponential stability.

PubMed

Li, Hui; Liu, Liying; Lin, Zhili; Wang, Qiwei; Wang, Xiao; Feng, Lishuang

2018-01-22

A new double closed-loop control system with mean-square exponential stability is firstly proposed to optimize the detection accuracy and dynamic response characteristic of the integrated optical resonance gyroscope (IORG). The influence mechanism of optical nonlinear effects on system detection sensitivity is investigated to optimize the demodulation gain, the maximum sensitivity and the linear work region of a gyro system. Especially, we analyze the effect of optical parameter fluctuation on the parameter uncertainty of system, and investigate the influence principle of laser locking-frequency noise on the closed-loop detection accuracy of angular velocity. The stochastic disturbance model of double closed-loop IORG is established that takes the unfavorable factors such as optical effect nonlinearity, disturbed disturbance, optical parameter fluctuation and unavoidable system noise into consideration. A robust control algorithm is also designed to guarantee the mean-square exponential stability of system with a prescribed H ∞ performance in order to improve the detection accuracy and dynamic performance of IORG. The conducted experiment results demonstrate that the IORG has a dynamic response time less than 76us, a long-term bias stability 7.04°/h with an integration time of 10s over one-hour test, and the corresponding bias stability 1.841°/h based on Allan deviation, which validate the effectiveness and usefulness of the proposed detection scheme.

Dynamics of a multi-thermal loop in the solar corona

NASA Astrophysics Data System (ADS)

Nisticò, G.; Anfinogentov, S.; Nakariakov, V. M.

2014-10-01

Context. We present an observation of a long-living multi-thermal coronal loop, visible in different extreme ultra-violet wavebands of SDO/AIA in a quiet-Sun region close to the western solar limb. Aims: Analysis of persistent kink displacements of the loop seen in different bandpasses that correspond to different temperatures of the plasma allows sub-resolution structuring of the loop to be revealed. Methods: A vertically oriented slit is taken at the loop top, and time-distance maps are made from it. Loop displacements in time-distance maps are automatically tracked with the Gaussian fitting technique and fitted with a sinusoidal function that is "guessed". Wavelet transforms are further used in order to quantify the periodicity variation in time of the kink oscillations. Results: The loop strands are found to oscillate with the periods ranging between 3 and 15 min. The oscillations are observed in intermittent regime with temporal changes in the period and amplitude. The oscillations are different at three analysed wavelengths. Conclusions: This finding suggests that the loop-like threads seen at different wavelengths are not co-spatial, hence that the loop consists of several multi-thermal strands. The detected irregularity of the oscillations can be associated with a stochastic driver acting at the footpoints of the loop. A movie associated to Fig. 1 is available in electronic form at http://www.aanda.org

Algorithmic design of a noise-resistant and efficient closed-loop deep brain stimulation system: A computational approach

PubMed Central

Karamintziou, Sofia D.; Custódio, Ana Luísa; Piallat, Brigitte; Polosan, Mircea; Chabardès, Stéphan; Stathis, Pantelis G.; Tagaris, George A.; Sakas, Damianos E.; Polychronaki, Georgia E.; Tsirogiannis, George L.; David, Olivier; Nikita, Konstantina S.

2017-01-01

Advances in the field of closed-loop neuromodulation call for analysis and modeling approaches capable of confronting challenges related to the complex neuronal response to stimulation and the presence of strong internal and measurement noise in neural recordings. Here we elaborate on the algorithmic aspects of a noise-resistant closed-loop subthalamic nucleus deep brain stimulation system for advanced Parkinson’s disease and treatment-refractory obsessive-compulsive disorder, ensuring remarkable performance in terms of both efficiency and selectivity of stimulation, as well as in terms of computational speed. First, we propose an efficient method drawn from dynamical systems theory, for the reliable assessment of significant nonlinear coupling between beta and high-frequency subthalamic neuronal activity, as a biomarker for feedback control. Further, we present a model-based strategy through which optimal parameters of stimulation for minimum energy desynchronizing control of neuronal activity are being identified. The strategy integrates stochastic modeling and derivative-free optimization of neural dynamics based on quadratic modeling. On the basis of numerical simulations, we demonstrate the potential of the presented modeling approach to identify, at a relatively low computational cost, stimulation settings potentially associated with a significantly higher degree of efficiency and selectivity compared with stimulation settings determined post-operatively. Our data reinforce the hypothesis that model-based control strategies are crucial for the design of novel stimulation protocols at the backstage of clinical applications. PMID:28222198

The Stochastic Evolutionary Game for a Population of Biological Networks Under Natural Selection

PubMed Central

Chen, Bor-Sen; Ho, Shih-Ju

2014-01-01

In this study, a population of evolutionary biological networks is described by a stochastic dynamic system with intrinsic random parameter fluctuations due to genetic variations and external disturbances caused by environmental changes in the evolutionary process. Since information on environmental changes is unavailable and their occurrence is unpredictable, they can be considered as a game player with the potential to destroy phenotypic stability. The biological network needs to develop an evolutionary strategy to improve phenotypic stability as much as possible, so it can be considered as another game player in the evolutionary process, ie, a stochastic Nash game of minimizing the maximum network evolution level caused by the worst environmental disturbances. Based on the nonlinear stochastic evolutionary game strategy, we find that some genetic variations can be used in natural selection to construct negative feedback loops, efficiently improving network robustness. This provides larger genetic robustness as a buffer against neutral genetic variations, as well as larger environmental robustness to resist environmental disturbances and maintain a network phenotypic traits in the evolutionary process. In this situation, the robust phenotypic traits of stochastic biological networks can be more frequently selected by natural selection in evolution. However, if the harbored neutral genetic variations are accumulated to a sufficiently large degree, and environmental disturbances are strong enough that the network robustness can no longer confer enough genetic robustness and environmental robustness, then the phenotype robustness might break down. In this case, a network phenotypic trait may be pushed from one equilibrium point to another, changing the phenotypic trait and starting a new phase of network evolution through the hidden neutral genetic variations harbored in network robustness by adaptive evolution. Further, the proposed evolutionary game is extended to an n-tuple evolutionary game of stochastic biological networks with m players (competitive populations) and k environmental dynamics. PMID:24558296

Stochastic multi-scale models of competition within heterogeneous cellular populations: Simulation methods and mean-field analysis.

PubMed

Cruz, Roberto de la; Guerrero, Pilar; Spill, Fabian; Alarcón, Tomás

2016-10-21

We propose a modelling framework to analyse the stochastic behaviour of heterogeneous, multi-scale cellular populations. We illustrate our methodology with a particular example in which we study a population with an oxygen-regulated proliferation rate. Our formulation is based on an age-dependent stochastic process. Cells within the population are characterised by their age (i.e. time elapsed since they were born). The age-dependent (oxygen-regulated) birth rate is given by a stochastic model of oxygen-dependent cell cycle progression. Once the birth rate is determined, we formulate an age-dependent birth-and-death process, which dictates the time evolution of the cell population. The population is under a feedback loop which controls its steady state size (carrying capacity): cells consume oxygen which in turn fuels cell proliferation. We show that our stochastic model of cell cycle progression allows for heterogeneity within the cell population induced by stochastic effects. Such heterogeneous behaviour is reflected in variations in the proliferation rate. Within this set-up, we have established three main results. First, we have shown that the age to the G1/S transition, which essentially determines the birth rate, exhibits a remarkably simple scaling behaviour. Besides the fact that this simple behaviour emerges from a rather complex model, this allows for a huge simplification of our numerical methodology. A further result is the observation that heterogeneous populations undergo an internal process of quasi-neutral competition. Finally, we investigated the effects of cell-cycle-phase dependent therapies (such as radiation therapy) on heterogeneous populations. In particular, we have studied the case in which the population contains a quiescent sub-population. Our mean-field analysis and numerical simulations confirm that, if the survival fraction of the therapy is too high, rescue of the quiescent population occurs. This gives rise to emergence of resistance to therapy since the rescued population is less sensitive to therapy. Copyright © 2016 The Authors. Published by Elsevier Ltd.. All rights reserved.

A stochastic regulator for integrated communication and control systems. I - Formulation of control law. II - Numerical analysis and simulation

NASA Technical Reports Server (NTRS)

Liou, Luen-Woei; Ray, Asok

1991-01-01

A state feedback control law for integrated communication and control systems (ICCS) is formulated by using the dynamic programming and optimality principle on a finite-time horizon. The control law is derived on the basis of a stochastic model of the plant which is augmented in state space to allow for the effects of randomly varying delays in the feedback loop. A numerical procedure for synthesizing the control parameters is then presented, and the performance of the control law is evaluated by simulating the flight dynamics model of an advanced aircraft. Finally, recommendations for future work are made.

Adaptive Fuzzy Output-Constrained Fault-Tolerant Control of Nonlinear Stochastic Large-Scale Systems With Actuator Faults.

PubMed

Li, Yongming; Ma, Zhiyao; Tong, Shaocheng

2017-09-01

The problem of adaptive fuzzy output-constrained tracking fault-tolerant control (FTC) is investigated for the large-scale stochastic nonlinear systems of pure-feedback form. The nonlinear systems considered in this paper possess the unstructured uncertainties, unknown interconnected terms and unknown nonaffine nonlinear faults. The fuzzy logic systems are employed to identify the unknown lumped nonlinear functions so that the problems of structured uncertainties can be solved. An adaptive fuzzy state observer is designed to solve the nonmeasurable state problem. By combining the barrier Lyapunov function theory, adaptive decentralized and stochastic control principles, a novel fuzzy adaptive output-constrained FTC approach is constructed. All the signals in the closed-loop system are proved to be bounded in probability and the system outputs are constrained in a given compact set. Finally, the applicability of the proposed controller is well carried out by a simulation example.

The effect of stochastic re-acceleration on the energy spectrum of shock-accelerated protons

DOE Office of Scientific and Technical Information (OSTI.GOV)

Afanasiev, Alexandr; Vainio, Rami; Kocharov, Leon

2014-07-20

The energy spectra of particles in gradual solar energetic particle (SEP) events do not always have a power-law form attributed to the diffusive shock acceleration mechanism. In particular, the observed spectra in major SEP events can take the form of a broken (double) power law. In this paper, we study the effect of a process that can modify the power-law spectral form produced by the diffusive shock acceleration: the stochastic re-acceleration of energetic protons by enhanced Alfvénic turbulence in the downstream region of a shock wave. There are arguments suggesting that this process can be important when the shock propagatesmore » in the corona. We consider a coronal magnetic loop traversed by a shock and perform Monte Carlo simulations of interactions of shock-accelerated protons with Alfvén waves in the loop. The wave-particle interactions are treated self-consistently, so the finiteness of the available turbulent energy is taken into account. The initial energy spectrum of particles is taken to be a power law. The simulations reveal that the stochastic re-acceleration leads either to the formation of a spectrum that is described in a wide energy range by a power law (although the resulting power-law index is different from the initial one) or to a broken power-law spectrum. The resulting spectral form is determined by the ratio of the energy density of shock-accelerated protons to the wave energy density in the shock's downstream region.« less

Exploring information transmission in gene networks using stochastic simulation and machine learning

NASA Astrophysics Data System (ADS)

Park, Kyemyung; Prüstel, Thorsten; Lu, Yong; Narayanan, Manikandan; Martins, Andrew; Tsang, John

How gene regulatory networks operate robustly despite environmental fluctuations and biochemical noise is a fundamental question in biology. Mathematically the stochastic dynamics of a gene regulatory network can be modeled using chemical master equation (CME), but nonlinearity and other challenges render analytical solutions of CMEs difficult to attain. While approaches of approximation and stochastic simulation have been devised for simple models, obtaining a more global picture of a system's behaviors in high-dimensional parameter space without simplifying the system substantially remains a major challenge. Here we present a new framework for understanding and predicting the behaviors of gene regulatory networks in the context of information transmission among genes. Our approach uses stochastic simulation of the network followed by machine learning of the mapping between model parameters and network phenotypes such as information transmission behavior. We also devised ways to visualize high-dimensional phase spaces in intuitive and informative manners. We applied our approach to several gene regulatory circuit motifs, including both feedback and feedforward loops, to reveal underexplored aspects of their operational behaviors. This work is supported by the Intramural Program of NIAID/NIH.

Frequency adaptation in controlled stochastic resonance utilizing delayed feedback method: two-pole approximation for response function.

PubMed

Tutu, Hiroki

2011-06-01

Stochastic resonance (SR) enhanced by time-delayed feedback control is studied. The system in the absence of control is described by a Langevin equation for a bistable system, and possesses a usual SR response. The control with the feedback loop, the delay time of which equals to one-half of the period (2π/Ω) of the input signal, gives rise to a noise-induced oscillatory switching cycle between two states in the output time series, while its average frequency is just smaller than Ω in a small noise regime. As the noise intensity D approaches an appropriate level, the noise constructively works to adapt the frequency of the switching cycle to Ω, and this changes the dynamics into a state wherein the phase of the output signal is entrained to that of the input signal from its phase slipped state. The behavior is characterized by power loss of the external signal or response function. This paper deals with the response function based on a dichotomic model. A method of delay-coordinate series expansion, which reduces a non-Markovian transition probability flux to a series of memory fluxes on a discrete delay-coordinate system, is proposed. Its primitive implementation suggests that the method can be a potential tool for a systematic analysis of SR phenomenon with delayed feedback loop. We show that a D-dependent behavior of poles of a finite Laplace transform of the response function qualitatively characterizes the structure of the power loss, and we also show analytical results for the correlation function and the power spectral density.

Fully probabilistic control for stochastic nonlinear control systems with input dependent noise.

PubMed

Herzallah, Randa

2015-03-01

Robust controllers for nonlinear stochastic systems with functional uncertainties can be consistently designed using probabilistic control methods. In this paper a generalised probabilistic controller design for the minimisation of the Kullback-Leibler divergence between the actual joint probability density function (pdf) of the closed loop control system, and an ideal joint pdf is presented emphasising how the uncertainty can be systematically incorporated in the absence of reliable systems models. To achieve this objective all probabilistic models of the system are estimated from process data using mixture density networks (MDNs) where all the parameters of the estimated pdfs are taken to be state and control input dependent. Based on this dependency of the density parameters on the input values, explicit formulations to the construction of optimal generalised probabilistic controllers are obtained through the techniques of dynamic programming and adaptive critic methods. Using the proposed generalised probabilistic controller, the conditional joint pdfs can be made to follow the ideal ones. A simulation example is used to demonstrate the implementation of the algorithm and encouraging results are obtained. Copyright © 2014 Elsevier Ltd. All rights reserved.

Magnetic location of C IV events in the quiet network

NASA Technical Reports Server (NTRS)

Porter, Jason G.; Reichmann, Ed J.; Moore, Ronald L.; Harvey, Karen L.

1986-01-01

Ultraviolet Spectrograph and Polarimeter (UVSP) observations of C IV intensity in the quiet sun were examined and compared to magnetograms and He I 10830 A spectroheliograms from Kitt Peak National Laboratory. The observations were made between 3 and 9 April, 1985. Spatially rastered UVSP intensity measurements were obtained at 11 wavelength positions in the 1548 A line of C IV. It was concluded that the stochastic process whereby convective shuffling of loop footprints leads to many topically dissipative events in active regions and the larger bipoles treated here continues to operate in regions of fewer, weaker flux loops, but the resulting events above threshold are less frequent.

Speed synchronization control for integrated automotive motor-transmission powertrain system with random delays

NASA Astrophysics Data System (ADS)

Zhu, Xiaoyuan; Zhang, Hui; Fang, Zongde

2015-12-01

This paper presents a robust speed synchronization controller design for an integrated motor-transmission powertrain system in which the driving motor and multi-gearbox are directly coupled. As the controller area network (CAN) is commonly used in the vehicle powertrain system, the possible network-induced random delays in both feedback and forward channel are considered and modeled by using two Markov chains in the controller design process. For the application perspective, the control law adopted here is a generalized proportional-integral (PI) control. By employing the system-augmentation technique, a delay-free stochastic closed-loop system is obtained and the generalized PI controller design problem is converted to a static output feedback (SOF) controller design problem. Since there are external disturbances involved in the closed-loop system, the energy-to-peak performance is considered to guarantee the robustness of the controller. And the controlled output is chosen as the speed synchronization error. To further improve the transient response of the closed-loop system, the pole placement is also employed in the energy-to-peak performance based speed synchronization control. The mode-dependent control gains are obtained by using an iterative linear matrix inequality (LMI) algorithm. Simulation results show the effectiveness of the proposed control approach.

NASA Radiation Track Image GUI for Assessing Space Radiation Biological Effects

NASA Technical Reports Server (NTRS)

Ponomarev, Artem L.; Cucinotta, Francis A.

2006-01-01

The high-charge high-energy (HZE) ion components of the galactic cosmic rays when compared to terrestrial forms of radiations present unique challenges to biological systems. In this paper we present a deoxyribonucleic acid (DNA) breakage model to visualize and analyze the impact of chromatin domains and DNA loops on clustering of DNA damage from X rays, protons, and HZE ions. Our model of DNA breakage is based on a stochastic process of DNA double-strand break (DSB) formulation that includes the amorphous model of the radiation track and a polymer model of DNA packed in the cell nucleus. Our model is a Monte-Carlo simulation based on a randomly located DSB cluster formulation that accomodates both high- and low-linear energy transfer radiations. We demonstrate that HZE ions have a strong impact on DSB clustering, both along the chromosome length and in the nucleus volume. The effects of chromosomal domains and DNA loops on the DSB fragment-size distribution and the spatial distribution of DSB in the nucleus were studied. We compare our model predictions with the spatial distribution of DSB obtained from experiments. The implications of our model predictions for radiation protection are discussed.

Autapse-induced multiple stochastic resonances in a modular neuronal network

NASA Astrophysics Data System (ADS)

Yang, XiaoLi; Yu, YanHu; Sun, ZhongKui

2017-08-01

This study investigates the nontrivial effects of autapse on stochastic resonance in a modular neuronal network subjected to bounded noise. The resonance effect of autapse is detected by imposing a self-feedback loop with autaptic strength and autaptic time delay to each constituent neuron. Numerical simulations have demonstrated that bounded noise with the proper level of amplitude can induce stochastic resonance; moreover, the noise induced resonance dynamics can be significantly shaped by the autapse. In detail, for a specific range of autaptic strength, multiple stochastic resonances can be induced when the autaptic time delays are appropriately adjusted. These appropriately adjusted delays are detected to nearly approach integer multiples of the period of the external weak signal when the autaptic strength is very near zero; otherwise, they do not match the period of the external weak signal when the autaptic strength is slightly greater than zero. Surprisingly, in both cases, the differences between arbitrary two adjacent adjusted autaptic delays are always approximately equal to the period of the weak signal. The phenomenon of autaptic delay induced multiple stochastic resonances is further confirmed to be robust against the period of the external weak signal and the intramodule probability of subnetwork. These findings could have important implications for weak signal detection and information propagation in realistic neural systems.

Experimental verification of a real-time tuning method of a model-based controller by perturbations to its poles

NASA Astrophysics Data System (ADS)

Kajiwara, Itsuro; Furuya, Keiichiro; Ishizuka, Shinichi

2018-07-01

Model-based controllers with adaptive design variables are often used to control an object with time-dependent characteristics. However, the controller's performance is influenced by many factors such as modeling accuracy and fluctuations in the object's characteristics. One method to overcome these negative factors is to tune model-based controllers. Herein we propose an online tuning method to maintain control performance for an object that exhibits time-dependent variations. The proposed method employs the poles of the controller as design variables because the poles significantly impact performance. Specifically, we use the simultaneous perturbation stochastic approximation (SPSA) to optimize a model-based controller with multiple design variables. Moreover, a vibration control experiment of an object with time-dependent characteristics as the temperature is varied demonstrates that the proposed method allows adaptive control and stably maintains the closed-loop characteristics.

Frequency-dependent dynamic magnetic properties of the Ising bilayer system consisting of spin-3/2 and spin-5/2 spins

NASA Astrophysics Data System (ADS)

Keskin, Mustafa; Ertaş, Mehmet

2018-04-01

Dynamic magnetic properties of the Ising bilayer system consisting of the mixed (3/2, 5/2) Ising spins with a crystal-field interaction in an oscillating field on a two-layer square lattice is studied by the use of dynamic mean-field theory based on the Glauber-type stochastic. Dynamic phase transition temperatures are obtained and dynamic phase diagrams are presented in three different planes. The frequency dependence of dynamic hysteresis loops is also investigated in detail. We compare the results with some available theoretical and experimental works and observe a quantitatively good agreement with some theoretical and experimental results.

Algorithmic commonalities in the parallel environment

NASA Technical Reports Server (NTRS)

Mcanulty, Michael A.; Wainer, Michael S.

1987-01-01

The ultimate aim of this project was to analyze procedures from substantially different application areas to discover what is either common or peculiar in the process of conversion to the Massively Parallel Processor (MPP). Three areas were identified: molecular dynamic simulation, production systems (rule systems), and various graphics and vision algorithms. To date, only selected graphics procedures have been investigated. They are the most readily available, and produce the most visible results. These include simple polygon patch rendering, raycasting against a constructive solid geometric model, and stochastic or fractal based textured surface algorithms. Only the simplest of conversion strategies, mapping a major loop to the array, has been investigated so far. It is not entirely satisfactory.

Path-integral methods for analyzing the effects of fluctuations in stochastic hybrid neural networks.

PubMed

Bressloff, Paul C

2015-01-01

We consider applications of path-integral methods to the analysis of a stochastic hybrid model representing a network of synaptically coupled spiking neuronal populations. The state of each local population is described in terms of two stochastic variables, a continuous synaptic variable and a discrete activity variable. The synaptic variables evolve according to piecewise-deterministic dynamics describing, at the population level, synapses driven by spiking activity. The dynamical equations for the synaptic currents are only valid between jumps in spiking activity, and the latter are described by a jump Markov process whose transition rates depend on the synaptic variables. We assume a separation of time scales between fast spiking dynamics with time constant [Formula: see text] and slower synaptic dynamics with time constant τ. This naturally introduces a small positive parameter [Formula: see text], which can be used to develop various asymptotic expansions of the corresponding path-integral representation of the stochastic dynamics. First, we derive a variational principle for maximum-likelihood paths of escape from a metastable state (large deviations in the small noise limit [Formula: see text]). We then show how the path integral provides an efficient method for obtaining a diffusion approximation of the hybrid system for small ϵ. The resulting Langevin equation can be used to analyze the effects of fluctuations within the basin of attraction of a metastable state, that is, ignoring the effects of large deviations. We illustrate this by using the Langevin approximation to analyze the effects of intrinsic noise on pattern formation in a spatially structured hybrid network. In particular, we show how noise enlarges the parameter regime over which patterns occur, in an analogous fashion to PDEs. Finally, we carry out a [Formula: see text]-loop expansion of the path integral, and use this to derive corrections to voltage-based mean-field equations, analogous to the modified activity-based equations generated from a neural master equation.

Stochastic cooling of bunched beams from fluctuation and kinetic theory

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chattopadhyay, S.

1982-09-01

A theoretical formalism for stochastic phase-space cooling of bunched beams in storage rings is developed on the dual basis of classical fluctuation theory and kinetic theory of many-body systems in phase-space. The physics is that of a collection of three-dimensional oscillators coupled via retarded nonconservative interactions determined by an electronic feedback loop. At the heart of the formulation is the existence of several disparate time-scales characterizing the cooling process. Both theoretical approaches describe the cooling process in the form of a Fokker-Planck transport equation in phase-space valid up to second order in the strength and first order in the auto-correlationmore » of the cooling signal. With neglect of the collective correlations induced by the feedback loop, identical expressions are obtained in both cases for the coherent damping and Schottky noise diffusion coefficients. These are expressed in terms of Fourier coefficients in a harmonic decomposition in angle of the generalized nonconservative cooling force written in canonical action-angle variables of the particles in six-dimensional phase-space. Comparison of analytic results to a numerical simulation study with 90 pseudo-particles in a model cooling system is presented.« less

Probabilistic Inference in General Graphical Models through Sampling in Stochastic Networks of Spiking Neurons

PubMed Central

Pecevski, Dejan; Buesing, Lars; Maass, Wolfgang

2011-01-01

An important open problem of computational neuroscience is the generic organization of computations in networks of neurons in the brain. We show here through rigorous theoretical analysis that inherent stochastic features of spiking neurons, in combination with simple nonlinear computational operations in specific network motifs and dendritic arbors, enable networks of spiking neurons to carry out probabilistic inference through sampling in general graphical models. In particular, it enables them to carry out probabilistic inference in Bayesian networks with converging arrows (“explaining away”) and with undirected loops, that occur in many real-world tasks. Ubiquitous stochastic features of networks of spiking neurons, such as trial-to-trial variability and spontaneous activity, are necessary ingredients of the underlying computational organization. We demonstrate through computer simulations that this approach can be scaled up to neural emulations of probabilistic inference in fairly large graphical models, yielding some of the most complex computations that have been carried out so far in networks of spiking neurons. PMID:22219717

Plasmids as stochastic model systems

NASA Astrophysics Data System (ADS)

Paulsson, Johan

2003-05-01

Plasmids are self-replicating gene clusters present in on average 2-100 copies per bacterial cell. To reduce random fluctuations and thereby avoid extinction, they ubiquitously autoregulate their own synthesis using negative feedback loops. Here I use van Kampen's Ω-expansion for a two-dimensional model of negative feedback including plasmids and ther replication inhibitors. This analytically summarizes the standard perspective on replication control -- including the effects of sensitivity amplification, exponential time-delays and noisy signaling. I further review the two most common molecular sensitivity mechanisms: multistep control and cooperativity. Finally, I discuss more controversial sensitivity schemes, such as noise-enhanced sensitivity, the exploitation of small-number combinatorics and double-layered feedback loops to suppress noise in disordered environments.

Bosonic Loop Diagrams as Perturbative Solutions of the Classical Field Equations in ϕ4-Theory

NASA Astrophysics Data System (ADS)

Finster, Felix; Tolksdorf, Jürgen

2012-05-01

Solutions of the classical ϕ4-theory in Minkowski space-time are analyzed in a perturbation expansion in the nonlinearity. Using the language of Feynman diagrams, the solution of the Cauchy problem is expressed in terms of tree diagrams which involve the retarded Green's function and have one outgoing leg. In order to obtain general tree diagrams, we set up a "classical measurement process" in which a virtual observer of a scattering experiment modifies the field and detects suitable energy differences. By adding a classical stochastic background field, we even obtain all loop diagrams. The expansions are compared with the standard Feynman diagrams of the corresponding quantum field theory.

Modern CACSD using the Robust-Control Toolbox

NASA Technical Reports Server (NTRS)

Chiang, Richard Y.; Safonov, Michael G.

1989-01-01

The Robust-Control Toolbox is a collection of 40 M-files which extend the capability of PC/PRO-MATLAB to do modern multivariable robust control system design. Included are robust analysis tools like singular values and structured singular values, robust synthesis tools like continuous/discrete H(exp 2)/H infinity synthesis and Linear Quadratic Gaussian Loop Transfer Recovery methods and a variety of robust model reduction tools such as Hankel approximation, balanced truncation and balanced stochastic truncation, etc. The capabilities of the toolbox are described and illustated with examples to show how easily they can be used in practice. Examples include structured singular value analysis, H infinity loop-shaping and large space structure model reduction.

Development of a Comprehensive Digital Avionics Curriculum for the Aeronautical Engineer

DTIC Science & Technology

2006-03-01

able to analyze and design aircraft and missile guidance and control systems, including feedback stabilization schemes and stochastic processes, using ...Uncertainty modeling for robust control; Robust closed-loop stability and performance; Robust H- infinity control; Robustness check using mu-analysis...Controlled feedback (reduces noise) 3. Statistical group response (reduce pressure toward conformity) When used as a tool to study a complex problem

Speckle-metric-optimization-based adaptive optics for laser beam projection and coherent beam combining.

PubMed

Vorontsov, Mikhail; Weyrauch, Thomas; Lachinova, Svetlana; Gatz, Micah; Carhart, Gary

2012-07-15

Maximization of a projected laser beam's power density at a remotely located extended object (speckle target) can be achieved by using an adaptive optics (AO) technique based on sensing and optimization of the target-return speckle field's statistical characteristics, referred to here as speckle metrics (SM). SM AO was demonstrated in a target-in-the-loop coherent beam combining experiment using a bistatic laser beam projection system composed of a coherent fiber-array transmitter and a power-in-the-bucket receiver. SM sensing utilized a 50 MHz rate dithering of the projected beam that provided a stair-mode approximation of the outgoing combined beam's wavefront tip and tilt with subaperture piston phases. Fiber-integrated phase shifters were used for both the dithering and SM optimization with stochastic parallel gradient descent control.

Study of a Simulation Tool to Determine Achievable Control Dynamics and Control Power Requirements with Perfect Tracking

NASA Technical Reports Server (NTRS)

Ostroff, Aaron J.

1998-01-01

This paper contains a study of two methods for use in a generic nonlinear simulation tool that could be used to determine achievable control dynamics and control power requirements while performing perfect tracking maneuvers over the entire flight envelope. The two methods are NDI (nonlinear dynamic inversion) and the SOFFT(Stochastic Optimal Feedforward and Feedback Technology) feedforward control structure. Equivalent discrete and continuous SOFFT feedforward controllers have been developed. These equivalent forms clearly show that the closed-loop plant model loop is a plant inversion and is the same as the NDI formulation. The main difference is that the NDI formulation has a closed-loop controller structure whereas SOFFT uses an open-loop command model. Continuous, discrete, and hybrid controller structures have been developed and integrated into the formulation. Linear simulation results show that seven different configurations all give essentially the same response, with the NDI hybrid being slightly different. The SOFFT controller gave better tracking performance compared to the NDI controller when a nonlinear saturation element was added. Future plans include evaluation using a nonlinear simulation.

A Model for the Epigenetic Switch Linking Inflammation to Cell Transformation: Deterministic and Stochastic Approaches

PubMed Central

Gérard, Claude; Gonze, Didier; Lemaigre, Frédéric; Novák, Béla

2014-01-01

Recently, a molecular pathway linking inflammation to cell transformation has been discovered. This molecular pathway rests on a positive inflammatory feedback loop between NF-κB, Lin28, Let-7 microRNA and IL6, which leads to an epigenetic switch allowing cell transformation. A transient activation of an inflammatory signal, mediated by the oncoprotein Src, activates NF-κB, which elicits the expression of Lin28. Lin28 decreases the expression of Let-7 microRNA, which results in higher level of IL6 than achieved directly by NF-κB. In turn, IL6 can promote NF-κB activation. Finally, IL6 also elicits the synthesis of STAT3, which is a crucial activator for cell transformation. Here, we propose a computational model to account for the dynamical behavior of this positive inflammatory feedback loop. By means of a deterministic model, we show that an irreversible bistable switch between a transformed and a non-transformed state of the cell is at the core of the dynamical behavior of the positive feedback loop linking inflammation to cell transformation. The model indicates that inhibitors (tumor suppressors) or activators (oncogenes) of this positive feedback loop regulate the occurrence of the epigenetic switch by modulating the threshold of inflammatory signal (Src) needed to promote cell transformation. Both stochastic simulations and deterministic simulations of a heterogeneous cell population suggest that random fluctuations (due to molecular noise or cell-to-cell variability) are able to trigger cell transformation. Moreover, the model predicts that oncogenes/tumor suppressors respectively decrease/increase the robustness of the non-transformed state of the cell towards random fluctuations. Finally, the model accounts for the potential effect of competing endogenous RNAs, ceRNAs, on the dynamics of the epigenetic switch. Depending on their microRNA targets, the model predicts that ceRNAs could act as oncogenes or tumor suppressors by regulating the occurrence of cell transformation. PMID:24499937

Time-varying delays compensation algorithm for powertrain active damping of an electrified vehicle equipped with an axle motor during regenerative braking

NASA Astrophysics Data System (ADS)

Zhang, Junzhi; Li, Yutong; Lv, Chen; Gou, Jinfang; Yuan, Ye

2017-03-01

The flexibility of the electrified powertrain system elicits a negative effect upon the cooperative control performance between regenerative and hydraulic braking and the active damping control performance. Meanwhile, the connections among sensors, controllers, and actuators are realized via network communication, i.e., controller area network (CAN), that introduces time-varying delays and deteriorates the control performances of the closed-loop control systems. As such, the goal of this paper is to develop a control algorithm to cope with all these challenges. To this end, the models of the stochastic network induced time-varying delays, based on a real in-vehicle network topology and on a flexible electrified powertrain, were firstly built. In order to further enhance the control performances of active damping and cooperative control of regenerative and hydraulic braking, the time-varying delays compensation algorithm for the electrified powertrain active damping during regenerative braking was developed based on a predictive scheme. The augmented system is constructed and the H∞ performance is analyzed. Based on this analysis, the control gains are derived by solving a nonlinear minimization problem. The simulations and hardware-in-loop (HIL) tests were carried out to validate the effectiveness of the developed algorithm. The test results show that the active damping and cooperative control performances are enhanced significantly.

Vibration energy harvesting with polyphase AC transducers

NASA Astrophysics Data System (ADS)

McCullagh, James J.; Scruggs, Jeffrey T.; Asai, Takehiko

2016-04-01

Three-phase transduction affords certain advantages in the efficient electromechanical conversion of energy, especially at higher power scales. This paper considers the use of a three-phase electric machine for harvesting energy from vibrations. We consider the use of vector control techniques, which are common in the area of industrial electronics, for optimizing the feedback loops in a stochastically-excited energy harvesting system. To do this, we decompose the problem into two separate feedback loops for direct and quadrature current components, and illustrate how each might be separately optimized to maximize power output. In a simple analytical example, we illustrate how these techniques might be used to gain insight into the tradeoffs in the design of the electronic hardware and the choice of bus voltage.

Mapping the architecture of the HIV-lTat circuit: A decision-making circuit that lacks bistability and exploits stochastic noise

PubMed Central

Razooky, Brandon S.; Weinberger, Leor S.

2014-01-01

Upon infection of a CD4+ T cell, HIV-l appears to ‘choose’ between two alternate fates: active replication or a long-lived dormant statetermed proviral latency. A transcriptional positive-feedback loop generated by the HIV-l Tat protein appears sufficient to mediate this decision. Here, we describea coupled wet-lab and computational approach that uses mathematical modeling and live-cell time-lapse microscopy to map the architecture of the HIV-l Tat transcriptional regulatorycircuit and generate predictive models of HIV-l latency. This approach provided the first characterization of a ‘decision-making’ circuit that lacks bistability andinstead exploits stochastic fluctuations in cellular molecules (i.e. noise) to generate a decision between an on or off transcriptional state. PMID:21167940

Stochastic dark energy from inflationary quantum fluctuations

NASA Astrophysics Data System (ADS)

Glavan, Dražen; Prokopec, Tomislav; Starobinsky, Alexei A.

2018-05-01

We study the quantum backreaction from inflationary fluctuations of a very light, non-minimally coupled spectator scalar and show that it is a viable candidate for dark energy. The problem is solved by suitably adapting the formalism of stochastic inflation. This allows us to self-consistently account for the backreaction on the background expansion rate of the Universe where its effects are large. This framework is equivalent to that of semiclassical gravity in which matter vacuum fluctuations are included at the one loop level, but purely quantum gravitational fluctuations are neglected. Our results show that dark energy in our model can be characterized by a distinct effective equation of state parameter (as a function of redshift) which allows for testing of the model at the level of the background.

Vehicle lateral motion regulation under unreliable communication links based on robust H∞ output-feedback control schema

NASA Astrophysics Data System (ADS)

Li, Cong; Jing, Hui; Wang, Rongrong; Chen, Nan

2018-05-01

This paper presents a robust control schema for vehicle lateral motion regulation under unreliable communication links via controller area network (CAN). The communication links between the system plant and the controller are assumed to be imperfect and therefore the data packet dropouts occur frequently. The paper takes the form of parallel distributed compensation and treats the dropouts as random binary numbers that form Bernoulli distribution. Both of the tire cornering stiffness uncertainty and external disturbances are considered to enhance the robustness of the controller. In addition, a robust H∞ static output-feedback control approach is proposed to realize the lateral motion control with relative low cost sensors. The stochastic stability of the closed-loop system and conservation of the guaranteed H∞ performance are investigated. Simulation results based on CarSim platform using a high-fidelity and full-car model verify the effectiveness of the proposed control approach.

Better Bet-Hedging with coupled positive and negative feedback loops

NASA Astrophysics Data System (ADS)

Narula, Jatin; Igoshin, Oleg

2011-03-01

Bacteria use the phenotypic heterogeneity associated with bistable switches to distribute the risk of activating stress response strategies like sporulation and persistence. However bistable switches offer little control over the timing of phenotype switching and first passage times (FPT) for individual cells are found to be exponentially distributed. We show that a genetic circuit consisting of interlinked positive and negative feedback loops allows cells to control the timing of phenotypic switching. Using a mathematical model we find that in this system a stable high expression state and stable low expression limit cycle coexist and the FPT distribution for stochastic transitions between them shows multiple peaks at regular intervals. A multimodal FPT distribution allows cells to detect the persistence of stress and control the rate of phenotype transition of the population. We further show that extracellular signals from cell-cell communication that change the strength of the feedback loops can modulate the FPT distribution and allow cells even greater control in a bet-hedging strategy.

An Optogenetic Platform for Real-Time, Single-Cell Interrogation of Stochastic Transcriptional Regulation.

PubMed

Rullan, Marc; Benzinger, Dirk; Schmidt, Gregor W; Milias-Argeitis, Andreas; Khammash, Mustafa

2018-05-17

Transcription is a highly regulated and inherently stochastic process. The complexity of signal transduction and gene regulation makes it challenging to analyze how the dynamic activity of transcriptional regulators affects stochastic transcription. By combining a fast-acting, photo-regulatable transcription factor with nascent RNA quantification in live cells and an experimental setup for precise spatiotemporal delivery of light inputs, we constructed a platform for the real-time, single-cell interrogation of transcription in Saccharomyces cerevisiae. We show that transcriptional activation and deactivation are fast and memoryless. By analyzing the temporal activity of individual cells, we found that transcription occurs in bursts, whose duration and timing are modulated by transcription factor activity. Using our platform, we regulated transcription via light-driven feedback loops at the single-cell level. Feedback markedly reduced cell-to-cell variability and led to qualitative differences in cellular transcriptional dynamics. Our platform establishes a flexible method for studying transcriptional dynamics in single cells. Copyright © 2018 The Authors. Published by Elsevier Inc. All rights reserved.

Analytically exploiting noise correlations inside the feedback loop to improve locked-oscillator performance.

PubMed

Sastrawan, J; Jones, C; Akhalwaya, I; Uys, H; Biercuk, M J

2016-08-01

We introduce concepts from optimal estimation to the stabilization of precision frequency standards limited by noisy local oscillators. We develop a theoretical framework casting various measures for frequency standard variance in terms of frequency-domain transfer functions, capturing the effects of feedback stabilization via a time series of Ramsey measurements. Using this framework, we introduce an optimized hybrid predictive feedforward measurement protocol that employs results from multiple past measurements and transfer-function-based calculations of measurement covariance to improve the accuracy of corrections within the feedback loop. In the presence of common non-Markovian noise processes these measurements will be correlated in a calculable manner, providing a means to capture the stochastic evolution of the local oscillator frequency during the measurement cycle. We present analytic calculations and numerical simulations of oscillator performance under competing feedback schemes and demonstrate benefits in both correction accuracy and long-term oscillator stability using hybrid feedforward. Simulations verify that in the presence of uncompensated dead time and noise with significant spectral weight near the inverse cycle time predictive feedforward outperforms traditional feedback, providing a path towards developing a class of stabilization software routines for frequency standards limited by noisy local oscillators.

Economic-Oriented Stochastic Optimization in Advanced Process Control of Chemical Processes

PubMed Central

Dobos, László; Király, András; Abonyi, János

2012-01-01

Finding the optimal operating region of chemical processes is an inevitable step toward improving economic performance. Usually the optimal operating region is situated close to process constraints related to product quality or process safety requirements. Higher profit can be realized only by assuring a relatively low frequency of violation of these constraints. A multilevel stochastic optimization framework is proposed to determine the optimal setpoint values of control loops with respect to predetermined risk levels, uncertainties, and costs of violation of process constraints. The proposed framework is realized as direct search-type optimization of Monte-Carlo simulation of the controlled process. The concept is illustrated throughout by a well-known benchmark problem related to the control of a linear dynamical system and the model predictive control of a more complex nonlinear polymerization process. PMID:23213298

Constraints on cosmic strings using data from the first Advanced LIGO observing run

NASA Astrophysics Data System (ADS)

Abbott, B. P.; Abbott, R.; Abbott, T. D.; Acernese, F.; Ackley, K.; Adams, C.; Adams, T.; Addesso, P.; Adhikari, R. X.; Adya, V. B.; Affeldt, C.; Afrough, M.; Agarwal, B.; Agathos, M.; Agatsuma, K.; Aggarwal, N.; Aguiar, O. D.; Aiello, L.; Ain, A.; Ajith, P.; Allen, B.; Allen, G.; Allocca, A.; Altin, P. A.; Amato, A.; Ananyeva, A.; Anderson, S. B.; Anderson, W. G.; Antier, S.; Appert, S.; Arai, K.; Araya, M. C.; Areeda, J. S.; Arnaud, N.; Arun, K. G.; Ascenzi, S.; Ashton, G.; Ast, M.; Aston, S. M.; Astone, P.; Aufmuth, P.; Aulbert, C.; AultONeal, K.; Avila-Alvarez, A.; Babak, S.; Bacon, P.; Bader, M. K. M.; Bae, S.; Baker, P. T.; Baldaccini, F.; Ballardin, G.; Ballmer, S. W.; Banagiri, S.; Barayoga, J. C.; Barclay, S. E.; Barish, B. C.; Barker, D.; Barone, F.; Barr, B.; Barsotti, L.; Barsuglia, M.; Barta, D.; Bartlett, J.; Bartos, I.; Bassiri, R.; Basti, A.; Batch, J. C.; Baune, C.; Bawaj, M.; Bazzan, M.; Bécsy, B.; Beer, C.; Bejger, M.; Belahcene, I.; Bell, A. S.; Berger, B. K.; Bergmann, G.; Berry, C. P. L.; Bersanetti, D.; Bertolini, A.; Betzwieser, J.; Bhagwat, S.; Bhandare, R.; Bilenko, I. A.; Billingsley, G.; Billman, C. R.; Birch, J.; Birney, R.; Birnholtz, O.; Biscans, S.; Bisht, A.; Bitossi, M.; Biwer, C.; Bizouard, M. A.; Blackburn, J. K.; Blackman, J.; Blair, C. D.; Blair, D. G.; Blair, R. M.; Bloemen, S.; Bock, O.; Bode, N.; Boer, M.; Bogaert, G.; Bohe, A.; Bondu, F.; Bonnand, R.; Boom, B. A.; Bork, R.; Boschi, V.; Bose, S.; Bouffanais, Y.; Bozzi, A.; Bradaschia, C.; Brady, P. R.; Braginsky, V. B.; Branchesi, M.; Brau, J. E.; Briant, T.; Brillet, A.; Brinkmann, M.; Brisson, V.; Brockill, P.; Broida, J. E.; Brooks, A. F.; Brown, D. A.; Brown, D. D.; Brown, N. M.; Brunett, S.; Buchanan, C. C.; Buikema, A.; Bulik, T.; Bulten, H. J.; Buonanno, A.; Buskulic, D.; Buy, C.; Byer, R. L.; Cabero, M.; Cadonati, L.; Cagnoli, G.; Cahillane, C.; Calderón Bustillo, J.; Callister, T. A.; Calloni, E.; Camp, J. B.; Canepa, M.; Canizares, P.; Cannon, K. C.; Cao, H.; Cao, J.; Capano, C. D.; Capocasa, E.; Carbognani, F.; Caride, S.; Carney, M. F.; Casanueva Diaz, J.; Casentini, C.; Caudill, S.; Cavaglià, M.; Cavalier, F.; Cavalieri, R.; Cella, G.; Cepeda, C. B.; Cerboni Baiardi, L.; Cerretani, G.; Cesarini, E.; Chamberlin, S. J.; Chan, M.; Chao, S.; Charlton, P.; Chassande-Mottin, E.; Chatterjee, D.; Cheeseboro, B. D.; Chen, H. Y.; Chen, Y.; Cheng, H.-P.; Chincarini, A.; Chiummo, A.; Chmiel, T.; Cho, H. S.; Cho, M.; Chow, J. H.; Christensen, N.; Chu, Q.; Chua, A. J. K.; Chua, S.; Chung, A. K. W.; Chung, S.; Ciani, G.; Ciolfi, R.; Cirelli, C. E.; Cirone, A.; Clara, F.; Clark, J. A.; Cleva, F.; Cocchieri, C.; Coccia, E.; Cohadon, P.-F.; Colla, A.; Collette, C. G.; Cominsky, L. R.; Constancio, M.; Conti, L.; Cooper, S. J.; Corban, P.; Corbitt, T. R.; Corley, K. R.; Cornish, N.; Corsi, A.; Cortese, S.; Costa, C. A.; Coughlin, M. W.; Coughlin, S. B.; Coulon, J.-P.; Countryman, S. T.; Couvares, P.; Covas, P. B.; Cowan, E. E.; Coward, D. M.; Cowart, M. J.; Coyne, D. C.; Coyne, R.; Creighton, J. D. E.; Creighton, T. D.; Cripe, J.; Crowder, S. G.; Cullen, T. J.; Cumming, A.; Cunningham, L.; Cuoco, E.; Dal Canton, T.; Danilishin, S. L.; D'Antonio, S.; Danzmann, K.; Dasgupta, A.; Da Silva Costa, C. F.; Dattilo, V.; Dave, I.; Davier, M.; Davis, D.; Daw, E. J.; Day, B.; De, S.; DeBra, D.; Degallaix, J.; De Laurentis, M.; Deléglise, S.; Del Pozzo, W.; Denker, T.; Dent, T.; Dergachev, V.; De Rosa, R.; DeRosa, R. T.; DeSalvo, R.; Devenson, J.; Devine, R. C.; Dhurandhar, S.; Díaz, M. C.; Di Fiore, L.; Di Giovanni, M.; Di Girolamo, T.; Di Lieto, A.; Di Pace, S.; Di Palma, I.; Di Renzo, F.; Doctor, Z.; Dolique, V.; Donovan, F.; Dooley, K. L.; Doravari, S.; Dorrington, I.; Douglas, R.; Dovale Álvarez, M.; Downes, T. P.; Drago, M.; Drever, R. W. P.; Driggers, J. C.; Du, Z.; Ducrot, M.; Duncan, J.; Dwyer, S. E.; Edo, T. B.; Edwards, M. C.; Effler, A.; Eggenstein, H.-B.; Ehrens, P.; Eichholz, J.; Eikenberry, S. S.; Eisenstein, R. A.; Essick, R. C.; Etienne, Z. B.; Etzel, T.; Evans, M.; Evans, T. M.; Factourovich, M.; Fafone, V.; Fair, H.; Fairhurst, S.; Fan, X.; Farinon, S.; Farr, B.; Farr, W. M.; Fauchon-Jones, E. J.; Favata, M.; Fays, M.; Fehrmann, H.; Feicht, J.; Fejer, M. M.; Fernandez-Galiana, A.; Ferrante, I.; Ferreira, E. C.; Ferrini, F.; Fidecaro, F.; Fiori, I.; Fiorucci, D.; Fisher, R. P.; Fitz-Axen, M.; Flaminio, R.; Fletcher, M.; Fong, H.; Forsyth, P. W. F.; Forsyth, S. S.; Fournier, J.-D.; Frasca, S.; Frasconi, F.; Frei, Z.; Freise, A.; Frey, R.; Frey, V.; Fries, E. M.; Fritschel, P.; Frolov, V. V.; Fulda, P.; Fyffe, M.; Gabbard, H.; Gabel, M.; Gadre, B. U.; Gaebel, S. M.; Gair, J. R.; Gammaitoni, L.; Ganija, M. R.; Gaonkar, S. G.; Garufi, F.; Gaudio, S.; Gaur, G.; Gayathri, V.; Gehrels, N.; Gemme, G.; Genin, E.; Gennai, A.; George, D.; George, J.; Gergely, L.; Germain, V.; Ghonge, S.; Ghosh, Abhirup; Ghosh, Archisman; Ghosh, S.; Giaime, J. A.; Giardina, K. D.; Giazotto, A.; Gill, K.; Glover, L.; Goetz, E.; Goetz, R.; Gomes, S.; González, G.; Gonzalez Castro, J. M.; Gopakumar, A.; Gorodetsky, M. L.; Gossan, S. E.; Gosselin, M.; Gouaty, R.; Grado, A.; Graef, C.; Granata, M.; Grant, A.; Gras, S.; Gray, C.; Greco, G.; Green, A. C.; Groot, P.; Grote, H.; Grunewald, S.; Gruning, P.; Guidi, G. M.; Guo, X.; Gupta, A.; Gupta, M. K.; Gushwa, K. E.; Gustafson, E. K.; Gustafson, R.; Hall, B. R.; Hall, E. D.; Hammond, G.; Haney, M.; Hanke, M. M.; Hanks, J.; Hanna, C.; Hannam, M. D.; Hannuksela, O. A.; Hanson, J.; Hardwick, T.; Harms, J.; Harry, G. M.; Harry, I. W.; Hart, M. J.; Haster, C.-J.; Haughian, K.; Healy, J.; Heidmann, A.; Heintze, M. C.; Heitmann, H.; Hello, P.; Hemming, G.; Hendry, M.; Heng, I. S.; Hennig, J.; Henry, J.; Heptonstall, A. W.; Heurs, M.; Hild, S.; Hoak, D.; Hofman, D.; Holt, K.; Holz, D. E.; Hopkins, P.; Horst, C.; Hough, J.; Houston, E. A.; Howell, E. J.; Hu, Y. M.; Huerta, E. A.; Huet, D.; Hughey, B.; Husa, S.; Huttner, S. H.; Huynh-Dinh, T.; Indik, N.; Ingram, D. R.; Inta, R.; Intini, G.; Isa, H. N.; Isac, J.-M.; Isi, M.; Iyer, B. R.; Izumi, K.; Jacqmin, T.; Jani, K.; Jaranowski, P.; Jawahar, S.; Jiménez-Forteza, F.; Johnson, W. W.; Jones, D. I.; Jones, R.; Jonker, R. J. G.; Ju, L.; Junker, J.; Kalaghatgi, C. V.; Kalogera, V.; Kandhasamy, S.; Kang, G.; Kanner, J. B.; Karki, S.; Karvinen, K. S.; Kasprzack, M.; Katolik, M.; Katsavounidis, E.; Katzman, W.; Kaufer, S.; Kawabe, K.; Kéfélian, F.; Keitel, D.; Kemball, A. J.; Kennedy, R.; Kent, C.; Key, J. S.; Khalili, F. Y.; Khan, I.; Khan, S.; Khan, Z.; Khazanov, E. A.; Kijbunchoo, N.; Kim, Chunglee; Kim, J. C.; Kim, W.; Kim, W. S.; Kim, Y.-M.; Kimbrell, S. J.; King, E. J.; King, P. J.; Kirchhoff, R.; Kissel, J. S.; Kleybolte, L.; Klimenko, S.; Koch, P.; Koehlenbeck, S. M.; Koley, S.; Kondrashov, V.; Kontos, A.; Korobko, M.; Korth, W. Z.; Kowalska, I.; Kozak, D. B.; Krämer, C.; Kringel, V.; Krishnan, B.; Królak, A.; Kuehn, G.; Kumar, P.; Kumar, R.; Kumar, S.; Kuo, L.; Kutynia, A.; Kwang, S.; Lackey, B. D.; Lai, K. H.; Landry, M.; Lang, R. N.; Lange, J.; Lantz, B.; Lanza, R. K.; Lartaux-Vollard, A.; Lasky, P. D.; Laxen, M.; Lazzarini, A.; Lazzaro, C.; Leaci, P.; Leavey, S.; Lee, C. H.; Lee, H. K.; Lee, H. M.; Lee, H. W.; Lee, K.; Lehmann, J.; Lenon, A.; Leonardi, M.; Leroy, N.; Letendre, N.; Levin, Y.; Li, T. G. F.; Libson, A.; Littenberg, T. B.; Liu, J.; Lo, R. K. L.; Lockerbie, N. A.; London, L. T.; Lord, J. E.; Lorenzini, M.; Loriette, V.; Lormand, M.; Losurdo, G.; Lough, J. D.; Lousto, C. O.; Lovelace, G.; Lück, H.; Lumaca, D.; Lundgren, A. P.; Lynch, R.; Ma, Y.; Macfoy, S.; Machenschalk, B.; MacInnis, M.; Macleod, D. M.; Magaña Hernandez, I.; Magaña-Sandoval, F.; Magaña Zertuche, L.; Magee, R. M.; Majorana, E.; Maksimovic, I.; Man, N.; Mandic, V.; Mangano, V.; Mansell, G. L.; Manske, M.; Mantovani, M.; Marchesoni, F.; Marion, F.; Márka, S.; Márka, Z.; Markakis, C.; Markosyan, A. S.; Maros, E.; Martelli, F.; Martellini, L.; Martin, I. W.; Martynov, D. V.; Mason, K.; Masserot, A.; Massinger, T. J.; Masso-Reid, M.; Mastrogiovanni, S.; Matas, A.; Matichard, F.; Matone, L.; Mavalvala, N.; Mazumder, N.; McCarthy, R.; McClelland, D. E.; McCormick, S.; McCuller, L.; McGuire, S. C.; McIntyre, G.; McIver, J.; McManus, D. J.; McRae, T.; McWilliams, S. T.; Meacher, D.; Meadors, G. D.; Meidam, J.; Mejuto-Villa, E.; Melatos, A.; Mendell, G.; Mercer, R. A.; Merilh, E. L.; Merzougui, M.; Meshkov, S.; Messenger, C.; Messick, C.; Metzdorff, R.; Meyers, P. M.; Mezzani, F.; Miao, H.; Michel, C.; Middleton, H.; Mikhailov, E. E.; Milano, L.; Miller, A. L.; Miller, A.; Miller, B. B.; Miller, J.; Millhouse, M.; Minazzoli, O.; Minenkov, Y.; Ming, J.; Mishra, C.; Mitra, S.; Mitrofanov, V. P.; Mitselmakher, G.; Mittleman, R.; Moggi, A.; Mohan, M.; Mohapatra, S. R. P.; Montani, M.; Moore, B. C.; Moore, C. J.; Moraru, D.; Moreno, G.; Morriss, S. R.; Mours, B.; Mow-Lowry, C. M.; Mueller, G.; Muir, A. W.; Mukherjee, Arunava; Mukherjee, D.; Mukherjee, S.; Mukund, N.; Mullavey, A.; Munch, J.; Muniz, E. A. M.; Murray, P. G.; Napier, K.; Nardecchia, I.; Naticchioni, L.; Nayak, R. K.; Nelemans, G.; Nelson, T. J. N.; Neri, M.; Nery, M.; Neunzert, A.; Newport, J. M.; Newton, G.; Ng, K. K. Y.; Nguyen, T. T.; Nichols, D.; Nielsen, A. B.; Nissanke, S.; Nitz, A.; Noack, A.; Nocera, F.; Nolting, D.; Normandin, M. E. N.; Nuttall, L. K.; Oberling, J.; Ochsner, E.; Oelker, E.; Ogin, G. H.; Oh, J. J.; Oh, S. H.; Ohme, F.; Oliver, M.; Oppermann, P.; Oram, Richard J.; O'Reilly, B.; Ormiston, R.; Ortega, L. F.; O'Shaughnessy, R.; Ottaway, D. J.; Overmier, H.; Owen, B. J.; Pace, A. E.; Page, J.; Page, M. A.; Pai, A.; Pai, S. A.; Palamos, J. R.; Palashov, O.; Palomba, C.; Pal-Singh, A.; Pan, H.; Pang, B.; Pang, P. T. H.; Pankow, C.; Pannarale, F.; Pant, B. C.; Paoletti, F.; Paoli, A.; Papa, M. A.; Paris, H. R.; Parker, W.; Pascucci, D.; Pasqualetti, A.; Passaquieti, R.; Passuello, D.; Patricelli, B.; Pearlstone, B. L.; Pedraza, M.; Pedurand, R.; Pekowsky, L.; Pele, A.; Penn, S.; Perez, C. J.; Perreca, A.; Perri, L. M.; Pfeiffer, H. P.; Phelps, M.; Piccinni, O. J.; Pichot, M.; Piergiovanni, F.; Pierro, V.; Pillant, G.; Pinard, L.; Pinto, I. M.; Pitkin, M.; Poggiani, R.; Popolizio, P.; Porter, E. K.; Post, A.; Powell, J.; Prasad, J.; Pratt, J. W. W.; Predoi, V.; Prestegard, T.; Prijatelj, M.; Principe, M.; Privitera, S.; Prix, R.; Prodi, G. A.; Prokhorov, L. G.; Puncken, O.; Punturo, M.; Puppo, P.; Pürrer, M.; Qi, H.; Qin, J.; Qiu, S.; Quetschke, V.; Quintero, E. A.; Quitzow-James, R.; Raab, F. J.; Rabeling, D. S.; Radkins, H.; Raffai, P.; Raja, S.; Rajan, C.; Rakhmanov, M.; Ramirez, K. E.; Rapagnani, P.; Raymond, V.; Razzano, M.; Read, J.; Regimbau, T.; Rei, L.; Reid, S.; Reitze, D. H.; Rew, H.; Reyes, S. D.; Ricci, F.; Ricker, P. M.; Rieger, S.; Riles, K.; Rizzo, M.; Robertson, N. A.; Robie, R.; Robinet, F.; Rocchi, A.; Rolland, L.; Rollins, J. G.; Roma, V. J.; Romano, J. D.; Romano, R.; Romel, C. L.; Romie, J. H.; Rosińska, D.; Ross, M. P.; Rowan, S.; Rüdiger, A.; Ruggi, P.; Ryan, K.; Sachdev, S.; Sadecki, T.; Sadeghian, L.; Sakellariadou, M.; Salconi, L.; Saleem, M.; Salemi, F.; Samajdar, A.; Sammut, L.; Sampson, L. M.; Sanchez, E. J.; Sandberg, V.; Sandeen, B.; Sanders, J. R.; Sassolas, B.; Saulson, P. R.; Sauter, O.; Savage, R. L.; Sawadsky, A.; Schale, P.; Scheuer, J.; Schmidt, E.; Schmidt, J.; Schmidt, P.; Schnabel, R.; Schofield, R. M. S.; Schönbeck, A.; Schreiber, E.; Schuette, D.; Schulte, B. W.; Schutz, B. F.; Schwalbe, S. G.; Scott, J.; Scott, S. M.; Seidel, E.; Sellers, D.; Sengupta, A. S.; Sentenac, D.; Sequino, V.; Sergeev, A.; Shaddock, D. A.; Shaffer, T. J.; Shah, A. A.; Shahriar, M. S.; Shao, L.; Shapiro, B.; Shawhan, P.; Sheperd, A.; Shoemaker, D. H.; Shoemaker, D. M.; Siellez, K.; Siemens, X.; Sieniawska, M.; Sigg, D.; Silva, A. D.; Singer, A.; Singer, L. P.; Singh, A.; Singh, R.; Singhal, A.; Sintes, A. M.; Slagmolen, B. J. J.; Smith, B.; Smith, J. R.; Smith, R. J. E.; Son, E. J.; Sonnenberg, J. A.; Sorazu, B.; Sorrentino, F.; Souradeep, T.; Spencer, A. P.; Srivastava, A. K.; Staley, A.; Steer, D. A.; Steinke, M.; Steinlechner, J.; Steinlechner, S.; Steinmeyer, D.; Stephens, B. C.; Stone, R.; Strain, K. A.; Stratta, G.; Strigin, S. E.; Sturani, R.; Stuver, A. L.; Summerscales, T. Z.; Sun, L.; Sunil, S.; Sutton, P. J.; Swinkels, B. L.; Szczepańczyk, M. J.; Tacca, M.; Talukder, D.; Tanner, D. B.; Tápai, M.; Taracchini, A.; Taylor, J. A.; Taylor, R.; Theeg, T.; Thomas, E. G.; Thomas, M.; Thomas, P.; Thorne, K. A.; Thorne, K. S.; Thrane, E.; Tiwari, S.; Tiwari, V.; Tokmakov, K. V.; Toland, K.; Tonelli, M.; Tornasi, Z.; Torrie, C. I.; Töyrä, D.; Travasso, F.; Traylor, G.; Trifirò, D.; Trinastic, J.; Tringali, M. C.; Trozzo, L.; Tsang, K. W.; Tse, M.; Tso, R.; Tuyenbayev, D.; Ueno, K.; Ugolini, D.; Unnikrishnan, C. S.; Urban, A. L.; Usman, S. A.; Vahlbruch, H.; Vajente, G.; Valdes, G.; Vallisneri, M.; van Bakel, N.; van Beuzekom, M.; van den Brand, J. F. J.; Van Den Broeck, C.; Vander-Hyde, D. C.; van der Schaaf, L.; van Heijningen, J. V.; van Veggel, A. A.; Vardaro, M.; Varma, V.; Vass, S.; Vasúth, M.; Vecchio, A.; Vedovato, G.; Veitch, J.; Veitch, P. J.; Venkateswara, K.; Venugopalan, G.; Verkindt, D.; Vetrano, F.; Viceré, A.; Viets, A. D.; Vinciguerra, S.; Vine, D. J.; Vinet, J.-Y.; Vitale, S.; Vo, T.; Vocca, H.; Vorvick, C.; Voss, D. V.; Vousden, W. D.; Vyatchanin, S. P.; Wade, A. R.; Wade, L. E.; Wade, M.; Walet, R.; Walker, M.; Wallace, L.; Walsh, S.; Wang, G.; Wang, H.; Wang, J. Z.; Wang, M.; Wang, Y.-F.; Wang, Y.; Ward, R. L.; Warner, J.; Was, M.; Watchi, J.; Weaver, B.; Wei, L.-W.; Weinert, M.; Weinstein, A. J.; Weiss, R.; Wen, L.; Wessel, E. K.; Weßels, P.; Westphal, T.; Wette, K.; Whelan, J. T.; Whiting, B. F.; Whittle, C.; Williams, D.; Williams, R. D.; Williamson, A. R.; Willis, J. L.; Willke, B.; Wimmer, M. H.; Winkler, W.; Wipf, C. C.; Wittel, H.; Woan, G.; Woehler, J.; Wofford, J.; Wong, K. W. K.; Worden, J.; Wright, J. L.; Wu, D. S.; Wu, G.; Yam, W.; Yamamoto, H.; Yancey, C. C.; Yap, M. J.; Yu, Hang; Yu, Haocun; Yvert, M.; ZadroŻny, A.; Zanolin, M.; Zelenova, T.; Zendri, J.-P.; Zevin, M.; Zhang, L.; Zhang, M.; Zhang, T.; Zhang, Y.-H.; Zhao, C.; Zhou, M.; Zhou, Z.; Zhu, S. J.; Zhu, X. J.; Zucker, M. E.; Zweizig, J.; LIGO Scientific Collaboration; Virgo Collaboration

2018-05-01

Cosmic strings are topological defects which can be formed in grand unified theory scale phase transitions in the early universe. They are also predicted to form in the context of string theory. The main mechanism for a network of Nambu-Goto cosmic strings to lose energy is through the production of loops and the subsequent emission of gravitational waves, thus offering an experimental signature for the existence of cosmic strings. Here we report on the analysis conducted to specifically search for gravitational-wave bursts from cosmic string loops in the data of Advanced LIGO 2015-2016 observing run (O1). No evidence of such signals was found in the data, and as a result we set upper limits on the cosmic string parameters for three recent loop distribution models. In this paper, we initially derive constraints on the string tension G μ and the intercommutation probability, using not only the burst analysis performed on the O1 data set but also results from the previously published LIGO stochastic O1 analysis, pulsar timing arrays, cosmic microwave background and big-bang nucleosynthesis experiments. We show that these data sets are complementary in that they probe gravitational waves produced by cosmic string loops during very different epochs. Finally, we show that the data sets exclude large parts of the parameter space of the three loop distribution models we consider.

A Rigorous Temperature-Dependent Stochastic Modelling and Testing for MEMS-Based Inertial Sensor Errors.

PubMed

El-Diasty, Mohammed; Pagiatakis, Spiros

2009-01-01

In this paper, we examine the effect of changing the temperature points on MEMS-based inertial sensor random error. We collect static data under different temperature points using a MEMS-based inertial sensor mounted inside a thermal chamber. Rigorous stochastic models, namely Autoregressive-based Gauss-Markov (AR-based GM) models are developed to describe the random error behaviour. The proposed AR-based GM model is initially applied to short stationary inertial data to develop the stochastic model parameters (correlation times). It is shown that the stochastic model parameters of a MEMS-based inertial unit, namely the ADIS16364, are temperature dependent. In addition, field kinematic test data collected at about 17 °C are used to test the performance of the stochastic models at different temperature points in the filtering stage using Unscented Kalman Filter (UKF). It is shown that the stochastic model developed at 20 °C provides a more accurate inertial navigation solution than the ones obtained from the stochastic models developed at -40 °C, -20 °C, 0 °C, +40 °C, and +60 °C. The temperature dependence of the stochastic model is significant and should be considered at all times to obtain optimal navigation solution for MEMS-based INS/GPS integration.

Perspectives on scaling and multiscaling in passive scalar turbulence

NASA Astrophysics Data System (ADS)

Banerjee, Tirthankar; Basu, Abhik

2018-05-01

We revisit the well-known problem of multiscaling in substances passively advected by homogeneous and isotropic turbulent flows or passive scalar turbulence. To that end we propose a two-parameter continuum hydrodynamic model for an advected substance concentration θ , parametrized jointly by y and y ¯, that characterize the spatial scaling behavior of the variances of the advecting stochastic velocity and the stochastic additive driving force, respectively. We analyze it within a one-loop dynamic renormalization group method to calculate the multiscaling exponents of the equal-time structure functions of θ . We show how the interplay between the advective velocity and the additive force may lead to simple scaling or multiscaling. In one limit, our results reduce to the well-known results from the Kraichnan model for passive scalar. Our framework of analysis should be of help for analytical approaches for the still intractable problem of fluid turbulence itself.

Effect of the Potential Shape on the Stochastic Resonance Processes

NASA Astrophysics Data System (ADS)

Kenmoé, G. Djuidjé; Ngouongo, Y. J. Wadop; Kofané, T. C.

2015-10-01

The stochastic resonance (SR) induced by periodic signal and white noises in a periodic nonsinusoidal potential is investigated. This phenomenon is studied as a function of the friction coefficient as well as the shape of the potential. It is done through an investigation of the hysteresis loop area which is equivalent to the input energy lost by the system to the environment per period of the external force. SR is evident in some range of the shape parameter of the potential, but cannot be observed in the other range. Specially, variation of the shape potential affects significantly and not trivially the heigh of the potential barrier in the Kramers rate as well as the occurrence of SR. The finding results show crucial dependence of the temperature of occurrence of SR on the shape of the potential. It is noted that the maximum of the input energy generally decreases when the friction coefficient is increased.

Decentralized adaptive neural control for high-order interconnected stochastic nonlinear time-delay systems with unknown system dynamics.

PubMed

Si, Wenjie; Dong, Xunde; Yang, Feifei

2018-03-01

This paper is concerned with the problem of decentralized adaptive backstepping state-feedback control for uncertain high-order large-scale stochastic nonlinear time-delay systems. For the control design of high-order large-scale nonlinear systems, only one adaptive parameter is constructed to overcome the over-parameterization, and neural networks are employed to cope with the difficulties raised by completely unknown system dynamics and stochastic disturbances. And then, the appropriate Lyapunov-Krasovskii functional and the property of hyperbolic tangent functions are used to deal with the unknown unmatched time-delay interactions of high-order large-scale systems for the first time. At last, on the basis of Lyapunov stability theory, the decentralized adaptive neural controller was developed, and it decreases the number of learning parameters. The actual controller can be designed so as to ensure that all the signals in the closed-loop system are semi-globally uniformly ultimately bounded (SGUUB) and the tracking error converges in the small neighborhood of zero. The simulation example is used to further show the validity of the design method. Copyright © 2018 Elsevier Ltd. All rights reserved.

Identifying Functional Mechanisms of Gene and Protein Regulatory Networks in Response to a Broader Range of Environmental Stresses

PubMed Central

Li, Cheng-Wei; Chen, Bor-Sen

2010-01-01

Cellular responses to sudden environmental stresses or physiological changes provide living organisms with the opportunity for final survival and further development. Therefore, it is an important topic to understand protective mechanisms against environmental stresses from the viewpoint of gene and protein networks. We propose two coupled nonlinear stochastic dynamic models to reconstruct stress-activated gene and protein regulatory networks via microarray data in response to environmental stresses. According to the reconstructed gene/protein networks, some possible mutual interactions, feedforward and feedback loops are found for accelerating response and filtering noises in these signaling pathways. A bow-tie core network is also identified to coordinate mutual interactions and feedforward loops, feedback inhibitions, feedback activations, and cross talks to cope efficiently with a broader range of environmental stresses with limited proteins and pathways. PMID:20454442

Robust output feedback H∞ control for networked control systems based on the occurrence probabilities of time delays

NASA Astrophysics Data System (ADS)

Guo, Chenyu; Zhang, Weidong; Bao, Jie

2012-02-01

This article is concerned with the problem of robust H ∞ output feedback control for a kind of networked control systems with time-varying network-induced delays. Instead of using boundaries of time delays to represent all time delays, the occurrence probability of each time delay is considered in H∞ stability analysis and stabilisation. The problem addressed is the design of an output feedback controller such that, for all admissible uncertainties, the resulting closed-loop system is stochastically stable for the zero disturbance input and also simultaneously achieves a prescribed H∞ performance level. It is shown that less conservativeness is obtained. A set of linear matrix inequalities is given to solve the corresponding controller design problem. An example is provided to show the effectiveness and applicability of the proposed method.

Distributed MPC based consensus for single-integrator multi-agent systems.

PubMed

Cheng, Zhaomeng; Fan, Ming-Can; Zhang, Hai-Tao

2015-09-01

This paper addresses model predictive control schemes for consensus in multi-agent systems (MASs) with discrete-time single-integrator dynamics under switching directed interaction graphs. The control horizon is extended to be greater than one which endows the closed-loop system with extra degree of freedom. We derive sufficient conditions on the sampling period and the interaction graph to achieve consensus by using the property of infinite products of stochastic matrices. Consensus can be achieved asymptotically if the sampling period is selected such that the interaction graph among agents has a directed spanning tree jointly. Significantly, if the interaction graph always has a spanning tree, one can select an arbitrary large sampling period to guarantee consensus. Finally, several simulations are conducted to illustrate the effectiveness of the theoretical results. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

Closed-loop control of cellular functions using combinatory drugs guided by a stochastic search algorithm

PubMed Central

Wong, Pak Kin; Yu, Fuqu; Shahangian, Arash; Cheng, Genhong; Sun, Ren; Ho, Chih-Ming

2008-01-01

A mixture of drugs is often more effective than using a single effector. However, it is extremely challenging to identify potent drug combinations by trial and error because of the large number of possible combinations and the inherent complexity of the underlying biological network. With a closed-loop optimization modality, we experimentally demonstrate effective searching for potent drug combinations for controlling cellular functions through a large parametric space. Only tens of iterations out of one hundred thousand possible trials were needed to determine a potent combination of drugs for inhibiting vesicular stomatitis virus infection of NIH 3T3 fibroblasts. In addition, the drug combination reduced the required dosage by ≈10-fold compared with individual drugs. In another example, a potent mixture was identified in thirty iterations out of a possible million combinations of six cytokines that regulate the activity of nuclear factor kappa B in 293T cells. The closed-loop optimization approach possesses the potential of being an effective approach for manipulating a wide class of biological systems. PMID:18356295

Nonlinear Stochastic Flutter of a Cantilever Wing with Joint Relaxation and Random Loading

DTIC Science & Technology

2008-02-21

coordinate system and B-frame is the coordinate system on the wing body and is moving with the wing. The leading segment of the vortex loop is located...composite laminates, Composite Structures, 72(1): 58-68. 38 36. Bickford, J. H. (1995). An introduction to the design and behavior of bolted joints, Third ...composite, Wear, 257(3- 4):395-407 51. Schon, J. (2004). Coefficient of friction for aluminum in contact with a carbon fiber epoxy composite. Tribology

The stochastic control of the F-8C aircraft using the Multiple Model Adaptive Control (MMAC) method

NASA Technical Reports Server (NTRS)

Athans, M.; Dunn, K. P.; Greene, E. S.; Lee, W. H.; Sandel, N. R., Jr.

1975-01-01

The purpose of this paper is to summarize results obtained for the adaptive control of the F-8C aircraft using the so-called Multiple Model Adaptive Control method. The discussion includes the selection of the performance criteria for both the lateral and the longitudinal dynamics, the design of the Kalman filters for different flight conditions, the 'identification' aspects of the design using hypothesis testing ideas, and the performance of the closed loop adaptive system.

A novel heart rate control model provides insights linking LF-HRV behavior to the open-loop gain.

PubMed

Dvir, Hila; Bobrovsky, Ben Zion; Gabbay, Uri

2013-09-20

Low-frequency heart rate variability (LF-HRV) at rest has already been successfully modeled as self-sustained oscillations in a nonlinear control loop, but these models fail to simulate LF-HRV decreases either during aerobic exercise or in heart failure patients. Following control engineering practices, we assume the existence of a biological excitation (dither) within the heart rate control loop that softens the nonlinearity and studied LF-HRV behavior in a dither-embedded model. We adopted the Ottesen model with some revisions and induced a dither of high-frequency stochastic perturbations. We simulated scenarios of a healthy subject at rest and during aerobic exercise (by decreasing peripheral vascular resistance) and a heart failure patient (by decreasing stroke volume). The simulations resembled physiological LF-HRV behavior, i.e., LF-HRV decreased during aerobic exercise and in the heart failure patient. The simulations exhibited LF-HRV dependency on the open-loop gain, which is related to the product of the feedback gain and the feed forward gain. We are the first to demonstrate that LF-HRV may be dependent on the open-loop gain. Accordingly, reduced open-loop gain results in decreased LF-HRV, and vice versa. Our findings explain a well-known but unexplained observed phenomenon of reduced LF-HRV both in heart failure patients and in healthy subjects performing aerobic exercise. These findings have implications on how changes in LF-HRV can be interpreted physiologically, a necessary step towards the clinical utilization of LF-HRV. Copyright © 2012 Elsevier Ireland Ltd. All rights reserved.

Stochasticity and bifurcations in a reduced model with interlinked positive and negative feedback loops of CREB1 and CREB2 stimulated by 5-HT.

PubMed

Hao, Lijie; Yang, Zhuoqin; Bi, Yuanhong

2016-04-01

The cyclic AMP (cAMP)-response element-binding protein (CREB) family of transcription factors is crucial in regulating gene expression required for long-term memory (LTM) formation. Upon exposure of sensory neurons to the neurotransmitter serotonin (5-HT), CREB1 is activated via activation of the protein kinase A (PKA) intracellular signaling pathways, and CREB2 as a transcriptional repressor is relieved possibly via phosphorylation of CREB2 by mitogen-activated protein kinase (MAPK). Song et al. [18] proposed a minimal model with only interlinked positive and negative feedback loops of transcriptional regulation by the activator CREB1 and the repressor CREB2. Without considering feedbacks between the CREB proteins, Pettigrew et al. [8] developed a computational model characterizing complex dynamics of biochemical pathways downstream of 5-HT receptors. In this work, to describe more simply the biochemical pathways and gene regulation underlying 5-HT-induced LTM, we add the important extracellular sensitizing stimulus 5-HT as well as the product Ap-uch into the Song's minimal model. We also strive to examine dynamical properties of the gene regulatory network under the changing concentration of the stimulus, [5-HT], cooperating with the varying positive feedback strength in inducing a high state of CREB1 for the establishment of long-term memory. Different dynamics including monostability, bistability and multistability due to coexistence of stable steady states and oscillations is investigated by means of codimension-2 bifurcation analysis. At the different positive feedback strengths, comparative analysis of deterministic and stochastic dynamics reveals that codimension-1 bifurcation with respect to [5-HT] as the parameter can predict diverse stochastic behaviors resulted from the finite number of molecules, and the number of CREB1 molecules more and more preferentially resides near the high steady state with increasing [5-HT], which contributes to long-term memory formation. Copyright © 2016 Elsevier Inc. All rights reserved.

A data-driven modeling approach to stochastic computation for low-energy biomedical devices.

PubMed

Lee, Kyong Ho; Jang, Kuk Jin; Shoeb, Ali; Verma, Naveen

2011-01-01

Low-power devices that can detect clinically relevant correlations in physiologically-complex patient signals can enable systems capable of closed-loop response (e.g., controlled actuation of therapeutic stimulators, continuous recording of disease states, etc.). In ultra-low-power platforms, however, hardware error sources are becoming increasingly limiting. In this paper, we present how data-driven methods, which allow us to accurately model physiological signals, also allow us to effectively model and overcome prominent hardware error sources with nearly no additional overhead. Two applications, EEG-based seizure detection and ECG-based arrhythmia-beat classification, are synthesized to a logic-gate implementation, and two prominent error sources are introduced: (1) SRAM bit-cell errors and (2) logic-gate switching errors ('stuck-at' faults). Using patient data from the CHB-MIT and MIT-BIH databases, performance similar to error-free hardware is achieved even for very high fault rates (up to 0.5 for SRAMs and 7 × 10(-2) for logic) that cause computational bit error rates as high as 50%.

A robust active control system for shimmy damping in the presence of free play and uncertainties

NASA Astrophysics Data System (ADS)

Orlando, Calogero; Alaimo, Andrea

2017-02-01

Shimmy vibration is the oscillatory motion of the fork-wheel assembly about the steering axis. It represents one of the major problem of aircraft landing gear because it can lead to excessive wear, discomfort as well as safety concerns. Based on the nonlinear model of the mechanics of a single wheel nose landing gear (NLG), electromechanical actuator and tire elasticity, a robust active controller capable of damping shimmy vibration is designed and investigated in this study. A novel Decline Population Swarm Optimization (PDSO) procedure is introduced and used to select the optimal parameters for the controller. The PDSO procedure is based on a decline demographic model and shows high global search capability with reduced computational costs. The open and closed loop system behavior is analyzed under different case studies of aeronautical interest and the effects of torsional free play on the nose landing gear response are also studied. Plant parameters probabilistic uncertainties are then taken into account to assess the active controller robustness using a stochastic approach.

Anamorphic quasiperiodic universes in modified and Einstein gravity with loop quantum gravity corrections

NASA Astrophysics Data System (ADS)

Amaral, Marcelo M.; Aschheim, Raymond; Bubuianu, Laurenţiu; Irwin, Klee; Vacaru, Sergiu I.; Woolridge, Daniel

2017-09-01

The goal of this work is to elaborate on new geometric methods of constructing exact and parametric quasiperiodic solutions for anamorphic cosmology models in modified gravity theories, MGTs, and general relativity, GR. There exist previously studied generic off-diagonal and diagonalizable cosmological metrics encoding gravitational and matter fields with quasicrystal like structures, QC, and holonomy corrections from loop quantum gravity, LQG. We apply the anholonomic frame deformation method, AFDM, in order to decouple the (modified) gravitational and matter field equations in general form. This allows us to find integral varieties of cosmological solutions determined by generating functions, effective sources, integration functions and constants. The coefficients of metrics and connections for such cosmological configurations depend, in general, on all spacetime coordinates and can be chosen to generate observable (quasi)-periodic/aperiodic/fractal/stochastic/(super) cluster/filament/polymer like (continuous, stochastic, fractal and/or discrete structures) in MGTs and/or GR. In this work, we study new classes of solutions for anamorphic cosmology with LQG holonomy corrections. Such solutions are characterized by nonlinear symmetries of generating functions for generic off-diagonal cosmological metrics and generalized connections, with possible nonholonomic constraints to Levi-Civita configurations and diagonalizable metrics depending only on a time like coordinate. We argue that anamorphic quasiperiodic cosmological models integrate the concept of quantum discrete spacetime, with certain gravitational QC-like vacuum and nonvacuum structures. And, that of a contracting universe that homogenizes, isotropizes and flattens without introducing initial conditions or multiverse problems.

A disturbance based control/structure design algorithm

NASA Technical Reports Server (NTRS)

Mclaren, Mark D.; Slater, Gary L.

1989-01-01

Some authors take a classical approach to the simultaneous structure/control optimization by attempting to simultaneously minimize the weighted sum of the total mass and a quadratic form, subject to all of the structural and control constraints. Here, the optimization will be based on the dynamic response of a structure to an external unknown stochastic disturbance environment. Such a response to excitation approach is common to both the structural and control design phases, and hence represents a more natural control/structure optimization strategy than relying on artificial and vague control penalties. The design objective is to find the structure and controller of minimum mass such that all the prescribed constraints are satisfied. Two alternative solution algorithms are presented which have been applied to this problem. Each algorithm handles the optimization strategy and the imposition of the nonlinear constraints in a different manner. Two controller methodologies, and their effect on the solution algorithm, will be considered. These are full state feedback and direct output feedback, although the problem formulation is not restricted solely to these forms of controller. In fact, although full state feedback is a popular choice among researchers in this field (for reasons that will become apparent), its practical application is severely limited. The controller/structure interaction is inserted by the imposition of appropriate closed-loop constraints, such as closed-loop output response and control effort constraints. Numerical results will be obtained for a representative flexible structure model to illustrate the effectiveness of the solution algorithms.

Agent based reasoning for the non-linear stochastic models of long-range memory

NASA Astrophysics Data System (ADS)

Kononovicius, A.; Gontis, V.

2012-02-01

We extend Kirman's model by introducing variable event time scale. The proposed flexible time scale is equivalent to the variable trading activity observed in financial markets. Stochastic version of the extended Kirman's agent based model is compared to the non-linear stochastic models of long-range memory in financial markets. The agent based model providing matching macroscopic description serves as a microscopic reasoning of the earlier proposed stochastic model exhibiting power law statistics.

An Adaptive ANOVA-based PCKF for High-Dimensional Nonlinear Inverse Modeling

DOE Office of Scientific and Technical Information (OSTI.GOV)

LI, Weixuan; Lin, Guang; Zhang, Dongxiao

2014-02-01

The probabilistic collocation-based Kalman filter (PCKF) is a recently developed approach for solving inverse problems. It resembles the ensemble Kalman filter (EnKF) in every aspect—except that it represents and propagates model uncertainty by polynomial chaos expansion (PCE) instead of an ensemble of model realizations. Previous studies have shown PCKF is a more efficient alternative to EnKF for many data assimilation problems. However, the accuracy and efficiency of PCKF depends on an appropriate truncation of the PCE series. Having more polynomial chaos bases in the expansion helps to capture uncertainty more accurately but increases computational cost. Bases selection is particularly importantmore » for high-dimensional stochastic problems because the number of polynomial chaos bases required to represent model uncertainty grows dramatically as the number of input parameters (random dimensions) increases. In classic PCKF algorithms, the PCE bases are pre-set based on users’ experience. Also, for sequential data assimilation problems, the bases kept in PCE expression remain unchanged in different Kalman filter loops, which could limit the accuracy and computational efficiency of classic PCKF algorithms. To address this issue, we present a new algorithm that adaptively selects PCE bases for different problems and automatically adjusts the number of bases in different Kalman filter loops. The algorithm is based on adaptive functional ANOVA (analysis of variance) decomposition, which approximates a high-dimensional function with the summation of a set of low-dimensional functions. Thus, instead of expanding the original model into PCE, we implement the PCE expansion on these low-dimensional functions, which is much less costly. We also propose a new adaptive criterion for ANOVA that is more suited for solving inverse problems. The new algorithm is tested with different examples and demonstrated great effectiveness in comparison with non-adaptive PCKF and EnKF algorithms.« less

Anticipating regime shifts in gene expression: The case of an autoactivating positive feedback loop

NASA Astrophysics Data System (ADS)

Sharma, Yogita; Dutta, Partha Sharathi; Gupta, A. K.

2016-03-01

Considerable evidence suggests that anticipating sudden shifts from one state to another in bistable dynamical systems is a challenging task; examples include ecosystems, financial markets, and complex diseases. In this paper, we investigate the effects of additive, multiplicative, and cross-correlated stochastic perturbations on determining the regime shifts in a bistable gene regulatory system, which gives rise to two distinct states of low and high concentrations of protein. We obtain the stationary probability density and mean first-passage time of the system. We show that increasing the additive (multiplicative) noise intensity induces a regime shift from a low (high) to a high (low) protein concentration state. However, an increase in the cross-correlation intensity always induces regime shifts from a high to a low protein concentration state. For both bifurcation-induced (often called the tipping point) and noise-induced (called stochastic switching) regime shifts, we further explore the robustness of recently developed critical-down-based early warning signal (EWS) indicators (e.g., rising variance and lag-1 autocorrelation) on our simulated time-series data. We identify that using EWS indicators, prediction of an impending bifurcation-induced regime shift is relatively easier than that of a noise-induced regime shift in the considered system. Moreover, the success of EWS indicators also strongly depends upon the nature of the noise.

Developments in Stochastic Fuel Efficient Cruise Control and Constrained Control with Applications to Aircraft

NASA Astrophysics Data System (ADS)

McDonough, Kevin K.

The dissertation presents contributions to fuel-efficient control of vehicle speed and constrained control with applications to aircraft. In the first part of this dissertation a stochastic approach to fuel-efficient vehicle speed control is developed. This approach encompasses stochastic modeling of road grade and traffic speed, modeling of fuel consumption through the use of a neural network, and the application of stochastic dynamic programming to generate vehicle speed control policies that are optimized for the trade-off between fuel consumption and travel time. The fuel economy improvements with the proposed policies are quantified through simulations and vehicle experiments. It is shown that the policies lead to the emergence of time-varying vehicle speed patterns that are referred to as time-varying cruise. Through simulations and experiments it is confirmed that these time-varying vehicle speed profiles are more fuel-efficient than driving at a comparable constant speed. Motivated by these results, a simpler implementation strategy that is more appealing for practical implementation is also developed. This strategy relies on a finite state machine and state transition threshold optimization, and its benefits are quantified through model-based simulations and vehicle experiments. Several additional contributions are made to approaches for stochastic modeling of road grade and vehicle speed that include the use of Kullback-Liebler divergence and divergence rate and a stochastic jump-like model for the behavior of the road grade. In the second part of the dissertation, contributions to constrained control with applications to aircraft are described. Recoverable sets and integral safe sets of initial states of constrained closed-loop systems are introduced first and computational procedures of such sets based on linear discrete-time models are given. The use of linear discrete-time models is emphasized as they lead to fast computational procedures. Examples of these sets for aircraft longitudinal and lateral aircraft dynamics are reported, and it is shown that these sets can be larger in size compared to the more commonly used safe sets. An approach to constrained maneuver planning based on chaining recoverable sets or integral safe sets is described and illustrated with a simulation example. To facilitate the application of this maneuver planning approach in aircraft loss of control (LOC) situations when the model is only identified at the current trim condition but when these sets need to be predicted at other flight conditions, the dependence trends of the safe and recoverable sets on aircraft flight conditions are characterized. The scaling procedure to estimate subsets of safe and recoverable sets at one trim condition based on their knowledge at another trim condition is defined. Finally, two control schemes that exploit integral safe sets are proposed. The first scheme, referred to as the controller state governor (CSG), resets the controller state (typically an integrator) to enforce the constraints and enlarge the set of plant states that can be recovered without constraint violation. The second scheme, referred to as the controller state and reference governor (CSRG), combines the controller state governor with the reference governor control architecture and provides the capability of simultaneously modifying the reference command and the controller state to enforce the constraints. Theoretical results that characterize the response properties of both schemes are presented. Examples are reported that illustrate the operation of these schemes on aircraft flight dynamics models and gas turbine engine dynamic models.

Feedback Mechanisms in a Mechanical Model of Cell Polarization

PubMed Central

Wang, Xinxin; Carlsson, Anders E.

2014-01-01

Directed cell migration requires a spatially polarized distribution of polymerized actin. We develop and treat a mechanical model of cell polarization based on polymerization and depolymerization of actin filaments at the two ends of a cell, modulated by forces at either end that are coupled by the cell membrane. We solve this model using both a simulation approach that treats filament nucleation, polymerization, and depolymerization stochastically, and a rate-equation approach based on key properties such as the number of filaments N and the number of polymerized subunits F at either end of the cell. The rate-equation approach agrees closely with the stochastic approach at steady state and, when appropriately generalized, also predicts the dynamic behavior accurately. The calculated transitions from symmetric to polarized states show that polarization is enhanced by a high free-actin concentration, a large pointed-end off-rate, a small barbed-end off-rate, and a small spontaneous nucleation rate. The rate-equation approach allows us to perform a linear-stability analysis to pin down the key interactions that drive the polarization. The polarization is driven by a positive-feedback loop having two interactions. First, an increase in F at one side of the cell lengthens the filaments and thus reduces the decay rate of N (increasing N); second, increasing N enhances F because the force per growing filament tip is reduced. We find that the transitions induced by changing system properties result from supercritical pitchfork bifurcations. The filament lifetime depends strongly on the average filament length, and this effect is crucial for obtaining polarization correctly. PMID:25313164

Stochastic loss and gain of symmetric divisions in the C. elegans epidermis perturbs robustness of stem cell number

PubMed Central

Katsanos, Dimitris; Koneru, Sneha L.; Mestek Boukhibar, Lamia; Gritti, Nicola; Ghose, Ritobrata; Appleford, Peter J.; Doitsidou, Maria; Woollard, Alison; van Zon, Jeroen S.; Poole, Richard J.

2017-01-01

Biological systems are subject to inherent stochasticity. Nevertheless, development is remarkably robust, ensuring the consistency of key phenotypic traits such as correct cell numbers in a certain tissue. It is currently unclear which genes modulate phenotypic variability, what their relationship is to core components of developmental gene networks, and what is the developmental basis of variable phenotypes. Here, we start addressing these questions using the robust number of Caenorhabditis elegans epidermal stem cells, known as seam cells, as a readout. We employ genetics, cell lineage tracing, and single molecule imaging to show that mutations in lin-22, a Hes-related basic helix-loop-helix (bHLH) transcription factor, increase seam cell number variability. We show that the increase in phenotypic variability is due to stochastic conversion of normally symmetric cell divisions to asymmetric and vice versa during development, which affect the terminal seam cell number in opposing directions. We demonstrate that LIN-22 acts within the epidermal gene network to antagonise the Wnt signalling pathway. However, lin-22 mutants exhibit cell-to-cell variability in Wnt pathway activation, which correlates with and may drive phenotypic variability. Our study demonstrates the feasibility to study phenotypic trait variance in tractable model organisms using unbiased mutagenesis screens. PMID:29108019

Comparison of Control Approaches in Genetic Regulatory Networks by Using Stochastic Master Equation Models, Probabilistic Boolean Network Models and Differential Equation Models and Estimated Error Analyzes

NASA Astrophysics Data System (ADS)

Caglar, Mehmet Umut; Pal, Ranadip

2011-03-01

Central dogma of molecular biology states that ``information cannot be transferred back from protein to either protein or nucleic acid''. However, this assumption is not exactly correct in most of the cases. There are a lot of feedback loops and interactions between different levels of systems. These types of interactions are hard to analyze due to the lack of cell level data and probabilistic - nonlinear nature of interactions. Several models widely used to analyze and simulate these types of nonlinear interactions. Stochastic Master Equation (SME) models give probabilistic nature of the interactions in a detailed manner, with a high calculation cost. On the other hand Probabilistic Boolean Network (PBN) models give a coarse scale picture of the stochastic processes, with a less calculation cost. Differential Equation (DE) models give the time evolution of mean values of processes in a highly cost effective way. The understanding of the relations between the predictions of these models is important to understand the reliability of the simulations of genetic regulatory networks. In this work the success of the mapping between SME, PBN and DE models is analyzed and the accuracy and affectivity of the control policies generated by using PBN and DE models is compared.

Stochastic Game Analysis and Latency Awareness for Self-Adaptation

DTIC Science & Technology

2014-01-01

this paper, we introduce a formal analysis technique based on model checking of stochastic multiplayer games (SMGs) that enables us to quantify the...Additional Key Words and Phrases: Proactive adaptation, Stochastic multiplayer games , Latency 1. INTRODUCTION When planning how to adapt, self-adaptive...contribution of this paper is twofold: (1) A novel analysis technique based on model checking of stochastic multiplayer games (SMGs) that enables us to

Timing performance of phase-locked loops in optical pulse position modulation communication systems

NASA Astrophysics Data System (ADS)

Lafaw, D. A.

In an optical digital communication system, an accurate clock signal must be available at the receiver to provide proper synchronization with the transmitted signal. Phase synchronization is especially critical in M-ary pulse position modulation (PPM) systems where the optimum decision scheme is an energy detector which compares the energy in each of M time slots to decide which of M possible words was sent. A timing error causes energy spillover into adjacent time slots (a form of intersymbol interference) so that only a portion of the signal energy may be attributed to the correct time slot. This effect decreases the effective signal, increases the effective noise, and increases the probability of error. This report simulates a timing subsystem for a satellite-to-satellite optical PPM communication link. The receiver employs direct photodetection, preprocessing of the optical signal, and a phase-locked loop for timing synchronization. The photodetector output is modeled as a filtered, doubly stochastic Poisson shot noise process. The variance of the relative phase error is examined under varying signal strength conditions as an indication of loop performance, and simulation results are compared to theoretical relations.

Feedback between p21 and reactive oxygen production is necessary for cell senescence

PubMed Central

Passos, João F; Nelson, Glyn; Wang, Chunfang; Richter, Torsten; Simillion, Cedric; Proctor, Carole J; Miwa, Satomi; Olijslagers, Sharon; Hallinan, Jennifer; Wipat, Anil; Saretzki, Gabriele; Rudolph, Karl Lenhard; Kirkwood, Tom B L; von Zglinicki, Thomas

2010-01-01

Cellular senescence—the permanent arrest of cycling in normally proliferating cells such as fibroblasts—contributes both to age-related loss of mammalian tissue homeostasis and acts as a tumour suppressor mechanism. The pathways leading to establishment of senescence are proving to be more complex than was previously envisaged. Combining in-silico interactome analysis and functional target gene inhibition, stochastic modelling and live cell microscopy, we show here that there exists a dynamic feedback loop that is triggered by a DNA damage response (DDR) and, which after a delay of several days, locks the cell into an actively maintained state of ‘deep' cellular senescence. The essential feature of the loop is that long-term activation of the checkpoint gene CDKN1A (p21) induces mitochondrial dysfunction and production of reactive oxygen species (ROS) through serial signalling through GADD45-MAPK14(p38MAPK)-GRB2-TGFBR2-TGFβ. These ROS in turn replenish short-lived DNA damage foci and maintain an ongoing DDR. We show that this loop is both necessary and sufficient for the stability of growth arrest during the establishment of the senescent phenotype. PMID:20160708

Noise induced oscillations and coherence resonance in a generic model of the nonisothermal chemical oscillator

PubMed Central

Simakov, David S. A.; Pérez-Mercader, Juan

2013-01-01

Oscillating chemical reactions are common in biological systems and they also occur in artificial non-biological systems. Generally, these reactions are subject to random fluctuations in environmental conditions which translate into fluctuations in the values of physical variables, for example, temperature. We formulate a mathematical model for a nonisothermal minimal chemical oscillator containing a single negative feedback loop and study numerically the effects of stochastic fluctuations in temperature in the absence of any deterministic limit cycle or periodic forcing. We show that noise in temperature can induce sustained limit cycle oscillations with a relatively narrow frequency distribution and some characteristic frequency. These properties differ significantly depending on the noise correlation. Here, we have explored white and colored (correlated) noise. A plot of the characteristic frequency of the noise induced oscillations as a function of the correlation exponent shows a maximum, therefore indicating the existence of autonomous stochastic resonance, i.e. coherence resonance. PMID:23929212

Stochastic Control Synthesis of Systems with Structured Uncertainty

NASA Technical Reports Server (NTRS)

Padula, Sharon L. (Technical Monitor); Crespo, Luis G.

2003-01-01

This paper presents a study on the design of robust controllers by using random variables to model structured uncertainty for both SISO and MIMO feedback systems. Once the parameter uncertainty is prescribed with probability density functions, its effects are propagated through the analysis leading to stochastic metrics for the system's output. Control designs that aim for satisfactory performances while guaranteeing robust closed loop stability are attained by solving constrained non-linear optimization problems in the frequency domain. This approach permits not only to quantify the probability of having unstable and unfavorable responses for a particular control design but also to search for controls while favoring the values of the parameters with higher chance of occurrence. In this manner, robust optimality is achieved while the characteristic conservatism of conventional robust control methods is eliminated. Examples that admit closed form expressions for the probabilistic metrics of the output are used to elucidate the nature of the problem at hand and validate the proposed formulations.

SU(3) Landau gauge gluon and ghost propagators using the logarithmic lattice gluon field definition

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ilgenfritz, Ernst-Michael; Humboldt-Universitaet zu Berlin, Institut fuer Physik, 12489 Berlin; Menz, Christoph

2011-03-01

We study the Landau gauge gluon and ghost propagators of SU(3) gauge theory, employing the logarithmic definition for the lattice gluon fields and implementing the corresponding form of the Faddeev-Popov matrix. This is necessary in order to consistently compare lattice data for the bare propagators with that of higher-loop numerical stochastic perturbation theory. In this paper we provide such a comparison, and introduce what is needed for an efficient lattice study. When comparing our data for the logarithmic definition to that of the standard lattice Landau gauge we clearly see the propagators to be multiplicatively related. The data of themore » associated ghost-gluon coupling matches up almost completely. For the explored lattice spacings and sizes discretization artifacts, finite size, and Gribov-copy effects are small. At weak coupling and large momentum, the bare propagators and the ghost-gluon coupling are seen to be approached by those of higher-order numerical stochastic perturbation theory.« less

Investigation and appreciation of optimal output feedback. Volume 1: A convergent algorithm for the stochastic infinite-time discrete optimal output feedback problem

NASA Technical Reports Server (NTRS)

Halyo, N.; Broussard, J. R.

1984-01-01

The stochastic, infinite time, discrete output feedback problem for time invariant linear systems is examined. Two sets of sufficient conditions for the existence of a stable, globally optimal solution are presented. An expression for the total change in the cost function due to a change in the feedback gain is obtained. This expression is used to show that a sequence of gains can be obtained by an algorithm, so that the corresponding cost sequence is monotonically decreasing and the corresponding sequence of the cost gradient converges to zero. The algorithm is guaranteed to obtain a critical point of the cost function. The computational steps necessary to implement the algorithm on a computer are presented. The results are applied to a digital outer loop flight control problem. The numerical results for this 13th order problem indicate a rate of convergence considerably faster than two other algorithms used for comparison.

Electron transport in the stochastic fields of the reversed-field pinch

NASA Astrophysics Data System (ADS)

Kim, Myung-Hee; Punjabi, Alkesh

1996-08-01

We employ the Monte Carlo method for the calculation of anomalous transport developed by Punjabi and Boozer to calculate the particle diffusion coefficient for electrons in the stochastic magnetic fields of the reversed-field pinch (RFP). in the Monte Carlo calculations represented here, the transport mechanism is the loss of magnetic surfaces due to resistive perturbations. The equilibrium magnetic fields are represented by the Bessel function model for the RFP. The diffusion coefficient D is calculated as a function of a, the amplitude of the perturbation. We see three regimes as the amplitude of the tearing modes is increased: the Rechester—Rosenbluth regime where D scales as a2 the anomalous regime where D scales more rapidly than a2 and the Mynick—Krornmes regime where D scales more slowly than a2. Inclusion of the effects of loop voltage on the particle drift orbits in the RFP does not affect the intervals in the amplitude a where these regimes operate.

Stochastic associative memory

NASA Astrophysics Data System (ADS)

Baumann, Erwin W.; Williams, David L.

1993-08-01

Artificial neural networks capable of learning and recalling stochastic associations between non-deterministic quantities have received relatively little attention to date. One potential application of such stochastic associative networks is the generation of sensory 'expectations' based on arbitrary subsets of sensor inputs to support anticipatory and investigate behavior in sensor-based robots. Another application of this type of associative memory is the prediction of how a scene will look in one spectral band, including noise, based upon its appearance in several other wavebands. This paper describes a semi-supervised neural network architecture composed of self-organizing maps associated through stochastic inter-layer connections. This 'Stochastic Associative Memory' (SAM) can learn and recall non-deterministic associations between multi-dimensional probability density functions. The stochastic nature of the network also enables it to represent noise distributions that are inherent in any true sensing process. The SAM architecture, training process, and initial application to sensor image prediction are described. Relationships to Fuzzy Associative Memory (FAM) are discussed.

On a sparse pressure-flow rate condensation of rigid circulation models

PubMed Central

Schiavazzi, D. E.; Hsia, T. Y.; Marsden, A. L.

2015-01-01

Cardiovascular simulation has shown potential value in clinical decision-making, providing a framework to assess changes in hemodynamics produced by physiological and surgical alterations. State-of-the-art predictions are provided by deterministic multiscale numerical approaches coupling 3D finite element Navier Stokes simulations to lumped parameter circulation models governed by ODEs. Development of next-generation stochastic multiscale models whose parameters can be learned from available clinical data under uncertainty constitutes a research challenge made more difficult by the high computational cost typically associated with the solution of these models. We present a methodology for constructing reduced representations that condense the behavior of 3D anatomical models using outlet pressure-flow polynomial surrogates, based on multiscale model solutions spanning several heart cycles. Relevance vector machine regression is compared with maximum likelihood estimation, showing that sparse pressure/flow rate approximations offer superior performance in producing working surrogate models to be included in lumped circulation networks. Sensitivities of outlets flow rates are also quantified through a Sobol’ decomposition of their total variance encoded in the orthogonal polynomial expansion. Finally, we show that augmented lumped parameter models including the proposed surrogates accurately reproduce the response of multiscale models they were derived from. In particular, results are presented for models of the coronary circulation with closed loop boundary conditions and the abdominal aorta with open loop boundary conditions. PMID:26671219

Closed Loop Deep Brain Stimulation for PTSD, Addiction, and Disorders of Affective Facial Interpretation: Review and Discussion of Potential Biomarkers and Stimulation Paradigms

PubMed Central

Bina, Robert W.; Langevin, Jean-Phillipe

2018-01-01

The treatment of psychiatric diseases with Deep Brain Stimulation (DBS) is becoming more of a reality as studies proliferate the indications and targets for therapies. Opinions on the initial failures of DBS trials for some psychiatric diseases point to a certain lack of finesse in using an Open Loop DBS (OLDBS) system in these dynamic, cyclical pathologies. OLDBS delivers monomorphic input into dysfunctional brain circuits with modulation of that input via human interface at discrete time points with no interim modulation or adaptation to the changing circuit dynamics. Closed Loop DBS (CLDBS) promises dynamic, intrinsic circuit modulation based on individual physiologic biomarkers of dysfunction. Discussed here are several psychiatric diseases which may be amenable to CLDBS paradigms as the neurophysiologic dysfunction is stochastic and not static. Post-Traumatic Stress Disorder (PTSD) has several peripheral and central physiologic and neurologic changes preceding stereotyped hyper-activation behavioral responses. Biomarkers for CLDBS potentially include skin conductance changes indicating changes in the sympathetic nervous system, changes in serum and central neurotransmitter concentrations, and limbic circuit activation. Chemical dependency and addiction have been demonstrated to be improved with both ablation and DBS of the Nucleus Accumbens and as a serendipitous side effect of movement disorder treatment. Potential peripheral biomarkers are similar to those proposed for PTSD with possible use of environmental and geolocation based cues, peripheral signs of physiologic arousal, and individual changes in central circuit patterns. Non-substance addiction disorders have also been serendipitously treated in patients with OLDBS for movement disorders. As more is learned about these behavioral addictions, DBS targets and effectors will be identified. Finally, discussed is the use of facial recognition software to modulate activation of inappropriate responses for psychiatric diseases in which misinterpretation of social cues feature prominently. These include Autism Spectrum Disorder, PTSD, and Schizophrenia—all of which have a common feature of dysfunctional interpretation of facial affective clues. Technological advances and improvements in circuit-based, individual-specific, real-time adaptable modulation, forecast functional neurosurgery treatments for heretofore treatment-resistant behavioral diseases. PMID:29780303

Performance assessment of deterministic and probabilistic weather predictions for the short-term optimization of a tropical hydropower reservoir

NASA Astrophysics Data System (ADS)

Mainardi Fan, Fernando; Schwanenberg, Dirk; Alvarado, Rodolfo; Assis dos Reis, Alberto; Naumann, Steffi; Collischonn, Walter

2016-04-01

Hydropower is the most important electricity source in Brazil. During recent years, it accounted for 60% to 70% of the total electric power supply. Marginal costs of hydropower are lower than for thermal power plants, therefore, there is a strong economic motivation to maximize its share. On the other hand, hydropower depends on the availability of water, which has a natural variability. Its extremes lead to the risks of power production deficits during droughts and safety issues in the reservoir and downstream river reaches during flood events. One building block of the proper management of hydropower assets is the short-term forecast of reservoir inflows as input for an online, event-based optimization of its release strategy. While deterministic forecasts and optimization schemes are the established techniques for the short-term reservoir management, the use of probabilistic ensemble forecasts and stochastic optimization techniques receives growing attention and a number of researches have shown its benefit. The present work shows one of the first hindcasting and closed-loop control experiments for a multi-purpose hydropower reservoir in a tropical region in Brazil. The case study is the hydropower project (HPP) Três Marias, located in southeast Brazil. The HPP reservoir is operated with two main objectives: (i) hydroelectricity generation and (ii) flood control at Pirapora City located 120 km downstream of the dam. In the experiments, precipitation forecasts based on observed data, deterministic and probabilistic forecasts with 50 ensemble members of the ECMWF are used as forcing of the MGB-IPH hydrological model to generate streamflow forecasts over a period of 2 years. The online optimization depends on a deterministic and multi-stage stochastic version of a model predictive control scheme. Results for the perfect forecasts show the potential benefit of the online optimization and indicate a desired forecast lead time of 30 days. In comparison, the use of actual forecasts with shorter lead times of up to 15 days shows the practical benefit of actual operational data. It appears that the use of stochastic optimization combined with ensemble forecasts leads to a significant higher level of flood protection without compromising the HPP's energy production.

H∞ state estimation of stochastic memristor-based neural networks with time-varying delays.

PubMed

Bao, Haibo; Cao, Jinde; Kurths, Jürgen; Alsaedi, Ahmed; Ahmad, Bashir

2018-03-01

This paper addresses the problem of H ∞ state estimation for a class of stochastic memristor-based neural networks with time-varying delays. Under the framework of Filippov solution, the stochastic memristor-based neural networks are transformed into systems with interval parameters. The present paper is the first to investigate the H ∞ state estimation problem for continuous-time Itô-type stochastic memristor-based neural networks. By means of Lyapunov functionals and some stochastic technique, sufficient conditions are derived to ensure that the estimation error system is asymptotically stable in the mean square with a prescribed H ∞ performance. An explicit expression of the state estimator gain is given in terms of linear matrix inequalities (LMIs). Compared with other results, our results reduce control gain and control cost effectively. Finally, numerical simulations are provided to demonstrate the efficiency of the theoretical results. Copyright © 2018 Elsevier Ltd. All rights reserved.

Ground motion simulation for the 23 August 2011, Mineral, Virginia earthquake using physics-based and stochastic broadband methods

USGS Publications Warehouse

Sun, Xiaodan; Hartzell, Stephen; Rezaeian, Sanaz

2015-01-01

Three broadband simulation methods are used to generate synthetic ground motions for the 2011 Mineral, Virginia, earthquake and compare with observed motions. The methods include a physics‐based model by Hartzell et al. (1999, 2005), a stochastic source‐based model by Boore (2009), and a stochastic site‐based model by Rezaeian and Der Kiureghian (2010, 2012). The ground‐motion dataset consists of 40 stations within 600 km of the epicenter. Several metrics are used to validate the simulations: (1) overall bias of response spectra and Fourier spectra (from 0.1 to 10 Hz); (2) spatial distribution of residuals for GMRotI50 peak ground acceleration (PGA), peak ground velocity, and pseudospectral acceleration (PSA) at various periods; (3) comparison with ground‐motion prediction equations (GMPEs) for the eastern United States. Our results show that (1) the physics‐based model provides satisfactory overall bias from 0.1 to 10 Hz and produces more realistic synthetic waveforms; (2) the stochastic site‐based model also yields more realistic synthetic waveforms and performs superiorly for frequencies greater than about 1 Hz; (3) the stochastic source‐based model has larger bias at lower frequencies (<0.5  Hz) and cannot reproduce the varying frequency content in the time domain. The spatial distribution of GMRotI50 residuals shows that there is no obvious pattern with distance in the simulation bias, but there is some azimuthal variability. The comparison between synthetics and GMPEs shows similar fall‐off with distance for all three models, comparable PGA and PSA amplitudes for the physics‐based and stochastic site‐based models, and systematic lower amplitudes for the stochastic source‐based model at lower frequencies (<0.5  Hz).

Bond-based linear indices of the non-stochastic and stochastic edge-adjacency matrix. 1. Theory and modeling of ChemPhys properties of organic molecules.

PubMed

Marrero-Ponce, Yovani; Martínez-Albelo, Eugenio R; Casañola-Martín, Gerardo M; Castillo-Garit, Juan A; Echevería-Díaz, Yunaimy; Zaldivar, Vicente Romero; Tygat, Jan; Borges, José E Rodriguez; García-Domenech, Ramón; Torrens, Francisco; Pérez-Giménez, Facundo

2010-11-01

Novel bond-level molecular descriptors are proposed, based on linear maps similar to the ones defined in algebra theory. The kth edge-adjacency matrix (E(k)) denotes the matrix of bond linear indices (non-stochastic) with regard to canonical basis set. The kth stochastic edge-adjacency matrix, ES(k), is here proposed as a new molecular representation easily calculated from E(k). Then, the kth stochastic bond linear indices are calculated using ES(k) as operators of linear transformations. In both cases, the bond-type formalism is developed. The kth non-stochastic and stochastic total linear indices are calculated by adding the kth non-stochastic and stochastic bond linear indices, respectively, of all bonds in molecule. First, the new bond-based molecular descriptors (MDs) are tested for suitability, for the QSPRs, by analyzing regressions of novel indices for selected physicochemical properties of octane isomers (first round). General performance of the new descriptors in this QSPR studies is evaluated with regard to the well-known sets of 2D/3D MDs. From the analysis, we can conclude that the non-stochastic and stochastic bond-based linear indices have an overall good modeling capability proving their usefulness in QSPR studies. Later, the novel bond-level MDs are also used for the description and prediction of the boiling point of 28 alkyl-alcohols (second round), and to the modeling of the specific rate constant (log k), partition coefficient (log P), as well as the antibacterial activity of 34 derivatives of 2-furylethylenes (third round). The comparison with other approaches (edge- and vertices-based connectivity indices, total and local spectral moments, and quantum chemical descriptors as well as E-state/biomolecular encounter parameters) exposes a good behavior of our method in this QSPR studies. Finally, the approach described in this study appears to be a very promising structural invariant, useful not only for QSPR studies but also for similarity/diversity analysis and drug discovery protocols.

Stochastic response analysis, order reduction, and output feedback controllers for flexible spacecraft

NASA Technical Reports Server (NTRS)

Hablani, H. B.

1985-01-01

Real disturbances and real sensors have finite bandwidths. The first objective of this paper is to incorporate this finiteness in the 'open-loop modal cost analysis' as applied to a flexible spacecraft. Analysis based on residue calculus shows that among other factors, significance of a mode depends on the power spectral density of disturbances and the response spectral density of sensors at the modal frequency. The second objective of this article is to compare performances of an optimal and a suboptimal output feedback controller, the latter based on 'minimum error excitation' of Kosut. Both the performances are found to be nearly the same, leading us to favor the latter technique because it entails only linear computations. Our final objective is to detect an instability due to truncated modes by representing them as a multiplicative and an additive perturbation in a nominal transfer function. In an example problem it is found that this procedure leads to a narrow range of permissible controller gains, and that it labels a wrong mode as a cause of instability. A free beam is used to illustrate the analysis in this work.

Uncovering the spatially distant feedback loops of global trade: A network and input-output approach.

PubMed

Prell, Christina; Sun, Laixiang; Feng, Kuishuang; He, Jiaying; Hubacek, Klaus

2017-05-15

Land-use change is increasingly driven by global trade. The term "telecoupling" has been gaining ground as a means to describe how human actions in one part of the world can have spatially distant impacts on land and land-use in another. These interactions can, over time, create both direct and spatially distant feedback loops, in which human activity and land use mutually impact one another over great expanses. In this paper, we develop an analytical framework to clarify spatially distant feedbacks in the case of land use and global trade. We use an innovative mix of multi-regional input-output (MRIO) analysis and stochastic actor-oriented models (SAOMs) for analyzing the co-evolution of changes in trade network patterns with those of land use, as embodied in trade. Our results indicate that the formation of trade ties and changes in embodied land use mutually impact one another, and further, that these changes are linked to disparities in countries' wealth. Through identifying this feedback loop, our results support ongoing discussions about the unequal trade patterns between rich and poor countries that result in uneven distributions of negative environmental impacts. Finally, evidence for this feedback loop is present even when controlling for a number of underlying mechanisms, such as countries' land endowments, their geographical distance from one another, and a number of endogenous network tendencies. Copyright © 2017 Elsevier B.V. All rights reserved.

Energy dissipation of Alfven wave packets deformed by irregular magnetic fields in solar-coronal arches

NASA Technical Reports Server (NTRS)

Similon, Philippe L.; Sudan, R. N.

1989-01-01

The importance of field line geometry for shear Alfven wave dissipation in coronal arches is demonstrated. An eikonal formulation makes it possible to account for the complicated magnetic geometry typical in coronal loops. An interpretation of Alfven wave resonance is given in terms of gradient steepening, and dissipation efficiencies are studied for two configurations: the well-known slab model with a straight magnetic field, and a new model with stochastic field lines. It is shown that a large fraction of the Alfven wave energy flux can be effectively dissipated in the corona.

Stochastic architecture for Hopfield neural nets

NASA Technical Reports Server (NTRS)

Pavel, Sandy

1992-01-01

An expandable stochastic digital architecture for recurrent (Hopfield like) neural networks is proposed. The main features and basic principles of stochastic processing are presented. The stochastic digital architecture is based on a chip with n full interconnected neurons with a pipeline, bit processing structure. For large applications, a flexible way to interconnect many such chips is provided.

Fiber-based coherent polarization beam combining with cascaded phase-locking and polarization-transforming controls

NASA Astrophysics Data System (ADS)

Yang, Yan; Geng, Chao; Li, Feng; Huang, Guan; Li, Xinyang

2018-05-01

In this paper, the fiber-based coherent polarization beam combining (CPBC) with cascaded phase-locking (PL) and polarization-transforming (PT) controls was proposed to combine imbalanced input beams where the number of the input beams is not binary, in which the PL control was performed using the piezoelectric-ring fiber-optic phase compensator, and the PT control was realized by the dynamic polarization controller, simultaneously. The principle of the proposed CPBC was introduced. The performance of the proposed CPBC was analyzed in comparison with the CPBC based on PL control and the CPBC based on PT control. The basic experiment of CPBC of three laser beams was carried out to validate the feasibility of the proposed CPBC, where cascaded controls of PL and PT were implemented based on stochastic parallel gradient descent algorithm. Simulation and experimental results show that the proposed CPBC incorporates the advantages of the two previous CPBC schemes and performs well in the closed loop. Moreover, the expansibility and the application of the proposed CPBC were validated by scaling the CPBC to combine seven laser beams. We believe that the proposed fiber-based CPBC with cascaded PL and PT controls has great potential in free space optical communications employing the multi-aperture receiver with asymmetric structure.

Flux-induced Nernst effect in low-dimensional superconductors

NASA Astrophysics Data System (ADS)

Berger, Jorge

2017-02-01

A method is available that enables consistent study of the stochastic behavior of a system that obeys purely diffusive evolution equations. This method has been applied to a superconducting loop with nonuniform temperature, with average temperature close to Tc. It is found that a flux-dependent average potential difference arises along the loop, proportional to the temperature gradient and most pronounced in the direction perpendicular to this gradient. The largest voltages were obtained for fluxes close to 0.3Φ0, average temperatures slightly below the critical temperature, thermal coherence length of the order of the perimeter of the ring, BCS coherence length that is not negligible in comparison to the thermal coherence length, and short inelastic scattering time. This effect is entirely due to thermal fluctuations. It differs essentially from the usual Nernst effect in bulk superconductors, that is induced by magnetic field rather than by magnetic flux. We also study the effect of confinement in a 2D mesoscopic film.

Steady state statistical correlations predict bistability in reaction motifs.

PubMed

Chakravarty, Suchana; Barik, Debashis

2017-03-28

Various cellular decision making processes are regulated by bistable switches that take graded input signals and convert them to binary all-or-none responses. Traditionally, a bistable switch generated by a positive feedback loop is characterized either by a hysteretic signal response curve with two distinct signaling thresholds or by characterizing the bimodality of the response distribution in the bistable region. To identify the intrinsic bistability of a feedback regulated network, here we propose that bistability can be determined by correlating higher order moments and cumulants (≥2) of the joint steady state distributions of two components connected in a positive feedback loop. We performed stochastic simulations of four feedback regulated models with intrinsic bistability and we show that for a bistable switch with variation of the signal dose, the steady state variance vs. covariance adopts a signatory cusp-shaped curve. Further, we find that the (n + 1)th order cross-cumulant vs. nth order cross-cumulant adopts a closed loop structure for at least n = 3. We also propose that our method is capable of identifying systems without intrinsic bistability even though the system may show bimodality in the marginal response distribution. The proposed method can be used to analyze single cell protein data measured at steady state from experiments such as flow cytometry.

Testing of a Loop Heat Pipe Subjective to Variable Accelerations. Part 1; Start-up

NASA Technical Reports Server (NTRS)

Ku, Jentung; Rogers, Paul; Hoff, Craig

2000-01-01

The effect of accelerating forces on the performance of loop heat pipes (LHP) is of interest and importance to terrestrial and space applications. They are being considered for cooling of military combat vehicles and for spinning spacecraft. In order to investigate the effect of an accelerating force on LHP operation, a miniature LHP was installed on a spin table. Variable accelerating forces were imposed on the LHP by spinning the table at different angular speeds. Several patterns of accelerating forces were applied, i.e. continuous spin at different speeds and periodic spin at different speeds and frequencies. The resulting accelerations ranged from 1.17 g's to 4.7 g's. This paper presents the first part of the experimental study, i.e. the effects of a centrifugal force on the LHP start-up. Tests were conducted by varying the heat load to the evaporator, sink temperature, magnitude and frequency of centrifugal force, and LHP orientation relative to the direction of the accelerating force. The accelerating force seems to have little effect on the loop start-up in terms of temperature overshoot and superheat at boiling incipience. Changes in these parameters seem to be stochastic with or without centrifugal accelerating forces. The LHP started successfully in all tests.

Impact of time delays on oscillatory dynamics of interlinked positive and negative feedback loops

NASA Astrophysics Data System (ADS)

Huang, Bo; Tian, Xinyu; Liu, Feng; Wang, Wei

2016-11-01

Interlinking a positive feedback loop (PFL) with a negative feedback loop (NFL) constitutes a typical motif in genetic networks, performing various functions in cell signaling. How time delay in feedback regulation affects the dynamics of such systems still remains unclear. Here, we investigate three systems of interlinked PFL and NFL with time delays: a synthetic genetic oscillator, a three-node circuit, and a simplified single-node model. The stability of steady states and the routes to oscillation in the single-node model are analyzed in detail. The amplitude and period of oscillations vary with a pointwise periodicity over a range of time delay. Larger-amplitude oscillations can be induced when the PFL has an appropriately long delay, in comparison with the PFL with no delay or short delay; this conclusion holds true for all the three systems. We unravel the underlying mechanism for the above effects via analytical derivation under a limiting condition. We also develop a stochastic algorithm for simulating a single reaction with two delays and show that robust oscillations can be maintained by the PFL with a properly long delay in the single-node system. This work presents an effective method for constructing robust large-amplitude oscillators and interprets why similar circuit architectures are engaged in timekeeping systems such as circadian clocks.

An efficient identification approach for stable and unstable nonlinear systems using Colliding Bodies Optimization algorithm.

PubMed

Pal, Partha S; Kar, R; Mandal, D; Ghoshal, S P

2015-11-01

This paper presents an efficient approach to identify different stable and practically useful Hammerstein models as well as unstable nonlinear process along with its stable closed loop counterpart with the help of an evolutionary algorithm as Colliding Bodies Optimization (CBO) optimization algorithm. The performance measures of the CBO based optimization approach such as precision, accuracy are justified with the minimum output mean square value (MSE) which signifies that the amount of bias and variance in the output domain are also the least. It is also observed that the optimization of output MSE in the presence of outliers has resulted in a very close estimation of the output parameters consistently, which also justifies the effective general applicability of the CBO algorithm towards the system identification problem and also establishes the practical usefulness of the applied approach. Optimum values of the MSEs, computational times and statistical information of the MSEs are all found to be the superior as compared with those of the other existing similar types of stochastic algorithms based approaches reported in different recent literature, which establish the robustness and efficiency of the applied CBO based identification scheme. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

Stochastic Watershed Models for Risk Based Decision Making

NASA Astrophysics Data System (ADS)

Vogel, R. M.

2017-12-01

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

Variance decomposition in stochastic simulators.

PubMed

Le Maître, O P; Knio, O M; Moraes, A

2015-06-28

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

Variance decomposition in stochastic simulators

NASA Astrophysics Data System (ADS)

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

2015-06-01

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

Thermally activated switching at long time scales in exchange-coupled magnetic grains

NASA Astrophysics Data System (ADS)

Almudallal, Ahmad M.; Mercer, J. I.; Whitehead, J. P.; Plumer, M. L.; van Ek, J.; Fal, T. J.

2015-10-01

Rate coefficients of the Arrhenius-Néel form are calculated for thermally activated magnetic moment reversal for dual layer exchange-coupled composite (ECC) media based on the Langer formalism and are applied to study the sweep rate dependence of M H hysteresis loops as a function of the exchange coupling I between the layers. The individual grains are modeled as two exchange-coupled Stoner-Wohlfarth particles from which the minimum energy paths connecting the minimum energy states are calculated using a variant of the string method and the energy barriers and attempt frequencies calculated as a function of the applied field. The resultant rate equations describing the evolution of an ensemble of noninteracting ECC grains are then integrated numerically in an applied field with constant sweep rate R =-d H /d t and the magnetization calculated as a function of the applied field H . M H hysteresis loops are presented for a range of values I for sweep rates 105Oe /s ≤R ≤1010Oe /s and a figure of merit that quantifies the advantages of ECC media is proposed. M H hysteresis loops are also calculated based on the stochastic Landau-Lifshitz-Gilbert equations for 108Oe /s ≤R ≤1010Oe /s and are shown to be in good agreement with those obtained from the direct integration of rate equations. The results are also used to examine the accuracy of certain approximate models that reduce the complexity associated with the Langer-based formalism and which provide some useful insight into the reversal process and its dependence on the coupling strength and sweep rate. Of particular interest is the clustering of minimum energy states that are separated by relatively low-energy barriers into "metastates." It is shown that while approximating the reversal process in terms of "metastates" results in little loss of accuracy, it can reduce the run time of a kinetic Monte Carlo (KMC) simulation of the magnetic decay of an ensemble of dual layer ECC media by 2 -3 orders of magnitude. The essentially exact results presented in this work for two coupled grains are analogous to the Stoner-Wohlfarth model of a single grain and serve as an important precursor to KMC-based simulation studies on systems of interacting dual layer ECC media.

Influence of anisotropy on anomalous scaling of a passive scalar advected by the Navier-Stokes velocity field.

PubMed

Jurcisinová, E; Jurcisin, M; Remecký, R

2009-10-01

The influence of weak uniaxial small-scale anisotropy on the stability of the scaling regime and on the anomalous scaling of the single-time structure functions of a passive scalar advected by the velocity field governed by the stochastic Navier-Stokes equation is investigated by the field theoretic renormalization group and operator-product expansion within one-loop approximation of a perturbation theory. The explicit analytical expressions for coordinates of the corresponding fixed point of the renormalization-group equations as functions of anisotropy parameters are found, the stability of the three-dimensional Kolmogorov-like scaling regime is demonstrated, and the dependence of the borderline dimension d(c) is an element of (2,3] between stable and unstable scaling regimes is found as a function of the anisotropy parameters. The dependence of the turbulent Prandtl number on the anisotropy parameters is also briefly discussed. The influence of weak small-scale anisotropy on the anomalous scaling of the structure functions of a passive scalar field is studied by the operator-product expansion and their explicit dependence on the anisotropy parameters is present. It is shown that the anomalous dimensions of the structure functions, which are the same (universal) for the Kraichnan model, for the model with finite time correlations of the velocity field, and for the model with the advection by the velocity field driven by the stochastic Navier-Stokes equation in the isotropic case, can be distinguished by the assumption of the presence of the small-scale anisotropy in the systems even within one-loop approximation. The corresponding comparison of the anisotropic anomalous dimensions for the present model with that obtained within the Kraichnan rapid-change model is done.

Minimizing Uncertainties Impact in Decision Making with an Applicability Study for Economic Power Dispatch

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wang, Hong; Wang, Shaobu; Fan, Rui

This report summaries the work performed under the LDRD project on the preliminary study on knowledge automation, where specific focus has been made on the investigation of the impact of uncertainties of human decision making onto the optimization of the process operation. At first the statistics on signals from the Brain-Computing Interface (BCI) is analyzed so as to obtain the uncertainties characterization of human operators during the decision making phase using the electroencephalogram (EEG) signals. This is then followed by the discussions of an architecture that reveals the equivalence between optimization and closed loop feedback control design, where it hasmore » been shown that all the optimization problems can be transferred into the control design problem for closed loop systems. This has led to a “closed loop” framework, where the structure of the decision making is shown to be subjected to both process disturbances and controller’s uncertainties. The latter can well represent the uncertainties or randomness occurred during human decision making phase. As a result, a stochastic optimization problem has been formulated and a novel solution has been proposed using probability density function (PDF) shaping for both the cost function and the constraints using stochastic distribution control concept. A sufficient condition has been derived that guarantees the convergence of the optimal solution and discussions have been made for both the total probabilistic solution and chanced constrained optimization which have been well-studied in optimal power flows (OPF) area. A simple case study has been carried out for the economic dispatch of powers for a grid system when there are distributed energy resources (DERs) in the system, and encouraging results have been obtained showing that a significant savings on the generation cost can be expected.« less

Stochastic Human Exposure and Dose Simulation Model for Pesticides

EPA Science Inventory

SHEDS-Pesticides (Stochastic Human Exposure and Dose Simulation Model for Pesticides) is a physically-based stochastic model developed to quantify exposure and dose of humans to multimedia, multipathway pollutants. Probabilistic inputs are combined in physical/mechanistic algorit...

LQ optimal and reaching law-based sliding modes for inventory management systems

NASA Astrophysics Data System (ADS)

Ignaciuk, Przemysław; Bartoszewicz, Andrzej

2012-01-01

In this article, the theory of discrete sliding-mode control is used to design new supply strategies for periodic-review inventory systems. In the considered systems, the stock used to fulfil an unknown, time-varying demand can be replenished from a single supply source or from multiple suppliers procuring orders with different delays. The proposed strategies guarantee that demand is always entirely satisfied from the on-hand stock (yielding the maximum service level), and the warehouse capacity is not exceeded (which eliminates the cost of emergency storage). In contrast to the classical, stochastic approaches, in this article, we focus on optimising the inventory system dynamics. The parameters of the first control strategy are selected by minimising a quadratic cost functional. Next, it is shown how the system dynamical performance can be improved by applying the concept of a reaching law with the appropriately adjusted reaching phase. The stable, nonoscillatory behaviour of the closed-loop system is demonstrated and the properties of the designed controllers are discussed and strictly proved.

An accurate nonlinear stochastic model for MEMS-based inertial sensor error with wavelet networks

NASA Astrophysics Data System (ADS)

El-Diasty, Mohammed; El-Rabbany, Ahmed; Pagiatakis, Spiros

2007-12-01

The integration of Global Positioning System (GPS) with Inertial Navigation System (INS) has been widely used in many applications for positioning and orientation purposes. Traditionally, random walk (RW), Gauss-Markov (GM), and autoregressive (AR) processes have been used to develop the stochastic model in classical Kalman filters. The main disadvantage of classical Kalman filter is the potentially unstable linearization of the nonlinear dynamic system. Consequently, a nonlinear stochastic model is not optimal in derivative-based filters due to the expected linearization error. With a derivativeless-based filter such as the unscented Kalman filter or the divided difference filter, the filtering process of a complicated highly nonlinear dynamic system is possible without linearization error. This paper develops a novel nonlinear stochastic model for inertial sensor error using a wavelet network (WN). A wavelet network is a highly nonlinear model, which has recently been introduced as a powerful tool for modelling and prediction. Static and kinematic data sets are collected using a MEMS-based IMU (DQI-100) to develop the stochastic model in the static mode and then implement it in the kinematic mode. The derivativeless-based filtering method using GM, AR, and the proposed WN-based processes are used to validate the new model. It is shown that the first-order WN-based nonlinear stochastic model gives superior positioning results to the first-order GM and AR models with an overall improvement of 30% when 30 and 60 seconds GPS outages are introduced.

Designing a stochastic genetic switch by coupling chaos and bistability.

PubMed

Zhao, Xiang; Ouyang, Qi; Wang, Hongli

2015-11-01

In stem cell differentiation, a pluripotent stem cell becomes progressively specialized and generates specific cell types through a series of epigenetic processes. How cells can precisely determine their fate in a fluctuating environment is a currently unsolved problem. In this paper, we suggest an abstract gene regulatory network to describe mathematically the differentiation phenomenon featuring stochasticity, divergent cell fates, and robustness. The network consists of three functional motifs: an upstream chaotic motif, a buffering motif of incoherent feed forward loop capable of generating a pulse, and a downstream motif which is bistable. The dynamic behavior is typically a transient chaos with fractal basin boundaries. The trajectories take transiently chaotic journeys before divergently settling down to the bistable states. The ratio of the probability that the high state is achieved to the probability that the low state is reached can maintain a constant in a population of cells with varied molecular fluctuations. The ratio can be turned up or down when proper parameters are adjusted. The model suggests a possible mechanism for the robustness against fluctuations that is prominently featured in pluripotent cell differentiations and developmental phenomena.

Leveraging human decision making through the optimal management of centralized resources

NASA Astrophysics Data System (ADS)

Hyden, Paul; McGrath, Richard G.

2016-05-01

Combining results from mixed integer optimization, stochastic modeling and queuing theory, we will advance the interdisciplinary problem of efficiently and effectively allocating centrally managed resources. Academia currently fails to address this, as the esoteric demands of each of these large research areas limits work across traditional boundaries. The commercial space does not currently address these challenges due to the absence of a profit metric. By constructing algorithms that explicitly use inputs across boundaries, we are able to incorporate the advantages of using human decision makers. Key improvements in the underlying algorithms are made possible by aligning decision maker goals with the feedback loops introduced between the core optimization step and the modeling of the overall stochastic process of supply and demand. A key observation is that human decision-makers must be explicitly included in the analysis for these approaches to be ultimately successful. Transformative access gives warfighters and mission owners greater understanding of global needs and allows for relationships to guide optimal resource allocation decisions. Mastery of demand processes and optimization bottlenecks reveals long term maximum marginal utility gaps in capabilities.

Effects of coarse-graining on fluctuations in gene expression

NASA Astrophysics Data System (ADS)

Pedraza, Juan; Paulsson, Johan

2008-03-01

Many cellular components are present in such low numbers per cell that random births and deaths of individual molecules can cause significant `noise' in concentrations. But biochemical events do not necessarily occur in steps of individual molecules. Some processes are greatly randomized when synthesis or degradation occurs in large bursts of many molecules in a short time interval. Conversely, each birth or death of a macromolecule could involve several small steps, creating a memory between individual events. Here we present generalized theory for stochastic gene expression, formulating the variance in protein abundance in terms of the randomness of the individual events, and discuss the effective coarse-graining of the molecular hardware. We show that common molecular mechanisms produce gestation and senescence periods that can reduce noise without changing average abundances, lifetimes, or any concentration-dependent control loops. We also show that single-cell experimental methods that are now commonplace in cell biology do not discriminate between qualitatively different stochastic principles, but that this in turn makes them better suited for identifying which components introduce fluctuations.

Towards Quantum Cybernetics:. Optimal Feedback Control in Quantum Bio Informatics

NASA Astrophysics Data System (ADS)

Belavkin, V. P.

2009-02-01

A brief account of the quantum information dynamics and dynamical programming methods for the purpose of optimal control in quantum cybernetics with convex constraints and cońcave cost and bequest functions of the quantum state is given. Consideration is given to both open loop and feedback control schemes corresponding respectively to deterministic and stochastic semi-Markov dynamics of stable or unstable systems. For the quantum feedback control scheme with continuous observations we exploit the separation theorem of filtering and control aspects for quantum stochastic micro-dynamics of the total system. This allows to start with the Belavkin quantum filtering equation and derive the generalized Hamilton-Jacobi-Bellman equation using standard arguments of classical control theory. This is equivalent to a Hamilton-Jacobi equation with an extra linear dissipative term if the control is restricted to only Hamiltonian terms in the filtering equation. A controlled qubit is considered as an example throughout the development of the formalism. Finally, we discuss optimum observation strategies to obtain a pure quantum qubit state from a mixed one.

On the efficacy of stochastic collocation, stochastic Galerkin, and stochastic reduced order models for solving stochastic problems

DOE PAGES

Richard V. Field, Jr.; Emery, John M.; Grigoriu, Mircea Dan

2015-05-19

The stochastic collocation (SC) and stochastic Galerkin (SG) methods are two well-established and successful approaches for solving general stochastic problems. A recently developed method based on stochastic reduced order models (SROMs) can also be used. Herein we provide a comparison of the three methods for some numerical examples; our evaluation only holds for the examples considered in the paper. The purpose of the comparisons is not to criticize the SC or SG methods, which have proven very useful for a broad range of applications, nor is it to provide overall ratings of these methods as compared to the SROM method.more » Furthermore, our objectives are to present the SROM method as an alternative approach to solving stochastic problems and provide information on the computational effort required by the implementation of each method, while simultaneously assessing their performance for a collection of specific problems.« less

Approximation of Quantum Stochastic Differential Equations for Input-Output Model Reduction

DTIC Science & Technology

2016-02-25

Approximation of Quantum Stochastic Differential Equations for Input-Output Model Reduction We have completed a short program of theoretical research...on dimensional reduction and approximation of models based on quantum stochastic differential equations. Our primary results lie in the area of...2211 quantum probability, quantum stochastic differential equations REPORT DOCUMENTATION PAGE 11. SPONSOR/MONITOR’S REPORT NUMBER(S) 10. SPONSOR

Investigating the development of less-mobile porosity in realistic hyporheic zone sediments with COMSOL Multiphysics

NASA Astrophysics Data System (ADS)

MahmoodPoorDehkordy, F.; Briggs, M. A.; Day-Lewis, F. D.; Bagtzoglou, A. C.

2017-12-01

Although hyporheic zones are often modeled at the reach scale as homogeneous "boxes" of exchange, heterogeneity caused by variations of pore sizes and connectivity is not uncommon. This heterogeneity leads to the creation of more- and less-mobile zones of hydraulic exchange that influence reactive solute transport processes. Whereas fluid sampling is generally sensitive to more-mobile zones, geoelectrical measurement is sensitive to ionic tracer dynamics in both less- and more-mobile zones. Heterogeneity in pore connectivity leads to a lag between fluid and bulk electrical conductivity (EC) resulting in a hysteresis loop, observed during tracer breakthrough tests, that contains information about the less-mobile porosity attributes of the medium. Here, we present a macro-scale model of solute transport and electrical conduction developed using COMSOL Multiphysics. The model is used to simulate geoelectrical monitoring of ionic transport for bed sediments based on (1) a stochastic sand-and-cobble mixture and (2) a dune feature with strong permeability layering. In both of these disparate sediment types, hysteresis between fluid and bulk EC is observed, and depends in part on fluid flux rate through the model domain. Using the hysteresis loop, the ratio of less-mobile to mobile porosity and mass-transfer coefficient are estimated graphically. The results indicate the presence and significance of less-mobile porosity in the hyporheic zones and demonstrate the capability of the proposed model to detect heterogeneity in flow processes and estimate less-mobile zone parameters.

Evaluation of Uncertainty in Runoff Analysis Incorporating Theory of Stochastic Process

NASA Astrophysics Data System (ADS)

Yoshimi, Kazuhiro; Wang, Chao-Wen; Yamada, Tadashi

2015-04-01

The aim of this paper is to provide a theoretical framework of uncertainty estimate on rainfall-runoff analysis based on theory of stochastic process. SDE (stochastic differential equation) based on this theory has been widely used in the field of mathematical finance due to predict stock price movement. Meanwhile, some researchers in the field of civil engineering have investigated by using this knowledge about SDE (stochastic differential equation) (e.g. Kurino et.al, 1999; Higashino and Kanda, 2001). However, there have been no studies about evaluation of uncertainty in runoff phenomenon based on comparisons between SDE (stochastic differential equation) and Fokker-Planck equation. The Fokker-Planck equation is a partial differential equation that describes the temporal variation of PDF (probability density function), and there is evidence to suggest that SDEs and Fokker-Planck equations are equivalent mathematically. In this paper, therefore, the uncertainty of discharge on the uncertainty of rainfall is explained theoretically and mathematically by introduction of theory of stochastic process. The lumped rainfall-runoff model is represented by SDE (stochastic differential equation) due to describe it as difference formula, because the temporal variation of rainfall is expressed by its average plus deviation, which is approximated by Gaussian distribution. This is attributed to the observed rainfall by rain-gauge station and radar rain-gauge system. As a result, this paper has shown that it is possible to evaluate the uncertainty of discharge by using the relationship between SDE (stochastic differential equation) and Fokker-Planck equation. Moreover, the results of this study show that the uncertainty of discharge increases as rainfall intensity rises and non-linearity about resistance grows strong. These results are clarified by PDFs (probability density function) that satisfy Fokker-Planck equation about discharge. It means the reasonable discharge can be estimated based on the theory of stochastic processes, and it can be applied to the probabilistic risk of flood management.

pth moment exponential stability of stochastic memristor-based bidirectional associative memory (BAM) neural networks with time delays.

PubMed

Wang, Fen; Chen, Yuanlong; Liu, Meichun

2018-02-01

Stochastic memristor-based bidirectional associative memory (BAM) neural networks with time delays play an increasingly important role in the design and implementation of neural network systems. Under the framework of Filippov solutions, the issues of the pth moment exponential stability of stochastic memristor-based BAM neural networks are investigated. By using the stochastic stability theory, Itô's differential formula and Young inequality, the criteria are derived. Meanwhile, with Lyapunov approach and Cauchy-Schwarz inequality, we derive some sufficient conditions for the mean square exponential stability of the above systems. The obtained results improve and extend previous works on memristor-based or usual neural networks dynamical systems. Four numerical examples are provided to illustrate the effectiveness of the proposed results. Copyright © 2017 Elsevier Ltd. All rights reserved.

Stochastic properties of radiation-induced DSB: DSB distributions in large scale chromatin loops, the HPRT gene and within the visible volumes of DNA repair foci.

PubMed

Ponomarev, Artem L; Costes, Sylvain V; Cucinotta, Francis A

2008-11-01

We computed probabilities to have multiple double-strand breaks (DSB), which are produced in DNA on a regional scale, and not in close vicinity, in volumes matching the size of DNA damage foci, of a large chromatin loop, and in the physical volume of DNA containing the HPRT (human hypoxanthine phosphoribosyltransferase) locus. The model is based on a Monte Carlo description of DSB formation by heavy ions in the spatial context of the entire human genome contained within the cell nucleus, as well as at the gene sequence level. We showed that a finite physical volume corresponding to a visible DNA repair focus, believed to be associated with one DSB, can contain multiple DSB due to heavy ion track structure and the DNA supercoiled topography. A corrective distribution was introduced, which was a conditional probability to have excess DSB in a focus volume, given that there was already one present. The corrective distribution was calculated for 19.5 MeV/amu N ions, 3.77 MeV/amu alpha-particles, 1000 MeV/amu Fe ions, and X-rays. The corrected initial DSB yield from the experimental data on DNA repair foci was calculated. The DSB yield based on the corrective function converts the focus yield into the DSB yield, which is comparable with the DSB yield based on the earlier PFGE experiments. The distribution of DSB within the physical limits of the HPRT gene was analyzed by a similar method as well. This corrective procedure shows the applicability of the model and empowers the researcher with a tool to better analyze focus statistics. The model enables researchers to analyze the DSB yield based on focus statistics in real experimental situations that lack one-to-one focus-to-DSB correspondance.

An adaptive ANOVA-based PCKF for high-dimensional nonlinear inverse modeling

DOE Office of Scientific and Technical Information (OSTI.GOV)

Li, Weixuan, E-mail: weixuan.li@usc.edu; Lin, Guang, E-mail: guang.lin@pnnl.gov; Zhang, Dongxiao, E-mail: dxz@pku.edu.cn

2014-02-01

The probabilistic collocation-based Kalman filter (PCKF) is a recently developed approach for solving inverse problems. It resembles the ensemble Kalman filter (EnKF) in every aspect—except that it represents and propagates model uncertainty by polynomial chaos expansion (PCE) instead of an ensemble of model realizations. Previous studies have shown PCKF is a more efficient alternative to EnKF for many data assimilation problems. However, the accuracy and efficiency of PCKF depends on an appropriate truncation of the PCE series. Having more polynomial chaos basis functions in the expansion helps to capture uncertainty more accurately but increases computational cost. Selection of basis functionsmore » is particularly important for high-dimensional stochastic problems because the number of polynomial chaos basis functions required to represent model uncertainty grows dramatically as the number of input parameters (random dimensions) increases. In classic PCKF algorithms, the PCE basis functions are pre-set based on users' experience. Also, for sequential data assimilation problems, the basis functions kept in PCE expression remain unchanged in different Kalman filter loops, which could limit the accuracy and computational efficiency of classic PCKF algorithms. To address this issue, we present a new algorithm that adaptively selects PCE basis functions for different problems and automatically adjusts the number of basis functions in different Kalman filter loops. The algorithm is based on adaptive functional ANOVA (analysis of variance) decomposition, which approximates a high-dimensional function with the summation of a set of low-dimensional functions. Thus, instead of expanding the original model into PCE, we implement the PCE expansion on these low-dimensional functions, which is much less costly. We also propose a new adaptive criterion for ANOVA that is more suited for solving inverse problems. The new algorithm was tested with different examples and demonstrated great effectiveness in comparison with non-adaptive PCKF and EnKF algorithms.« less

Micromagnetic simulation study of a disordered model for one-dimensional granular perovskite manganite oxide nanostructures

NASA Astrophysics Data System (ADS)

Longone, P.; Romá, F.

2018-06-01

Chemical techniques are an efficient method to synthesize one-dimensional perovskite manganite oxide nanostructures with a granular morphology, that is, formed by arrays of monodomain magnetic nanoparticles. Integrating the stochastic Landau-Lifshitz-Gilbert equation, we simulate the dynamics of a simple disordered model for such materials that only takes into account the morphological characteristics of their nanograins. We show that it is possible to describe reasonably well experimental hysteresis loops reported in the literature for single La0.67Ca0.33MnO3 nanotubes and powders of these nanostructures, simulating small systems consisting of only 100 nanoparticles.

Stochastic memory: Memory enhancement due to noise

NASA Astrophysics Data System (ADS)

Stotland, Alexander; di Ventra, Massimiliano

2012-01-01

There are certain classes of resistors, capacitors, and inductors that, when subject to a periodic input of appropriate frequency, develop hysteresis loops in their characteristic response. Here we show that the hysteresis of such memory elements can also be induced by white noise of appropriate intensity even at very low frequencies of the external driving field. We illustrate this phenomenon using a physical model of memory resistor realized by TiO2 thin films sandwiched between metallic electrodes and discuss under which conditions this effect can be observed experimentally. We also discuss its implications on existing memory systems described in the literature and the role of colored noise.

Temperature variation effects on stochastic characteristics for low-cost MEMS-based inertial sensor error

NASA Astrophysics Data System (ADS)

El-Diasty, M.; El-Rabbany, A.; Pagiatakis, S.

2007-11-01

We examine the effect of varying the temperature points on MEMS inertial sensors' noise models using Allan variance and least-squares spectral analysis (LSSA). Allan variance is a method of representing root-mean-square random drift error as a function of averaging times. LSSA is an alternative to the classical Fourier methods and has been applied successfully by a number of researchers in the study of the noise characteristics of experimental series. Static data sets are collected at different temperature points using two MEMS-based IMUs, namely MotionPakII and Crossbow AHRS300CC. The performance of the two MEMS inertial sensors is predicted from the Allan variance estimation results at different temperature points and the LSSA is used to study the noise characteristics and define the sensors' stochastic model parameters. It is shown that the stochastic characteristics of MEMS-based inertial sensors can be identified using Allan variance estimation and LSSA and the sensors' stochastic model parameters are temperature dependent. Also, the Kaiser window FIR low-pass filter is used to investigate the effect of de-noising stage on the stochastic model. It is shown that the stochastic model is also dependent on the chosen cut-off frequency.

Variance decomposition in stochastic simulators

DOE Office of Scientific and Technical Information (OSTI.GOV)

Le Maître, O. P., E-mail: olm@limsi.fr; Knio, O. M., E-mail: knio@duke.edu; Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa

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

Stochastic Spiking Neural Networks Enabled by Magnetic Tunnel Junctions: From Nontelegraphic to Telegraphic Switching Regimes

NASA Astrophysics Data System (ADS)

Liyanagedera, Chamika M.; Sengupta, Abhronil; Jaiswal, Akhilesh; Roy, Kaushik

2017-12-01

Stochastic spiking neural networks based on nanoelectronic spin devices can be a possible pathway to achieving "brainlike" compact and energy-efficient cognitive intelligence. The computational model attempt to exploit the intrinsic device stochasticity of nanoelectronic synaptic or neural components to perform learning or inference. However, there has been limited analysis on the scaling effect of stochastic spin devices and its impact on the operation of such stochastic networks at the system level. This work attempts to explore the design space and analyze the performance of nanomagnet-based stochastic neuromorphic computing architectures for magnets with different barrier heights. We illustrate how the underlying network architecture must be modified to account for the random telegraphic switching behavior displayed by magnets with low barrier heights as they are scaled into the superparamagnetic regime. We perform a device-to-system-level analysis on a deep neural-network architecture for a digit-recognition problem on the MNIST data set.

A stochastic hybrid systems based framework for modeling dependent failure processes

PubMed Central

Fan, Mengfei; Zeng, Zhiguo; Zio, Enrico; Kang, Rui; Chen, Ying

2017-01-01

In this paper, we develop a framework to model and analyze systems that are subject to dependent, competing degradation processes and random shocks. The degradation processes are described by stochastic differential equations, whereas transitions between the system discrete states are triggered by random shocks. The modeling is, then, based on Stochastic Hybrid Systems (SHS), whose state space is comprised of a continuous state determined by stochastic differential equations and a discrete state driven by stochastic transitions and reset maps. A set of differential equations are derived to characterize the conditional moments of the state variables. System reliability and its lower bounds are estimated from these conditional moments, using the First Order Second Moment (FOSM) method and Markov inequality, respectively. The developed framework is applied to model three dependent failure processes from literature and a comparison is made to Monte Carlo simulations. The results demonstrate that the developed framework is able to yield an accurate estimation of reliability with less computational costs compared to traditional Monte Carlo-based methods. PMID:28231313

A cavitation model based on Eulerian stochastic fields

NASA Astrophysics Data System (ADS)

Magagnato, F.; Dumond, J.

2013-12-01

Non-linear phenomena can often be described using probability density functions (pdf) and pdf transport models. Traditionally the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian "particles" or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and in particular to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. Firstly, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.

A stochastic hybrid systems based framework for modeling dependent failure processes.

PubMed

Fan, Mengfei; Zeng, Zhiguo; Zio, Enrico; Kang, Rui; Chen, Ying

2017-01-01

In this paper, we develop a framework to model and analyze systems that are subject to dependent, competing degradation processes and random shocks. The degradation processes are described by stochastic differential equations, whereas transitions between the system discrete states are triggered by random shocks. The modeling is, then, based on Stochastic Hybrid Systems (SHS), whose state space is comprised of a continuous state determined by stochastic differential equations and a discrete state driven by stochastic transitions and reset maps. A set of differential equations are derived to characterize the conditional moments of the state variables. System reliability and its lower bounds are estimated from these conditional moments, using the First Order Second Moment (FOSM) method and Markov inequality, respectively. The developed framework is applied to model three dependent failure processes from literature and a comparison is made to Monte Carlo simulations. The results demonstrate that the developed framework is able to yield an accurate estimation of reliability with less computational costs compared to traditional Monte Carlo-based methods.

Stochastic simulation of human pulmonary blood flow and transit time frequency distribution based on anatomic and elasticity data.

PubMed

Huang, Wei; Shi, Jun; Yen, R T

2012-12-01

The objective of our study was to develop a computing program for computing the transit time frequency distributions of red blood cell in human pulmonary circulation, based on our anatomic and elasticity data of blood vessels in human lung. A stochastic simulation model was introduced to simulate blood flow in human pulmonary circulation. In the stochastic simulation model, the connectivity data of pulmonary blood vessels in human lung was converted into a probability matrix. Based on this model, the transit time of red blood cell in human pulmonary circulation and the output blood pressure were studied. Additionally, the stochastic simulation model can be used to predict the changes of blood flow in human pulmonary circulation with the advantage of the lower computing cost and the higher flexibility. In conclusion, a stochastic simulation approach was introduced to simulate the blood flow in the hierarchical structure of a pulmonary circulation system, and to calculate the transit time distributions and the blood pressure outputs.

Agent-based model of angiogenesis simulates capillary sprout initiation in multicellular networks

PubMed Central

Walpole, J.; Chappell, J.C.; Cluceru, J.G.; Mac Gabhann, F.; Bautch, V.L.; Peirce, S. M.

2015-01-01

Many biological processes are controlled by both deterministic and stochastic influences. However, efforts to model these systems often rely on either purely stochastic or purely rule-based methods. To better understand the balance between stochasticity and determinism in biological processes a computational approach that incorporates both influences may afford additional insight into underlying biological mechanisms that give rise to emergent system properties. We apply a combined approach to the simulation and study of angiogenesis, the growth of new blood vessels from existing networks. This complex multicellular process begins with selection of an initiating endothelial cell, or tip cell, which sprouts from the parent vessels in response to stimulation by exogenous cues. We have constructed an agent-based model of sprouting angiogenesis to evaluate endothelial cell sprout initiation frequency and location, and we have experimentally validated it using high-resolution time-lapse confocal microscopy. ABM simulations were then compared to a Monte Carlo model, revealing that purely stochastic simulations could not generate sprout locations as accurately as the rule-informed agent-based model. These findings support the use of rule-based approaches for modeling the complex mechanisms underlying sprouting angiogenesis over purely stochastic methods. PMID:26158406

Agent-based model of angiogenesis simulates capillary sprout initiation in multicellular networks.

PubMed

Walpole, J; Chappell, J C; Cluceru, J G; Mac Gabhann, F; Bautch, V L; Peirce, S M

2015-09-01

Many biological processes are controlled by both deterministic and stochastic influences. However, efforts to model these systems often rely on either purely stochastic or purely rule-based methods. To better understand the balance between stochasticity and determinism in biological processes a computational approach that incorporates both influences may afford additional insight into underlying biological mechanisms that give rise to emergent system properties. We apply a combined approach to the simulation and study of angiogenesis, the growth of new blood vessels from existing networks. This complex multicellular process begins with selection of an initiating endothelial cell, or tip cell, which sprouts from the parent vessels in response to stimulation by exogenous cues. We have constructed an agent-based model of sprouting angiogenesis to evaluate endothelial cell sprout initiation frequency and location, and we have experimentally validated it using high-resolution time-lapse confocal microscopy. ABM simulations were then compared to a Monte Carlo model, revealing that purely stochastic simulations could not generate sprout locations as accurately as the rule-informed agent-based model. These findings support the use of rule-based approaches for modeling the complex mechanisms underlying sprouting angiogenesis over purely stochastic methods.

A Hybrid Stochastic-Neuro-Fuzzy Model-Based System for In-Flight Gas Turbine Engine Diagnostics

DTIC Science & Technology

2001-04-05

Margin (ADM) and (ii) Fault Detection Margin (FDM). Key Words: ANFIS, Engine Health Monitoring , Gas Path Analysis, and Stochastic Analysis Adaptive Network...The paper illustrates the application of a hybrid Stochastic- Fuzzy -Inference Model-Based System (StoFIS) to fault diagnostics and prognostics for both...operational history monitored on-line by the engine health management (EHM) system. To capture the complex functional relationships between different

Closing loop base pairs in RNA loop-loop complexes: structural behavior, interaction energy and solvation analysis through molecular dynamics simulations.

PubMed

Golebiowski, Jérôme; Antonczak, Serge; Fernandez-Carmona, Juan; Condom, Roger; Cabrol-Bass, Daniel

2004-12-01

Nanosecond molecular dynamics using the Ewald summation method have been performed to elucidate the structural and energetic role of the closing base pair in loop-loop RNA duplexes neutralized by Mg2+ counterions in aqueous phases. Mismatches GA, CU and Watson-Crick GC base pairs have been considered for closing the loop of an RNA in complementary interaction with HIV-1 TAR. The simulations reveal that the mismatch GA base, mediated by a water molecule, leads to a complex that presents the best compromise between flexibility and energetic contributions. The mismatch CU base pair, in spite of the presence of an inserted water molecule, is too short to achieve a tight interaction at the closing-loop junction and seems to force TAR to reorganize upon binding. An energetic analysis has allowed us to quantify the strength of the interactions of the closing and the loop-loop pairs throughout the simulations. Although the water-mediated GA closing base pair presents an interaction energy similar to that found on fully geometry-optimized structure, the water-mediated CU closing base pair energy interaction reaches less than half the optimal value.

Structural features of the DNA hairpin d(ATCCTA-GTTA-TAGGAT): formation of a G-A base pair in the loop.

PubMed Central

van Dongen, M J; Mooren, M M; Willems, E F; van der Marel, G A; van Boom, J H; Wijmenga, S S; Hilbers, C W

1997-01-01

The three-dimensional structure of the hairpin formed by d(ATCCTA-GTTA-TAGGAT) has been determined by means of two-dimensional NMR studies, distance geometry and molecular dynamics calculations. The first and the last residues of the tetraloop of this hairpin form a sheared G-A base pair on top of the six Watson-Crick base pairs in the stem. The glycosidic torsion angles of the guanine and adenine residues in the G-A base pair reside in the anti and high- anti domain ( approximately -60 degrees ) respectively. Several dihedral angles in the loop adopt non-standard values to accommodate this base pair. The first and second residue in the loop are stacked in a more or less normal helical fashion; the fourth loop residue also stacks upon the stem, while the third residue is directed away from the loop region. The loop structure can be classified as a so-called type-I loop, in which the bases at the 5'-end of the loop stack in a continuous fashion. In this situation, loop stability is unlikely to depend heavily on the nature of the unpaired bases in the loop. Moreover, the present study indicates that the influence of the polarity of a closing A.T pair is much less significant than that of a closing C.G base pair. PMID:9092659

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.

Hyperbolic Cross Truncations for Stochastic Fourier Cosine Series

PubMed Central

Zhang, Zhihua

2014-01-01

Based on our decomposition of stochastic processes and our asymptotic representations of Fourier cosine coefficients, we deduce an asymptotic formula of approximation errors of hyperbolic cross truncations for bivariate stochastic Fourier cosine series. Moreover we propose a kind of Fourier cosine expansions with polynomials factors such that the corresponding Fourier cosine coefficients decay very fast. Although our research is in the setting of stochastic processes, our results are also new for deterministic functions. PMID:25147842

Model-assisted probability of detection of flaws in aluminum blocks using polynomial chaos expansions

NASA Astrophysics Data System (ADS)

Du, Xiaosong; Leifsson, Leifur; Grandin, Robert; Meeker, William; Roberts, Ronald; Song, Jiming

2018-04-01

Probability of detection (POD) is widely used for measuring reliability of nondestructive testing (NDT) systems. Typically, POD is determined experimentally, while it can be enhanced by utilizing physics-based computational models in combination with model-assisted POD (MAPOD) methods. With the development of advanced physics-based methods, such as ultrasonic NDT testing, the empirical information, needed for POD methods, can be reduced. However, performing accurate numerical simulations can be prohibitively time-consuming, especially as part of stochastic analysis. In this work, stochastic surrogate models for computational physics-based measurement simulations are developed for cost savings of MAPOD methods while simultaneously ensuring sufficient accuracy. The stochastic surrogate is used to propagate the random input variables through the physics-based simulation model to obtain the joint probability distribution of the output. The POD curves are then generated based on those results. Here, the stochastic surrogates are constructed using non-intrusive polynomial chaos (NIPC) expansions. In particular, the NIPC methods used are the quadrature, ordinary least-squares (OLS), and least-angle regression sparse (LARS) techniques. The proposed approach is demonstrated on the ultrasonic testing simulation of a flat bottom hole flaw in an aluminum block. The results show that the stochastic surrogates have at least two orders of magnitude faster convergence on the statistics than direct Monte Carlo sampling (MCS). Moreover, the evaluation of the stochastic surrogate models is over three orders of magnitude faster than the underlying simulation model for this case, which is the UTSim2 model.

A microprocessor-based multichannel subsensory stochastic resonance electrical stimulator.

PubMed

Chang, Gwo-Ching

2013-01-01

Stochastic resonance electrical stimulation is a novel intervention which provides potential benefits for improving postural control ability in the elderly, those with diabetic neuropathy, and stroke patients. In this paper, a microprocessor-based subsensory white noise electrical stimulator for the applications of stochastic resonance stimulation is developed. The proposed stimulator provides four independent programmable stimulation channels with constant-current output, possesses linear voltage-to-current relationship, and has two types of stimulation modes, pulse amplitude and width modulation.

Biochemical simulations: stochastic, approximate stochastic and hybrid approaches.

PubMed

Pahle, Jürgen

2009-01-01

Computer simulations have become an invaluable tool to study the sometimes counterintuitive temporal dynamics of (bio-)chemical systems. In particular, stochastic simulation methods have attracted increasing interest recently. In contrast to the well-known deterministic approach based on ordinary differential equations, they can capture effects that occur due to the underlying discreteness of the systems and random fluctuations in molecular numbers. Numerous stochastic, approximate stochastic and hybrid simulation methods have been proposed in the literature. In this article, they are systematically reviewed in order to guide the researcher and help her find the appropriate method for a specific problem.

Biochemical simulations: stochastic, approximate stochastic and hybrid approaches

PubMed Central

2009-01-01

Computer simulations have become an invaluable tool to study the sometimes counterintuitive temporal dynamics of (bio-)chemical systems. In particular, stochastic simulation methods have attracted increasing interest recently. In contrast to the well-known deterministic approach based on ordinary differential equations, they can capture effects that occur due to the underlying discreteness of the systems and random fluctuations in molecular numbers. Numerous stochastic, approximate stochastic and hybrid simulation methods have been proposed in the literature. In this article, they are systematically reviewed in order to guide the researcher and help her find the appropriate method for a specific problem. PMID:19151097

A multistage stochastic programming model for a multi-period strategic expansion of biofuel supply chain under evolving uncertainties

DOE Office of Scientific and Technical Information (OSTI.GOV)

Xie, Fei; Huang, Yongxi

Here, we develop a multistage, stochastic mixed-integer model to support biofuel supply chain expansion under evolving uncertainties. By utilizing the block-separable recourse property, we reformulate the multistage program in an equivalent two-stage program and solve it using an enhanced nested decomposition method with maximal non-dominated cuts. We conduct extensive numerical experiments and demonstrate the application of the model and algorithm in a case study based on the South Carolina settings. The value of multistage stochastic programming method is also explored by comparing the model solution with the counterparts of an expected value based deterministic model and a two-stage stochastic model.

A multistage stochastic programming model for a multi-period strategic expansion of biofuel supply chain under evolving uncertainties

DOE PAGES

Xie, Fei; Huang, Yongxi

2018-02-04

Here, we develop a multistage, stochastic mixed-integer model to support biofuel supply chain expansion under evolving uncertainties. By utilizing the block-separable recourse property, we reformulate the multistage program in an equivalent two-stage program and solve it using an enhanced nested decomposition method with maximal non-dominated cuts. We conduct extensive numerical experiments and demonstrate the application of the model and algorithm in a case study based on the South Carolina settings. The value of multistage stochastic programming method is also explored by comparing the model solution with the counterparts of an expected value based deterministic model and a two-stage stochastic model.

Foundations of Space and Time

NASA Astrophysics Data System (ADS)

Murugan, Jeff; Weltman, Amanda; Ellis, George F. R.

2012-07-01

1. The problem with quantum gravity Jeff Murugan, Amanda Weltman and George F. R. Eliis; 2. A dialogue on the nature of gravity Thanu Padmanabhan; 3. Effective theories and modifications of gravity Cliff Burgess; 4. The small scale structure of spacetime Steve Carlip; 5. Ultraviolet divergences in supersymmetric theories Kellog Stelle; 6. Cosmological quantum billiards Axel Kleinschmidt and Hermann Nicolai; 7. Progress in RNS string theory and pure spinors Dimitri Polyakov; 8. Recent trends in superstring phenomenology Massimo Bianchi; 9. Emergent spacetime Robert de Mello Koch and Jeff Murugan; 10. Loop quantum gravity Hanno Sahlmann; 11. Loop quantum gravity and cosmology Martin Bojowald; 12. The microscopic dynamics of quantum space as a group field theory Daniele Oriti; 13. Causal dynamical triangulations and the quest for quantum gravity Jan Ambjørn, J. Jurkiewicz and Renate Loll; 14. Proper time is stochastic time in 2D quantum gravity Jan Ambjorn, Renate Loll, Y. Watabiki, W. Westra and S. Zohren; 15. Logic is to the quantum as geometry is to gravity Rafael Sorkin; 16. Causal sets: discreteness without symmetry breaking Joe Henson; 17. The Big Bang, quantum gravity, and black-hole information loss Roger Penrose; Index.

On the Minimization of Fluctuations in the Response Times of Autoregulatory Gene Networks

PubMed Central

Murugan, Rajamanickam; Kreiman, Gabriel

2011-01-01

The temporal dynamics of the concentrations of several proteins are tightly regulated, particularly for critical nodes in biological networks such as transcription factors. An important mechanism to control transcription factor levels is through autoregulatory feedback loops where the protein can bind its own promoter. Here we use theoretical tools and computational simulations to further our understanding of transcription-factor autoregulatory loops. We show that the stochastic dynamics of feedback and mRNA synthesis can significantly influence the speed of response of autoregulatory genetic networks toward external stimuli. The fluctuations in the response-times associated with the accumulation of the transcription factor in the presence of negative or positive autoregulation can be minimized by confining the ratio of mRNA/protein lifetimes within 1:10. This predicted range of mRNA/protein lifetime agrees with ranges observed empirically in prokaryotes and eukaryotes. The theory can quantitatively and systematically account for the influence of regulatory element binding and unbinding dynamics on the transcription-factor concentration rise-times. The simulation results are robust against changes in several system parameters of the gene expression machinery. PMID:21943410

Temporal-varying failures of nodes in networks

NASA Astrophysics Data System (ADS)

Knight, Georgie; Cristadoro, Giampaolo; Altmann, Eduardo G.

2015-08-01

We consider networks in which random walkers are removed because of the failure of specific nodes. We interpret the rate of loss as a measure of the importance of nodes, a notion we denote as failure centrality. We show that the degree of the node is not sufficient to determine this measure and that, in a first approximation, the shortest loops through the node have to be taken into account. We propose approximations of the failure centrality which are valid for temporal-varying failures, and we dwell on the possibility of externally changing the relative importance of nodes in a given network by exploiting the interference between the loops of a node and the cycles of the temporal pattern of failures. In the limit of long failure cycles we show analytically that the escape in a node is larger than the one estimated from a stochastic failure with the same failure probability. We test our general formalism in two real-world networks (air-transportation and e-mail users) and show how communities lead to deviations from predictions for failures in hubs.

Probabilistic Models and Generative Neural Networks: Towards an Unified Framework for Modeling Normal and Impaired Neurocognitive Functions

PubMed Central

Testolin, Alberto; Zorzi, Marco

2016-01-01

Connectionist models can be characterized within the more general framework of probabilistic graphical models, which allow to efficiently describe complex statistical distributions involving a large number of interacting variables. This integration allows building more realistic computational models of cognitive functions, which more faithfully reflect the underlying neural mechanisms at the same time providing a useful bridge to higher-level descriptions in terms of Bayesian computations. Here we discuss a powerful class of graphical models that can be implemented as stochastic, generative neural networks. These models overcome many limitations associated with classic connectionist models, for example by exploiting unsupervised learning in hierarchical architectures (deep networks) and by taking into account top-down, predictive processing supported by feedback loops. We review some recent cognitive models based on generative networks, and we point out promising research directions to investigate neuropsychological disorders within this approach. Though further efforts are required in order to fill the gap between structured Bayesian models and more realistic, biophysical models of neuronal dynamics, we argue that generative neural networks have the potential to bridge these levels of analysis, thereby improving our understanding of the neural bases of cognition and of pathologies caused by brain damage. PMID:27468262

Algorithm for repairing the damaged images of grain structures obtained from the cellular automata and measurement of grain size

NASA Astrophysics Data System (ADS)

Ramírez-López, A.; Romero-Romo, M. A.; Muñoz-Negron, D.; López-Ramírez, S.; Escarela-Pérez, R.; Duran-Valencia, C.

2012-10-01

Computational models are developed to create grain structures using mathematical algorithms based on the chaos theory such as cellular automaton, geometrical models, fractals, and stochastic methods. Because of the chaotic nature of grain structures, some of the most popular routines are based on the Monte Carlo method, statistical distributions, and random walk methods, which can be easily programmed and included in nested loops. Nevertheless, grain structures are not well defined as the results of computational errors and numerical inconsistencies on mathematical methods. Due to the finite definition of numbers or the numerical restrictions during the simulation of solidification, damaged images appear on the screen. These images must be repaired to obtain a good measurement of grain geometrical properties. Some mathematical algorithms were developed to repair, measure, and characterize grain structures obtained from cellular automata in the present work. An appropriate measurement of grain size and the corrected identification of interfaces and length are very important topics in materials science because they are the representation and validation of mathematical models with real samples. As a result, the developed algorithms are tested and proved to be appropriate and efficient to eliminate the errors and characterize the grain structures.

Hysteresis compensation of the Prandtl-Ishlinskii model for piezoelectric actuators using modified particle swarm optimization with chaotic map.

PubMed

Long, Zhili; Wang, Rui; Fang, Jiwen; Dai, Xufei; Li, Zuohua

2017-07-01

Piezoelectric actuators invariably exhibit hysteresis nonlinearities that tend to become significant under the open-loop condition and could cause oscillations and errors in nanometer-positioning tasks. Chaotic map modified particle swarm optimization (MPSO) is proposed and implemented to identify the Prandtl-Ishlinskii model for piezoelectric actuators. Hysteresis compensation is attained through application of an inverse Prandtl-Ishlinskii model, in which the parameters are formulated based on the original model with chaotic map MPSO. To strengthen the diversity and improve the searching ergodicity of the swarm, an initial method of adaptive inertia weight based on a chaotic map is proposed. To compare and prove that the swarm's convergence occurs before stochastic initialization and to attain an optimal particle swarm optimization algorithm, the parameters of a proportional-integral-derivative controller are searched using self-tuning, and the simulated results are used to verify the search effectiveness of chaotic map MPSO. The results show that chaotic map MPSO is superior to its competitors for identifying the Prandtl-Ishlinskii model and that the inverse Prandtl-Ishlinskii model can provide hysteresis compensation under different conditions in a simple and effective manner.

Probabilistic Models and Generative Neural Networks: Towards an Unified Framework for Modeling Normal and Impaired Neurocognitive Functions.

PubMed

Testolin, Alberto; Zorzi, Marco

2016-01-01

Connectionist models can be characterized within the more general framework of probabilistic graphical models, which allow to efficiently describe complex statistical distributions involving a large number of interacting variables. This integration allows building more realistic computational models of cognitive functions, which more faithfully reflect the underlying neural mechanisms at the same time providing a useful bridge to higher-level descriptions in terms of Bayesian computations. Here we discuss a powerful class of graphical models that can be implemented as stochastic, generative neural networks. These models overcome many limitations associated with classic connectionist models, for example by exploiting unsupervised learning in hierarchical architectures (deep networks) and by taking into account top-down, predictive processing supported by feedback loops. We review some recent cognitive models based on generative networks, and we point out promising research directions to investigate neuropsychological disorders within this approach. Though further efforts are required in order to fill the gap between structured Bayesian models and more realistic, biophysical models of neuronal dynamics, we argue that generative neural networks have the potential to bridge these levels of analysis, thereby improving our understanding of the neural bases of cognition and of pathologies caused by brain damage.

Bayesian nonparametric adaptive control using Gaussian processes.

PubMed

Chowdhary, Girish; Kingravi, Hassan A; How, Jonathan P; Vela, Patricio A

2015-03-01

Most current model reference adaptive control (MRAC) methods rely on parametric adaptive elements, in which the number of parameters of the adaptive element are fixed a priori, often through expert judgment. An example of such an adaptive element is radial basis function networks (RBFNs), with RBF centers preallocated based on the expected operating domain. If the system operates outside of the expected operating domain, this adaptive element can become noneffective in capturing and canceling the uncertainty, thus rendering the adaptive controller only semiglobal in nature. This paper investigates a Gaussian process-based Bayesian MRAC architecture (GP-MRAC), which leverages the power and flexibility of GP Bayesian nonparametric models of uncertainty. The GP-MRAC does not require the centers to be preallocated, can inherently handle measurement noise, and enables MRAC to handle a broader set of uncertainties, including those that are defined as distributions over functions. We use stochastic stability arguments to show that GP-MRAC guarantees good closed-loop performance with no prior domain knowledge of the uncertainty. Online implementable GP inference methods are compared in numerical simulations against RBFN-MRAC with preallocated centers and are shown to provide better tracking and improved long-term learning.

A damage analysis for brittle materials using stochastic micro-structural information

NASA Astrophysics Data System (ADS)

Lin, Shih-Po; Chen, Jiun-Shyan; Liang, Shixue

2016-03-01

In this work, a micro-crack informed stochastic damage analysis is performed to consider the failures of material with stochastic microstructure. The derivation of the damage evolution law is based on the Helmholtz free energy equivalence between cracked microstructure and homogenized continuum. The damage model is constructed under the stochastic representative volume element (SRVE) framework. The characteristics of SRVE used in the construction of the stochastic damage model have been investigated based on the principle of the minimum potential energy. The mesh dependency issue has been addressed by introducing a scaling law into the damage evolution equation. The proposed methods are then validated through the comparison between numerical simulations and experimental observations of a high strength concrete. It is observed that the standard deviation of porosity in the microstructures has stronger effect on the damage states and the peak stresses than its effect on the Young's and shear moduli in the macro-scale responses.

Bayesian parameter inference for stochastic biochemical network models using particle Markov chain Monte Carlo

PubMed Central

Golightly, Andrew; Wilkinson, Darren J.

2011-01-01

Computational systems biology is concerned with the development of detailed mechanistic models of biological processes. Such models are often stochastic and analytically intractable, containing uncertain parameters that must be estimated from time course data. In this article, we consider the task of inferring the parameters of a stochastic kinetic model defined as a Markov (jump) process. Inference for the parameters of complex nonlinear multivariate stochastic process models is a challenging problem, but we find here that algorithms based on particle Markov chain Monte Carlo turn out to be a very effective computationally intensive approach to the problem. Approximations to the inferential model based on stochastic differential equations (SDEs) are considered, as well as improvements to the inference scheme that exploit the SDE structure. We apply the methodology to a Lotka–Volterra system and a prokaryotic auto-regulatory network. PMID:23226583

Chaotic Expansions of Elements of the Universal Enveloping Superalgebra Associated with a Z2-graded Quantum Stochastic Calculus

NASA Astrophysics Data System (ADS)

Eyre, T. M. W.

Given a polynomial function f of classical stochastic integrator processes whose differentials satisfy a closed Ito multiplication table, we can express the stochastic derivative of f as We establish an analogue of this formula in the form of a chaotic decomposition for Z2-graded theories of quantum stochastic calculus based on the natural coalgebra structure of the universal enveloping superalgebra.

Toward Development of a Stochastic Wake Model: Validation Using LES and Turbine Loads

DOE PAGES

Moon, Jae; Manuel, Lance; Churchfield, Matthew; ...

2017-12-28

Wind turbines within an array do not experience free-stream undisturbed flow fields. Rather, the flow fields on internal turbines are influenced by wakes generated by upwind unit and exhibit different dynamic characteristics relative to the free stream. The International Electrotechnical Commission (IEC) standard 61400-1 for the design of wind turbines only considers a deterministic wake model for the design of a wind plant. This study is focused on the development of a stochastic model for waked wind fields. First, high-fidelity physics-based waked wind velocity fields are generated using Large-Eddy Simulation (LES). Stochastic characteristics of these LES waked wind velocity field,more » including mean and turbulence components, are analyzed. Wake-related mean and turbulence field-related parameters are then estimated for use with a stochastic model, using Multivariate Multiple Linear Regression (MMLR) with the LES data. To validate the simulated wind fields based on the stochastic model, wind turbine tower and blade loads are generated using aeroelastic simulation for utility-scale wind turbine models and compared with those based directly on the LES inflow. The study's overall objective is to offer efficient and validated stochastic approaches that are computationally tractable for assessing the performance and loads of turbines operating in wakes.« less

Toward Development of a Stochastic Wake Model: Validation Using LES and Turbine Loads

DOE Office of Scientific and Technical Information (OSTI.GOV)

Moon, Jae; Manuel, Lance; Churchfield, Matthew

Wind turbines within an array do not experience free-stream undisturbed flow fields. Rather, the flow fields on internal turbines are influenced by wakes generated by upwind unit and exhibit different dynamic characteristics relative to the free stream. The International Electrotechnical Commission (IEC) standard 61400-1 for the design of wind turbines only considers a deterministic wake model for the design of a wind plant. This study is focused on the development of a stochastic model for waked wind fields. First, high-fidelity physics-based waked wind velocity fields are generated using Large-Eddy Simulation (LES). Stochastic characteristics of these LES waked wind velocity field,more » including mean and turbulence components, are analyzed. Wake-related mean and turbulence field-related parameters are then estimated for use with a stochastic model, using Multivariate Multiple Linear Regression (MMLR) with the LES data. To validate the simulated wind fields based on the stochastic model, wind turbine tower and blade loads are generated using aeroelastic simulation for utility-scale wind turbine models and compared with those based directly on the LES inflow. The study's overall objective is to offer efficient and validated stochastic approaches that are computationally tractable for assessing the performance and loads of turbines operating in wakes.« less

Compressing random microstructures via stochastic Wang tilings.

PubMed

Novák, Jan; Kučerová, Anna; Zeman, Jan

2012-10-01

This Rapid Communication presents a stochastic Wang tiling-based technique to compress or reconstruct disordered microstructures on the basis of given spatial statistics. Unlike the existing approaches based on a single unit cell, it utilizes a finite set of tiles assembled by a stochastic tiling algorithm, thereby allowing to accurately reproduce long-range orientation orders in a computationally efficient manner. Although the basic features of the method are demonstrated for a two-dimensional particulate suspension, the present framework is fully extensible to generic multidimensional media.

Further studies using matched filter theory and stochastic simulation for gust loads prediction

NASA Technical Reports Server (NTRS)

Scott, Robert C.; Pototzky, Anthony S.; Perry, Boyd Iii

1993-01-01

This paper describes two analysis methods -- one deterministic, the other stochastic -- for computing maximized and time-correlated gust loads for aircraft with nonlinear control systems. The first method is based on matched filter theory; the second is based on stochastic simulation. The paper summarizes the methods, discusses the selection of gust intensity for each method and presents numerical results. A strong similarity between the results from the two methods is seen to exist for both linear and nonlinear configurations.

Gryphon: A Hybrid Agent-Based Modeling and Simulation Platform for Infectious Diseases

NASA Astrophysics Data System (ADS)

Yu, Bin; Wang, Jijun; McGowan, Michael; Vaidyanathan, Ganesh; Younger, Kristofer

In this paper we present Gryphon, a hybrid agent-based stochastic modeling and simulation platform developed for characterizing the geographic spread of infectious diseases and the effects of interventions. We study both local and non-local transmission dynamics of stochastic simulations based on the published parameters and data for SARS. The results suggest that the expected numbers of infections and the timeline of control strategies predicted by our stochastic model are in reasonably good agreement with previous studies. These preliminary results indicate that Gryphon is able to characterize other future infectious diseases and identify endangered regions in advance.

Memristor-based neural networks: Synaptic versus neuronal stochasticity

NASA Astrophysics Data System (ADS)

Naous, Rawan; AlShedivat, Maruan; Neftci, Emre; Cauwenberghs, Gert; Salama, Khaled Nabil

2016-11-01

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

Tsunami evacuation plans for future megathrust earthquakes in Padang, Indonesia, considering stochastic earthquake scenarios

NASA Astrophysics Data System (ADS)

Muhammad, Ario; Goda, Katsuichiro; Alexander, Nicholas A.; Kongko, Widjo; Muhari, Abdul

2017-12-01

This study develops tsunami evacuation plans in Padang, Indonesia, using a stochastic tsunami simulation method. The stochastic results are based on multiple earthquake scenarios for different magnitudes (Mw 8.5, 8.75, and 9.0) that reflect asperity characteristics of the 1797 historical event in the same region. The generation of the earthquake scenarios involves probabilistic models of earthquake source parameters and stochastic synthesis of earthquake slip distributions. In total, 300 source models are generated to produce comprehensive tsunami evacuation plans in Padang. The tsunami hazard assessment results show that Padang may face significant tsunamis causing the maximum tsunami inundation height and depth of 15 and 10 m, respectively. A comprehensive tsunami evacuation plan - including horizontal evacuation area maps, assessment of temporary shelters considering the impact due to ground shaking and tsunami, and integrated horizontal-vertical evacuation time maps - has been developed based on the stochastic tsunami simulation results. The developed evacuation plans highlight that comprehensive mitigation policies can be produced from the stochastic tsunami simulation for future tsunamigenic events.

3D aquifer characterization using stochastic streamline calibration

NASA Astrophysics Data System (ADS)

Jang, Minchul

2007-03-01

In this study, a new inverse approach, stochastic streamline calibration is proposed. Using both a streamline concept and a stochastic technique, stochastic streamline calibration optimizes an identified field to fit in given observation data in a exceptionally fast and stable fashion. In the stochastic streamline calibration, streamlines are adopted as basic elements not only for describing fluid flow but also for identifying the permeability distribution. Based on the streamline-based inversion by Agarwal et al. [Agarwal B, Blunt MJ. Streamline-based method with full-physics forward simulation for history matching performance data of a North sea field. SPE J 2003;8(2):171-80], Wang and Kovscek [Wang Y, Kovscek AR. Streamline approach for history matching production data. SPE J 2000;5(4):353-62], permeability is modified rather along streamlines than at the individual gridblocks. Permeabilities in the gridblocks which a streamline passes are adjusted by being multiplied by some factor such that we can match flow and transport properties of the streamline. This enables the inverse process to achieve fast convergence. In addition, equipped with a stochastic module, the proposed technique supportively calibrates the identified field in a stochastic manner, while incorporating spatial information into the field. This prevents the inverse process from being stuck in local minima and helps search for a globally optimized solution. Simulation results indicate that stochastic streamline calibration identifies an unknown permeability exceptionally quickly. More notably, the identified permeability distribution reflected realistic geological features, which had not been achieved in the original work by Agarwal et al. with the limitations of the large modifications along streamlines for matching production data only. The constructed model by stochastic streamline calibration forecasted transport of plume which was similar to that of a reference model. By this, we can expect the proposed approach to be applied to the construction of an aquifer model and forecasting of the aquifer performances of interest.

Computing Optimal Stochastic Portfolio Execution Strategies: A Parametric Approach Using Simulations

NASA Astrophysics Data System (ADS)

Moazeni, Somayeh; Coleman, Thomas F.; Li, Yuying

2010-09-01

Computing optimal stochastic portfolio execution strategies under appropriate risk consideration presents great computational challenge. We investigate a parametric approach for computing optimal stochastic strategies using Monte Carlo simulations. This approach allows reduction in computational complexity by computing coefficients for a parametric representation of a stochastic dynamic strategy based on static optimization. Using this technique, constraints can be similarly handled using appropriate penalty functions. We illustrate the proposed approach to minimize the expected execution cost and Conditional Value-at-Risk (CVaR).

Exponential stability of stochastic complex networks with multi-weights based on graph theory

NASA Astrophysics Data System (ADS)

Zhang, Chunmei; Chen, Tianrui

2018-04-01

In this paper, a novel approach to exponential stability of stochastic complex networks with multi-weights is investigated by means of the graph-theoretical method. New sufficient conditions are provided to ascertain the moment exponential stability and almost surely exponential stability of stochastic complex networks with multiple weights. It is noted that our stability results are closely related with multi-weights and the intensity of stochastic disturbance. Numerical simulations are also presented to substantiate the theoretical results.

Simultaneous estimation of deterministic and fractal stochastic components in non-stationary time series

NASA Astrophysics Data System (ADS)

García, Constantino A.; Otero, Abraham; Félix, Paulo; Presedo, Jesús; Márquez, David G.

2018-07-01

In the past few decades, it has been recognized that 1 / f fluctuations are ubiquitous in nature. The most widely used mathematical models to capture the long-term memory properties of 1 / f fluctuations have been stochastic fractal models. However, physical systems do not usually consist of just stochastic fractal dynamics, but they often also show some degree of deterministic behavior. The present paper proposes a model based on fractal stochastic and deterministic components that can provide a valuable basis for the study of complex systems with long-term correlations. The fractal stochastic component is assumed to be a fractional Brownian motion process and the deterministic component is assumed to be a band-limited signal. We also provide a method that, under the assumptions of this model, is able to characterize the fractal stochastic component and to provide an estimate of the deterministic components present in a given time series. The method is based on a Bayesian wavelet shrinkage procedure that exploits the self-similar properties of the fractal processes in the wavelet domain. This method has been validated over simulated signals and over real signals with economical and biological origin. Real examples illustrate how our model may be useful for exploring the deterministic-stochastic duality of complex systems, and uncovering interesting patterns present in time series.

Stochastic approach to equilibrium and nonequilibrium thermodynamics.

PubMed

Tomé, Tânia; de Oliveira, Mário J

2015-04-01

We develop the stochastic approach to thermodynamics based on stochastic dynamics, which can be discrete (master equation) and continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of entropy itself and the second the definition of entropy production rate, which is non-negative and vanishes in thermodynamic equilibrium. Based on these assumptions, we study interacting systems with many degrees of freedom in equilibrium or out of thermodynamic equilibrium and how the macroscopic laws are derived from the stochastic dynamics. These studies include the quasiequilibrium processes; the convexity of the equilibrium surface; the monotonic time behavior of thermodynamic potentials, including entropy; the bilinear form of the entropy production rate; the Onsager coefficients and reciprocal relations; and the nonequilibrium steady states of chemical reactions.

Algorithms and analyses for stochastic optimization for turbofan noise reduction using parallel reduced-order modeling

NASA Astrophysics Data System (ADS)

Yang, Huanhuan; Gunzburger, Max

2017-06-01

Simulation-based optimization of acoustic liner design in a turbofan engine nacelle for noise reduction purposes can dramatically reduce the cost and time needed for experimental designs. Because uncertainties are inevitable in the design process, a stochastic optimization algorithm is posed based on the conditional value-at-risk measure so that an ideal acoustic liner impedance is determined that is robust in the presence of uncertainties. A parallel reduced-order modeling framework is developed that dramatically improves the computational efficiency of the stochastic optimization solver for a realistic nacelle geometry. The reduced stochastic optimization solver takes less than 500 seconds to execute. In addition, well-posedness and finite element error analyses of the state system and optimization problem are provided.

End-of-life flows of multiple cycle consumer products.

PubMed

Tsiliyannis, C A

2011-11-01

Explicit expressions for the end-of-life flows (EOL) of single and multiple cycle products (MCPs) are presented, including deterministic and stochastic EOL exit. The expressions are given in terms of the physical parameters (maximum lifetime, T, annual cycling frequency, f, number of cycles, N, and early discard or usage loss). EOL flows are also obtained for hi-tech products, which are rapidly renewed and thus may not attain steady state (e.g., electronic products, passenger cars). A ten-step recursive procedure for obtaining the dynamic EOL flow evolution is proposed. Applications of the EOL expressions and the ten-step procedure are given for electric household appliances, industrial machinery, tyres, vehicles and buildings, both for deterministic and stochastic EOL exit, (normal, Weibull and uniform exit distributions). The effect of the physical parameters and the stochastic characteristics on the EOL flow is investigated in the examples: it is shown that the EOL flow profile is determined primarily by the early discard dynamics; it also depends strongly on longevity and cycling frequency: higher lifetime or early discard/loss imply lower dynamic and steady state EOL flows. The stochastic exit shapes the overall EOL dynamic profile: Under symmetric EOL exit distribution, as the variance of the distribution increases (uniform to normal to deterministic) the initial EOL flow rise becomes steeper but the steady state or maximum EOL flow level is lower. The steepest EOL flow profile, featuring the highest steady state or maximum level, as well, corresponds to skew, earlier shifted EOL exit (e.g., Weibull). Since the EOL flow of returned products consists the sink of the reuse/remanufacturing cycle (sink to recycle) the results may be used in closed loop product lifecycle management operations for scheduling and sizing reverse manufacturing and for planning recycle logistics. Decoupling and quantification of both the full age EOL and of the early discard flows is useful, the latter being the target of enacted legislation aiming at increasing reuse. Copyright © 2011 Elsevier Ltd. All rights reserved.

The structure of the L3 loop from the hepatitis delta virus ribozyme: a syn cytidine.

PubMed Central

Lynch, S R; Tinoco, I

1998-01-01

The structure of the L3 central hairpin loop isolated from the antigenomic sequence of the hepatitis delta virus ribozyme with the P2 and P3 stems from the ribozyme stacked on top of the loop has been determined by NMR spectroscopy. The 26 nt stem-loop structure contains nine base pairs and a 7 nt loop (5'-UCCUCGC-3'). This hairpin loop is critical for efficient catalysis in the intact ribozyme. The structure was determined using homonuclear and heteronuclear NMR techniques on non-labeled and15N-labeled RNA oligonucleotides. The overall root mean square deviation for the structure was 1.15 A (+/- 0.28 A) for the loop and the closing C.G base pair and 0.90 A (+/- 0.18 A) for the loop and the closing C.G base pair but without the lone purine in the loop, which is not well defined in the structure. The structure indicates a U.C base pair between the nucleotides on the 5'- and 3'-ends of the loop. This base pair is formed with a single hydrogen bond involving the cytosine exocyclic amino proton and the carbonyl O4 of the uracil. The most unexpected finding in the loop is a syn cytidine. While not unprecedented, syn pyrimidines are highly unusual. This one can be confidently established by intranucleotide distances between the ribose and the base determined by NMR spectroscopy. A similar study of the structure of this loop showed a somewhat different three-dimensional structure. A discussion of differences in the two structures, as well as possible sites of interaction with the cleavage site, will be presented. PMID:9461457

Low Frequency Predictive Skill Despite Structural Instability and Model Error

DTIC Science & Technology

2014-09-30

Majda, based on earlier theoretical work. 1. Dynamic Stochastic Superresolution of sparseley observed turbulent systems M. Branicki (Post doc...of numerical models. Here, we introduce and study a suite of general Dynamic Stochastic Superresolution (DSS) algorithms and show that, by...resolving subgridscale turbulence through Dynamic Stochastic Superresolution utilizing aliased grids is a potential breakthrough for practical online

Numerical Approach to Spatial Deterministic-Stochastic Models Arising in Cell Biology.

PubMed

Schaff, James C; Gao, Fei; Li, Ye; Novak, Igor L; Slepchenko, Boris M

2016-12-01

Hybrid deterministic-stochastic methods provide an efficient alternative to a fully stochastic treatment of models which include components with disparate levels of stochasticity. However, general-purpose hybrid solvers for spatially resolved simulations of reaction-diffusion systems are not widely available. Here we describe fundamentals of a general-purpose spatial hybrid method. The method generates realizations of a spatially inhomogeneous hybrid system by appropriately integrating capabilities of a deterministic partial differential equation solver with a popular particle-based stochastic simulator, Smoldyn. Rigorous validation of the algorithm is detailed, using a simple model of calcium 'sparks' as a testbed. The solver is then applied to a deterministic-stochastic model of spontaneous emergence of cell polarity. The approach is general enough to be implemented within biologist-friendly software frameworks such as Virtual Cell.

Protein loop modeling using a new hybrid energy function and its application to modeling in inaccurate structural environments.

PubMed

Park, Hahnbeom; Lee, Gyu Rie; Heo, Lim; Seok, Chaok

2014-01-01

Protein loop modeling is a tool for predicting protein local structures of particular interest, providing opportunities for applications involving protein structure prediction and de novo protein design. Until recently, the majority of loop modeling methods have been developed and tested by reconstructing loops in frameworks of experimentally resolved structures. In many practical applications, however, the protein loops to be modeled are located in inaccurate structural environments. These include loops in model structures, low-resolution experimental structures, or experimental structures of different functional forms. Accordingly, discrepancies in the accuracy of the structural environment assumed in development of the method and that in practical applications present additional challenges to modern loop modeling methods. This study demonstrates a new strategy for employing a hybrid energy function combining physics-based and knowledge-based components to help tackle this challenge. The hybrid energy function is designed to combine the strengths of each energy component, simultaneously maintaining accurate loop structure prediction in a high-resolution framework structure and tolerating minor environmental errors in low-resolution structures. A loop modeling method based on global optimization of this new energy function is tested on loop targets situated in different levels of environmental errors, ranging from experimental structures to structures perturbed in backbone as well as side chains and template-based model structures. The new method performs comparably to force field-based approaches in loop reconstruction in crystal structures and better in loop prediction in inaccurate framework structures. This result suggests that higher-accuracy predictions would be possible for a broader range of applications. The web server for this method is available at http://galaxy.seoklab.org/loop with the PS2 option for the scoring function.

Structures of Preferred Human IgV Genes-Based Protective Antibodies Identify How Conserved Residues Contact Diverse Antigens and Assign Source of Specificity to CDR3 Loop Variation.

PubMed

Bryson, Steve; Thomson, Christy A; Risnes, Louise F; Dasgupta, Somnath; Smith, Kenneth; Schrader, John W; Pai, Emil F

2016-06-01

The human Ab response to certain pathogens is oligoclonal, with preferred IgV genes being used more frequently than others. A pair of such preferred genes, IGVK3-11 and IGVH3-30, contributes to the generation of protective Abs directed against the 23F serotype of the pneumonococcal capsular polysaccharide of Streptococcus pneumoniae and against the AD-2S1 peptide of the gB membrane protein of human CMV. Structural analyses of Fab fragments of mAbs 023.102 and pn132p2C05 in complex with portions of the 23F polysaccharide revealed five germline-encoded residues in contact with the key component, l-rhamnose. In the case of the AD-2S1 peptide, the KE5 Fab fragment complex identified nine germline-encoded contact residues. Two of these germline-encoded residues, Arg91L and Trp94L, contact both the l-rhamnose and the AD-2S1 peptide. Comparison of the respective paratopes that bind to carbohydrate and protein reveals that stochastic diversity in both CDR3 loops alone almost exclusively accounts for their divergent specificity. Combined evolutionary pressure by human CMV and the 23F serotype of S. pneumoniae acted on the IGVK3-11 and IGVH3-30 genes as demonstrated by the multiple germline-encoded amino acids that contact both l-rhamnose and AD-2S1 peptide. Copyright © 2016 by The American Association of Immunologists, Inc.

Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case

NASA Astrophysics Data System (ADS)

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

2010-06-01

Continuous-time random walks, or compound renewal processes, are pure-jump stochastic processes with several applications in insurance, finance, economics and physics. Based on heuristic considerations, a definition is given for stochastic integrals driven by continuous-time random walks, which includes the Itô and Stratonovich cases. It is then shown how the definition can be used to compute these two stochastic integrals by means of Monte Carlo simulations. Our example is based on the normal compound Poisson process, which in the diffusive limit converges to the Wiener process.

Stochastic-field cavitation model

NASA Astrophysics Data System (ADS)

Dumond, J.; Magagnato, F.; Class, A.

2013-07-01

Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian "particles" or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.

A computational method for solving stochastic Itô–Volterra integral equations based on stochastic operational matrix for generalized hat basis functions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Heydari, M.H., E-mail: heydari@stu.yazd.ac.ir; The Laboratory of Quantum Information Processing, Yazd University, Yazd; Hooshmandasl, M.R., E-mail: hooshmandasl@yazd.ac.ir

2014-08-01

In this paper, a new computational method based on the generalized hat basis functions is proposed for solving stochastic Itô–Volterra integral equations. In this way, a new stochastic operational matrix for generalized hat functions on the finite interval [0,T] is obtained. By using these basis functions and their stochastic operational matrix, such problems can be transformed into linear lower triangular systems of algebraic equations which can be directly solved by forward substitution. Also, the rate of convergence of the proposed method is considered and it has been shown that it is O(1/(n{sup 2}) ). Further, in order to show themore » accuracy and reliability of the proposed method, the new approach is compared with the block pulse functions method by some examples. The obtained results reveal that the proposed method is more accurate and efficient in comparison with the block pule functions method.« less

Stochastic-field cavitation model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dumond, J., E-mail: julien.dumond@areva.com; AREVA GmbH, Erlangen, Paul-Gossen-Strasse 100, D-91052 Erlangen; Magagnato, F.

2013-07-15

Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian “particles” or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-fieldmore » cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.« less

Stability analysis for stochastic BAM nonlinear neural network with delays

NASA Astrophysics Data System (ADS)

Lv, Z. W.; Shu, H. S.; Wei, G. L.

2008-02-01

In this paper, stochastic bidirectional associative memory neural networks with constant or time-varying delays is considered. Based on a Lyapunov-Krasovskii functional and the stochastic stability analysis theory, we derive several sufficient conditions in order to guarantee the global asymptotically stable in the mean square. Our investigation shows that the stochastic bidirectional associative memory neural networks are globally asymptotically stable in the mean square if there are solutions to some linear matrix inequalities(LMIs). Hence, the global asymptotic stability of the stochastic bidirectional associative memory neural networks can be easily checked by the Matlab LMI toolbox. A numerical example is given to demonstrate the usefulness of the proposed global asymptotic stability criteria.

Stochastic von Bertalanffy models, with applications to fish recruitment.

PubMed

Lv, Qiming; Pitchford, Jonathan W

2007-02-21

We consider three individual-based models describing growth in stochastic environments. Stochastic differential equations (SDEs) with identical von Bertalanffy deterministic parts are formulated, with a stochastic term which decreases, remains constant, or increases with organism size, respectively. Probability density functions for hitting times are evaluated in the context of fish growth and mortality. Solving the hitting time problem analytically or numerically shows that stochasticity can have a large positive impact on fish recruitment probability. It is also demonstrated that the observed mean growth rate of surviving individuals always exceeds the mean population growth rate, which itself exceeds the growth rate of the equivalent deterministic model. The consequences of these results in more general biological situations are discussed.

Interference-mediated synaptonemal complex formation with embedded crossover designation

PubMed Central

Zhang, Liangran; Espagne, Eric; de Muyt, Arnaud; Zickler, Denise; Kleckner, Nancy E.

2014-01-01

Biological systems exhibit complex patterns at length scales ranging from the molecular to the organismic. Along chromosomes, events often occur stochastically at different positions in different nuclei but nonetheless tend to be relatively evenly spaced. Examples include replication origin firings, formation of chromatin loops along chromosome axes and, during meiosis, localization of crossover recombination sites (“crossover interference”). We present evidence in the fungus Sordaria macrospora that crossover interference is part of a broader pattern that includes synaptonemal complex (SC) nucleation. This pattern comprises relatively evenly spaced SC nucleation sites, among which a subset are crossover sites that show a classical interference distribution. This pattern ensures that SC forms regularly along the entire length of the chromosome as required for the maintenance of homolog pairing while concomitantly having crossover interactions locally embedded within the SC structure as required for both DNA recombination and structural events of chiasma formation. This pattern can be explained by a threshold-based designation and spreading interference process. This model can be generalized to give diverse types of related and/or partially overlapping patterns, in two or more dimensions, for any type of object. PMID:25380597

Stochastic Evolution Equations Driven by Fractional Noises

DTIC Science & Technology

2016-11-28

rate of convergence to zero or the error and the limit in distribution of the error fluctuations. We have studied time discrete numerical schemes...error fluctuations. We have studied time discrete numerical schemes based on Taylor expansions for rough differential equations and for stochastic...variations of the time discrete Taylor schemes for rough differential equations and for stochastic differential equations driven by fractional Brownian

Scalable domain decomposition solvers for stochastic PDEs in high performance computing

DOE PAGES

Desai, Ajit; Khalil, Mohammad; Pettit, Chris; ...

2017-09-21

Stochastic spectral finite element models of practical engineering systems may involve solutions of linear systems or linearized systems for non-linear problems with billions of unknowns. For stochastic modeling, it is therefore essential to design robust, parallel and scalable algorithms that can efficiently utilize high-performance computing to tackle such large-scale systems. Domain decomposition based iterative solvers can handle such systems. And though these algorithms exhibit excellent scalabilities, significant algorithmic and implementational challenges exist to extend them to solve extreme-scale stochastic systems using emerging computing platforms. Intrusive polynomial chaos expansion based domain decomposition algorithms are extended here to concurrently handle high resolutionmore » in both spatial and stochastic domains using an in-house implementation. Sparse iterative solvers with efficient preconditioners are employed to solve the resulting global and subdomain level local systems through multi-level iterative solvers. We also use parallel sparse matrix–vector operations to reduce the floating-point operations and memory requirements. Numerical and parallel scalabilities of these algorithms are presented for the diffusion equation having spatially varying diffusion coefficient modeled by a non-Gaussian stochastic process. Scalability of the solvers with respect to the number of random variables is also investigated.« less

Scalable domain decomposition solvers for stochastic PDEs in high performance computing

DOE Office of Scientific and Technical Information (OSTI.GOV)

Desai, Ajit; Khalil, Mohammad; Pettit, Chris

Stochastic spectral finite element models of practical engineering systems may involve solutions of linear systems or linearized systems for non-linear problems with billions of unknowns. For stochastic modeling, it is therefore essential to design robust, parallel and scalable algorithms that can efficiently utilize high-performance computing to tackle such large-scale systems. Domain decomposition based iterative solvers can handle such systems. And though these algorithms exhibit excellent scalabilities, significant algorithmic and implementational challenges exist to extend them to solve extreme-scale stochastic systems using emerging computing platforms. Intrusive polynomial chaos expansion based domain decomposition algorithms are extended here to concurrently handle high resolutionmore » in both spatial and stochastic domains using an in-house implementation. Sparse iterative solvers with efficient preconditioners are employed to solve the resulting global and subdomain level local systems through multi-level iterative solvers. We also use parallel sparse matrix–vector operations to reduce the floating-point operations and memory requirements. Numerical and parallel scalabilities of these algorithms are presented for the diffusion equation having spatially varying diffusion coefficient modeled by a non-Gaussian stochastic process. Scalability of the solvers with respect to the number of random variables is also investigated.« less

Dependence of Perpendicular Viscosity on Magnetic Fluctuations in a Stochastic Topology

NASA Astrophysics Data System (ADS)

Fridström, R.; Chapman, B. E.; Almagri, A. F.; Frassinetti, L.; Brunsell, P. R.; Nishizawa, T.; Sarff, J. S.

2018-06-01

In a magnetically confined plasma with a stochastic magnetic field, the dependence of the perpendicular viscosity on the magnetic fluctuation amplitude is measured for the first time. With a controlled, ˜ tenfold variation in the fluctuation amplitude, the viscosity increases ˜100 -fold, exhibiting the same fluctuation-amplitude-squared dependence as the predicted rate of stochastic field line diffusion. The absolute value of the viscosity is well predicted by a model based on momentum transport in a stochastic field, the first in-depth test of this model.

Stochastic reaction-diffusion algorithms for macromolecular crowding

NASA Astrophysics Data System (ADS)

Sturrock, Marc

2016-06-01

Compartment-based (lattice-based) reaction-diffusion algorithms are often used for studying complex stochastic spatio-temporal processes inside cells. In this paper the influence of macromolecular crowding on stochastic reaction-diffusion simulations is investigated. Reaction-diffusion processes are considered on two different kinds of compartmental lattice, a cubic lattice and a hexagonal close packed lattice, and solved using two different algorithms, the stochastic simulation algorithm and the spatiocyte algorithm (Arjunan and Tomita 2010 Syst. Synth. Biol. 4, 35-53). Obstacles (modelling macromolecular crowding) are shown to have substantial effects on the mean squared displacement and average number of molecules in the domain but the nature of these effects is dependent on the choice of lattice, with the cubic lattice being more susceptible to the effects of the obstacles. Finally, improvements for both algorithms are presented.

A matrix-based approach to solving the inverse Frobenius-Perron problem using sequences of density functions of stochastically perturbed dynamical systems

NASA Astrophysics Data System (ADS)

Nie, Xiaokai; Coca, Daniel

2018-01-01

The paper introduces a matrix-based approach to estimate the unique one-dimensional discrete-time dynamical system that generated a given sequence of probability density functions whilst subjected to an additive stochastic perturbation with known density.

A matrix-based approach to solving the inverse Frobenius-Perron problem using sequences of density functions of stochastically perturbed dynamical systems.

PubMed

Nie, Xiaokai; Coca, Daniel

2018-01-01

The paper introduces a matrix-based approach to estimate the unique one-dimensional discrete-time dynamical system that generated a given sequence of probability density functions whilst subjected to an additive stochastic perturbation with known density.

Numerical Approach to Spatial Deterministic-Stochastic Models Arising in Cell Biology

PubMed Central

Gao, Fei; Li, Ye; Novak, Igor L.; Slepchenko, Boris M.

2016-01-01

Hybrid deterministic-stochastic methods provide an efficient alternative to a fully stochastic treatment of models which include components with disparate levels of stochasticity. However, general-purpose hybrid solvers for spatially resolved simulations of reaction-diffusion systems are not widely available. Here we describe fundamentals of a general-purpose spatial hybrid method. The method generates realizations of a spatially inhomogeneous hybrid system by appropriately integrating capabilities of a deterministic partial differential equation solver with a popular particle-based stochastic simulator, Smoldyn. Rigorous validation of the algorithm is detailed, using a simple model of calcium ‘sparks’ as a testbed. The solver is then applied to a deterministic-stochastic model of spontaneous emergence of cell polarity. The approach is general enough to be implemented within biologist-friendly software frameworks such as Virtual Cell. PMID:27959915

Optimality, stochasticity, and variability in motor behavior

PubMed Central

Guigon, Emmanuel; Baraduc, Pierre; Desmurget, Michel

2008-01-01

Recent theories of motor control have proposed that the nervous system acts as a stochastically optimal controller, i.e. it plans and executes motor behaviors taking into account the nature and statistics of noise. Detrimental effects of noise are converted into a principled way of controlling movements. Attractive aspects of such theories are their ability to explain not only characteristic features of single motor acts, but also statistical properties of repeated actions. Here, we present a critical analysis of stochastic optimality in motor control which reveals several difficulties with this hypothesis. We show that stochastic control may not be necessary to explain the stochastic nature of motor behavior, and we propose an alternative framework, based on the action of a deterministic controller coupled with an optimal state estimator, which relieves drawbacks of stochastic optimality and appropriately explains movement variability. PMID:18202922

Stochastic dynamics of adaptive trait and neutral marker driven by eco-evolutionary feedbacks.

PubMed

Billiard, Sylvain; Ferrière, Régis; Méléard, Sylvie; Tran, Viet Chi

2015-11-01

How the neutral diversity is affected by selection and adaptation is investigated in an eco-evolutionary framework. In our model, we study a finite population in continuous time, where each individual is characterized by a trait under selection and a completely linked neutral marker. Population dynamics are driven by births and deaths, mutations at birth, and competition between individuals. Trait values influence ecological processes (demographic events, competition), and competition generates selection on trait variation, thus closing the eco-evolutionary feedback loop. The demographic effects of the trait are also expected to influence the generation and maintenance of neutral variation. We consider a large population limit with rare mutation, under the assumption that the neutral marker mutates faster than the trait under selection. We prove the convergence of the stochastic individual-based process to a new measure-valued diffusive process with jumps that we call Substitution Fleming-Viot Process (SFVP). When restricted to the trait space this process is the Trait Substitution Sequence first introduced by Metz et al. (1996). During the invasion of a favorable mutation, a genetical bottleneck occurs and the marker associated with this favorable mutant is hitchhiked. By rigorously analysing the hitchhiking effect and how the neutral diversity is restored afterwards, we obtain the condition for a time-scale separation; under this condition, we show that the marker distribution is approximated by a Fleming-Viot distribution between two trait substitutions. We discuss the implications of the SFVP for our understanding of the dynamics of neutral variation under eco-evolutionary feedbacks and illustrate the main phenomena with simulations. Our results highlight the joint importance of mutations, ecological parameters, and trait values in the restoration of neutral diversity after a selective sweep.

Stochastic simulation by image quilting of process-based geological models

NASA Astrophysics Data System (ADS)

Hoffimann, Júlio; Scheidt, Céline; Barfod, Adrian; Caers, Jef

2017-09-01

Process-based modeling offers a way to represent realistic geological heterogeneity in subsurface models. The main limitation lies in conditioning such models to data. Multiple-point geostatistics can use these process-based models as training images and address the data conditioning problem. In this work, we further develop image quilting as a method for 3D stochastic simulation capable of mimicking the realism of process-based geological models with minimal modeling effort (i.e. parameter tuning) and at the same time condition them to a variety of data. In particular, we develop a new probabilistic data aggregation method for image quilting that bypasses traditional ad-hoc weighting of auxiliary variables. In addition, we propose a novel criterion for template design in image quilting that generalizes the entropy plot for continuous training images. The criterion is based on the new concept of voxel reuse-a stochastic and quilting-aware function of the training image. We compare our proposed method with other established simulation methods on a set of process-based training images of varying complexity, including a real-case example of stochastic simulation of the buried-valley groundwater system in Denmark.

An efficient computational method for solving nonlinear stochastic Itô integral equations: Application for stochastic problems in physics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Heydari, M.H., E-mail: heydari@stu.yazd.ac.ir; The Laboratory of Quantum Information Processing, Yazd University, Yazd; Hooshmandasl, M.R., E-mail: hooshmandasl@yazd.ac.ir

Because of the nonlinearity, closed-form solutions of many important stochastic functional equations are virtually impossible to obtain. Thus, numerical solutions are a viable alternative. In this paper, a new computational method based on the generalized hat basis functions together with their stochastic operational matrix of Itô-integration is proposed for solving nonlinear stochastic Itô integral equations in large intervals. In the proposed method, a new technique for computing nonlinear terms in such problems is presented. The main advantage of the proposed method is that it transforms problems under consideration into nonlinear systems of algebraic equations which can be simply solved. Errormore » analysis of the proposed method is investigated and also the efficiency of this method is shown on some concrete examples. The obtained results reveal that the proposed method is very accurate and efficient. As two useful applications, the proposed method is applied to obtain approximate solutions of the stochastic population growth models and stochastic pendulum problem.« less

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

PubMed

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

2014-10-01

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.

IMPULSIVE PHASE CORONAL HARD X-RAY SOURCES IN AN X3.9 CLASS SOLAR FLARE

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chen Qingrong; Petrosian, Vahe, E-mail: qrchen@gmail.com, E-mail: vahep@stanford.edu

2012-03-20

We present the analysis of a pair of unusually energetic coronal hard X-ray (HXR) sources detected by the Reuven Ramaty High Energy Solar Spectroscopic Imager during the impulsive phase of an X3.9 class solar flare on 2003 November 3, which simultaneously shows two intense footpoint (FP) sources. A distinct loop top (LT) coronal source is detected up to {approx}150 keV and a second (upper) coronal source up to {approx}80 keV. These photon energies, which were not fully investigated in earlier analysis of this flare, are much higher than commonly observed in coronal sources and pose grave modeling challenges. The LTmore » source in general appears higher in altitude with increasing energy and exhibits a more limited motion compared to the expansion of the thermal loop. The high-energy LT source shows an impulsive time profile and its nonthermal power-law spectrum exhibits soft-hard-soft evolution during the impulsive phase, similar to the FP sources. The upper coronal source exhibits an opposite spatial gradient and a similar spectral slope compared to the LT source. These properties are consistent with the model of stochastic acceleration of electrons by plasma waves or turbulence. However, the LT and FP spectral index difference (varying from {approx}0 to 1) is much smaller than commonly measured and than that expected from a simple stochastic acceleration model. Additional confinement or trapping mechanisms of high-energy electrons in the corona are required. Comprehensive modeling including both kinetic effects and the macroscopic flare structure may shed light on this behavior. These results highlight the importance of imaging spectroscopic observations of the LT and FP sources up to high energies in understanding electron acceleration in solar flares. Finally, we show that the electrons producing the upper coronal HXR source may very likely be responsible for the type III radio bursts at the decimetric/metric wavelength observed during the impulsive phase of this flare.« less

[Stochastic characteristics of daily precipitation and its spatiotemporal difference over China based on information entropy].

PubMed

Li, Xin Xin; Sang, Yan Fang; Xie, Ping; Liu, Chang Ming

2018-04-01

Daily precipitation process in China showed obvious randomness and spatiotemporal variation. It is important to accurately understand the influence of precipitation changes on control of flood and waterlogging disaster. Using the daily precipitation data measured at 520 stations in China during 1961-2013, we quantified the stochastic characteristics of daily precipitation over China based on the index of information entropy. Results showed that the randomness of daily precipitation in the southeast region were larger than that in the northwest region. Moreover, the spatial distribution of stochastic characteristics of precipitation was different at various grades. Stochastic characteri-stics of P 0 (precipitation at 0.1-10 mm) was large, but the spatial variation was not obvious. The stochastic characteristics of P 10 (precipitation at 10-25 mm) and P 25 (precipitation at 25-50 mm) were the largest and their spatial difference was obvious. P 50 (precipitation ≥50 mm) had the smallest stochastic characteristics and the most obviously spatial difference. Generally, the entropy values of precipitation obviously increased over the last five decades, indicating more significantly stochastic characteristics of precipitation (especially the obvious increase of heavy precipitation events) in most region over China under the scenarios of global climate change. Given that the spatial distribution and long-term trend of entropy values of daily precipitation could reflect thespatial distribution of stochastic characteristics of precipitation, our results could provide scientific basis for the control of flood and waterlogging disaster, the layout of agricultural planning, and the planning of ecological environment.

An accelerated algorithm for discrete stochastic simulation of reaction-diffusion systems using gradient-based diffusion and tau-leaping.

PubMed

Koh, Wonryull; Blackwell, Kim T

2011-04-21

Stochastic simulation of reaction-diffusion systems enables the investigation of stochastic events arising from the small numbers and heterogeneous distribution of molecular species in biological cells. Stochastic variations in intracellular microdomains and in diffusional gradients play a significant part in the spatiotemporal activity and behavior of cells. Although an exact stochastic simulation that simulates every individual reaction and diffusion event gives a most accurate trajectory of the system's state over time, it can be too slow for many practical applications. We present an accelerated algorithm for discrete stochastic simulation of reaction-diffusion systems designed to improve the speed of simulation by reducing the number of time-steps required to complete a simulation run. This method is unique in that it employs two strategies that have not been incorporated in existing spatial stochastic simulation algorithms. First, diffusive transfers between neighboring subvolumes are based on concentration gradients. This treatment necessitates sampling of only the net or observed diffusion events from higher to lower concentration gradients rather than sampling all diffusion events regardless of local concentration gradients. Second, we extend the non-negative Poisson tau-leaping method that was originally developed for speeding up nonspatial or homogeneous stochastic simulation algorithms. This method calculates each leap time in a unified step for both reaction and diffusion processes while satisfying the leap condition that the propensities do not change appreciably during the leap and ensuring that leaping does not cause molecular populations to become negative. Numerical results are presented that illustrate the improvement in simulation speed achieved by incorporating these two new strategies.

On the comparison of stochastic model predictive control strategies applied to a hydrogen-based microgrid

NASA Astrophysics Data System (ADS)

Velarde, P.; Valverde, L.; Maestre, J. M.; Ocampo-Martinez, C.; Bordons, C.

2017-03-01

In this paper, a performance comparison among three well-known stochastic model predictive control approaches, namely, multi-scenario, tree-based, and chance-constrained model predictive control is presented. To this end, three predictive controllers have been designed and implemented in a real renewable-hydrogen-based microgrid. The experimental set-up includes a PEM electrolyzer, lead-acid batteries, and a PEM fuel cell as main equipment. The real experimental results show significant differences from the plant components, mainly in terms of use of energy, for each implemented technique. Effectiveness, performance, advantages, and disadvantages of these techniques are extensively discussed and analyzed to give some valid criteria when selecting an appropriate stochastic predictive controller.

Research on the man in the loop control system of the robot arm based on gesture control

NASA Astrophysics Data System (ADS)

Xiao, Lifeng; Peng, Jinbao

2017-03-01

The Man in the loop control system of the robot arm based on gesture control research complex real-world environment, which requires the operator to continuously control and adjust the remote manipulator, as the background, completes the specific mission human in the loop entire system as the research object. This paper puts forward a kind of robot arm control system of Man in the loop based on gesture control, by robot arm control system based on gesture control and Virtual reality scene feedback to enhance immersion and integration of operator, to make operator really become a part of the whole control loop. This paper expounds how to construct a man in the loop control system of the robot arm based on gesture control. The system is a complex system of human computer cooperative control, but also people in the loop control problem areas. The new system solves the problems that the traditional method has no immersion feeling and the operation lever is unnatural, the adjustment time is long, and the data glove mode wears uncomfortable and the price is expensive.

Stochastic IMT (Insulator-Metal-Transition) Neurons: An Interplay of Thermal and Threshold Noise at Bifurcation

PubMed Central

Parihar, Abhinav; Jerry, Matthew; Datta, Suman; Raychowdhury, Arijit

2018-01-01

Artificial neural networks can harness stochasticity in multiple ways to enable a vast class of computationally powerful models. Boltzmann machines and other stochastic neural networks have been shown to outperform their deterministic counterparts by allowing dynamical systems to escape local energy minima. Electronic implementation of such stochastic networks is currently limited to addition of algorithmic noise to digital machines which is inherently inefficient; albeit recent efforts to harness physical noise in devices for stochasticity have shown promise. To succeed in fabricating electronic neuromorphic networks we need experimental evidence of devices with measurable and controllable stochasticity which is complemented with the development of reliable statistical models of such observed stochasticity. Current research literature has sparse evidence of the former and a complete lack of the latter. This motivates the current article where we demonstrate a stochastic neuron using an insulator-metal-transition (IMT) device, based on electrically induced phase-transition, in series with a tunable resistance. We show that an IMT neuron has dynamics similar to a piecewise linear FitzHugh-Nagumo (FHN) neuron and incorporates all characteristics of a spiking neuron in the device phenomena. We experimentally demonstrate spontaneous stochastic spiking along with electrically controllable firing probabilities using Vanadium Dioxide (VO2) based IMT neurons which show a sigmoid-like transfer function. The stochastic spiking is explained by two noise sources - thermal noise and threshold fluctuations, which act as precursors of bifurcation. As such, the IMT neuron is modeled as an Ornstein-Uhlenbeck (OU) process with a fluctuating boundary resulting in transfer curves that closely match experiments. The moments of interspike intervals are calculated analytically by extending the first-passage-time (FPT) models for Ornstein-Uhlenbeck (OU) process to include a fluctuating boundary. We find that the coefficient of variation of interspike intervals depend on the relative proportion of thermal and threshold noise, where threshold noise is the dominant source in the current experimental demonstrations. As one of the first comprehensive studies of a stochastic neuron hardware and its statistical properties, this article would enable efficient implementation of a large class of neuro-mimetic networks and algorithms. PMID:29670508

Stochastic IMT (Insulator-Metal-Transition) Neurons: An Interplay of Thermal and Threshold Noise at Bifurcation.

PubMed

Parihar, Abhinav; Jerry, Matthew; Datta, Suman; Raychowdhury, Arijit

2018-01-01

Artificial neural networks can harness stochasticity in multiple ways to enable a vast class of computationally powerful models. Boltzmann machines and other stochastic neural networks have been shown to outperform their deterministic counterparts by allowing dynamical systems to escape local energy minima. Electronic implementation of such stochastic networks is currently limited to addition of algorithmic noise to digital machines which is inherently inefficient; albeit recent efforts to harness physical noise in devices for stochasticity have shown promise. To succeed in fabricating electronic neuromorphic networks we need experimental evidence of devices with measurable and controllable stochasticity which is complemented with the development of reliable statistical models of such observed stochasticity. Current research literature has sparse evidence of the former and a complete lack of the latter. This motivates the current article where we demonstrate a stochastic neuron using an insulator-metal-transition (IMT) device, based on electrically induced phase-transition, in series with a tunable resistance. We show that an IMT neuron has dynamics similar to a piecewise linear FitzHugh-Nagumo (FHN) neuron and incorporates all characteristics of a spiking neuron in the device phenomena. We experimentally demonstrate spontaneous stochastic spiking along with electrically controllable firing probabilities using Vanadium Dioxide (VO 2 ) based IMT neurons which show a sigmoid-like transfer function. The stochastic spiking is explained by two noise sources - thermal noise and threshold fluctuations, which act as precursors of bifurcation. As such, the IMT neuron is modeled as an Ornstein-Uhlenbeck (OU) process with a fluctuating boundary resulting in transfer curves that closely match experiments. The moments of interspike intervals are calculated analytically by extending the first-passage-time (FPT) models for Ornstein-Uhlenbeck (OU) process to include a fluctuating boundary. We find that the coefficient of variation of interspike intervals depend on the relative proportion of thermal and threshold noise, where threshold noise is the dominant source in the current experimental demonstrations. As one of the first comprehensive studies of a stochastic neuron hardware and its statistical properties, this article would enable efficient implementation of a large class of neuro-mimetic networks and algorithms.

Feynman-Kac formula for stochastic hybrid systems.

PubMed

Bressloff, Paul C

2017-01-01

We derive a Feynman-Kac formula for functionals of a stochastic hybrid system evolving according to a piecewise deterministic Markov process. We first derive a stochastic Liouville equation for the moment generator of the stochastic functional, given a particular realization of the underlying discrete Markov process; the latter generates transitions between different dynamical equations for the continuous process. We then analyze the stochastic Liouville equation using methods recently developed for diffusion processes in randomly switching environments. In particular, we obtain dynamical equations for the moment generating function, averaged with respect to realizations of the discrete Markov process. The resulting Feynman-Kac formula takes the form of a differential Chapman-Kolmogorov equation. We illustrate the theory by calculating the occupation time for a one-dimensional velocity jump process on the infinite or semi-infinite real line. Finally, we present an alternative derivation of the Feynman-Kac formula based on a recent path-integral formulation of stochastic hybrid systems.

Modelling and simulating decision processes of linked lives: An approach based on concurrent processes and stochastic race.

PubMed

Warnke, Tom; Reinhardt, Oliver; Klabunde, Anna; Willekens, Frans; Uhrmacher, Adelinde M

2017-10-01

Individuals' decision processes play a central role in understanding modern migration phenomena and other demographic processes. Their integration into agent-based computational demography depends largely on suitable support by a modelling language. We are developing the Modelling Language for Linked Lives (ML3) to describe the diverse decision processes of linked lives succinctly in continuous time. The context of individuals is modelled by networks the individual is part of, such as family ties and other social networks. Central concepts, such as behaviour conditional on agent attributes, age-dependent behaviour, and stochastic waiting times, are tightly integrated in the language. Thereby, alternative decisions are modelled by concurrent processes that compete by stochastic race. Using a migration model, we demonstrate how this allows for compact description of complex decisions, here based on the Theory of Planned Behaviour. We describe the challenges for the simulation algorithm posed by stochastic race between multiple concurrent complex decisions.

Adaptive logical stochastic resonance in time-delayed synthetic genetic networks

NASA Astrophysics Data System (ADS)

Zhang, Lei; Zheng, Wenbin; Song, Aiguo

2018-04-01

In the paper, the concept of logical stochastic resonance is applied to implement logic operation and latch operation in time-delayed synthetic genetic networks derived from a bacteriophage λ. Clear logic operation and latch operation can be obtained when the network is tuned by modulated periodic force and time-delay. In contrast with the previous synthetic genetic networks based on logical stochastic resonance, the proposed system has two advantages. On one hand, adding modulated periodic force to the background noise can increase the length of the optimal noise plateau of obtaining desired logic response and make the system adapt to varying noise intensity. On the other hand, tuning time-delay can extend the optimal noise plateau to larger range. The result provides possible help for designing new genetic regulatory networks paradigm based on logical stochastic resonance.

Stochastic inversion of cross-borehole radar data from metalliferous vein detection

NASA Astrophysics Data System (ADS)

Zeng, Zhaofa; Huai, Nan; Li, Jing; Zhao, Xueyu; Liu, Cai; Hu, Yingsa; Zhang, Ling; Hu, Zuzhi; Yang, Hui

2017-12-01

In the exploration and evaluation of the metalliferous veins with a cross-borehole radar system, traditional linear inversion methods (least squares inversion, LSQR) only get indirect parameters (permittivity, resistivity, or velocity) to estimate the target structure. They cannot accurately reflect the geological parameters of the metalliferous veins’ media properties. In order to get the intrinsic geological parameters and internal distribution, in this paper, we build a metalliferous veins model based on the stochastic effective medium theory, and carry out stochastic inversion and parameter estimation based on the Monte Carlo sampling algorithm. Compared with conventional LSQR, the stochastic inversion can get higher resolution inversion permittivity and velocity of the target body. We can estimate more accurately the distribution characteristics of abnormality and target internal parameters. It provides a new research idea to evaluate the properties of complex target media.

Development of a voltage-dependent current noise algorithm for conductance-based stochastic modelling of auditory nerve fibres.

PubMed

Badenhorst, Werner; Hanekom, Tania; Hanekom, Johan J

2016-12-01

This study presents the development of an alternative noise current term and novel voltage-dependent current noise algorithm for conductance-based stochastic auditory nerve fibre (ANF) models. ANFs are known to have significant variance in threshold stimulus which affects temporal characteristics such as latency. This variance is primarily caused by the stochastic behaviour or microscopic fluctuations of the node of Ranvier's voltage-dependent sodium channels of which the intensity is a function of membrane voltage. Though easy to implement and low in computational cost, existing current noise models have two deficiencies: it is independent of membrane voltage, and it is unable to inherently determine the noise intensity required to produce in vivo measured discharge probability functions. The proposed algorithm overcomes these deficiencies while maintaining its low computational cost and ease of implementation compared to other conductance and Markovian-based stochastic models. The algorithm is applied to a Hodgkin-Huxley-based compartmental cat ANF model and validated via comparison of the threshold probability and latency distributions to measured cat ANF data. Simulation results show the algorithm's adherence to in vivo stochastic fibre characteristics such as an exponential relationship between the membrane noise and transmembrane voltage, a negative linear relationship between the log of the relative spread of the discharge probability and the log of the fibre diameter and a decrease in latency with an increase in stimulus intensity.

Design Tool Using a New Optimization Method Based on a Stochastic Process

NASA Astrophysics Data System (ADS)

Yoshida, Hiroaki; Yamaguchi, Katsuhito; Ishikawa, Yoshio

Conventional optimization methods are based on a deterministic approach since their purpose is to find out an exact solution. However, such methods have initial condition dependence and the risk of falling into local solution. In this paper, we propose a new optimization method based on the concept of path integrals used in quantum mechanics. The method obtains a solution as an expected value (stochastic average) using a stochastic process. The advantages of this method are that it is not affected by initial conditions and does not require techniques based on experiences. We applied the new optimization method to a hang glider design. In this problem, both the hang glider design and its flight trajectory were optimized. The numerical calculation results prove that performance of the method is sufficient for practical use.

Endogenous molecular network reveals two mechanisms of heterogeneity within gastric cancer.

PubMed

Li, Site; Zhu, Xiaomei; Liu, Bingya; Wang, Gaowei; Ao, Ping

2015-05-30

Intratumor heterogeneity is a common phenomenon and impedes cancer therapy and research. Gastric cancer (GC) cells have generally been classified into two heterogeneous cellular phenotypes, the gastric and intestinal types, yet the mechanisms of maintaining two phenotypes and controlling phenotypic transition are largely unknown. A qualitative systematic framework, the endogenous molecular network hypothesis, has recently been proposed to understand cancer genesis and progression. Here, a minimal network corresponding to such framework was found for GC and was quantified via a stochastic nonlinear dynamical system. We then further extended the framework to address the important question of intratumor heterogeneity quantitatively. The working network characterized main known features of normal gastric epithelial and GC cell phenotypes. Our results demonstrated that four positive feedback loops in the network are critical for GC cell phenotypes. Moreover, two mechanisms that contribute to GC cell heterogeneity were identified: particular positive feedback loops are responsible for the maintenance of intestinal and gastric phenotypes; GC cell progression routes that were revealed by the dynamical behaviors of individual key components are heterogeneous. In this work, we constructed an endogenous molecular network of GC that can be expanded in the future and would broaden the known mechanisms of intratumor heterogeneity.

Endogenous molecular network reveals two mechanisms of heterogeneity within gastric cancer

PubMed Central

Li, Site; Zhu, Xiaomei; Liu, Bingya; Wang, Gaowei; Ao, Ping

2015-01-01

Intratumor heterogeneity is a common phenomenon and impedes cancer therapy and research. Gastric cancer (GC) cells have generally been classified into two heterogeneous cellular phenotypes, the gastric and intestinal types, yet the mechanisms of maintaining two phenotypes and controlling phenotypic transition are largely unknown. A qualitative systematic framework, the endogenous molecular network hypothesis, has recently been proposed to understand cancer genesis and progression. Here, a minimal network corresponding to such framework was found for GC and was quantified via a stochastic nonlinear dynamical system. We then further extended the framework to address the important question of intratumor heterogeneity quantitatively. The working network characterized main known features of normal gastric epithelial and GC cell phenotypes. Our results demonstrated that four positive feedback loops in the network are critical for GC cell phenotypes. Moreover, two mechanisms that contribute to GC cell heterogeneity were identified: particular positive feedback loops are responsible for the maintenance of intestinal and gastric phenotypes; GC cell progression routes that were revealed by the dynamical behaviors of individual key components are heterogeneous. In this work, we constructed an endogenous molecular network of GC that can be expanded in the future and would broaden the known mechanisms of intratumor heterogeneity. PMID:25962957

Intrinsic Information Processing and Energy Dissipation in Stochastic Input-Output Dynamical Systems

DTIC Science & Technology

2015-07-09

Crutchfield. Information Anatomy of Stochastic Equilibria, Entropy , (08 2014): 0. doi: 10.3390/e16094713 Virgil Griffith, Edwin Chong, Ryan James...Christopher Ellison, James Crutchfield. Intersection Information Based on Common Randomness, Entropy , (04 2014): 0. doi: 10.3390/e16041985 TOTAL: 5 Number...Learning Group Seminar, Complexity Sciences Center, UC Davis. Korana Burke and Greg Wimsatt (UCD), reviewed PRL “Measurement of Stochastic Entropy

Selection of Polynomial Chaos Bases via Bayesian Model Uncertainty Methods with Applications to Sparse Approximation of PDEs with Stochastic Inputs

DOE Office of Scientific and Technical Information (OSTI.GOV)

Karagiannis, Georgios; Lin, Guang

2014-02-15

Generalized polynomial chaos (gPC) expansions allow the representation of the solution of a stochastic system as a series of polynomial terms. The number of gPC terms increases dramatically with the dimension of the random input variables. When the number of the gPC terms is larger than that of the available samples, a scenario that often occurs if the evaluations of the system are expensive, the evaluation of the gPC expansion can be inaccurate due to over-fitting. We propose a fully Bayesian approach that allows for global recovery of the stochastic solution, both in spacial and random domains, by coupling Bayesianmore » model uncertainty and regularization regression methods. It allows the evaluation of the PC coefficients on a grid of spacial points via (1) Bayesian model average or (2) medial probability model, and their construction as functions on the spacial domain via spline interpolation. The former accounts the model uncertainty and provides Bayes-optimal predictions; while the latter, additionally, provides a sparse representation of the solution by evaluating the expansion on a subset of dominating gPC bases when represented as a gPC expansion. Moreover, the method quantifies the importance of the gPC bases through inclusion probabilities. We design an MCMC sampler that evaluates all the unknown quantities without the need of ad-hoc techniques. The proposed method is suitable for, but not restricted to, problems whose stochastic solution is sparse at the stochastic level with respect to the gPC bases while the deterministic solver involved is expensive. We demonstrate the good performance of the proposed method and make comparisons with others on 1D, 14D and 40D in random space elliptic stochastic partial differential equations.« less

Compressible cavitation with stochastic field method

NASA Astrophysics Data System (ADS)

Class, Andreas; Dumond, Julien

2012-11-01

Non-linear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally the simulation of pdf transport requires Monte-Carlo codes based on Lagrange particles or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic field method solving pdf transport based on Euler fields has been proposed which eliminates the necessity to mix Euler and Lagrange techniques or prescribed pdf assumptions. In the present work, part of the PhD Design and analysis of a Passive Outflow Reducer relying on cavitation, a first application of the stochastic field method to multi-phase flow and in particular to cavitating flow is presented. The application considered is a nozzle subjected to high velocity flow so that sheet cavitation is observed near the nozzle surface in the divergent section. It is demonstrated that the stochastic field formulation captures the wide range of pdf shapes present at different locations. The method is compatible with finite-volume codes where all existing physical models available for Lagrange techniques, presumed pdf or binning methods can be easily extended to the stochastic field formulation.

CP function: an alpha spending function based on conditional power.

PubMed

Jiang, Zhiwei; Wang, Ling; Li, Chanjuan; Xia, Jielai; Wang, William

2014-11-20

Alpha spending function and stochastic curtailment are two frequently used methods in group sequential design. In the stochastic curtailment approach, the actual type I error probability cannot be well controlled within the specified significance level. But conditional power (CP) in stochastic curtailment is easier to be accepted and understood by clinicians. In this paper, we develop a spending function based on the concept of conditional power, named CP function, which combines desirable features of alpha spending and stochastic curtailment. Like other two-parameter functions, CP function is flexible to fit the needs of the trial. A simulation study is conducted to explore the choice of CP boundary in CP function that maximizes the trial power. It is equivalent to, even better than, classical Pocock, O'Brien-Fleming, and quadratic spending function as long as a proper ρ0 is given, which is pre-specified CP threshold for efficacy. It also well controls the overall type I error type I error rate and overcomes the disadvantage of stochastic curtailment. Copyright © 2014 John Wiley & Sons, Ltd.

A New Methodology for Open Pit Slope Design in Karst-Prone Ground Conditions Based on Integrated Stochastic-Limit Equilibrium Analysis

NASA Astrophysics Data System (ADS)

Zhang, Ke; Cao, Ping; Ma, Guowei; Fan, Wenchen; Meng, Jingjing; Li, Kaihui

2016-07-01

Using the Chengmenshan Copper Mine as a case study, a new methodology for open pit slope design in karst-prone ground conditions is presented based on integrated stochastic-limit equilibrium analysis. The numerical modeling and optimization design procedure contain a collection of drill core data, karst cave stochastic model generation, SLIDE simulation and bisection method optimization. Borehole investigations are performed, and the statistical result shows that the length of the karst cave fits a negative exponential distribution model, but the length of carbonatite does not exactly follow any standard distribution. The inverse transform method and acceptance-rejection method are used to reproduce the length of the karst cave and carbonatite, respectively. A code for karst cave stochastic model generation, named KCSMG, is developed. The stability of the rock slope with the karst cave stochastic model is analyzed by combining the KCSMG code and the SLIDE program. This approach is then applied to study the effect of the karst cave on the stability of the open pit slope, and a procedure to optimize the open pit slope angle is presented.

Cell survival fraction estimation based on the probability densities of domain and cell nucleus specific energies using improved microdosimetric kinetic models.

PubMed

Sato, Tatsuhiko; Furusawa, Yoshiya

2012-10-01

Estimation of the survival fractions of cells irradiated with various particles over a wide linear energy transfer (LET) range is of great importance in the treatment planning of charged-particle therapy. Two computational models were developed for estimating survival fractions based on the concept of the microdosimetric kinetic model. They were designated as the double-stochastic microdosimetric kinetic and stochastic microdosimetric kinetic models. The former model takes into account the stochastic natures of both domain and cell nucleus specific energies, whereas the latter model represents the stochastic nature of domain specific energy by its approximated mean value and variance to reduce the computational time. The probability densities of the domain and cell nucleus specific energies are the fundamental quantities for expressing survival fractions in these models. These densities are calculated using the microdosimetric and LET-estimator functions implemented in the Particle and Heavy Ion Transport code System (PHITS) in combination with the convolution or database method. Both the double-stochastic microdosimetric kinetic and stochastic microdosimetric kinetic models can reproduce the measured survival fractions for high-LET and high-dose irradiations, whereas a previously proposed microdosimetric kinetic model predicts lower values for these fractions, mainly due to intrinsic ignorance of the stochastic nature of cell nucleus specific energies in the calculation. The models we developed should contribute to a better understanding of the mechanism of cell inactivation, as well as improve the accuracy of treatment planning of charged-particle therapy.

Stochastic annealing simulations of defect interactions among subcascades

DOE Office of Scientific and Technical Information (OSTI.GOV)

Heinisch, H.L.; Singh, B.N.

1997-04-01

The effects of the subcascade structure of high energy cascades on the temperature dependencies of annihilation, clustering and free defect production are investigated. The subcascade structure is simulated by closely spaced groups of lower energy MD cascades. The simulation results illustrate the strong influence of the defect configuration existing in the primary damage state on subsequent intracascade evolution. Other significant factors affecting the evolution of the defect distribution are the large differences in mobility and stability of vacancy and interstitial defects and the rapid one-dimensional diffusion of small, glissile interstitial loops produced directly in cascades. Annealing simulations are also performedmore » on high-energy, subcascade-producing cascades generated with the binary collision approximation and calibrated to MD results.« less

Deep turbulence effects mitigation with coherent combining of 21 laser beams over 7 km.

PubMed

Weyrauch, Thomas; Vorontsov, Mikhail; Mangano, Joseph; Ovchinnikov, Vladimir; Bricker, David; Polnau, Ernst; Rostov, Andrey

2016-02-15

We demonstrate coherent beam combining and adaptive mitigation of atmospheric turbulence effects over 7 km under strong scintillation conditions using a coherent fiber array laser transmitter operating in a target-in-the-loop setting. The transmitter system is composed of a densely packed array of 21 fiber collimators with integrated capabilities for piston, tip, and tilt control of the outgoing beams wavefront phases. A small cat's-eye retro reflector was used for evaluation of beam combining and turbulence compensation performance at the target plane, and to provide the feedback signal for control of piston and tip/tilt phases of the transmitted beams using the stochastic parallel gradient descent maximization of the power-in-the-bucket metric.

Numerical studies of various Néel-VBS transitions in SU(N) anti-ferromagnets

NASA Astrophysics Data System (ADS)

Kaul, Ribhu K.; Block, Matthew S.

2015-09-01

In this manuscript we review recent developments in the numerical simulations of bipartite SU(N) spin models by quantum Monte Carlo (QMC) methods. We provide an account of a large family of newly discovered sign-problem free spin models which can be simulated in their ground states on large lattices, containing O(105) spins, using the stochastic series expansion method with efficient loop algorithms. One of the most important applications so far of these Hamiltonians are to unbiased studies of quantum criticality between Neel and valence bond phases in two dimensions - a summary of this body of work is provided. The article concludes with an overview of the current status of and outlook for future studies of the “designer” Hamiltonians.

Micromagnetism in a planar system with a random magnetic anisotropy and two-dimensional magnetic correlations

NASA Astrophysics Data System (ADS)

Komogortsev, S. V.; Fel'k, V. A.; Iskhakov, R. S.; Shadrina, G. V.

2017-08-01

The hysteresis loops and the micromagnetic structure of a ferromagnetic nanolayer with a randomly oriented local easy magnetization axis and two-dimensional magnetization correlations are studied using a micromagnetic simulation. The properties and the micromagnetic structure of the nanolayer are determined by the competition between the anisotropy and exchange energies and by the dipole-dipole interaction energy. The magnetic microstructure can be described as an ensemble of stochastic magnetic domains and topological magnetization defects. Dipole-dipole interaction suppresses the formation of topological magnetization defects. The topological defects in the magnetic microstructure can cause a sharper change in the coercive force with the crystallite size than that predicted by the random magnetic anisotropy model.

Decentralised output feedback control of Markovian jump interconnected systems with unknown interconnections

NASA Astrophysics Data System (ADS)

Li, Li-Wei; Yang, Guang-Hong

2017-07-01

The problem of decentralised output feedback control is addressed for Markovian jump interconnected systems with unknown interconnections and general transition rates (TRs) allowed to be unknown or known with uncertainties. A class of decentralised dynamic output feedback controllers are constructed, and a cyclic-small-gain condition is exploited to dispose the unknown interconnections so that the resultant closed-loop system is stochastically stable and satisfies an H∞ performance. With slack matrices to cope with the nonlinearities incurred by unknown and uncertain TRs in control synthesis, a novel controller design condition is developed in linear matrix inequality formalism. Compared with the existing works, the proposed approach leads to less conservatism. Finally, two examples are used to illustrate the effectiveness of the new results.

Advancing viral RNA structure prediction: measuring the thermodynamics of pyrimidine-rich internal loops

PubMed Central

Phan, Andy; Mailey, Katherine; Saeki, Jessica; Gu, Xiaobo

2017-01-01

Accurate thermodynamic parameters improve RNA structure predictions and thus accelerate understanding of RNA function and the identification of RNA drug binding sites. Many viral RNA structures, such as internal ribosome entry sites, have internal loops and bulges that are potential drug target sites. Current models used to predict internal loops are biased toward small, symmetric purine loops, and thus poorly predict asymmetric, pyrimidine-rich loops with >6 nucleotides (nt) that occur frequently in viral RNA. This article presents new thermodynamic data for 40 pyrimidine loops, many of which can form UU or protonated CC base pairs. Uracil and protonated cytosine base pairs stabilize asymmetric internal loops. Accurate prediction rules are presented that account for all thermodynamic measurements of RNA asymmetric internal loops. New loop initiation terms for loops with >6 nt are presented that do not follow previous assumptions that increasing asymmetry destabilizes loops. Since the last 2004 update, 126 new loops with asymmetry or sizes greater than 2 × 2 have been measured. These new measurements significantly deepen and diversify the thermodynamic database for RNA. These results will help better predict internal loops that are larger, pyrimidine-rich, and occur within viral structures such as internal ribosome entry sites. PMID:28213527

Identifying novel sequence variants of RNA 3D motifs

PubMed Central

Zirbel, Craig L.; Roll, James; Sweeney, Blake A.; Petrov, Anton I.; Pirrung, Meg; Leontis, Neocles B.

2015-01-01

Predicting RNA 3D structure from sequence is a major challenge in biophysics. An important sub-goal is accurately identifying recurrent 3D motifs from RNA internal and hairpin loop sequences extracted from secondary structure (2D) diagrams. We have developed and validated new probabilistic models for 3D motif sequences based on hybrid Stochastic Context-Free Grammars and Markov Random Fields (SCFG/MRF). The SCFG/MRF models are constructed using atomic-resolution RNA 3D structures. To parameterize each model, we use all instances of each motif found in the RNA 3D Motif Atlas and annotations of pairwise nucleotide interactions generated by the FR3D software. Isostericity relations between non-Watson–Crick basepairs are used in scoring sequence variants. SCFG techniques model nested pairs and insertions, while MRF ideas handle crossing interactions and base triples. We use test sets of randomly-generated sequences to set acceptance and rejection thresholds for each motif group and thus control the false positive rate. Validation was carried out by comparing results for four motif groups to RMDetect. The software developed for sequence scoring (JAR3D) is structured to automatically incorporate new motifs as they accumulate in the RNA 3D Motif Atlas when new structures are solved and is available free for download. PMID:26130723

A comparison of two- and three-dimensional stochastic models of regional solute movement

USGS Publications Warehouse

Shapiro, A.M.; Cvetkovic, V.D.

1990-01-01

Recent models of solute movement in porous media that are based on a stochastic description of the porous medium properties have been dedicated primarily to a three-dimensional interpretation of solute movement. In many practical problems, however, it is more convenient and consistent with measuring techniques to consider flow and solute transport as an areal, two-dimensional phenomenon. The physics of solute movement, however, is dependent on the three-dimensional heterogeneity in the formation. A comparison of two- and three-dimensional stochastic interpretations of solute movement in a porous medium having a statistically isotropic hydraulic conductivity field is investigated. To provide an equitable comparison between the two- and three-dimensional analyses, the stochastic properties of the transmissivity are defined in terms of the stochastic properties of the hydraulic conductivity. The variance of the transmissivity is shown to be significantly reduced in comparison to that of the hydraulic conductivity, and the transmissivity is spatially correlated over larger distances. These factors influence the two-dimensional interpretations of solute movement by underestimating the longitudinal and transverse growth of the solute plume in comparison to its description as a three-dimensional phenomenon. Although this analysis is based on small perturbation approximations and the special case of a statistically isotropic hydraulic conductivity field, it casts doubt on the use of a stochastic interpretation of the transmissivity in describing regional scale movement. However, by assuming the transmissivity to be the vertical integration of the hydraulic conductivity field at a given position, the stochastic properties of the hydraulic conductivity can be estimated from the stochastic properties of the transmissivity and applied to obtain a more accurate interpretation of solute movement. ?? 1990 Kluwer Academic Publishers.

A dual-loop adaptive control for minimizing time response delay in real-time structural vibration control with magnetorheological (MR) devices

NASA Astrophysics Data System (ADS)

Chen, Xi; Li, Yancheng; Li, Jianchun; Gu, Xiaoyu

2018-01-01

Time delay is a challenge issue faced by the real-time control application of the magnetorheological (MR) devices. Not to deal with it properly may jeopardize the effectiveness of the control, even lead to instability of the control system or catastrophic failure. This paper proposes a dual-loop adaptive control to address the response time delay associated with MR devices. In the proposed dual-loop control, the inner loop is designed to compensate the time delay of MR device induced by the PWM current driver. While the outer loop control can be any structural control algorithm with aims to reducing structural responses of a building during extreme loadings. Here an adaptive control strategy is adopted. To verify the proposed dual-loop control, a smart base isolation system employing magnetorheological elastomer base isolators is used as an example to illustrate the control effect. Numerical study is then conducted using a 5 -storey shear building model equipped with smart base isolation system. The result shows that with the implementation of the inner loop, the control current can instantly follow the control command which reduce the possibility of instability caused by the time delay. Comparative studies are conducted between three control strategies, i.e. dual-loop control, Lyapunov’s direct method based control and optimal passive base isolation control. The results of the study have demonstrated that the proposed dual-loop control strategy can achieve much better performance than the other two control strategies.

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

Dynamics of a stochastic multi-strain SIS epidemic model driven by Lévy noise

NASA Astrophysics Data System (ADS)

Chen, Can; Kang, Yanmei

2017-01-01

A stochastic multi-strain SIS epidemic model is formulated by introducing Lévy noise into the disease transmission rate of each strain. First, we prove that the stochastic model admits a unique global positive solution, and, by the comparison theorem, we show that the solution remains within a positively invariant set almost surely. Next we investigate stochastic stability of the disease-free equilibrium, including stability in probability and pth moment asymptotic stability. Then sufficient conditions for persistence in the mean of the disease are established. Finally, based on an Euler scheme for Lévy-driven stochastic differential equations, numerical simulations for a stochastic two-strain model are carried out to verify the theoretical results. Moreover, numerical comparison results of the stochastic two-strain model and the deterministic version are also given. Lévy noise can cause the two strains to become extinct almost surely, even though there is a dominant strain that persists in the deterministic model. It can be concluded that the introduction of Lévy noise reduces the disease extinction threshold, which indicates that Lévy noise may suppress the disease outbreak.

Stochastic P-bifurcation and stochastic resonance in a noisy bistable fractional-order system

NASA Astrophysics Data System (ADS)

Yang, J. H.; Sanjuán, Miguel A. F.; Liu, H. G.; Litak, G.; Li, X.

2016-12-01

We investigate the stochastic response of a noisy bistable fractional-order system when the fractional-order lies in the interval (0, 2]. We focus mainly on the stochastic P-bifurcation and the phenomenon of the stochastic resonance. We compare the generalized Euler algorithm and the predictor-corrector approach which are commonly used for numerical calculations of fractional-order nonlinear equations. Based on the predictor-corrector approach, the stochastic P-bifurcation and the stochastic resonance are investigated. Both the fractional-order value and the noise intensity can induce an stochastic P-bifurcation. The fractional-order may lead the stationary probability density function to turn from a single-peak mode to a double-peak mode. However, the noise intensity may transform the stationary probability density function from a double-peak mode to a single-peak mode. The stochastic resonance is investigated thoroughly, according to the linear and the nonlinear response theory. In the linear response theory, the optimal stochastic resonance may occur when the value of the fractional-order is larger than one. In previous works, the fractional-order is usually limited to the interval (0, 1]. Moreover, the stochastic resonance at the subharmonic frequency and the superharmonic frequency are investigated respectively, by using the nonlinear response theory. When it occurs at the subharmonic frequency, the resonance may be strong and cannot be ignored. When it occurs at the superharmonic frequency, the resonance is weak. We believe that the results in this paper might be useful for the signal processing of nonlinear systems.

The importance of environmental variability and management control error to optimal harvest policies

USGS Publications Warehouse

Hunter, C.M.; Runge, M.C.

2004-01-01

State-dependent strategies (SDSs) are the most general form of harvest policy because they allow the harvest rate to depend, without constraint, on the state of the system. State-dependent strategies that provide an optimal harvest rate for any system state can be calculated, and stochasticity can be appropriately accommodated in this optimization. Stochasticity poses 2 challenges to harvest policies: (1) the population will never be at the equilibrium state; and (2) stochasticity induces uncertainty about future states. We investigated the effects of 2 types of stochasticity, environmental variability and management control error, on SDS harvest policies for a white-tailed deer (Odocoileus virginianus) model, and contrasted these with a harvest policy based on maximum sustainable yield (MSY). Increasing stochasticity resulted in more conservative SDSs; that is, higher population densities were required to support the same harvest rate, but these effects were generally small. As stochastic effects increased, SDSs performed much better than MSY. Both deterministic and stochastic SDSs maintained maximum mean annual harvest yield (AHY) and optimal equilibrium population size (Neq) in a stochastic environment, whereas an MSY policy could not. We suggest 3 rules of thumb for harvest management of long-lived vertebrates in stochastic systems: (1) an SDS is advantageous over an MSY policy, (2) using an SDS rather than an MSY is more important than whether a deterministic or stochastic SDS is used, and (3) for SDSs, rankings of the variability in management outcomes (e.g., harvest yield) resulting from parameter stochasticity can be predicted by rankings of the deterministic elasticities.

K-Minimax Stochastic Programming Problems

NASA Astrophysics Data System (ADS)

Nedeva, C.

2007-10-01

The purpose of this paper is a discussion of a numerical procedure based on the simplex method for stochastic optimization problems with partially known distribution functions. The convergence of this procedure is proved by the condition on dual problems.

LoopX: A Graphical User Interface-Based Database for Comprehensive Analysis and Comparative Evaluation of Loops from Protein Structures.

PubMed

Kadumuri, Rajashekar Varma; Vadrevu, Ramakrishna

2017-10-01

Due to their crucial role in function, folding, and stability, protein loops are being targeted for grafting/designing to create novel or alter existing functionality and improve stability and foldability. With a view to facilitate a thorough analysis and effectual search options for extracting and comparing loops for sequence and structural compatibility, we developed, LoopX a comprehensively compiled library of sequence and conformational features of ∼700,000 loops from protein structures. The database equipped with a graphical user interface is empowered with diverse query tools and search algorithms, with various rendering options to visualize the sequence- and structural-level information along with hydrogen bonding patterns, backbone φ, ψ dihedral angles of both the target and candidate loops. Two new features (i) conservation of the polar/nonpolar environment and (ii) conservation of sequence and conformation of specific residues within the loops have also been incorporated in the search and retrieval of compatible loops for a chosen target loop. Thus, the LoopX server not only serves as a database and visualization tool for sequence and structural analysis of protein loops but also aids in extracting and comparing candidate loops for a given target loop based on user-defined search options.

Synthetic Sediments and Stochastic Groundwater Hydrology

NASA Astrophysics Data System (ADS)

Wilson, J. L.

2002-12-01

For over twenty years the groundwater community has pursued the somewhat elusive goal of describing the effects of aquifer heterogeneity on subsurface flow and chemical transport. While small perturbation stochastic moment methods have significantly advanced theoretical understanding, why is it that stochastic applications use instead simulations of flow and transport through multiple realizations of synthetic geology? Allan Gutjahr was a principle proponent of the Fast Fourier Transform method for the synthetic generation of aquifer properties and recently explored new, more geologically sound, synthetic methods based on multi-scale Markov random fields. Focusing on sedimentary aquifers, how has the state-of-the-art of synthetic generation changed and what new developments can be expected, for example, to deal with issues like conceptual model uncertainty, the differences between measurement and modeling scales, and subgrid scale variability? What will it take to get stochastic methods, whether based on moments, multiple realizations, or some other approach, into widespread application?

Stochastic resonance based on modulation instability in spatiotemporal chaos.

PubMed

Han, Jing; Liu, Hongjun; Huang, Nan; Wang, Zhaolu

2017-04-03

A novel dynamic of stochastic resonance in spatiotemporal chaos is presented, which is based on modulation instability of perturbed partially coherent wave. The noise immunity of chaos can be reinforced through this effect and used to restore the coherent signal information buried in chaotic perturbation. A theoretical model with fluctuations term is derived from the complex Ginzburg-Landau equation via Wigner transform. It shows that through weakening the nonlinear threshold and triggering energy redistribution, the coherent component dominates the instability damped by incoherent component. The spatiotemporal output showing the properties of stochastic resonance may provide a potential application of signal encryption and restoration.

Graph Theory-Based Pinning Synchronization of Stochastic Complex Dynamical Networks.

PubMed

Li, Xiao-Jian; Yang, Guang-Hong

2017-02-01

This paper is concerned with the adaptive pinning synchronization problem of stochastic complex dynamical networks (CDNs). Based on algebraic graph theory and Lyapunov theory, pinning controller design conditions are derived, and the rigorous convergence analysis of synchronization errors in the probability sense is also conducted. Compared with the existing results, the topology structures of stochastic CDN are allowed to be unknown due to the use of graph theory. In particular, it is shown that the selection of nodes for pinning depends on the unknown lower bounds of coupling strengths. Finally, an example on a Chua's circuit network is given to validate the effectiveness of the theoretical results.

Sampling-Based Stochastic Sensitivity Analysis Using Score Functions for RBDO Problems with Correlated Random Variables

DTIC Science & Technology

2010-08-01

a collection of information if it does not display a currently valid OMB control number. PLEASE DO NOT RETURN YOUR FORM TO THE ABOVE ADDRESS. a ...SECURITY CLASSIFICATION OF: This study presents a methodology for computing stochastic sensitivities with respect to the design variables, which are the...Random Variables Report Title ABSTRACT This study presents a methodology for computing stochastic sensitivities with respect to the design variables

Stochastic symplectic and multi-symplectic methods for nonlinear Schrödinger equation with white noise dispersion

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cui, Jianbo, E-mail: jianbocui@lsec.cc.ac.cn; Hong, Jialin, E-mail: hjl@lsec.cc.ac.cn; Liu, Zhihui, E-mail: liuzhihui@lsec.cc.ac.cn

We indicate that the nonlinear Schrödinger equation with white noise dispersion possesses stochastic symplectic and multi-symplectic structures. Based on these structures, we propose the stochastic symplectic and multi-symplectic methods, which preserve the continuous and discrete charge conservation laws, respectively. Moreover, we show that the proposed methods are convergent with temporal order one in probability. Numerical experiments are presented to verify our theoretical results.

The Tool for Designing Engineering Systems Using a New Optimization Method Based on a Stochastic Process

NASA Astrophysics Data System (ADS)

Yoshida, Hiroaki; Yamaguchi, Katsuhito; Ishikawa, Yoshio

The conventional optimization methods were based on a deterministic approach, since their purpose is to find out an exact solution. However, these methods have initial condition dependence and risk of falling into local solution. In this paper, we propose a new optimization method based on a concept of path integral method used in quantum mechanics. The method obtains a solutions as an expected value (stochastic average) using a stochastic process. The advantages of this method are not to be affected by initial conditions and not to need techniques based on experiences. We applied the new optimization method to a design of the hang glider. In this problem, not only the hang glider design but also its flight trajectory were optimized. The numerical calculation results showed that the method has a sufficient performance.

Delayed excitatory and inhibitory feedback shape neural information transmission

NASA Astrophysics Data System (ADS)

Chacron, Maurice J.; Longtin, André; Maler, Leonard

2005-11-01

Feedback circuitry with conduction and synaptic delays is ubiquitous in the nervous system. Yet the effects of delayed feedback on sensory processing of natural signals are poorly understood. This study explores the consequences of delayed excitatory and inhibitory feedback inputs on the processing of sensory information. We show, through numerical simulations and theory, that excitatory and inhibitory feedback can alter the firing frequency response of stochastic neurons in opposite ways by creating dynamical resonances, which in turn lead to information resonances (i.e., increased information transfer for specific ranges of input frequencies). The resonances are created at the expense of decreased information transfer in other frequency ranges. Using linear response theory for stochastically firing neurons, we explain how feedback signals shape the neural transfer function for a single neuron as a function of network size. We also find that balanced excitatory and inhibitory feedback can further enhance information tuning while maintaining a constant mean firing rate. Finally, we apply this theory to in vivo experimental data from weakly electric fish in which the feedback loop can be opened. We show that it qualitatively predicts the observed effects of inhibitory feedback. Our study of feedback excitation and inhibition reveals a possible mechanism by which optimal processing may be achieved over selected frequency ranges.

Nonequilibrium magnetic properties in a two-dimensional kinetic mixed Ising system within the effective-field theory and Glauber-type stochastic dynamics approach.

PubMed

Ertaş, Mehmet; Deviren, Bayram; Keskin, Mustafa

2012-11-01

Nonequilibrium magnetic properties in a two-dimensional kinetic mixed spin-2 and spin-5/2 Ising system in the presence of a time-varying (sinusoidal) magnetic field are studied within the effective-field theory (EFT) with correlations. The time evolution of the system is described by using Glauber-type stochastic dynamics. The dynamic EFT equations are derived by employing the Glauber transition rates for two interpenetrating square lattices. We investigate the time dependence of the magnetizations for different interaction parameter values in order to find the phases in the system. We also study the thermal behavior of the dynamic magnetizations, the hysteresis loop area, and dynamic correlation. The dynamic phase diagrams are presented in the reduced magnetic field amplitude and reduced temperature plane and we observe that the system exhibits dynamic tricritical and reentrant behaviors. Moreover, the system also displays a double critical end point (B), a zero-temperature critical point (Z), a critical end point (E), and a triple point (TP). We also performed a comparison with the mean-field prediction in order to point out the effects of correlations and found that some of the dynamic first-order phase lines, which are artifacts of the mean-field approach, disappeared.

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.

Assessment of BTEX-induced health risk under multiple uncertainties at a petroleum-contaminated site: An integrated fuzzy stochastic approach

NASA Astrophysics Data System (ADS)

Zhang, Xiaodong; Huang, Guo H.

2011-12-01

Groundwater pollution has gathered more and more attention in the past decades. Conducting an assessment of groundwater contamination risk is desired to provide sound bases for supporting risk-based management decisions. Therefore, the objective of this study is to develop an integrated fuzzy stochastic approach to evaluate risks of BTEX-contaminated groundwater under multiple uncertainties. It consists of an integrated interval fuzzy subsurface modeling system (IIFMS) and an integrated fuzzy second-order stochastic risk assessment (IFSOSRA) model. The IIFMS is developed based on factorial design, interval analysis, and fuzzy sets approach to predict contaminant concentrations under hybrid uncertainties. Two input parameters (longitudinal dispersivity and porosity) are considered to be uncertain with known fuzzy membership functions, and intrinsic permeability is considered to be an interval number with unknown distribution information. A factorial design is conducted to evaluate interactive effects of the three uncertain factors on the modeling outputs through the developed IIFMS. The IFSOSRA model can systematically quantify variability and uncertainty, as well as their hybrids, presented as fuzzy, stochastic and second-order stochastic parameters in health risk assessment. The developed approach haw been applied to the management of a real-world petroleum-contaminated site within a western Canada context. The results indicate that multiple uncertainties, under a combination of information with various data-quality levels, can be effectively addressed to provide supports in identifying proper remedial efforts. A unique contribution of this research is the development of an integrated fuzzy stochastic approach for handling various forms of uncertainties associated with simulation and risk assessment efforts.

Stochastic simulation of multiscale complex systems with PISKaS: A rule-based approach.

PubMed

Perez-Acle, Tomas; Fuenzalida, Ignacio; Martin, Alberto J M; Santibañez, Rodrigo; Avaria, Rodrigo; Bernardin, Alejandro; Bustos, Alvaro M; Garrido, Daniel; Dushoff, Jonathan; Liu, James H

2018-03-29

Computational simulation is a widely employed methodology to study the dynamic behavior of complex systems. Although common approaches are based either on ordinary differential equations or stochastic differential equations, these techniques make several assumptions which, when it comes to biological processes, could often lead to unrealistic models. Among others, model approaches based on differential equations entangle kinetics and causality, failing when complexity increases, separating knowledge from models, and assuming that the average behavior of the population encompasses any individual deviation. To overcome these limitations, simulations based on the Stochastic Simulation Algorithm (SSA) appear as a suitable approach to model complex biological systems. In this work, we review three different models executed in PISKaS: a rule-based framework to produce multiscale stochastic simulations of complex systems. These models span multiple time and spatial scales ranging from gene regulation up to Game Theory. In the first example, we describe a model of the core regulatory network of gene expression in Escherichia coli highlighting the continuous model improvement capacities of PISKaS. The second example describes a hypothetical outbreak of the Ebola virus occurring in a compartmentalized environment resembling cities and highways. Finally, in the last example, we illustrate a stochastic model for the prisoner's dilemma; a common approach from social sciences describing complex interactions involving trust within human populations. As whole, these models demonstrate the capabilities of PISKaS providing fertile scenarios where to explore the dynamics of complex systems. Copyright © 2017 The Authors. Published by Elsevier Inc. All rights reserved.

Closed-loop control of a fragile network: application to seizure-like dynamics of an epilepsy model

PubMed Central

Ehrens, Daniel; Sritharan, Duluxan; Sarma, Sridevi V.

2015-01-01

It has recently been proposed that the epileptic cortex is fragile in the sense that seizures manifest through small perturbations in the synaptic connections that render the entire cortical network unstable. Closed-loop therapy could therefore entail detecting when the network goes unstable, and then stimulating with an exogenous current to stabilize the network. In this study, a non-linear stochastic model of a neuronal network was used to simulate both seizure and non-seizure activity. In particular, synaptic weights between neurons were chosen such that the network's fixed point is stable during non-seizure periods, and a subset of these connections (the most fragile) were perturbed to make the same fixed point unstable to model seizure events; and, the model randomly transitions between these two modes. The goal of this study was to measure spike train observations from this epileptic network and then apply a feedback controller that (i) detects when the network goes unstable, and then (ii) applies a state-feedback gain control input to the network to stabilize it. The stability detector is based on a 2-state (stable, unstable) hidden Markov model (HMM) of the network, and detects the transition from the stable mode to the unstable mode from using the firing rate of the most fragile node in the network (which is the output of the HMM). When the unstable mode is detected, a state-feedback gain is applied to generate a control input to the fragile node bringing the network back to the stable mode. Finally, when the network is detected as stable again, the feedback control input is switched off. High performance was achieved for the stability detector, and feedback control suppressed seizures within 2 s after onset. PMID:25784851

Accelerating population balance-Monte Carlo simulation for coagulation dynamics from the Markov jump model, stochastic algorithm and GPU parallel computing

DOE Office of Scientific and Technical Information (OSTI.GOV)

Xu, Zuwei; Zhao, Haibo, E-mail: klinsmannzhb@163.com; Zheng, Chuguang

2015-01-15

This paper proposes a comprehensive framework for accelerating population balance-Monte Carlo (PBMC) simulation of particle coagulation dynamics. By combining Markov jump model, weighted majorant kernel and GPU (graphics processing unit) parallel computing, a significant gain in computational efficiency is achieved. The Markov jump model constructs a coagulation-rule matrix of differentially-weighted simulation particles, so as to capture the time evolution of particle size distribution with low statistical noise over the full size range and as far as possible to reduce the number of time loopings. Here three coagulation rules are highlighted and it is found that constructing appropriate coagulation rule providesmore » a route to attain the compromise between accuracy and cost of PBMC methods. Further, in order to avoid double looping over all simulation particles when considering the two-particle events (typically, particle coagulation), the weighted majorant kernel is introduced to estimate the maximum coagulation rates being used for acceptance–rejection processes by single-looping over all particles, and meanwhile the mean time-step of coagulation event is estimated by summing the coagulation kernels of rejected and accepted particle pairs. The computational load of these fast differentially-weighted PBMC simulations (based on the Markov jump model) is reduced greatly to be proportional to the number of simulation particles in a zero-dimensional system (single cell). Finally, for a spatially inhomogeneous multi-dimensional (multi-cell) simulation, the proposed fast PBMC is performed in each cell, and multiple cells are parallel processed by multi-cores on a GPU that can implement the massively threaded data-parallel tasks to obtain remarkable speedup ratio (comparing with CPU computation, the speedup ratio of GPU parallel computing is as high as 200 in a case of 100 cells with 10 000 simulation particles per cell). These accelerating approaches of PBMC are demonstrated in a physically realistic Brownian coagulation case. The computational accuracy is validated with benchmark solution of discrete-sectional method. The simulation results show that the comprehensive approach can attain very favorable improvement in cost without sacrificing computational accuracy.« less

DOE Office of Scientific and Technical Information (OSTI.GOV)

Pavlou, A. T.; Betzler, B. R.; Burke, T. P.

Uncertainties in the composition and fabrication of fuel compacts for the Fort St. Vrain (FSV) high temperature gas reactor have been studied by performing eigenvalue sensitivity studies that represent the key uncertainties for the FSV neutronic analysis. The uncertainties for the TRISO fuel kernels were addressed by developing a suite of models for an 'average' FSV fuel compact that models the fuel as (1) a mixture of two different TRISO fuel particles representing fissile and fertile kernels, (2) a mixture of four different TRISO fuel particles representing small and large fissile kernels and small and large fertile kernels and (3)more » a stochastic mixture of the four types of fuel particles where every kernel has its diameter sampled from a continuous probability density function. All of the discrete diameter and continuous diameter fuel models were constrained to have the same fuel loadings and packing fractions. For the non-stochastic discrete diameter cases, the MCNP compact model arranged the TRISO fuel particles on a hexagonal honeycomb lattice. This lattice-based fuel compact was compared to a stochastic compact where the locations (and kernel diameters for the continuous diameter cases) of the fuel particles were randomly sampled. Partial core configurations were modeled by stacking compacts into fuel columns containing graphite. The differences in eigenvalues between the lattice-based and stochastic models were small but the runtime of the lattice-based fuel model was roughly 20 times shorter than with the stochastic-based fuel model. (authors)« less

Advancing viral RNA structure prediction: measuring the thermodynamics of pyrimidine-rich internal loops.

PubMed

Phan, Andy; Mailey, Katherine; Saeki, Jessica; Gu, Xiaobo; Schroeder, Susan J

2017-05-01

Accurate thermodynamic parameters improve RNA structure predictions and thus accelerate understanding of RNA function and the identification of RNA drug binding sites. Many viral RNA structures, such as internal ribosome entry sites, have internal loops and bulges that are potential drug target sites. Current models used to predict internal loops are biased toward small, symmetric purine loops, and thus poorly predict asymmetric, pyrimidine-rich loops with >6 nucleotides (nt) that occur frequently in viral RNA. This article presents new thermodynamic data for 40 pyrimidine loops, many of which can form UU or protonated CC base pairs. Uracil and protonated cytosine base pairs stabilize asymmetric internal loops. Accurate prediction rules are presented that account for all thermodynamic measurements of RNA asymmetric internal loops. New loop initiation terms for loops with >6 nt are presented that do not follow previous assumptions that increasing asymmetry destabilizes loops. Since the last 2004 update, 126 new loops with asymmetry or sizes greater than 2 × 2 have been measured. These new measurements significantly deepen and diversify the thermodynamic database for RNA. These results will help better predict internal loops that are larger, pyrimidine-rich, and occur within viral structures such as internal ribosome entry sites. © 2017 Phan et al.; Published by Cold Spring Harbor Laboratory Press for the RNA Society.

Sequence-structure relationships in RNA loops: establishing the basis for loop homology modeling.

PubMed

Schudoma, Christian; May, Patrick; Nikiforova, Viktoria; Walther, Dirk

2010-01-01

The specific function of RNA molecules frequently resides in their seemingly unstructured loop regions. We performed a systematic analysis of RNA loops extracted from experimentally determined three-dimensional structures of RNA molecules. A comprehensive loop-structure data set was created and organized into distinct clusters based on structural and sequence similarity. We detected clear evidence of the hallmark of homology present in the sequence-structure relationships in loops. Loops differing by <25% in sequence identity fold into very similar structures. Thus, our results support the application of homology modeling for RNA loop model building. We established a threshold that may guide the sequence divergence-based selection of template structures for RNA loop homology modeling. Of all possible sequences that are, under the assumption of isosteric relationships, theoretically compatible with actual sequences observed in RNA structures, only a small fraction is contained in the Rfam database of RNA sequences and classes implying that the actual RNA loop space may consist of a limited number of unique loop structures and conserved sequences. The loop-structure data sets are made available via an online database, RLooM. RLooM also offers functionalities for the modeling of RNA loop structures in support of RNA engineering and design efforts.

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

PubMed

Venturi, D; Karniadakis, G E

2014-06-08

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.

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

Combining Charge Couple Devices and Rate Sensors for the Feedforward Control System of a Charge Coupled Device Tracking Loop.

PubMed

Tang, Tao; Tian, Jing; Zhong, Daijun; Fu, Chengyu

2016-06-25

A rate feed forward control-based sensor fusion is proposed to improve the closed-loop performance for a charge couple device (CCD) tracking loop. The target trajectory is recovered by combining line of sight (LOS) errors from the CCD and the angular rate from a fiber-optic gyroscope (FOG). A Kalman filter based on the Singer acceleration model utilizes the reconstructive target trajectory to estimate the target velocity. Different from classical feed forward control, additive feedback loops are inevitably added to the original control loops due to the fact some closed-loop information is used. The transfer function of the Kalman filter in the frequency domain is built for analyzing the closed loop stability. The bandwidth of the Kalman filter is the major factor affecting the control stability and close-loop performance. Both simulations and experiments are provided to demonstrate the benefits of the proposed algorithm.

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

PubMed

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

2015-04-01

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

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

NASA Astrophysics Data System (ADS)

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

2015-04-01

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

Stochastic output error vibration-based damage detection and assessment in structures under earthquake excitation

NASA Astrophysics Data System (ADS)

Sakellariou, J. S.; Fassois, S. D.

2006-11-01

A stochastic output error (OE) vibration-based methodology for damage detection and assessment (localization and quantification) in structures under earthquake excitation is introduced. The methodology is intended for assessing the state of a structure following potential damage occurrence by exploiting vibration signal measurements produced by low-level earthquake excitations. It is based upon (a) stochastic OE model identification, (b) statistical hypothesis testing procedures for damage detection, and (c) a geometric method (GM) for damage assessment. The methodology's advantages include the effective use of the non-stationary and limited duration earthquake excitation, the handling of stochastic uncertainties, the tackling of the damage localization and quantification subproblems, the use of "small" size, simple and partial (in both the spatial and frequency bandwidth senses) identified OE-type models, and the use of a minimal number of measured vibration signals. Its feasibility and effectiveness are assessed via Monte Carlo experiments employing a simple simulation model of a 6 storey building. It is demonstrated that damage levels of 5% and 20% reduction in a storey's stiffness characteristics may be properly detected and assessed using noise-corrupted vibration signals.

Current collector for AMTEC

NASA Technical Reports Server (NTRS)

Williams, Roger M. (Inventor)

1989-01-01

An electrode having higher power output is formed of an open mesh current collector such as expanded nickel covering an electrode film applied to a tube of beta-alumina solid electrolyte (BASE). A plurality of cross-members such as spaced, parallel loops of molybdenum metal wire surround the BASE tube. The loops are electrically connected by a bus wire. As the AMTEC cell is heated, the grid of expanded nickel expands more than the BASE tube and the surrounding loop of wire and become diffusion welded to the electrode film and to the wire loops.

A Method to Predict the Structure and Stability of RNA/RNA Complexes.

PubMed

Xu, Xiaojun; Chen, Shi-Jie

2016-01-01

RNA/RNA interactions are essential for genomic RNA dimerization and regulation of gene expression. Intermolecular loop-loop base pairing is a widespread and functionally important tertiary structure motif in RNA machinery. However, computational prediction of intermolecular loop-loop base pairing is challenged by the entropy and free energy calculation due to the conformational constraint and the intermolecular interactions. In this chapter, we describe a recently developed statistical mechanics-based method for the prediction of RNA/RNA complex structures and stabilities. The method is based on the virtual bond RNA folding model (Vfold). The main emphasis in the method is placed on the evaluation of the entropy and free energy for the loops, especially tertiary kissing loops. The method also uses recursive partition function calculations and two-step screening algorithm for large, complicated structures of RNA/RNA complexes. As case studies, we use the HIV-1 Mal dimer and the siRNA/HIV-1 mutant (T4) to illustrate the method.

Finite-time H∞ filtering for non-linear stochastic systems

NASA Astrophysics Data System (ADS)

Hou, Mingzhe; Deng, Zongquan; Duan, Guangren

2016-09-01

This paper describes the robust H∞ filtering analysis and the synthesis of general non-linear stochastic systems with finite settling time. We assume that the system dynamic is modelled by Itô-type stochastic differential equations of which the state and the measurement are corrupted by state-dependent noises and exogenous disturbances. A sufficient condition for non-linear stochastic systems to have the finite-time H∞ performance with gain less than or equal to a prescribed positive number is established in terms of a certain Hamilton-Jacobi inequality. Based on this result, the existence of a finite-time H∞ filter is given for the general non-linear stochastic system by a second-order non-linear partial differential inequality, and the filter can be obtained by solving this inequality. The effectiveness of the obtained result is illustrated by a numerical example.

Desynchronization of stochastically synchronized chemical oscillators

DOE Office of Scientific and Technical Information (OSTI.GOV)

Snari, Razan; Tinsley, Mark R., E-mail: mark.tinsley@mail.wvu.edu, E-mail: kshowalt@wvu.edu; Faramarzi, Sadegh

Experimental and theoretical studies are presented on the design of perturbations that enhance desynchronization in populations of oscillators that are synchronized by periodic entrainment. A phase reduction approach is used to determine optimal perturbation timing based upon experimentally measured phase response curves. The effectiveness of the perturbation waveforms is tested experimentally in populations of periodically and stochastically synchronized chemical oscillators. The relevance of the approach to therapeutic methods for disrupting phase coherence in groups of stochastically synchronized neuronal oscillators is discussed.

Calculating Higher-Order Moments of Phylogenetic Stochastic Mapping Summaries in Linear Time.

PubMed

Dhar, Amrit; Minin, Vladimir N

2017-05-01

Stochastic mapping is a simulation-based method for probabilistically mapping substitution histories onto phylogenies according to continuous-time Markov models of evolution. This technique can be used to infer properties of the evolutionary process on the phylogeny and, unlike parsimony-based mapping, conditions on the observed data to randomly draw substitution mappings that do not necessarily require the minimum number of events on a tree. Most stochastic mapping applications simulate substitution mappings only to estimate the mean and/or variance of two commonly used mapping summaries: the number of particular types of substitutions (labeled substitution counts) and the time spent in a particular group of states (labeled dwelling times) on the tree. Fast, simulation-free algorithms for calculating the mean of stochastic mapping summaries exist. Importantly, these algorithms scale linearly in the number of tips/leaves of the phylogenetic tree. However, to our knowledge, no such algorithm exists for calculating higher-order moments of stochastic mapping summaries. We present one such simulation-free dynamic programming algorithm that calculates prior and posterior mapping variances and scales linearly in the number of phylogeny tips. Our procedure suggests a general framework that can be used to efficiently compute higher-order moments of stochastic mapping summaries without simulations. We demonstrate the usefulness of our algorithm by extending previously developed statistical tests for rate variation across sites and for detecting evolutionarily conserved regions in genomic sequences.

Calculating Higher-Order Moments of Phylogenetic Stochastic Mapping Summaries in Linear Time

PubMed Central

Dhar, Amrit

2017-01-01

Abstract Stochastic mapping is a simulation-based method for probabilistically mapping substitution histories onto phylogenies according to continuous-time Markov models of evolution. This technique can be used to infer properties of the evolutionary process on the phylogeny and, unlike parsimony-based mapping, conditions on the observed data to randomly draw substitution mappings that do not necessarily require the minimum number of events on a tree. Most stochastic mapping applications simulate substitution mappings only to estimate the mean and/or variance of two commonly used mapping summaries: the number of particular types of substitutions (labeled substitution counts) and the time spent in a particular group of states (labeled dwelling times) on the tree. Fast, simulation-free algorithms for calculating the mean of stochastic mapping summaries exist. Importantly, these algorithms scale linearly in the number of tips/leaves of the phylogenetic tree. However, to our knowledge, no such algorithm exists for calculating higher-order moments of stochastic mapping summaries. We present one such simulation-free dynamic programming algorithm that calculates prior and posterior mapping variances and scales linearly in the number of phylogeny tips. Our procedure suggests a general framework that can be used to efficiently compute higher-order moments of stochastic mapping summaries without simulations. We demonstrate the usefulness of our algorithm by extending previously developed statistical tests for rate variation across sites and for detecting evolutionarily conserved regions in genomic sequences. PMID:28177780

Stochastic Synapses Enable Efficient Brain-Inspired Learning Machines.

PubMed

Neftci, Emre O; Pedroni, Bruno U; Joshi, Siddharth; Al-Shedivat, Maruan; Cauwenberghs, Gert

2016-01-01

Recent studies have shown that synaptic unreliability is a robust and sufficient mechanism for inducing the stochasticity observed in cortex. Here, we introduce Synaptic Sampling Machines (S2Ms), a class of neural network models that uses synaptic stochasticity as a means to Monte Carlo sampling and unsupervised learning. Similar to the original formulation of Boltzmann machines, these models can be viewed as a stochastic counterpart of Hopfield networks, but where stochasticity is induced by a random mask over the connections. Synaptic stochasticity plays the dual role of an efficient mechanism for sampling, and a regularizer during learning akin to DropConnect. A local synaptic plasticity rule implementing an event-driven form of contrastive divergence enables the learning of generative models in an on-line fashion. S2Ms perform equally well using discrete-timed artificial units (as in Hopfield networks) or continuous-timed leaky integrate and fire neurons. The learned representations are remarkably sparse and robust to reductions in bit precision and synapse pruning: removal of more than 75% of the weakest connections followed by cursory re-learning causes a negligible performance loss on benchmark classification tasks. The spiking neuron-based S2Ms outperform existing spike-based unsupervised learners, while potentially offering substantial advantages in terms of power and complexity, and are thus promising models for on-line learning in brain-inspired hardware.

Stochastic Synapses Enable Efficient Brain-Inspired Learning Machines

PubMed Central

Neftci, Emre O.; Pedroni, Bruno U.; Joshi, Siddharth; Al-Shedivat, Maruan; Cauwenberghs, Gert

2016-01-01

Recent studies have shown that synaptic unreliability is a robust and sufficient mechanism for inducing the stochasticity observed in cortex. Here, we introduce Synaptic Sampling Machines (S2Ms), a class of neural network models that uses synaptic stochasticity as a means to Monte Carlo sampling and unsupervised learning. Similar to the original formulation of Boltzmann machines, these models can be viewed as a stochastic counterpart of Hopfield networks, but where stochasticity is induced by a random mask over the connections. Synaptic stochasticity plays the dual role of an efficient mechanism for sampling, and a regularizer during learning akin to DropConnect. A local synaptic plasticity rule implementing an event-driven form of contrastive divergence enables the learning of generative models in an on-line fashion. S2Ms perform equally well using discrete-timed artificial units (as in Hopfield networks) or continuous-timed leaky integrate and fire neurons. The learned representations are remarkably sparse and robust to reductions in bit precision and synapse pruning: removal of more than 75% of the weakest connections followed by cursory re-learning causes a negligible performance loss on benchmark classification tasks. The spiking neuron-based S2Ms outperform existing spike-based unsupervised learners, while potentially offering substantial advantages in terms of power and complexity, and are thus promising models for on-line learning in brain-inspired hardware. PMID:27445650

Stochastic optimal operation of reservoirs based on copula functions

NASA Astrophysics Data System (ADS)

Lei, Xiao-hui; Tan, Qiao-feng; Wang, Xu; Wang, Hao; Wen, Xin; Wang, Chao; Zhang, Jing-wen

2018-02-01

Stochastic dynamic programming (SDP) has been widely used to derive operating policies for reservoirs considering streamflow uncertainties. In SDP, there is a need to calculate the transition probability matrix more accurately and efficiently in order to improve the economic benefit of reservoir operation. In this study, we proposed a stochastic optimization model for hydropower generation reservoirs, in which 1) the transition probability matrix was calculated based on copula functions; and 2) the value function of the last period was calculated by stepwise iteration. Firstly, the marginal distribution of stochastic inflow in each period was built and the joint distributions of adjacent periods were obtained using the three members of the Archimedean copulas, based on which the conditional probability formula was derived. Then, the value in the last period was calculated by a simple recursive equation with the proposed stepwise iteration method and the value function was fitted with a linear regression model. These improvements were incorporated into the classic SDP and applied to the case study in Ertan reservoir, China. The results show that the transition probability matrix can be more easily and accurately obtained by the proposed copula function based method than conventional methods based on the observed or synthetic streamflow series, and the reservoir operation benefit can also be increased.

The influence of Stochastic perturbation of Geotechnical media On Electromagnetic tomography

NASA Astrophysics Data System (ADS)

Song, Lei; Yang, Weihao; Huangsonglei, Jiahui; Li, HaiPeng

2015-04-01

Electromagnetic tomography (CT) are commonly utilized in Civil engineering to detect the structure defects or geological anomalies. CT are generally recognized as a high precision geophysical method and the accuracy of CT are expected to be several centimeters and even to be several millimeters. Then, high frequency antenna with short wavelength are utilized commonly in Civil Engineering. As to the geotechnical media, stochastic perturbation of the EM parameters are inevitably exist in geological scales, in structure scales and in local scales, et al. In those cases, the geometric dimensionings of the target body, the EM wavelength and the accuracy expected might be of the same order. When the high frequency EM wave propagated in the stochastic geotechnical media, the GPR signal would be reflected not only from the target bodies but also from the stochastic perturbation of the background media. To detect the karst caves in dissolution fracture rock, one need to assess the influence of the stochastic distributed dissolution holes and fractures; to detect the void in a concrete structure, one should master the influence of the stochastic distributed stones, et al. In this paper, on the base of stochastic media discrete realizations, the authors try to evaluate quantificationally the influence of the stochastic perturbation of Geotechnical media by Radon/Iradon Transfer through full-combined Monte Carlo numerical simulation. It is found the stochastic noise is related with transfer angle, perturbing strength, angle interval, autocorrelation length, et al. And the quantitative formula of the accuracy of the electromagnetic tomography is also established, which could help on the precision estimation of GPR tomography in stochastic perturbation Geotechnical media. Key words: Stochastic Geotechnical Media; Electromagnetic Tomography; Radon/Iradon Transfer.

A Two-Step Method to Select Major Surge-Producing Extratropical Cyclones from a 10,000-Year Stochastic Catalog

NASA Astrophysics Data System (ADS)

Keshtpoor, M.; Carnacina, I.; Yablonsky, R. M.

2016-12-01

Extratropical cyclones (ETCs) are the primary driver of storm surge events along the UK and northwest mainland Europe coastlines. In an effort to evaluate the storm surge risk in coastal communities in this region, a stochastic catalog is developed by perturbing the historical storm seeds of European ETCs to account for 10,000 years of possible ETCs. Numerical simulation of the storm surge generated by the full 10,000-year stochastic catalog, however, is computationally expensive and may take several months to complete with available computational resources. A new statistical regression model is developed to select the major surge-generating events from the stochastic ETC catalog. This regression model is based on the maximum storm surge, obtained via numerical simulations using a calibrated version of the Delft3D-FM hydrodynamic model with a relatively coarse mesh, of 1750 historical ETC events that occurred over the past 38 years in Europe. These numerically-simulated surge values were regressed to the local sea level pressure and the U and V components of the wind field at the location of 196 tide gauge stations near the UK and northwest mainland Europe coastal areas. The regression model suggests that storm surge values in the area of interest are highly correlated to the U- and V-component of wind speed, as well as the sea level pressure. Based on these correlations, the regression model was then used to select surge-generating storms from the 10,000-year stochastic catalog. Results suggest that roughly 105,000 events out of 480,000 stochastic storms are surge-generating events and need to be considered for numerical simulation using a hydrodynamic model. The selected stochastic storms were then simulated in Delft3D-FM, and the final refinement of the storm population was performed based on return period analysis of the 1750 historical event simulations at each of the 196 tide gauges in preparation for Delft3D-FM fine mesh simulations.

New insights into time series analysis. II - Non-correlated observations

NASA Astrophysics Data System (ADS)

Ferreira Lopes, C. E.; Cross, N. J. G.

2017-08-01

Context. Statistical parameters are used to draw conclusions in a vast number of fields such as finance, weather, industrial, and science. These parameters are also used to identify variability patterns on photometric data to select non-stochastic variations that are indicative of astrophysical effects. New, more efficient, selection methods are mandatory to analyze the huge amount of astronomical data. Aims: We seek to improve the current methods used to select non-stochastic variations on non-correlated data. Methods: We used standard and new data-mining parameters to analyze non-correlated data to find the best way to discriminate between stochastic and non-stochastic variations. A new approach that includes a modified Strateva function was performed to select non-stochastic variations. Monte Carlo simulations and public time-domain data were used to estimate its accuracy and performance. Results: We introduce 16 modified statistical parameters covering different features of statistical distribution such as average, dispersion, and shape parameters. Many dispersion and shape parameters are unbound parameters, I.e. equations that do not require the calculation of average. Unbound parameters are computed with single loop and hence decreasing running time. Moreover, the majority of these parameters have lower errors than previous parameters, which is mainly observed for distributions with few measurements. A set of non-correlated variability indices, sample size corrections, and a new noise model along with tests of different apertures and cut-offs on the data (BAS approach) are introduced. The number of mis-selections are reduced by about 520% using a single waveband and 1200% combining all wavebands. On the other hand, the even-mean also improves the correlated indices introduced in Paper I. The mis-selection rate is reduced by about 18% if the even-mean is used instead of the mean to compute the correlated indices in the WFCAM database. Even-statistics allows us to improve the effectiveness of both correlated and non-correlated indices. Conclusions: The selection of non-stochastic variations is improved by non-correlated indices. The even-averages provide a better estimation of mean and median for almost all statistical distributions analyzed. The correlated variability indices, which are proposed in the first paper of this series, are also improved if the even-mean is used. The even-parameters will also be useful for classifying light curves in the last step of this project. We consider that the first step of this project, where we set new techniques and methods that provide a huge improvement on the efficiency of selection of variable stars, is now complete. Many of these techniques may be useful for a large number of fields. Next, we will commence a new step of this project regarding the analysis of period search methods.

Magnetic Tunnel Junction Based Long-Term Short-Term Stochastic Synapse for a Spiking Neural Network with On-Chip STDP Learning

NASA Astrophysics Data System (ADS)

Srinivasan, Gopalakrishnan; Sengupta, Abhronil; Roy, Kaushik

2016-07-01

Spiking Neural Networks (SNNs) have emerged as a powerful neuromorphic computing paradigm to carry out classification and recognition tasks. Nevertheless, the general purpose computing platforms and the custom hardware architectures implemented using standard CMOS technology, have been unable to rival the power efficiency of the human brain. Hence, there is a need for novel nanoelectronic devices that can efficiently model the neurons and synapses constituting an SNN. In this work, we propose a heterostructure composed of a Magnetic Tunnel Junction (MTJ) and a heavy metal as a stochastic binary synapse. Synaptic plasticity is achieved by the stochastic switching of the MTJ conductance states, based on the temporal correlation between the spiking activities of the interconnecting neurons. Additionally, we present a significance driven long-term short-term stochastic synapse comprising two unique binary synaptic elements, in order to improve the synaptic learning efficiency. We demonstrate the efficacy of the proposed synaptic configurations and the stochastic learning algorithm on an SNN trained to classify handwritten digits from the MNIST dataset, using a device to system-level simulation framework. The power efficiency of the proposed neuromorphic system stems from the ultra-low programming energy of the spintronic synapses.

Magnetic Tunnel Junction Based Long-Term Short-Term Stochastic Synapse for a Spiking Neural Network with On-Chip STDP Learning.

PubMed

Srinivasan, Gopalakrishnan; Sengupta, Abhronil; Roy, Kaushik

2016-07-13

Spiking Neural Networks (SNNs) have emerged as a powerful neuromorphic computing paradigm to carry out classification and recognition tasks. Nevertheless, the general purpose computing platforms and the custom hardware architectures implemented using standard CMOS technology, have been unable to rival the power efficiency of the human brain. Hence, there is a need for novel nanoelectronic devices that can efficiently model the neurons and synapses constituting an SNN. In this work, we propose a heterostructure composed of a Magnetic Tunnel Junction (MTJ) and a heavy metal as a stochastic binary synapse. Synaptic plasticity is achieved by the stochastic switching of the MTJ conductance states, based on the temporal correlation between the spiking activities of the interconnecting neurons. Additionally, we present a significance driven long-term short-term stochastic synapse comprising two unique binary synaptic elements, in order to improve the synaptic learning efficiency. We demonstrate the efficacy of the proposed synaptic configurations and the stochastic learning algorithm on an SNN trained to classify handwritten digits from the MNIST dataset, using a device to system-level simulation framework. The power efficiency of the proposed neuromorphic system stems from the ultra-low programming energy of the spintronic synapses.

Stochastic model simulation using Kronecker product analysis and Zassenhaus formula approximation.

PubMed

Caglar, Mehmet Umut; Pal, Ranadip

2013-01-01

Probabilistic Models are regularly applied in Genetic Regulatory Network modeling to capture the stochastic behavior observed in the generation of biological entities such as mRNA or proteins. Several approaches including Stochastic Master Equations and Probabilistic Boolean Networks have been proposed to model the stochastic behavior in genetic regulatory networks. It is generally accepted that Stochastic Master Equation is a fundamental model that can describe the system being investigated in fine detail, but the application of this model is computationally enormously expensive. On the other hand, Probabilistic Boolean Network captures only the coarse-scale stochastic properties of the system without modeling the detailed interactions. We propose a new approximation of the stochastic master equation model that is able to capture the finer details of the modeled system including bistabilities and oscillatory behavior, and yet has a significantly lower computational complexity. In this new method, we represent the system using tensors and derive an identity to exploit the sparse connectivity of regulatory targets for complexity reduction. The algorithm involves an approximation based on Zassenhaus formula to represent the exponential of a sum of matrices as product of matrices. We derive upper bounds on the expected error of the proposed model distribution as compared to the stochastic master equation model distribution. Simulation results of the application of the model to four different biological benchmark systems illustrate performance comparable to detailed stochastic master equation models but with considerably lower computational complexity. The results also demonstrate the reduced complexity of the new approach as compared to commonly used Stochastic Simulation Algorithm for equivalent accuracy.

Stochastic model for fatigue crack size and cost effective design decisions. [for aerospace structures

NASA Technical Reports Server (NTRS)

Hanagud, S.; Uppaluri, B.

1975-01-01

This paper describes a methodology for making cost effective fatigue design decisions. The methodology is based on a probabilistic model for the stochastic process of fatigue crack growth with time. The development of a particular model for the stochastic process is also discussed in the paper. The model is based on the assumption of continuous time and discrete space of crack lengths. Statistical decision theory and the developed probabilistic model are used to develop the procedure for making fatigue design decisions on the basis of minimum expected cost or risk function and reliability bounds. Selections of initial flaw size distribution, NDT, repair threshold crack lengths, and inspection intervals are discussed.

Mechanisms of stochastic focusing and defocusing in biological reaction networks: insight from accurate chemical master equation (ACME) solutions.

PubMed

Gursoy, Gamze; Terebus, Anna; Youfang Cao; Jie Liang

2016-08-01

Stochasticity plays important roles in regulation of biochemical reaction networks when the copy numbers of molecular species are small. Studies based on Stochastic Simulation Algorithm (SSA) has shown that a basic reaction system can display stochastic focusing (SF) by increasing the sensitivity of the network as a result of the signal noise. Although SSA has been widely used to study stochastic networks, it is ineffective in examining rare events and this becomes a significant issue when the tails of probability distributions are relevant as is the case of SF. Here we use the ACME method to solve the exact solution of the discrete Chemical Master Equations and to study a network where SF was reported. We showed that the level of SF depends on the degree of the fluctuations of signal molecule. We discovered that signaling noise under certain conditions in the same reaction network can lead to a decrease in the system sensitivities, thus the network can experience stochastic defocusing. These results highlight the fundamental role of stochasticity in biological reaction networks and the need for exact computation of probability landscape of the molecules in the system.

Stochastic flux freezing and magnetic dynamo.

PubMed

Eyink, Gregory L

2011-05-01

Magnetic flux conservation in turbulent plasmas at high magnetic Reynolds numbers is argued neither to hold in the conventional sense nor to be entirely broken, but instead to be valid in a statistical sense associated to the "spontaneous stochasticity" of Lagrangian particle trajectories. The latter phenomenon is due to the explosive separation of particles undergoing turbulent Richardson diffusion, which leads to a breakdown of Laplacian determinism for classical dynamics. Empirical evidence is presented for spontaneous stochasticity, including numerical results. A Lagrangian path-integral approach is then exploited to establish stochastic flux freezing for resistive hydromagnetic equations and to argue, based on the properties of Richardson diffusion, that flux conservation must remain stochastic at infinite magnetic Reynolds number. An important application of these results is the kinematic, fluctuation dynamo in nonhelical, incompressible turbulence at magnetic Prandtl number (Pr(m)) equal to unity. Numerical results on the Lagrangian dynamo mechanisms by a stochastic particle method demonstrate a strong similarity between the Pr(m)=1 and 0 dynamos. Stochasticity of field-line motion is an essential ingredient of both. Finally, some consequences for nonlinear magnetohydrodynamic turbulence, dynamo, and reconnection are briefly considered. © 2011 American Physical Society

3D fast adaptive correlation imaging for large-scale gravity data based on GPU computation

NASA Astrophysics Data System (ADS)

Chen, Z.; Meng, X.; Guo, L.; Liu, G.

2011-12-01

In recent years, large scale gravity data sets have been collected and employed to enhance gravity problem-solving abilities of tectonics studies in China. Aiming at the large scale data and the requirement of rapid interpretation, previous authors have carried out a lot of work, including the fast gradient module inversion and Euler deconvolution depth inversion ,3-D physical property inversion using stochastic subspaces and equivalent storage, fast inversion using wavelet transforms and a logarithmic barrier method. So it can be say that 3-D gravity inversion has been greatly improved in the last decade. Many authors added many different kinds of priori information and constraints to deal with nonuniqueness using models composed of a large number of contiguous cells of unknown property and obtained good results. However, due to long computation time, instability and other shortcomings, 3-D physical property inversion has not been widely applied to large-scale data yet. In order to achieve 3-D interpretation with high efficiency and precision for geological and ore bodies and obtain their subsurface distribution, there is an urgent need to find a fast and efficient inversion method for large scale gravity data. As an entirely new geophysical inversion method, 3D correlation has a rapid development thanks to the advantage of requiring no a priori information and demanding small amount of computer memory. This method was proposed to image the distribution of equivalent excess masses of anomalous geological bodies with high resolution both longitudinally and transversely. In order to tranform the equivalence excess masses into real density contrasts, we adopt the adaptive correlation imaging for gravity data. After each 3D correlation imaging, we change the equivalence into density contrasts according to the linear relationship, and then carry out forward gravity calculation for each rectangle cells. Next, we compare the forward gravity data with real data, and comtinue to perform 3D correlation imaging for the redisual gravity data. After several iterations, we can obtain a satisfactoy results. Newly developed general purpose computing technology from Nvidia GPU (Graphics Processing Unit) has been put into practice and received widespread attention in many areas. Based on the GPU programming mode and two parallel levels, five CPU loops for the main computation of 3D correlation imaging are converted into three loops in GPU kernel functions, thus achieving GPU/CPU collaborative computing. The two inner loops are defined as the dimensions of blocks and the three outer loops are defined as the dimensions of threads, thus realizing the double loop block calculation. Theoretical and real gravity data tests show that results are reliable and the computing time is greatly reduced. Acknowledgments We acknowledge the financial support of Sinoprobe project (201011039 and 201011049-03), the Fundamental Research Funds for the Central Universities (2010ZY26 and 2011PY0183), the National Natural Science Foundation of China (41074095) and the Open Project of State Key Laboratory of Geological Processes and Mineral Resources (GPMR0945).

Threshold for extinction and survival in stochastic tumor immune system

NASA Astrophysics Data System (ADS)

Li, Dongxi; Cheng, Fangjuan

2017-10-01

This paper mainly investigates the stochastic character of tumor growth and extinction in the presence of immune response of a host organism. Firstly, the mathematical model describing the interaction and competition between the tumor cells and immune system is established based on the Michaelis-Menten enzyme kinetics. Then, the threshold conditions for extinction, weak persistence and stochastic persistence of tumor cells are derived by the rigorous theoretical proofs. Finally, stochastic simulation are taken to substantiate and illustrate the conclusion we have derived. The modeling results will be beneficial to understand to concept of immunoediting, and develop the cancer immunotherapy. Besides, our simple theoretical model can help to obtain new insight into the complexity of tumor growth.

Importance of vesicle release stochasticity in neuro-spike communication.

PubMed

Ramezani, Hamideh; Akan, Ozgur B

2017-07-01

Aim of this paper is proposing a stochastic model for vesicle release process, a part of neuro-spike communication. Hence, we study biological events occurring in this process and use microphysiological simulations to observe functionality of these events. Since the most important source of variability in vesicle release probability is opening of voltage dependent calcium channels (VDCCs) followed by influx of calcium ions through these channels, we propose a stochastic model for this event, while using a deterministic model for other variability sources. To capture the stochasticity of calcium influx to pre-synaptic neuron in our model, we study its statistics and find that it can be modeled by a distribution defined based on Normal and Logistic distributions.

Stochastic gain in finite populations

NASA Astrophysics Data System (ADS)

Röhl, Torsten; Traulsen, Arne; Claussen, Jens Christian; Schuster, Heinz Georg

2008-08-01

Flexible learning rates can lead to increased payoffs under the influence of noise. In a previous paper [Traulsen , Phys. Rev. Lett. 93, 028701 (2004)], we have demonstrated this effect based on a replicator dynamics model which is subject to external noise. Here, we utilize recent advances on finite population dynamics and their connection to the replicator equation to extend our findings and demonstrate the stochastic gain effect in finite population systems. Finite population dynamics is inherently stochastic, depending on the population size and the intensity of selection, which measures the balance between the deterministic and the stochastic parts of the dynamics. This internal noise can be exploited by a population using an appropriate microscopic update process, even if learning rates are constant.

HRSSA - Efficient hybrid stochastic simulation for spatially homogeneous biochemical reaction networks

NASA Astrophysics Data System (ADS)

Marchetti, Luca; Priami, Corrado; Thanh, Vo Hong

2016-07-01

This paper introduces HRSSA (Hybrid Rejection-based Stochastic Simulation Algorithm), a new efficient hybrid stochastic simulation algorithm for spatially homogeneous biochemical reaction networks. HRSSA is built on top of RSSA, an exact stochastic simulation algorithm which relies on propensity bounds to select next reaction firings and to reduce the average number of reaction propensity updates needed during the simulation. HRSSA exploits the computational advantage of propensity bounds to manage time-varying transition propensities and to apply dynamic partitioning of reactions, which constitute the two most significant bottlenecks of hybrid simulation. A comprehensive set of simulation benchmarks is provided for evaluating performance and accuracy of HRSSA against other state of the art algorithms.

Efficacy of Stochastic Vestibular Stimulation to Improve Locomotor Performance in a Discordant Sensory Environment

NASA Technical Reports Server (NTRS)

Temple, D. R.; De Dios, Y. E.; Layne, C. S.; Bloomberg, J. J.; Mulavara, A. P.

2016-01-01

Astronauts exposed to microgravity face sensorimotor challenges incurred when readapting to a gravitational environment. Sensorimotor Adaptability (SA) training has been proposed as a countermeasure to improve locomotor performance during re-adaptation, and it is suggested that the benefits of SA training may be further enhanced by improving detection of weak sensory signals via mechanisms such as stochastic resonance when a non-zero level of stochastic white noise based electrical stimulation is applied to the vestibular system (stochastic vestibular stimulation, SVS). The purpose of this study was to test the efficacy of using SVS to improve short-term adaptation in a sensory discordant environment during performance of a locomotor task.

Loop Integrands for Scattering Amplitudes from the Riemann Sphere

NASA Astrophysics Data System (ADS)

Geyer, Yvonne; Mason, Lionel; Monteiro, Ricardo; Tourkine, Piotr

2015-09-01

The scattering equations on the Riemann sphere give rise to remarkable formulas for tree-level gauge theory and gravity amplitudes. Adamo, Casali, and Skinner conjectured a one-loop formula for supergravity amplitudes based on scattering equations on a torus. We use a residue theorem to transform this into a formula on the Riemann sphere. What emerges is a framework for loop integrands on the Riemann sphere that promises to have a wide application, based on off-shell scattering equations that depend on the loop momentum. We present new formulas, checked explicitly at low points, for supergravity and super-Yang-Mills amplitudes and for n -gon integrands at one loop. Finally, we show that the off-shell scattering equations naturally extend to arbitrary loop order, and we give a proposal for the all-loop integrands for supergravity and planar super-Yang-Mills theory.

A New Method for Setting Calculation Sequence of Directional Relay Protection in Multi-Loop Networks

NASA Astrophysics Data System (ADS)

Haijun, Xiong; Qi, Zhang

2016-08-01

Workload of relay protection setting calculation in multi-loop networks may be reduced effectively by optimization setting calculation sequences. A new method of setting calculation sequences of directional distance relay protection in multi-loop networks based on minimum broken nodes cost vector (MBNCV) was proposed to solve the problem experienced in current methods. Existing methods based on minimum breakpoint set (MBPS) lead to more break edges when untying the loops in dependent relationships of relays leading to possibly more iterative calculation workloads in setting calculations. A model driven approach based on behavior trees (BT) was presented to improve adaptability of similar problems. After extending the BT model by adding real-time system characters, timed BT was derived and the dependency relationship in multi-loop networks was then modeled. The model was translated into communication sequence process (CSP) models and an optimization setting calculation sequence in multi-loop networks was finally calculated by tools. A 5-nodes multi-loop network was applied as an example to demonstrate effectiveness of the modeling and calculation method. Several examples were then calculated with results indicating the method effectively reduces the number of forced broken edges for protection setting calculation in multi-loop networks.

Effects of stochastic sodium channels on extracellular excitation of myelinated nerve fibers.

PubMed

Mino, Hiroyuki; Grill, Warren M

2002-06-01

The effects of the stochastic gating properties of sodium channels on the extracellular excitation properties of mammalian nerve fibers was determined by computer simulation. To reduce computation time, a hybrid multicompartment cable model including five central nodes of Ranvier containing stochastic sodium channels and 16 flanking nodes containing detenninistic membrane dynamics was developed. The excitation properties of the hybrid cable model were comparable with those of a full stochastic cable model including 21 nodes of Ranvier containing stochastic sodium channels, indicating the validity of the hybrid cable model. The hybrid cable model was used to investigate whether or not the excitation properties of extracellularly activated fibers were influenced by the stochastic gating of sodium channels, including spike latencies, strength-duration (SD), current-distance (IX), and recruitment properties. The stochastic properties of the sodium channels in the hybrid cable model had the greatest impact when considering the temporal dynamics of nerve fibers, i.e., a large variability in latencies, while they did not influence the SD, IX, or recruitment properties as compared with those of the conventional deterministic cable model. These findings suggest that inclusion of stochastic nodes is not important for model-based design of stimulus waveforms for activation of motor nerve fibers. However, in cases where temporal fine structure is important, for example in sensory neural prostheses in the auditory and visual systems, the stochastic properties of the sodium channels may play a key role in the design of stimulus waveforms.

Three Dimensional Time Dependent Stochastic Method for Cosmic-ray Modulation

NASA Astrophysics Data System (ADS)

Pei, C.; Bieber, J. W.; Burger, R. A.; Clem, J. M.

2009-12-01

A proper understanding of the different behavior of intensities of galactic cosmic rays in different solar cycle phases requires solving the modulation equation with time dependence. We present a detailed description of our newly developed stochastic approach for cosmic ray modulation which we believe is the first attempt to solve the time dependent Parker equation in 3D evolving from our 3D steady state stochastic approach, which has been benchmarked extensively by using the finite difference method. Our 3D stochastic method is different from other stochastic approaches in literature (Ball et al 2005, Miyake et al 2005, and Florinski 2008) in several ways. For example, we employ spherical coordinates which makes the code much more efficient by reducing coordinate transformations. What's more, our stochastic differential equations are different from others because our map from Parker's original equation to the Fokker-Planck equation extends the method used by Jokipii and Levy 1977 while others don't although all 3D stochastic methods are essentially based on Ito formula. The advantage of the stochastic approach is that it also gives the probability information of travel times and path lengths of cosmic rays besides the intensities. We show that excellent agreement exists between solutions obtained by our steady state stochastic method and by the traditional finite difference method. We also show time dependent solutions for an idealized heliosphere which has a Parker magnetic field, a planar current sheet, and a simple initial condition.

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.

Estimation of an Optimal Stimulus Amplitude for Using Vestibular Stochastic Stimulation to Improve Balance Function

NASA Technical Reports Server (NTRS)

Goel, R.; Kofman, I.; DeDios, Y. E.; Jeevarajan, J.; Stepanyan, V.; Nair, M.; Congdon, S.; Fregia, M.; Peters, B.; Cohen, H.;

Analysis of the stochastic excitability in the flow chemical reactor

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bashkirtseva, Irina

2015-11-30

A dynamic model of the thermochemical process in the flow reactor is considered. We study an influence of the random disturbances on the stationary regime of this model. A phenomenon of noise-induced excitability is demonstrated. For the analysis of this phenomenon, a constructive technique based on the stochastic sensitivity functions and confidence domains is applied. It is shown how elaborated technique can be used for the probabilistic analysis of the generation of mixed-mode stochastic oscillations in the flow chemical reactor.

Analysis of the stochastic excitability in the flow chemical reactor

NASA Astrophysics Data System (ADS)

Bashkirtseva, Irina

2015-11-01

A dynamic model of the thermochemical process in the flow reactor is considered. We study an influence of the random disturbances on the stationary regime of this model. A phenomenon of noise-induced excitability is demonstrated. For the analysis of this phenomenon, a constructive technique based on the stochastic sensitivity functions and confidence domains is applied. It is shown how elaborated technique can be used for the probabilistic analysis of the generation of mixed-mode stochastic oscillations in the flow chemical reactor.

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 such as the dynamical description of quantum phase transition (local- ization) and the numerical stability of the trace-conserving, nonlinear stochastic Liouville equation are outlined.

Stochastic Feshbach Projection for the Dynamics of Open Quantum Systems

NASA Astrophysics Data System (ADS)

Link, Valentin; Strunz, Walter T.

2017-11-01

We present a stochastic projection formalism for the description of quantum dynamics in bosonic or spin environments. The Schrödinger equation in the coherent state representation with respect to the environmental degrees of freedom can be reformulated by employing the Feshbach partitioning technique for open quantum systems based on the introduction of suitable non-Hermitian projection operators. In this picture the reduced state of the system can be obtained as a stochastic average over pure state trajectories, for any temperature of the bath. The corresponding non-Markovian stochastic Schrödinger equations include a memory integral over the past states. In the case of harmonic environments and linear coupling the approach gives a new form of the established non-Markovian quantum state diffusion stochastic Schrödinger equation without functional derivatives. Utilizing spin coherent states, the evolution equation for spin environments resembles the bosonic case with, however, a non-Gaussian average for the reduced density operator.

Evolutionary stability concepts in a stochastic environment

NASA Astrophysics Data System (ADS)

Zheng, Xiu-Deng; Li, Cong; Lessard, Sabin; Tao, Yi

2017-09-01

Over the past 30 years, evolutionary game theory and the concept of an evolutionarily stable strategy have been not only extensively developed and successfully applied to explain the evolution of animal behaviors, but also widely used in economics and social sciences. Nonetheless, the stochastic dynamical properties of evolutionary games in randomly fluctuating environments are still unclear. In this study, we investigate conditions for stochastic local stability of fixation states and constant interior equilibria in a two-phenotype model with random payoffs following pairwise interactions. Based on this model, we develop the concepts of stochastic evolutionary stability (SES) and stochastic convergence stability (SCS). We show that the condition for a pure strategy to be SES and SCS is more stringent than in a constant environment, while the condition for a constant mixed strategy to be SES is less stringent than the condition to be SCS, which is less stringent than the condition in a constant environment.

A Stochastic Tick-Borne Disease Model: Exploring the Probability of Pathogen Persistence.

PubMed

Maliyoni, Milliward; Chirove, Faraimunashe; Gaff, Holly D; Govinder, Keshlan S

2017-09-01

We formulate and analyse a stochastic epidemic model for the transmission dynamics of a tick-borne disease in a single population using a continuous-time Markov chain approach. The stochastic model is based on an existing deterministic metapopulation tick-borne disease model. We compare the disease dynamics of the deterministic and stochastic models in order to determine the effect of randomness in tick-borne disease dynamics. The probability of disease extinction and that of a major outbreak are computed and approximated using the multitype Galton-Watson branching process and numerical simulations, respectively. Analytical and numerical results show some significant differences in model predictions between the stochastic and deterministic models. In particular, we find that a disease outbreak is more likely if the disease is introduced by infected deer as opposed to infected ticks. These insights demonstrate the importance of host movement in the expansion of tick-borne diseases into new geographic areas.

Improved Stability and Stabilization Results for Stochastic Synchronization of Continuous-Time Semi-Markovian Jump Neural Networks With Time-Varying Delay.

PubMed

Wei, Yanling; Park, Ju H; Karimi, Hamid Reza; Tian, Yu-Chu; Jung, Hoyoul; Yanling Wei; Park, Ju H; Karimi, Hamid Reza; Yu-Chu Tian; Hoyoul Jung; Tian, Yu-Chu; Wei, Yanling; Jung, Hoyoul; Karimi, Hamid Reza; Park, Ju H

2018-06-01

Continuous-time semi-Markovian jump neural networks (semi-MJNNs) are those MJNNs whose transition rates are not constant but depend on the random sojourn time. Addressing stochastic synchronization of semi-MJNNs with time-varying delay, an improved stochastic stability criterion is derived in this paper to guarantee stochastic synchronization of the response systems with the drive systems. This is achieved through constructing a semi-Markovian Lyapunov-Krasovskii functional together as well as making use of a novel integral inequality and the characteristics of cumulative distribution functions. Then, with a linearization procedure, controller synthesis is carried out for stochastic synchronization of the drive-response systems. The desired state-feedback controller gains can be determined by solving a linear matrix inequality-based optimization problem. Simulation studies are carried out to demonstrate the effectiveness and less conservatism of the presented approach.

Stochastic Petri Net extension of a yeast cell cycle model.

PubMed

Mura, Ivan; Csikász-Nagy, Attila

2008-10-21

This paper presents the definition, solution and validation of a stochastic model of the budding yeast cell cycle, based on Stochastic Petri Nets (SPN). A specific family of SPNs is selected for building a stochastic version of a well-established deterministic model. We describe the procedure followed in defining the SPN model from the deterministic ODE model, a procedure that can be largely automated. The validation of the SPN model is conducted with respect to both the results provided by the deterministic one and the experimental results available from literature. The SPN model catches the behavior of the wild type budding yeast cells and a variety of mutants. We show that the stochastic model matches some characteristics of budding yeast cells that cannot be found with the deterministic model. The SPN model fine-tunes the simulation results, enriching the breadth and the quality of its outcome.

Selection of polynomial chaos bases via Bayesian model uncertainty methods with applications to sparse approximation of PDEs with stochastic inputs

DOE Office of Scientific and Technical Information (OSTI.GOV)

Karagiannis, Georgios, E-mail: georgios.karagiannis@pnnl.gov; Lin, Guang, E-mail: guang.lin@pnnl.gov

2014-02-15

Generalized polynomial chaos (gPC) expansions allow us to represent the solution of a stochastic system using a series of polynomial chaos basis functions. The number of gPC terms increases dramatically as the dimension of the random input variables increases. When the number of the gPC terms is larger than that of the available samples, a scenario that often occurs when the corresponding deterministic solver is computationally expensive, evaluation of the gPC expansion can be inaccurate due to over-fitting. We propose a fully Bayesian approach that allows for global recovery of the stochastic solutions, in both spatial and random domains, bymore » coupling Bayesian model uncertainty and regularization regression methods. It allows the evaluation of the PC coefficients on a grid of spatial points, via (1) the Bayesian model average (BMA) or (2) the median probability model, and their construction as spatial functions on the spatial domain via spline interpolation. The former accounts for the model uncertainty and provides Bayes-optimal predictions; while the latter provides a sparse representation of the stochastic solutions by evaluating the expansion on a subset of dominating gPC bases. Moreover, the proposed methods quantify the importance of the gPC bases in the probabilistic sense through inclusion probabilities. We design a Markov chain Monte Carlo (MCMC) sampler that evaluates all the unknown quantities without the need of ad-hoc techniques. The proposed methods are suitable for, but not restricted to, problems whose stochastic solutions are sparse in the stochastic space with respect to the gPC bases while the deterministic solver involved is expensive. We demonstrate the accuracy and performance of the proposed methods and make comparisons with other approaches on solving elliptic SPDEs with 1-, 14- and 40-random dimensions.« less

Stochastic Human Exposure and Dose Simulation for Air Toxics

EPA Science Inventory

The Stochastic Human Exposure and Dose Simulation model for Air Toxics (SHEDS-AirToxics) is a multimedia, multipathway population-based exposure and dose model for air toxics developed by the US EPA's National Exposure Research Laboratory (NERL). SHEDS-AirToxics uses a probabili...

Evidence-based Controls for Epidemics Using Spatio-temporal Stochastic Model as a Bayesian Framwork

USDA-ARS?s Scientific Manuscript database

The control of highly infectious diseases of agricultural and plantation crops and livestock represents a key challenge in epidemiological and ecological modelling, with implemented control strategies often being controversial. Mathematical models, including the spatio-temporal stochastic models con...

Rényi entropy measure of noise-aided information transmission in a binary channel.

PubMed

Chapeau-Blondeau, François; Rousseau, David; Delahaies, Agnès

2010-05-01

This paper analyzes a binary channel by means of information measures based on the Rényi entropy. The analysis extends, and contains as a special case, the classic reference model of binary information transmission based on the Shannon entropy measure. The extended model is used to investigate further possibilities and properties of stochastic resonance or noise-aided information transmission. The results demonstrate that stochastic resonance occurs in the information channel and is registered by the Rényi entropy measures at any finite order, including the Shannon order. Furthermore, in definite conditions, when seeking the Rényi information measures that best exploit stochastic resonance, then nontrivial orders differing from the Shannon case usually emerge. In this way, through binary information transmission, stochastic resonance identifies optimal Rényi measures of information differing from the classic Shannon measure. A confrontation of the quantitative information measures with visual perception is also proposed in an experiment of noise-aided binary image transmission.

Extinction in neutrally stable stochastic Lotka-Volterra models

NASA Astrophysics Data System (ADS)

Dobrinevski, Alexander; Frey, Erwin

2012-05-01

Populations of competing biological species exhibit a fascinating interplay between the nonlinear dynamics of evolutionary selection forces and random fluctuations arising from the stochastic nature of the interactions. The processes leading to extinction of species, whose understanding is a key component in the study of evolution and biodiversity, are influenced by both of these factors. Here, we investigate a class of stochastic population dynamics models based on generalized Lotka-Volterra systems. In the case of neutral stability of the underlying deterministic model, the impact of intrinsic noise on the survival of species is dramatic: It destroys coexistence of interacting species on a time scale proportional to the population size. We introduce a new method based on stochastic averaging which allows one to understand this extinction process quantitatively by reduction to a lower-dimensional effective dynamics. This is performed analytically for two highly symmetrical models and can be generalized numerically to more complex situations. The extinction probability distributions and other quantities of interest we obtain show excellent agreement with simulations.

Extinction in neutrally stable stochastic Lotka-Volterra models.

PubMed

Dobrinevski, Alexander; Frey, Erwin

2012-05-01

Populations of competing biological species exhibit a fascinating interplay between the nonlinear dynamics of evolutionary selection forces and random fluctuations arising from the stochastic nature of the interactions. The processes leading to extinction of species, whose understanding is a key component in the study of evolution and biodiversity, are influenced by both of these factors. Here, we investigate a class of stochastic population dynamics models based on generalized Lotka-Volterra systems. In the case of neutral stability of the underlying deterministic model, the impact of intrinsic noise on the survival of species is dramatic: It destroys coexistence of interacting species on a time scale proportional to the population size. We introduce a new method based on stochastic averaging which allows one to understand this extinction process quantitatively by reduction to a lower-dimensional effective dynamics. This is performed analytically for two highly symmetrical models and can be generalized numerically to more complex situations. The extinction probability distributions and other quantities of interest we obtain show excellent agreement with simulations.

Technical Note: Approximate Bayesian parameterization of a process-based tropical forest model

NASA Astrophysics Data System (ADS)

Hartig, F.; Dislich, C.; Wiegand, T.; Huth, A.

2014-02-01

Inverse parameter estimation of process-based models is a long-standing problem in many scientific disciplines. A key question for inverse parameter estimation is how to define the metric that quantifies how well model predictions fit to the data. This metric can be expressed by general cost or objective functions, but statistical inversion methods require a particular metric, the probability of observing the data given the model parameters, known as the likelihood. For technical and computational reasons, likelihoods for process-based stochastic models are usually based on general assumptions about variability in the observed data, and not on the stochasticity generated by the model. Only in recent years have new methods become available that allow the generation of likelihoods directly from stochastic simulations. Previous applications of these approximate Bayesian methods have concentrated on relatively simple models. Here, we report on the application of a simulation-based likelihood approximation for FORMIND, a parameter-rich individual-based model of tropical forest dynamics. We show that approximate Bayesian inference, based on a parametric likelihood approximation placed in a conventional Markov chain Monte Carlo (MCMC) sampler, performs well in retrieving known parameter values from virtual inventory data generated by the forest model. We analyze the results of the parameter estimation, examine its sensitivity to the choice and aggregation of model outputs and observed data (summary statistics), and demonstrate the application of this method by fitting the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss how this approach differs from approximate Bayesian computation (ABC), another method commonly used to generate simulation-based likelihood approximations. Our results demonstrate that simulation-based inference, which offers considerable conceptual advantages over more traditional methods for inverse parameter estimation, can be successfully applied to process-based models of high complexity. The methodology is particularly suitable for heterogeneous and complex data structures and can easily be adjusted to other model types, including most stochastic population and individual-based models. Our study therefore provides a blueprint for a fairly general approach to parameter estimation of stochastic process-based models.

Sliding mode control-based linear functional observers for discrete-time stochastic systems

NASA Astrophysics Data System (ADS)

Singh, Satnesh; Janardhanan, Sivaramakrishnan

2017-11-01

Sliding mode control (SMC) is one of the most popular techniques to stabilise linear discrete-time stochastic systems. However, application of SMC becomes difficult when the system states are not available for feedback. This paper presents a new approach to design a SMC-based functional observer for discrete-time stochastic systems. The functional observer is based on the Kronecker product approach. Existence conditions and stability analysis of the proposed observer are given. The control input is estimated by a novel linear functional observer. This approach leads to a non-switching type of control, thereby eliminating the fundamental cause of chatter. Furthermore, the functional observer is designed in such a way that the effect of process and measurement noise is minimised. Simulation example is given to illustrate and validate the proposed design method.

Stochastic characteristics of different duration annual maximum rainfall and its spatial difference in China based on information entropy

NASA Astrophysics Data System (ADS)

Li, X.; Sang, Y. F.

2017-12-01

Mountain torrents, urban floods and other disasters caused by extreme precipitation bring great losses to the ecological environment, social and economic development, people's lives and property security. So there is of great significance to floods prevention and control by the study of its spatial distribution. Based on the annual maximum rainfall data of 60min, 6h and 24h, the paper generate long sequences following Pearson-III distribution, and then use the information entropy index to study the spatial distribution and difference of different duration. The results show that the information entropy value of annual maximum rainfall in the south region is greater than that in the north region, indicating more obvious stochastic characteristics of annual maximum rainfall in the latter. However, the spatial distribution of stochastic characteristics is different in different duration. For example, stochastic characteristics of 60min annual maximum rainfall in the Eastern Tibet is smaller than surrounding, but 6h and 24h annual maximum rainfall is larger than surrounding area. In the Haihe River Basin and the Huaihe River Basin, the stochastic characteristics of the 60min annual maximum rainfall was not significantly different from that in the surrounding area, and stochastic characteristics of 6h and 24h was smaller than that in the surrounding area. We conclude that the spatial distribution of information entropy values of annual maximum rainfall in different duration can reflect the spatial distribution of its stochastic characteristics, thus the results can be an importantly scientific basis for the flood prevention and control, agriculture, economic-social developments and urban flood control and waterlogging.

Population stochastic modelling (PSM)--an R package for mixed-effects models based on stochastic differential equations.

PubMed

Klim, Søren; Mortensen, Stig Bousgaard; Kristensen, Niels Rode; Overgaard, Rune Viig; Madsen, Henrik

2009-06-01

The extension from ordinary to stochastic differential equations (SDEs) in pharmacokinetic and pharmacodynamic (PK/PD) modelling is an emerging field and has been motivated in a number of articles [N.R. Kristensen, H. Madsen, S.H. Ingwersen, Using stochastic differential equations for PK/PD model development, J. Pharmacokinet. Pharmacodyn. 32 (February(1)) (2005) 109-141; C.W. Tornøe, R.V. Overgaard, H. Agersø, H.A. Nielsen, H. Madsen, E.N. Jonsson, Stochastic differential equations in NONMEM: implementation, application, and comparison with ordinary differential equations, Pharm. Res. 22 (August(8)) (2005) 1247-1258; R.V. Overgaard, N. Jonsson, C.W. Tornøe, H. Madsen, Non-linear mixed-effects models with stochastic differential equations: implementation of an estimation algorithm, J. Pharmacokinet. Pharmacodyn. 32 (February(1)) (2005) 85-107; U. Picchini, S. Ditlevsen, A. De Gaetano, Maximum likelihood estimation of a time-inhomogeneous stochastic differential model of glucose dynamics, Math. Med. Biol. 25 (June(2)) (2008) 141-155]. PK/PD models are traditionally based ordinary differential equations (ODEs) with an observation link that incorporates noise. This state-space formulation only allows for observation noise and not for system noise. Extending to SDEs allows for a Wiener noise component in the system equations. This additional noise component enables handling of autocorrelated residuals originating from natural variation or systematic model error. Autocorrelated residuals are often partly ignored in PK/PD modelling although violating the hypothesis for many standard statistical tests. This article presents a package for the statistical program R that is able to handle SDEs in a mixed-effects setting. The estimation method implemented is the FOCE(1) approximation to the population likelihood which is generated from the individual likelihoods that are approximated using the Extended Kalman Filter's one-step predictions.

On the impact of a refined stochastic model for airborne LiDAR measurements

NASA Astrophysics Data System (ADS)

Bolkas, Dimitrios; Fotopoulos, Georgia; Glennie, Craig

2016-09-01

Accurate topographic information is critical for a number of applications in science and engineering. In recent years, airborne light detection and ranging (LiDAR) has become a standard tool for acquiring high quality topographic information. The assessment of airborne LiDAR derived DEMs is typically based on (i) independent ground control points and (ii) forward error propagation utilizing the LiDAR geo-referencing equation. The latter approach is dependent on the stochastic model information of the LiDAR observation components. In this paper, the well-known statistical tool of variance component estimation (VCE) is implemented for a dataset in Houston, Texas, in order to refine the initial stochastic information. Simulations demonstrate the impact of stochastic-model refinement for two practical applications, namely coastal inundation mapping and surface displacement estimation. Results highlight scenarios where erroneous stochastic information is detrimental. Furthermore, the refined stochastic information provides insights on the effect of each LiDAR measurement in the airborne LiDAR error budget. The latter is important for targeting future advancements in order to improve point cloud accuracy.

STOCHSIMGPU: parallel stochastic simulation for the Systems Biology Toolbox 2 for MATLAB.

PubMed

Klingbeil, Guido; Erban, Radek; Giles, Mike; Maini, Philip K

2011-04-15

The importance of stochasticity in biological systems is becoming increasingly recognized and the computational cost of biologically realistic stochastic simulations urgently requires development of efficient software. We present a new software tool STOCHSIMGPU that exploits graphics processing units (GPUs) for parallel stochastic simulations of biological/chemical reaction systems and show that significant gains in efficiency can be made. It is integrated into MATLAB and works with the Systems Biology Toolbox 2 (SBTOOLBOX2) for MATLAB. The GPU-based parallel implementation of the Gillespie stochastic simulation algorithm (SSA), the logarithmic direct method (LDM) and the next reaction method (NRM) is approximately 85 times faster than the sequential implementation of the NRM on a central processing unit (CPU). Using our software does not require any changes to the user's models, since it acts as a direct replacement of the stochastic simulation software of the SBTOOLBOX2. The software is open source under the GPL v3 and available at http://www.maths.ox.ac.uk/cmb/STOCHSIMGPU. The web site also contains supplementary information. klingbeil@maths.ox.ac.uk Supplementary data are available at Bioinformatics online.

Algorithm refinement for stochastic partial differential equations: II. Correlated systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Alexander, Francis J.; Garcia, Alejandro L.; Tartakovsky, Daniel M.

2005-08-10

We analyze a hybrid particle/continuum algorithm for a hydrodynamic system with long ranged correlations. Specifically, we consider the so-called train model for viscous transport in gases, which is based on a generalization of the random walk process for the diffusion of momentum. This discrete model is coupled with its continuous counterpart, given by a pair of stochastic partial differential equations. At the interface between the particle and continuum computations the coupling is by flux matching, giving exact mass and momentum conservation. This methodology is an extension of our stochastic Algorithm Refinement (AR) hybrid for simple diffusion [F. Alexander, A. Garcia,more » D. Tartakovsky, Algorithm refinement for stochastic partial differential equations: I. Linear diffusion, J. Comput. Phys. 182 (2002) 47-66]. Results from a variety of numerical experiments are presented for steady-state scenarios. In all cases the mean and variance of density and velocity are captured correctly by the stochastic hybrid algorithm. For a non-stochastic version (i.e., using only deterministic continuum fluxes) the long-range correlations of velocity fluctuations are qualitatively preserved but at reduced magnitude.« less

Comparative analysis of the effectiveness of three immunization strategies in controlling disease outbreaks in realistic social networks.

PubMed

Xu, Zhijing; Zu, Zhenghu; Zheng, Tao; Zhang, Wendou; Xu, Qing; Liu, Jinjie

2014-01-01

The high incidence of emerging infectious diseases has highlighted the importance of effective immunization strategies, especially the stochastic algorithms based on local available network information. Present stochastic strategies are mainly evaluated based on classical network models, such as scale-free networks and small-world networks, and thus are insufficient. Three frequently referred stochastic immunization strategies-acquaintance immunization, community-bridge immunization, and ring vaccination-were analyzed in this work. The optimal immunization ratios for acquaintance immunization and community-bridge immunization strategies were investigated, and the effectiveness of these three strategies in controlling the spreading of epidemics were analyzed based on realistic social contact networks. The results show all the strategies have decreased the coverage of the epidemics compared to baseline scenario (no control measures). However the effectiveness of acquaintance immunization and community-bridge immunization are very limited, with acquaintance immunization slightly outperforming community-bridge immunization. Ring vaccination significantly outperforms acquaintance immunization and community-bridge immunization, and the sensitivity analysis shows it could be applied to controlling the epidemics with a wide infectivity spectrum. The effectiveness of several classical stochastic immunization strategies was evaluated based on realistic contact networks for the first time in this study. These results could have important significance for epidemic control research and practice.

Single-cell-based breeding: Rational strategy for the establishment of cell lines from a single cell with the most favorable properties.

PubMed

Yoshimoto, Nobuo; Kuroda, Shun'ichi

2014-04-01

For efficient biomolecule production (e.g., antibodies, recombinant proteins), mammalian cells with high expression rates should be selected from cell libraries, propagated while maintaining a homogenous expression rate, and subsequently stabilized at their high expression rate. Clusters of isogenic cells (i.e., colonies) have been used for these processes. However, cellular heterogeneity makes it difficult to obtain cell lines with the highest expression rates by using single-colony-based breeding. Furthermore, even among the single cells in an isogenic cell population, the desired cell properties fluctuate stochastically during long-term culture. Therefore, although the molecular mechanisms underlying stochastic fluctuation are poorly understood, it is necessary to establish excellent cell lines in order to breed single cells to have higher expression, higher stability, and higher homogeneity while suppressing stochastic fluctuation (i.e., single-cell-based breeding). In this review, we describe various methods for manipulating single cells and facilitating single-cell analysis in order to better understand stochastic fluctuation. We demonstrated that single-cell-based breeding is practical and promising by using a high-throughput automated system to analyze and manipulate single cells. Copyright © 2013 The Society for Biotechnology, Japan. Published by Elsevier B.V. All rights reserved.

A low noise and ultra-narrow bandwidth frequency-locked loop based on the beat method.

PubMed

Gao, Wei; Sui, Jianping; Chen, Zhiyong; Yu, Fang; Sheng, Rongwu

2011-06-01

A novel frequency-locked loop (FLL) based on the beat method is proposed in this paper. Compared with other frequency feedback loops, this FLL is a digital loop with simple structure and very low noise. As shown in the experimental results, this FLL can be used to reduce close-in phase noise on atomic frequency standards, through which a composite frequency standard with ultra-low phase noise and low cost can be easily realized.

Simple and Hierarchical Models for Stochastic Test Misgrading.

ERIC Educational Resources Information Center

Wang, Jianjun

1993-01-01

Test misgrading is treated as a stochastic process. The expected number of misgradings, inter-occurrence time of misgradings, and waiting time for the "n"th misgrading are discussed based on a simple Poisson model and a hierarchical Beta-Poisson model. Examples of model construction are given. (SLD)

Rough flows and homogenization in stochastic turbulence

NASA Astrophysics Data System (ADS)

Bailleul, I.; Catellier, R.

2017-10-01

We provide in this work a tool-kit for the study of homogenisation of random ordinary differential equations, under the form of a friendly-user black box based on the technology of rough flows. We illustrate the use of this setting on the example of stochastic turbulence.

GalaxyGPCRloop: Template-Based and Ab Initio Structure Sampling of the Extracellular Loops of G-Protein-Coupled Receptors.

PubMed

Won, Jonghun; Lee, Gyu Rie; Park, Hahnbeom; Seok, Chaok

2018-06-07

The second extracellular loops (ECL2s) of G-protein-coupled receptors (GPCRs) are often involved in GPCR functions, and their structures have important implications in drug discovery. However, structure prediction of ECL2 is difficult because of its long length and the structural diversity among different GPCRs. In this study, a new ECL2 conformational sampling method involving both template-based and ab initio sampling was developed. Inspired by the observation of similar ECL2 structures of closely related GPCRs, a template-based sampling method employing loop structure templates selected from the structure database was developed. A new metric for evaluating similarity of the target loop to templates was introduced for template selection. An ab initio loop sampling method was also developed to treat cases without highly similar templates. The ab initio method is based on the previously developed fragment assembly and loop closure method. A new sampling component that takes advantage of secondary structure prediction was added. In addition, a conserved disulfide bridge restraining ECL2 conformation was predicted and analytically incorporated into sampling, reducing the effective dimension of the conformational search space. The sampling method was combined with an existing energy function for comparison with previously reported loop structure prediction methods, and the benchmark test demonstrated outstanding performance.

Anomalous scaling of passive scalar fields advected by the Navier-Stokes velocity ensemble: effects of strong compressibility and large-scale anisotropy.

PubMed

Antonov, N V; Kostenko, M M

2014-12-01

The field theoretic renormalization group and the operator product expansion are applied to two models of passive scalar quantities (the density and the tracer fields) advected by a random turbulent velocity field. The latter is governed by the Navier-Stokes equation for compressible fluid, subject to external random force with the covariance ∝δ(t-t')k(4-d-y), where d is the dimension of space and y is an arbitrary exponent. The original stochastic problems are reformulated as multiplicatively renormalizable field theoretic models; the corresponding renormalization group equations possess infrared attractive fixed points. It is shown that various correlation functions of the scalar field, its powers and gradients, demonstrate anomalous scaling behavior in the inertial-convective range already for small values of y. The corresponding anomalous exponents, identified with scaling (critical) dimensions of certain composite fields ("operators" in the quantum-field terminology), can be systematically calculated as series in y. The practical calculation is performed in the leading one-loop approximation, including exponents in anisotropic contributions. It should be emphasized that, in contrast to Gaussian ensembles with finite correlation time, the model and the perturbation theory presented here are manifestly Galilean covariant. The validity of the one-loop approximation and comparison with Gaussian models are briefly discussed.

Parallel arrangements of positive feedback loops limit cell-to-cell variability in differentiation.

PubMed

Dey, Anupam; Barik, Debashis

2017-01-01

Cellular differentiations are often regulated by bistable switches resulting from specific arrangements of multiple positive feedback loops (PFL) fused to one another. Although bistability generates digital responses at the cellular level, stochasticity in chemical reactions causes population heterogeneity in terms of its differentiated states. We hypothesized that the specific arrangements of PFLs may have evolved to minimize the cellular heterogeneity in differentiation. In order to test this we investigated variability in cellular differentiation controlled either by parallel or serial arrangements of multiple PFLs having similar average properties under extrinsic and intrinsic noises. We find that motifs with PFLs fused in parallel to one another around a central regulator are less susceptible to noise as compared to the motifs with PFLs arranged serially. Our calculations suggest that the increased resistance to noise in parallel motifs originate from the less sensitivity of bifurcation points to the extrinsic noise. Whereas estimation of mean residence times indicate that stable branches of bifurcations are robust to intrinsic noise in parallel motifs as compared to serial motifs. Model conclusions are consistent both in AND- and OR-gate input signal configurations and also with two different modeling strategies. Our investigations provide some insight into recent findings that differentiation of preadipocyte to mature adipocyte is controlled by network of parallel PFLs.

Signatures of a globally optimal searching strategy in the three-dimensional foraging flights of bumblebees

NASA Astrophysics Data System (ADS)

Lihoreau, Mathieu; Ings, Thomas C.; Chittka, Lars; Reynolds, Andy M.

2016-07-01

Simulated annealing is a powerful stochastic search algorithm for locating a global maximum that is hidden among many poorer local maxima in a search space. It is frequently implemented in computers working on complex optimization problems but until now has not been directly observed in nature as a searching strategy adopted by foraging animals. We analysed high-speed video recordings of the three-dimensional searching flights of bumblebees (Bombus terrestris) made in the presence of large or small artificial flowers within a 0.5 m3 enclosed arena. Analyses of the three-dimensional flight patterns in both conditions reveal signatures of simulated annealing searches. After leaving a flower, bees tend to scan back-and forth past that flower before making prospecting flights (loops), whose length increases over time. The search pattern becomes gradually more expansive and culminates when another rewarding flower is found. Bees then scan back and forth in the vicinity of the newly discovered flower and the process repeats. This looping search pattern, in which flight step lengths are typically power-law distributed, provides a relatively simple yet highly efficient strategy for pollinators such as bees to find best quality resources in complex environments made of multiple ephemeral feeding sites with nutritionally variable rewards.

Event-based recursive filtering for a class of nonlinear stochastic parameter systems over fading channels

NASA Astrophysics Data System (ADS)

Shen, Yuxuan; Wang, Zidong; Shen, Bo; Alsaadi, Fuad E.

2018-07-01

In this paper, the recursive filtering problem is studied for a class of time-varying nonlinear systems with stochastic parameter matrices. The measurement transmission between the sensor and the filter is conducted through a fading channel characterized by the Rice fading model. An event-based transmission mechanism is adopted to decide whether the sensor measurement should be transmitted to the filter. A recursive filter is designed such that, in the simultaneous presence of the stochastic parameter matrices and fading channels, the filtering error covariance is guaranteed to have an upper bound and such an upper bound is then minimized by appropriately choosing filter gain matrix. Finally, a simulation example is presented to demonstrate the effectiveness of the proposed filtering scheme.

Stochastic Estimation and Non-Linear Wall-Pressure Sources in a Separating/Reattaching Flow

NASA Technical Reports Server (NTRS)

Naguib, A.; Hudy, L.; Humphreys, W. M., Jr.

2002-01-01

Simultaneous wall-pressure and PIV measurements are used to study the conditional flow field associated with surface-pressure generation in a separating/reattaching flow established over a fence-with-splitter-plate geometry. The conditional flow field is captured using linear and quadratic stochastic estimation based on the occurrence of positive and negative pressure events in the vicinity of the mean reattachment location. The results shed light on the dominant flow structures associated with significant wall-pressure generation. Furthermore, analysis based on the individual terms in the stochastic estimation expansion shows that both the linear and non-linear flow sources of the coherent (conditional) velocity field are equally important contributors to the generation of the conditional surface pressure.

Linking agent-based models and stochastic models of financial markets

PubMed Central

Feng, Ling; Li, Baowen; Podobnik, Boris; Preis, Tobias; Stanley, H. Eugene

2012-01-01

It is well-known that financial asset returns exhibit fat-tailed distributions and long-term memory. These empirical features are the main objectives of modeling efforts using (i) stochastic processes to quantitatively reproduce these features and (ii) agent-based simulations to understand the underlying microscopic interactions. After reviewing selected empirical and theoretical evidence documenting the behavior of traders, we construct an agent-based model to quantitatively demonstrate that “fat” tails in return distributions arise when traders share similar technical trading strategies and decisions. Extending our behavioral model to a stochastic model, we derive and explain a set of quantitative scaling relations of long-term memory from the empirical behavior of individual market participants. Our analysis provides a behavioral interpretation of the long-term memory of absolute and squared price returns: They are directly linked to the way investors evaluate their investments by applying technical strategies at different investment horizons, and this quantitative relationship is in agreement with empirical findings. Our approach provides a possible behavioral explanation for stochastic models for financial systems in general and provides a method to parameterize such models from market data rather than from statistical fitting. PMID:22586086

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

DOE PAGES

Butler, Troy; Graham, L.; Estep, D.; ...

2015-02-03

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

Modeling stochastic frontier based on vine copulas

NASA Astrophysics Data System (ADS)

Constantino, Michel; Candido, Osvaldo; Tabak, Benjamin M.; da Costa, Reginaldo Brito

2017-11-01

This article models a production function and analyzes the technical efficiency of listed companies in the United States, Germany and England between 2005 and 2012 based on the vine copula approach. Traditional estimates of the stochastic frontier assume that data is multivariate normally distributed and there is no source of asymmetry. The proposed method based on vine copulas allow us to explore different types of asymmetry and multivariate distribution. Using data on product, capital and labor, we measure the relative efficiency of the vine production function and estimate the coefficient used in the stochastic frontier literature for comparison purposes. This production vine copula predicts the value added by firms with given capital and labor in a probabilistic way. It thereby stands in sharp contrast to the production function, where the output of firms is completely deterministic. The results show that, on average, S&P500 companies are more efficient than companies listed in England and Germany, which presented similar average efficiency coefficients. For comparative purposes, the traditional stochastic frontier was estimated and the results showed discrepancies between the coefficients obtained by the application of the two methods, traditional and frontier-vine, opening new paths of non-linear research.

Linking agent-based models and stochastic models of financial markets.

PubMed

Feng, Ling; Li, Baowen; Podobnik, Boris; Preis, Tobias; Stanley, H Eugene

2012-05-29

It is well-known that financial asset returns exhibit fat-tailed distributions and long-term memory. These empirical features are the main objectives of modeling efforts using (i) stochastic processes to quantitatively reproduce these features and (ii) agent-based simulations to understand the underlying microscopic interactions. After reviewing selected empirical and theoretical evidence documenting the behavior of traders, we construct an agent-based model to quantitatively demonstrate that "fat" tails in return distributions arise when traders share similar technical trading strategies and decisions. Extending our behavioral model to a stochastic model, we derive and explain a set of quantitative scaling relations of long-term memory from the empirical behavior of individual market participants. Our analysis provides a behavioral interpretation of the long-term memory of absolute and squared price returns: They are directly linked to the way investors evaluate their investments by applying technical strategies at different investment horizons, and this quantitative relationship is in agreement with empirical findings. Our approach provides a possible behavioral explanation for stochastic models for financial systems in general and provides a method to parameterize such models from market data rather than from statistical fitting.

A recourse-based solution approach to the design of fuel cell aeropropulsion systems

NASA Astrophysics Data System (ADS)

Choi, Taeyun Paul

In order to formulate a nondeterministic solution approach that capitalizes on the practice of compensatory design, this research introduces the notion of recourse. Within the context of engineering an aerospace system, recourse is defined as a set of corrective actions that can be implemented in stages later than the current design phase to keep critical system-level figures of merit within the desired target ranges, albeit at some penalty. Recourse programs also introduce the concept of stages to optimization formulations, and allow each stage to encompass as many sequences or events as determined necessary to solve the problem at hand. A two-part strategy, which partitions the design activities into stages, is proposed to model the bi-phasal nature of recourse. The first stage is defined as the time period in which an a priori design is identified before the exact values of the uncertain parameters are known. In contrast, the second stage is a period occurring some time after the first stage, when an a posteriori correction can be made to the first-stage design, should the realization of uncertainties impart infeasibilities. Penalizing costs are attached to the second-stage corrections to reflect the reality that getting it done right the first time is almost always less costly than fixing it after the fact. Consequently, the goal of the second stage becomes identifying an optimal solution with respect to the second-stage penalty, given the first-stage design, as well as a particular realization of the random parameters. This two-stage model is intended as an analogue of the traditional practice of monitoring and managing key Technical Performance Measures (TPMs) in aerospace systems development settings. One obvious weakness of the two-stage strategy as presented above is its limited applicability as a forecasting tool. Not only cannot the second stage be invoked without a first-stage starting point, but also the second-stage solution differs from one specific outcome of uncertainties to another. On the contrary, what would be more valuable given the time-phased nature of engineering design is the capability to perform an anticipatory identification of an optimum that is also expected to incur the least costly recourse option in the future. It is argued that such a solution is in fact a more balanced alternative than robust, probabilistically maximized, or chance-constrained solutions, because it represents trading the design optimality in the present with the potential costs of future recourse. Therefore, it is further proposed that the original two-stage model be embedded inside a larger design loop, so that the realization of numerous recourse scenarios can be simulated for a given first-stage design. The repetitive procedure at the second stage is necessary for computing the expected cost of recourse, which is equivalent to its mathematical expectation as per the strong law of large numbers. The feedback loop then communicates this information to the aggregate-level optimizer, whose objective is to minimize the sum total of the first-stage metric and the expected cost of future corrective actions. The resulting stochastic solution is a design that is well-hedged against the uncertain consequences of later design phases, while at the same time being less conservative than a solution designed to more traditional deterministic standards. As a proof-of-concept demonstration, the recourse-based solution approach is presented as applied to a contemporary aerospace engineering problem of interest - the integration of fuel cell technology into uninhabited aerial systems. The creation of a simulation environment capable of designing three system alternatives based on Proton Exchange Membrane Fuel Cell (PEMFC) technology and another three systems leveraging upon Solid Oxide Fuel Cell (SOFC) technology is presented as the means to notionally emulate the development process of this revolutionary aeropropulsion method. Notable findings from the deterministic trade studies and algorithmic investigation include the incompatibility of the SOFC based architectures with the conceived maritime border patrol mission, as well as the thermodynamic scalability of the PEMFC based alternatives. It is the latter finding which justifies the usage of the more practical specific-parameter based approach in synthesizing the design results at the propulsion level into the overall aircraft sizing framework. The ensuing presentation on the stochastic portion of the implementation outlines how the selective applications of certain Design of Experiments, constrained optimization, Surrogate Modeling, and Monte Carlo sampling techniques enable the visualization of the objective function space. The particular formulations of the design stages, recourse, and uncertainties proposed in this research are shown to result in solutions that are well compromised between unfounded optimism and unwarranted conservatism. In all stochastic optimization cases, the Value of Stochastic Solution (VSS) proves to be an intuitively appealing measure of accounting for recourse-causing uncertainties in an aerospace systems design environment. (Abstract shortened by UMI.)

Elegant anti-disturbance control for discrete-time stochastic systems with nonlinearity and multiple disturbances

NASA Astrophysics Data System (ADS)

Wei, Xinjiang; Sun, Shixiang

2018-03-01

An elegant anti-disturbance control (EADC) strategy for a class of discrete-time stochastic systems with both nonlinearity and multiple disturbances, which include the disturbance with partially known information and a sequence of random vectors, is proposed in this paper. A stochastic disturbance observer is constructed to estimate the disturbance with partially known information, based on which, an EADC scheme is proposed by combining pole placement and linear matrix inequality methods. It is proved that the two different disturbances can be rejected and attenuated, and the corresponding desired performances can be guaranteed for discrete-time stochastic systems with known and unknown nonlinear dynamics, respectively. Simulation examples are given to demonstrate the effectiveness of the proposed schemes compared with some existing results.

HRSSA – Efficient hybrid stochastic simulation for spatially homogeneous biochemical reaction networks

DOE Office of Scientific and Technical Information (OSTI.GOV)

Marchetti, Luca, E-mail: marchetti@cosbi.eu; Priami, Corrado, E-mail: priami@cosbi.eu; University of Trento, Department of Mathematics

This paper introduces HRSSA (Hybrid Rejection-based Stochastic Simulation Algorithm), a new efficient hybrid stochastic simulation algorithm for spatially homogeneous biochemical reaction networks. HRSSA is built on top of RSSA, an exact stochastic simulation algorithm which relies on propensity bounds to select next reaction firings and to reduce the average number of reaction propensity updates needed during the simulation. HRSSA exploits the computational advantage of propensity bounds to manage time-varying transition propensities and to apply dynamic partitioning of reactions, which constitute the two most significant bottlenecks of hybrid simulation. A comprehensive set of simulation benchmarks is provided for evaluating performance andmore » accuracy of HRSSA against other state of the art algorithms.« less

Application of a stochastic inverse to the geophysical inverse problem

NASA Technical Reports Server (NTRS)

Jordan, T. H.; Minster, J. B.

1972-01-01

The inverse problem for gross earth data can be reduced to an undertermined linear system of integral equations of the first kind. A theory is discussed for computing particular solutions to this linear system based on the stochastic inverse theory presented by Franklin. The stochastic inverse is derived and related to the generalized inverse of Penrose and Moore. A Backus-Gilbert type tradeoff curve is constructed for the problem of estimating the solution to the linear system in the presence of noise. It is shown that the stochastic inverse represents an optimal point on this tradeoff curve. A useful form of the solution autocorrelation operator as a member of a one-parameter family of smoothing operators is derived.

Global behavior analysis for stochastic system of 1,3-PD continuous fermentation

NASA Astrophysics Data System (ADS)

Zhu, Xi; Kliemann, Wolfgang; Li, Chunfa; Feng, Enmin; Xiu, Zhilong

2017-12-01

Global behavior for stochastic system of continuous fermentation in glycerol bio-dissimilation to 1,3-propanediol by Klebsiella pneumoniae is analyzed in this paper. This bioprocess cannot avoid the stochastic perturbation caused by internal and external disturbance which reflect on the growth rate. These negative factors can limit and degrade the achievable performance of controlled systems. Based on multiplicity phenomena, the equilibriums and bifurcations of the deterministic system are analyzed. Then, a stochastic model is presented by a bounded Markov diffusion process. In order to analyze the global behavior, we compute the control sets for the associated control system. The probability distributions of relative supports are also computed. The simulation results indicate that how the disturbed biosystem tend to stationary behavior globally.

Mean-Potential Law in Evolutionary Games

NASA Astrophysics Data System (ADS)

Nałecz-Jawecki, Paweł; Miekisz, Jacek

2018-01-01

The Letter presents a novel way to connect random walks, stochastic differential equations, and evolutionary game theory. We introduce a new concept of a potential function for discrete-space stochastic systems. It is based on a correspondence between one-dimensional stochastic differential equations and random walks, which may be exact not only in the continuous limit but also in finite-state spaces. Our method is useful for computation of fixation probabilities in discrete stochastic dynamical systems with two absorbing states. We apply it to evolutionary games, formulating two simple and intuitive criteria for evolutionary stability of pure Nash equilibria in finite populations. In particular, we show that the 1 /3 law of evolutionary games, introduced by Nowak et al. [Nature, 2004], follows from a more general mean-potential law.

Impact of correlated magnetic noise on the detection of stochastic gravitational waves: Estimation based on a simple analytical model

NASA Astrophysics Data System (ADS)

Himemoto, Yoshiaki; Taruya, Atsushi

2017-07-01

After the first direct detection of gravitational waves (GW), detection of the stochastic background of GWs is an important next step, and the first GW event suggests that it is within the reach of the second-generation ground-based GW detectors. Such a GW signal is typically tiny and can be detected by cross-correlating the data from two spatially separated detectors if the detector noise is uncorrelated. It has been advocated, however, that the global magnetic fields in the Earth-ionosphere cavity produce the environmental disturbances at low-frequency bands, known as Schumann resonances, which potentially couple with GW detectors. In this paper, we present a simple analytical model to estimate its impact on the detection of stochastic GWs. The model crucially depends on the geometry of the detector pair through the directional coupling, and we investigate the basic properties of the correlated magnetic noise based on the analytic expressions. The model reproduces the major trend of the recently measured global correlation between the GW detectors via magnetometer. The estimated values of the impact of correlated noise also match those obtained from the measurement. Finally, we give an implication to the detection of stochastic GWs including upcoming detectors, KAGRA and LIGO India. The model suggests that LIGO Hanford-Virgo and Virgo-KAGRA pairs are possibly less sensitive to the correlated noise and can achieve a better sensitivity to the stochastic GW signal in the most pessimistic case.

Enthalpy-Based Thermal Evolution of Loops: III. Comparison of Zero-Dimensional Models

NASA Technical Reports Server (NTRS)

Cargill, P. J.; Bradshaw, Stephen J.; Klimchuk, James A.

2012-01-01

Zero dimensional (0D) hydrodynamic models, provide a simple and quick way to study the thermal evolution of coronal loops subjected to time-dependent heating. This paper presents a comparison of a number of 0D models that have been published in the past and is intended to provide a guide for those interested in either using the old models or developing new ones. The principal difference between the models is the way the exchange of mass and energy between corona, transition region and chromosphere is treated, as plasma cycles into and out of a loop during a heating-cooling cycle. It is shown that models based on the principles of mass and energy conservation can give satisfactory results at some, or, in the case of the Enthalpy Based Thermal Evolution of Loops (EBTEL) model, all stages of the loop evolution. Empirical models can lead to low coronal densities, spurious delays between the peak density and temperature, and, for short heating pulses, overly short loop lifetimes.

Initialization and Restart in Stochastic Local Search: Computing a Most Probable Explanation in Bayesian Networks

NASA Technical Reports Server (NTRS)

Mengshoel, Ole J.; Wilkins, David C.; Roth, Dan

2010-01-01

For hard computational problems, stochastic local search has proven to be a competitive approach to finding optimal or approximately optimal problem solutions. Two key research questions for stochastic local search algorithms are: Which algorithms are effective for initialization? When should the search process be restarted? In the present work we investigate these research questions in the context of approximate computation of most probable explanations (MPEs) in Bayesian networks (BNs). We introduce a novel approach, based on the Viterbi algorithm, to explanation initialization in BNs. While the Viterbi algorithm works on sequences and trees, our approach works on BNs with arbitrary topologies. We also give a novel formalization of stochastic local search, with focus on initialization and restart, using probability theory and mixture models. Experimentally, we apply our methods to the problem of MPE computation, using a stochastic local search algorithm known as Stochastic Greedy Search. By carefully optimizing both initialization and restart, we reduce the MPE search time for application BNs by several orders of magnitude compared to using uniform at random initialization without restart. On several BNs from applications, the performance of Stochastic Greedy Search is competitive with clique tree clustering, a state-of-the-art exact algorithm used for MPE computation in BNs.

Incorporating Wind Power Forecast Uncertainties Into Stochastic Unit Commitment Using Neural Network-Based Prediction Intervals.

PubMed

Quan, Hao; Srinivasan, Dipti; Khosravi, Abbas

2015-09-01

Penetration of renewable energy resources, such as wind and solar power, into power systems significantly increases the uncertainties on system operation, stability, and reliability in smart grids. In this paper, the nonparametric neural network-based prediction intervals (PIs) are implemented for forecast uncertainty quantification. Instead of a single level PI, wind power forecast uncertainties are represented in a list of PIs. These PIs are then decomposed into quantiles of wind power. A new scenario generation method is proposed to handle wind power forecast uncertainties. For each hour, an empirical cumulative distribution function (ECDF) is fitted to these quantile points. The Monte Carlo simulation method is used to generate scenarios from the ECDF. Then the wind power scenarios are incorporated into a stochastic security-constrained unit commitment (SCUC) model. The heuristic genetic algorithm is utilized to solve the stochastic SCUC problem. Five deterministic and four stochastic case studies incorporated with interval forecasts of wind power are implemented. The results of these cases are presented and discussed together. Generation costs, and the scheduled and real-time economic dispatch reserves of different unit commitment strategies are compared. The experimental results show that the stochastic model is more robust than deterministic ones and, thus, decreases the risk in system operations of smart grids.

Modelling uncertainty in incompressible flow simulation using Galerkin based generalized ANOVA

NASA Astrophysics Data System (ADS)

Chakraborty, Souvik; Chowdhury, Rajib

2016-11-01

This paper presents a new algorithm, referred to here as Galerkin based generalized analysis of variance decomposition (GG-ANOVA) for modelling input uncertainties and its propagation in incompressible fluid flow. The proposed approach utilizes ANOVA to represent the unknown stochastic response. Further, the unknown component functions of ANOVA are represented using the generalized polynomial chaos expansion (PCE). The resulting functional form obtained by coupling the ANOVA and PCE is substituted into the stochastic Navier-Stokes equation (NSE) and Galerkin projection is employed to decompose it into a set of coupled deterministic 'Navier-Stokes alike' equations. Temporal discretization of the set of coupled deterministic equations is performed by employing Adams-Bashforth scheme for convective term and Crank-Nicolson scheme for diffusion term. Spatial discretization is performed by employing finite difference scheme. Implementation of the proposed approach has been illustrated by two examples. In the first example, a stochastic ordinary differential equation has been considered. This example illustrates the performance of proposed approach with change in nature of random variable. Furthermore, convergence characteristics of GG-ANOVA has also been demonstrated. The second example investigates flow through a micro channel. Two case studies, namely the stochastic Kelvin-Helmholtz instability and stochastic vortex dipole, have been investigated. For all the problems results obtained using GG-ANOVA are in excellent agreement with benchmark solutions.

An optimal open/closed-loop control method with application to a pre-stressed thin duralumin plate

NASA Astrophysics Data System (ADS)

Nadimpalli, Sruthi Raju

The excessive vibrations of a pre-stressed duralumin plate, suppressed by a combination of open-loop and closed-loop controls, also known as open/closed-loop control, is studied in this thesis. The two primary steps involved in this process are: Step (I) with an assumption that the closed-loop control law is proportional, obtain the optimal open-loop control by direct minimization of the performance measure consisting of energy at terminal time and a penalty on open-loop control force via calculus of variations. If the performance measure also involves a penalty on closed-loop control effort then a Fourier based method is utilized. Step (II) the energy at terminal time is minimized numerically to obtain optimal values of feedback gains. The optimal closed-loop control gains obtained are used to describe the displacement and the velocity of open-loop, closed-loop and open/closed-loop controlled duralumin plate.

Stochastic Ordering Using the Latent Trait and the Sum Score in Polytomous IRT Models.

ERIC Educational Resources Information Center

Hemker, Bas T.; Sijtsma, Klaas; Molenaar, Ivo W.; Junker, Brian W.

1997-01-01

Stochastic ordering properties are investigated for a broad class of item response theory (IRT) models for which the monotone likelihood ratio does not hold. A taxonomy is given for nonparametric and parametric models for polytomous models based on the hierarchical relationship between the models. (SLD)

Numerical considerations for Lagrangian stochastic dispersion models: Eliminating rogue trajectories, and the importance of numerical accuracy

USDA-ARS?s Scientific Manuscript database

When Lagrangian stochastic models for turbulent dispersion are applied to complex flows, some type of ad hoc intervention is almost always necessary to eliminate unphysical behavior in the numerical solution. This paper discusses numerical considerations when solving the Langevin-based particle velo...

? filtering for stochastic systems driven by Poisson processes

NASA Astrophysics Data System (ADS)

Song, Bo; Wu, Zheng-Guang; Park, Ju H.; Shi, Guodong; Zhang, Ya

2015-01-01

This paper investigates the ? filtering problem for stochastic systems driven by Poisson processes. By utilising the martingale theory such as the predictable projection operator and the dual predictable projection operator, this paper transforms the expectation of stochastic integral with respect to the Poisson process into the expectation of Lebesgue integral. Then, based on this, this paper designs an ? filter such that the filtering error system is mean-square asymptotically stable and satisfies a prescribed ? performance level. Finally, a simulation example is given to illustrate the effectiveness of the proposed filtering scheme.

GillesPy: A Python Package for Stochastic Model Building and Simulation.

PubMed

Abel, John H; Drawert, Brian; Hellander, Andreas; Petzold, Linda R

2016-09-01

GillesPy is an open-source Python package for model construction and simulation of stochastic biochemical systems. GillesPy consists of a Python framework for model building and an interface to the StochKit2 suite of efficient simulation algorithms based on the Gillespie stochastic simulation algorithms (SSA). To enable intuitive model construction and seamless integration into the scientific Python stack, we present an easy to understand, action-oriented programming interface. Here, we describe the components of this package and provide a detailed example relevant to the computational biology community.

GillesPy: A Python Package for Stochastic Model Building and Simulation

PubMed Central

Abel, John H.; Drawert, Brian; Hellander, Andreas; Petzold, Linda R.

2017-01-01

GillesPy is an open-source Python package for model construction and simulation of stochastic biochemical systems. GillesPy consists of a Python framework for model building and an interface to the StochKit2 suite of efficient simulation algorithms based on the Gillespie stochastic simulation algorithms (SSA). To enable intuitive model construction and seamless integration into the scientific Python stack, we present an easy to understand, action-oriented programming interface. Here, we describe the components of this package and provide a detailed example relevant to the computational biology community. PMID:28630888

Reflected stochastic differential equation models for constrained animal movement

USGS Publications Warehouse

Hanks, Ephraim M.; Johnson, Devin S.; Hooten, Mevin B.

2017-01-01

Movement for many animal species is constrained in space by barriers such as rivers, shorelines, or impassable cliffs. We develop an approach for modeling animal movement constrained in space by considering a class of constrained stochastic processes, reflected stochastic differential equations. Our approach generalizes existing methods for modeling unconstrained animal movement. We present methods for simulation and inference based on augmenting the constrained movement path with a latent unconstrained path and illustrate this augmentation with a simulation example and an analysis of telemetry data from a Steller sea lion (Eumatopias jubatus) in southeast Alaska.

Research on user behavior authentication model based on stochastic Petri nets

NASA Astrophysics Data System (ADS)

Zhang, Chengyuan; Xu, Haishui

2017-08-01

A behavioural authentication model based on stochastic Petri net is proposed to meet the randomness, uncertainty and concurrency characteristics of user behaviour. The use of random models in the location, changes, arc and logo to describe the characteristics of a variety of authentication and game relationships, so as to effectively implement the graphical user behaviour authentication model analysis method, according to the corresponding proof to verify the model is valuable.

Stochastic inference with spiking neurons in the high-conductance state

NASA Astrophysics Data System (ADS)

Petrovici, Mihai A.; Bill, Johannes; Bytschok, Ilja; Schemmel, Johannes; Meier, Karlheinz

2016-10-01

The highly variable dynamics of neocortical circuits observed in vivo have been hypothesized to represent a signature of ongoing stochastic inference but stand in apparent contrast to the deterministic response of neurons measured in vitro. Based on a propagation of the membrane autocorrelation across spike bursts, we provide an analytical derivation of the neural activation function that holds for a large parameter space, including the high-conductance state. On this basis, we show how an ensemble of leaky integrate-and-fire neurons with conductance-based synapses embedded in a spiking environment can attain the correct firing statistics for sampling from a well-defined target distribution. For recurrent networks, we examine convergence toward stationarity in computer simulations and demonstrate sample-based Bayesian inference in a mixed graphical model. This points to a new computational role of high-conductance states and establishes a rigorous link between deterministic neuron models and functional stochastic dynamics on the network level.

A quantile-based scenario analysis approach to biomass supply chain optimization under uncertainty

DOE PAGES

Zamar, David S.; Gopaluni, Bhushan; Sokhansanj, Shahab; ...

2016-11-21

Supply chain optimization for biomass-based power plants is an important research area due to greater emphasis on renewable power energy sources. Biomass supply chain design and operational planning models are often formulated and studied using deterministic mathematical models. While these models are beneficial for making decisions, their applicability to real world problems may be limited because they do not capture all the complexities in the supply chain, including uncertainties in the parameters. This study develops a statistically robust quantile-based approach for stochastic optimization under uncertainty, which builds upon scenario analysis. We apply and evaluate the performance of our approach tomore » address the problem of analyzing competing biomass supply chains subject to stochastic demand and supply. Finally, the proposed approach was found to outperform alternative methods in terms of computational efficiency and ability to meet the stochastic problem requirements.« less

A quantile-based scenario analysis approach to biomass supply chain optimization under uncertainty

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zamar, David S.; Gopaluni, Bhushan; Sokhansanj, Shahab

Supply chain optimization for biomass-based power plants is an important research area due to greater emphasis on renewable power energy sources. Biomass supply chain design and operational planning models are often formulated and studied using deterministic mathematical models. While these models are beneficial for making decisions, their applicability to real world problems may be limited because they do not capture all the complexities in the supply chain, including uncertainties in the parameters. This study develops a statistically robust quantile-based approach for stochastic optimization under uncertainty, which builds upon scenario analysis. We apply and evaluate the performance of our approach tomore » address the problem of analyzing competing biomass supply chains subject to stochastic demand and supply. Finally, the proposed approach was found to outperform alternative methods in terms of computational efficiency and ability to meet the stochastic problem requirements.« less

Dressed Wilson loops as dual condensates in response to magnetic and electric fields

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bruckmann, Falk; Endroedi, Gergely

2011-10-01

We introduce dressed Wilson loops as a novel confinement observable. It consists of closed planar loops of arbitrary geometry but fixed area, and its expectation values decay with the latter. The construction of dressed Wilson loops is based on chiral condensates in response to magnetic and electric fields, thus linking different physical concepts. We present results for generalized condensates and dressed Wilson loops on dynamical lattice configurations and confirm the agreement with conventional Wilson loops in the limit of large probe mass. We comment on the renormalization of dressed Wilson loops.

Plasticity of 150-loop in influenza neuraminidase explored by Hamiltonian replica exchange molecular dynamics simulations.

PubMed

Han, Nanyu; Mu, Yuguang

2013-01-01

Neuraminidase (NA) of influenza is a key target for antiviral inhibitors, and the 150-cavity in group-1 NA provides new insight in treating this disease. However, NA of 2009 pandemic influenza (09N1) was found lacking this cavity in a crystal structure. To address the issue of flexibility of the 150-loop, Hamiltonian replica exchange molecular dynamics simulations were performed on different groups of NAs. Free energy landscape calculated based on the volume of 150-cavity indicates that 09N1 prefers open forms of 150-loop. The turn A (residues 147-150) of the 150-loop is discovered as the most dynamical motif which induces the inter-conversion of this loop among different conformations. In the turn A, the backbone dynamic of residue 149 is highly related with the shape of 150-loop, thus can function as a marker for the conformation of 150-loop. As a contrast, the closed conformation of 150-loop is more energetically favorable in N2, one of group-2 NAs. The D147-H150 salt bridge is found having no correlation with the conformation of 150-loop. Instead the intimate salt bridge interaction between the 150 and 430 loops in N2 variant contributes the stabilizing factor for the closed form of 150-loop. The clustering analysis elaborates the structural plasticity of the loop. This enhanced sampling simulation provides more information in further structural-based drug discovery on influenza virus.

Plasticity of 150-Loop in Influenza Neuraminidase Explored by Hamiltonian Replica Exchange Molecular Dynamics Simulations

PubMed Central

Han, Nanyu; Mu, Yuguang

2013-01-01

Neuraminidase (NA) of influenza is a key target for antiviral inhibitors, and the 150-cavity in group-1 NA provides new insight in treating this disease. However, NA of 2009 pandemic influenza (09N1) was found lacking this cavity in a crystal structure. To address the issue of flexibility of the 150-loop, Hamiltonian replica exchange molecular dynamics simulations were performed on different groups of NAs. Free energy landscape calculated based on the volume of 150-cavity indicates that 09N1 prefers open forms of 150-loop. The turn A (residues 147–150) of the 150-loop is discovered as the most dynamical motif which induces the inter-conversion of this loop among different conformations. In the turn A, the backbone dynamic of residue 149 is highly related with the shape of 150-loop, thus can function as a marker for the conformation of 150-loop. As a contrast, the closed conformation of 150-loop is more energetically favorable in N2, one of group-2 NAs. The D147-H150 salt bridge is found having no correlation with the conformation of 150-loop. Instead the intimate salt bridge interaction between the 150 and 430 loops in N2 variant contributes the stabilizing factor for the closed form of 150-loop. The clustering analysis elaborates the structural plasticity of the loop. This enhanced sampling simulation provides more information in further structural-based drug discovery on influenza virus. PMID:23593372

Dynamic memory of a single voltage-gated potassium ion channel: A stochastic nonequilibrium thermodynamic analysis

DOE Office of Scientific and Technical Information (OSTI.GOV)

Banerjee, Kinshuk, E-mail: kbpchem@gmail.com

2015-05-14

In this work, we have studied the stochastic response of a single voltage-gated potassium ion channel to a periodic external voltage that keeps the system out-of-equilibrium. The system exhibits memory, resulting from time-dependent driving, that is reflected in terms of dynamic hysteresis in the current-voltage characteristics. The hysteresis loop area has a maximum at some intermediate voltage frequency and disappears in the limits of low and high frequencies. However, the (average) dissipation at long-time limit increases and finally goes to saturation with rising frequency. This raises the question: how diminishing hysteresis can be associated with growing dissipation? To answer this,more » we have studied the nonequilibrium thermodynamics of the system and analyzed different thermodynamic functions which also exhibit hysteresis. Interestingly, by applying a temporal symmetry analysis in the high-frequency limit, we have analytically shown that hysteresis in some of the periodic responses of the system does not vanish. On the contrary, the rates of free energy and internal energy change of the system as well as the rate of dissipative work done on the system show growing hysteresis with frequency. Hence, although the current-voltage hysteresis disappears in the high-frequency limit, the memory of the ion channel is manifested through its specific nonequilibrium thermodynamic responses.« less

[Novel Device for Creating Multiple Artificial Chordae Loops in Mitral Valve Repair].

PubMed

Shimamura, Yoshiei; Maisawa, Kazuma

2017-08-01

A novel device to create multiple artificial chordae loops for mitral repair is developed. The device consists of a circular metal base with a removable central rod on one end, which can easily be attached or removed by screwing into a hole located on the base, and 51 fixed rods placed radially around the central rod at distances of 10~60 mm from the central rod. A needle with CV-4 e-polytetrafluoroethylene suture is passed through a pledget, and the suture is looped from the central rod around the fixed rod located at the desired loop length. The needle is then passed back through the pledget. The suture is tied over the pledget, bringing it in contact with the central rod. When multiple loops of various lengths are required, different fixed rods located at distances corresponding to the required loop lengths are used. Following creation of the necessary loops, the central rod is unscrewed, and the loops are released from the device. Construction of artificial chordae with this device is quick, reliable, reproducible, and increases the technical possibilities for mitral valve repair.

Unfolding and Targeting Thermodynamics of a DNA Intramolecular Complex with Joined Triplex-Duplex Domains.

PubMed

Johnson, Sarah E; Reiling-Steffensmeier, Calliste; Lee, Hui-Ting; Marky, Luis A

2018-01-25

Our laboratory is interested in developing methods that can be used for the control of gene expression. In this work, we are investigating the reaction of an intramolecular complex containing a triplex-duplex junction with partially complementary strands. We used a combination of isothermal titration calorimetry (ITC), differential scanning calorimetry (DSC), and spectroscopy techniques to determine standard thermodynamic profiles for these targeting reactions. Specifically, we have designed single strands to target one loop (CTTTC) or two loops (CTTTC and GCAA) of this complex. Both reactions yielded exothermic enthalpies of -66.3 and -82.8 kcal/mol by ITC, in excellent agreement with the reaction enthalpies of -72.7 and -88.7 kcal/mol, respectively, obtained from DSC Hess cycles. The favorable heat contributions result from the formation of base-pair stacks involving mainly the unpaired bases of the loops. This shows that each complementary strand is able to invade and disrupt the secondary structure. The simultaneous targeting of two loops yielded a more favorable reaction free energy, by approximately -8 kcal/mol, which corresponds to the formation of roughly four base-pair stacks involving the unpaired bases of the 5'-GCAA loop. The main conclusion is that the targeting of loops with a large number of unpaired bases results in a more favorable reaction free energy.

Sphinx: merging knowledge-based and ab initio approaches to improve protein loop prediction

PubMed Central

Marks, Claire; Nowak, Jaroslaw; Klostermann, Stefan; Georges, Guy; Dunbar, James; Shi, Jiye; Kelm, Sebastian

2017-01-01

Abstract Motivation: Loops are often vital for protein function, however, their irregular structures make them difficult to model accurately. Current loop modelling algorithms can mostly be divided into two categories: knowledge-based, where databases of fragments are searched to find suitable conformations and ab initio, where conformations are generated computationally. Existing knowledge-based methods only use fragments that are the same length as the target, even though loops of slightly different lengths may adopt similar conformations. Here, we present a novel method, Sphinx, which combines ab initio techniques with the potential extra structural information contained within loops of a different length to improve structure prediction. Results: We show that Sphinx is able to generate high-accuracy predictions and decoy sets enriched with near-native loop conformations, performing better than the ab initio algorithm on which it is based. In addition, it is able to provide predictions for every target, unlike some knowledge-based methods. Sphinx can be used successfully for the difficult problem of antibody H3 prediction, outperforming RosettaAntibody, one of the leading H3-specific ab initio methods, both in accuracy and speed. Availability and Implementation: Sphinx is available at http://opig.stats.ox.ac.uk/webapps/sphinx. Contact: deane@stats.ox.ac.uk Supplementary information: Supplementary data are available at Bioinformatics online. PMID:28453681

Sphinx: merging knowledge-based and ab initio approaches to improve protein loop prediction.

PubMed

Marks, Claire; Nowak, Jaroslaw; Klostermann, Stefan; Georges, Guy; Dunbar, James; Shi, Jiye; Kelm, Sebastian; Deane, Charlotte M

2017-05-01

Loops are often vital for protein function, however, their irregular structures make them difficult to model accurately. Current loop modelling algorithms can mostly be divided into two categories: knowledge-based, where databases of fragments are searched to find suitable conformations and ab initio, where conformations are generated computationally. Existing knowledge-based methods only use fragments that are the same length as the target, even though loops of slightly different lengths may adopt similar conformations. Here, we present a novel method, Sphinx, which combines ab initio techniques with the potential extra structural information contained within loops of a different length to improve structure prediction. We show that Sphinx is able to generate high-accuracy predictions and decoy sets enriched with near-native loop conformations, performing better than the ab initio algorithm on which it is based. In addition, it is able to provide predictions for every target, unlike some knowledge-based methods. Sphinx can be used successfully for the difficult problem of antibody H3 prediction, outperforming RosettaAntibody, one of the leading H3-specific ab initio methods, both in accuracy and speed. Sphinx is available at http://opig.stats.ox.ac.uk/webapps/sphinx. deane@stats.ox.ac.uk. Supplementary data are available at Bioinformatics online. © The Author 2017. Published by Oxford University Press.

Thermal stability of static coronal loops: Part 1: Effects of boundary conditions

NASA Technical Reports Server (NTRS)

Antiochos, S. K.; Shoub, E. C.; An, C. H.; Emslie, A. G.

1985-01-01

The linear stability of static coronal-loop models undergoing thermal perturbations was investigated. The effect of conditions at the loop base on the stability properties of the models was considered in detail. The question of appropriate boundary conditions at the loop base was considered and it was concluded that the most physical assumptions are that the temperature and density (or pressure) perturbations vanish there. However, if the base is taken to be sufficiently deep in the chromosphere, either several chromospheric scale heights or several coronal loop lengths in depth, then the effect of the boundary conditions on loop stability becomes negligible so that all physically acceptable conditions are equally appropriate. For example, one could as well assume that the velocity vanishes at the base. The growth rates and eigenmodes of static models in which gravity is neglected and in which the coronal heating is a relatively simple function, either constant per-unit mass or per-unit volume were calculated. It was found that all such models are unstable with a growth rate of the order of the coronal cooling time. The physical implications of these results for the solar corona and transition region are discussed.

Design and Implementation of an RTK-Based Vector Phase Locked Loop

PubMed Central

Shafaati, Ahmad; Lin, Tao; Broumandan, Ali; Lachapelle, Gérard

2018-01-01

This paper introduces a novel double-differential vector phase-locked loop (DD-VPLL) for Global Navigation Satellite Systems (GNSS) that leverages carrier phase position solutions as well as base station measurements in the estimation of rover tracking loop parameters. The use of double differencing alleviates the need for estimating receiver clock dynamics and atmospheric delays; therefore, the navigation filter consists of the baseline dynamic states only. It is shown that using vector processing for carrier phase tracking leads to a significant enhancement in the receiver sensitivity compared to using the conventional scalar-based tracking loop (STL) and vector frequency locked loop (VFLL). The sensitivity improvement of 8 to 10 dB compared to STL, and 7 to 8 dB compared to VFLL, is obtained based on the test cases reported in the paper. Also, an increased probability of ambiguity resolution in the proposed method results in better availability for real time kinematic (RTK) applications. PMID:29533994

Low-complexity stochastic modeling of wall-bounded shear flows

NASA Astrophysics Data System (ADS)

Zare, Armin

Turbulent flows are ubiquitous in nature and they appear in many engineering applications. Transition to turbulence, in general, increases skin-friction drag in air/water vehicles compromising their fuel-efficiency and reduces the efficiency and longevity of wind turbines. While traditional flow control techniques combine physical intuition with costly experiments, their effectiveness can be significantly enhanced by control design based on low-complexity models and optimization. In this dissertation, we develop a theoretical and computational framework for the low-complexity stochastic modeling of wall-bounded shear flows. Part I of the dissertation is devoted to the development of a modeling framework which incorporates data-driven techniques to refine physics-based models. We consider the problem of completing partially known sample statistics in a way that is consistent with underlying stochastically driven linear dynamics. Neither the statistics nor the dynamics are precisely known. Thus, our objective is to reconcile the two in a parsimonious manner. To this end, we formulate optimization problems to identify the dynamics and directionality of input excitation in order to explain and complete available covariance data. For problem sizes that general-purpose solvers cannot handle, we develop customized optimization algorithms based on alternating direction methods. The solution to the optimization problem provides information about critical directions that have maximal effect in bringing model and statistics in agreement. In Part II, we employ our modeling framework to account for statistical signatures of turbulent channel flow using low-complexity stochastic dynamical models. We demonstrate that white-in-time stochastic forcing is not sufficient to explain turbulent flow statistics and develop models for colored-in-time forcing of the linearized Navier-Stokes equations. We also examine the efficacy of stochastically forced linearized NS equations and their parabolized equivalents in the receptivity analysis of velocity fluctuations to external sources of excitation as well as capturing the effect of the slowly-varying base flow on streamwise streaks and Tollmien-Schlichting waves. In Part III, we develop a model-based approach to design surface actuation of turbulent channel flow in the form of streamwise traveling waves. This approach is capable of identifying the drag reducing trends of traveling waves in a simulation-free manner. We also use the stochastically forced linearized NS equations to examine the Reynolds number independent effects of spanwise wall oscillations on drag reduction in turbulent channel flows. This allows us to extend the predictive capability of our simulation-free approach to high Reynolds numbers.

Unfolding thermodynamics of intramolecular G-quadruplexes: base sequence contributions of the loops.

PubMed

Olsen, Chris M; Lee, Hui-Ting; Marky, Luis A

2009-03-05

G-quadruplexes are a highly studied DNA motif with a potential role in a variety of cellular processes and more recently are considered novel targets for drug therapy in aging and anticancer research. In this work, we have investigated the thermodynamic contributions of the loops on the stable formation of G-quadruplexes. Specifically, we use a combination of UV, circular dichroism (CD) and fluorescence spectroscopies, and differential scanning calorimetry (DSC) to determine thermodynamic profiles, including the differential binding of ions and water, for the unfolding of the thrombin aptamer: d(GGT2GGTGTGGT2GG) that is referred to as G2. The sequences in italics, TGT and T2, are known to form loops. Other sequences examined contained base substitutions in the TGT loop (TAT, TCT, TTT, TAPT, and UUU), in the T2 loops (T4, U2), or in both loops (UGU and U2, UUU and U2). The CD spectra of all molecules show a positive band centered at 292 nm, which corresponds to the "chair" conformation. The UV and DSC melting curves of each G-quadruplex show monophasic transitions with transition temperatures (T(M)s) that remained constant with increasing strand concentration, confirming their intramolecular formation. These G-quadruplexes unfold with T(M)s in the range from 43.2 to 56.5 degrees C and endothermic enthalpies from 22.9 to 37.2 kcal/mol. Subtracting the contribution of a G-quartet stack from each experimental profile indicated that the presence of the loops stabilize each G-quadruplex by favorable enthalpy contributions, larger differential binding of K+ ions (0.1-0.6 mol K+/ mol), and a variable uptake/release of water molecules (-6 to 8 mol H2O/mol). The thermodynamic contributions for these specific base substitutions are discussed in terms of loop stacking (base-base stacking within the loops) and their hydration effects.

Dynamics of the active site loops in catalyzing aminoacylation reaction in seryl and histidyl tRNA synthetases.

PubMed

Dutta, Saheb; Kundu, Soumya; Saha, Amrita; Nandi, Nilashis

2018-03-01

Aminoacylation reaction is the first step of protein biosynthesis. The catalytic reorganization at the active site of aminoacyl tRNA synthetases (aaRSs) is driven by the loop motions. There remain lacunae of understanding concerning the catalytic loop dynamics in aaRSs. We analyzed the functional loop dynamics in seryl tRNA synthetase from Methanopyrus kandleri ( mk SerRS) and histidyl tRNA synthetases from Thermus thermophilus ( tt HisRS), respectively, using molecular dynamics. Results confirm that the motif 2 loop and other active site loops are flexible spots within the catalytic domain. Catalytic residues of the loops form a network of interaction with the substrates to form a reactive state. The loops undergo transitions between closed state and open state and the relaxation of the constituent residues occurs in femtosecond to nanosecond time scale. Order parameters are higher for constituent catalytic residues which form a specific network of interaction with the substrates to form a reactive state compared to the Gly residues within the loop. The development of interaction is supported from mutation studies where the catalytic domain with mutated loop exhibits unfavorable binding energy with the substrates. During the open-close motion of the loops, the catalytic residues make relaxation by ultrafast librational motion as well as fast diffusive motion and subsequently relax rather slowly via slower diffusive motion. The Gly residues act as a hinge to facilitate the loop closing and opening by their faster relaxation behavior. The role of bound water is analyzed by comparing implicit solvent-based and explicit solvent-based simulations. Loops fail to form catalytically competent geometry in absence of water. The present result, for the first time reveals the nature of the active site loop dynamics in aaRS and their influence on catalysis.

Selected-node stochastic simulation algorithm

NASA Astrophysics Data System (ADS)

Duso, Lorenzo; Zechner, Christoph

2018-04-01

Stochastic simulations of biochemical networks are of vital importance for understanding complex dynamics in cells and tissues. However, existing methods to perform such simulations are associated with computational difficulties and addressing those remains a daunting challenge to the present. Here we introduce the selected-node stochastic simulation algorithm (snSSA), which allows us to exclusively simulate an arbitrary, selected subset of molecular species of a possibly large and complex reaction network. The algorithm is based on an analytical elimination of chemical species, thereby avoiding explicit simulation of the associated chemical events. These species are instead described continuously in terms of statistical moments derived from a stochastic filtering equation, resulting in a substantial speedup when compared to Gillespie's stochastic simulation algorithm (SSA). Moreover, we show that statistics obtained via snSSA profit from a variance reduction, which can significantly lower the number of Monte Carlo samples needed to achieve a certain performance. We demonstrate the algorithm using several biological case studies for which the simulation time could be reduced by orders of magnitude.

Stochastic Routing and Scheduling Policies for Energy Harvesting Communication Networks

NASA Astrophysics Data System (ADS)

Calvo-Fullana, Miguel; Anton-Haro, Carles; Matamoros, Javier; Ribeiro, Alejandro

2018-07-01

In this paper, we study the joint routing-scheduling problem in energy harvesting communication networks. Our policies, which are based on stochastic subgradient methods on the dual domain, act as an energy harvesting variant of the stochastic family of backpresure algorithms. Specifically, we propose two policies: (i) the Stochastic Backpressure with Energy Harvesting (SBP-EH), in which a node's routing-scheduling decisions are determined by the difference between the Lagrange multipliers associated to their queue stability constraints and their neighbors'; and (ii) the Stochastic Soft Backpressure with Energy Harvesting (SSBP-EH), an improved algorithm where the routing-scheduling decision is of a probabilistic nature. For both policies, we show that given sustainable data and energy arrival rates, the stability of the data queues over all network nodes is guaranteed. Numerical results corroborate the stability guarantees and illustrate the minimal gap in performance that our policies offer with respect to classical ones which work with an unlimited energy supply.

The nature of combustion noise: Stochastic or chaotic?

NASA Astrophysics Data System (ADS)

Gupta, Vikrant; Lee, Min Chul; Li, Larry K. B.

2016-11-01

Combustion noise, which refers to irregular low-amplitude pressure oscillations, is conventionally thought to be stochastic. It has therefore been modeled using a stochastic term in the analysis of thermoacoustic systems. Recently, however, there has been a renewed interest in the validity of that stochastic assumption, with tests based on nonlinear dynamical theory giving seemingly contradictory results: some show combustion noise to be stochastic while others show it to be chaotic. In this study, we show that this contradiction arises because those tests cannot distinguish between noise amplification and chaos. We further show that although there are many similarities between noise amplification and chaos, there are also some subtle differences. It is these subtle differences, not the results of those tests, that should be the focus of analyses aimed at determining the true nature of combustion noise. Recognizing this is an important step towards improved understanding and modeling of combustion noise for the study of thermoacoustic instabilities. This work was supported by the Research Grants Council of Hong Kong (Project No. 16235716 and 26202815).

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

PubMed Central

Liao, Shuohao; Vejchodský, Tomáš; Erban, Radek

2015-01-01

Stochastic modelling of gene regulatory networks provides an indispensable tool for understanding how random events at the molecular level influence cellular functions. A common challenge of stochastic models is to calibrate a large number of model parameters against the experimental data. Another difficulty is to study how the behaviour of a stochastic model depends on its parameters, i.e. whether a change in model parameters can lead to a significant qualitative change in model behaviour (bifurcation). In this paper, tensor-structured parametric analysis (TPA) is developed to address these computational challenges. It is based on recently proposed low-parametric tensor-structured representations of classical matrices and vectors. This approach enables simultaneous computation of the model properties for all parameter values within a parameter space. The TPA is illustrated by studying the parameter estimation, robustness, sensitivity and bifurcation structure in stochastic models of biochemical networks. A Matlab implementation of the TPA is available at http://www.stobifan.org. PMID:26063822

Methods of Stochastic Analysis of Complex Regimes in the 3D Hindmarsh-Rose Neuron Model

NASA Astrophysics Data System (ADS)

Bashkirtseva, Irina; Ryashko, Lev; Slepukhina, Evdokia

A problem of the stochastic nonlinear analysis of neuronal activity is studied by the example of the Hindmarsh-Rose (HR) model. For the parametric region of tonic spiking oscillations, it is shown that random noise transforms the spiking dynamic regime into the bursting one. This stochastic phenomenon is specified by qualitative changes in distributions of random trajectories and interspike intervals (ISIs). For a quantitative analysis of the noise-induced bursting, we suggest a constructive semi-analytical approach based on the stochastic sensitivity function (SSF) technique and the method of confidence domains that allows us to describe geometrically a distribution of random states around the deterministic attractors. Using this approach, we develop a new algorithm for estimation of critical values for the noise intensity corresponding to the qualitative changes in stochastic dynamics. We show that the obtained estimations are in good agreement with the numerical results. An interplay between noise-induced bursting and transitions from order to chaos is discussed.

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

PubMed

Liao, Shuohao; Vejchodský, Tomáš; Erban, Radek

2015-07-06

Stochastic modelling of gene regulatory networks provides an indispensable tool for understanding how random events at the molecular level influence cellular functions. A common challenge of stochastic models is to calibrate a large number of model parameters against the experimental data. Another difficulty is to study how the behaviour of a stochastic model depends on its parameters, i.e. whether a change in model parameters can lead to a significant qualitative change in model behaviour (bifurcation). In this paper, tensor-structured parametric analysis (TPA) is developed to address these computational challenges. It is based on recently proposed low-parametric tensor-structured representations of classical matrices and vectors. This approach enables simultaneous computation of the model properties for all parameter values within a parameter space. The TPA is illustrated by studying the parameter estimation, robustness, sensitivity and bifurcation structure in stochastic models of biochemical networks. A Matlab implementation of the TPA is available at http://www.stobifan.org.

Structural factoring approach for analyzing stochastic networks

NASA Technical Reports Server (NTRS)

Hayhurst, Kelly J.; Shier, Douglas R.

1991-01-01

The problem of finding the distribution of the shortest path length through a stochastic network is investigated. A general algorithm for determining the exact distribution of the shortest path length is developed based on the concept of conditional factoring, in which a directed, stochastic network is decomposed into an equivalent set of smaller, generally less complex subnetworks. Several network constructs are identified and exploited to reduce significantly the computational effort required to solve a network problem relative to complete enumeration. This algorithm can be applied to two important classes of stochastic path problems: determining the critical path distribution for acyclic networks and the exact two-terminal reliability for probabilistic networks. Computational experience with the algorithm was encouraging and allowed the exact solution of networks that have been previously analyzed only by approximation techniques.

Mean-Potential Law in Evolutionary Games.

PubMed

Nałęcz-Jawecki, Paweł; Miękisz, Jacek

2018-01-12

The Letter presents a novel way to connect random walks, stochastic differential equations, and evolutionary game theory. We introduce a new concept of a potential function for discrete-space stochastic systems. It is based on a correspondence between one-dimensional stochastic differential equations and random walks, which may be exact not only in the continuous limit but also in finite-state spaces. Our method is useful for computation of fixation probabilities in discrete stochastic dynamical systems with two absorbing states. We apply it to evolutionary games, formulating two simple and intuitive criteria for evolutionary stability of pure Nash equilibria in finite populations. In particular, we show that the 1/3 law of evolutionary games, introduced by Nowak et al. [Nature, 2004], follows from a more general mean-potential law.

Prediction of mortality rates using a model with stochastic parameters

NASA Astrophysics Data System (ADS)

Tan, Chon Sern; Pooi, Ah Hin

2016-10-01

Prediction of future mortality rates is crucial to insurance companies because they face longevity risks while providing retirement benefits to a population whose life expectancy is increasing. In the past literature, a time series model based on multivariate power-normal distribution has been applied on mortality data from the United States for the years 1933 till 2000 to forecast the future mortality rates for the years 2001 till 2010. In this paper, a more dynamic approach based on the multivariate time series will be proposed where the model uses stochastic parameters that vary with time. The resulting prediction intervals obtained using the model with stochastic parameters perform better because apart from having good ability in covering the observed future mortality rates, they also tend to have distinctly shorter interval lengths.

Electrostatics Explains the Position-Dependent Effect of G⋅U Wobble Base Pairs on the Affinity of RNA Kissing Complexes.

PubMed

Abi-Ghanem, Josephine; Rabin, Clémence; Porrini, Massimiliano; Dausse, Eric; Toulmé, Jean-Jacques; Gabelica, Valérie

2017-10-06

In the RNA realm, non-Watson-Crick base pairs are abundant and can affect both the RNA 3D structure and its function. Here, we investigated the formation of RNA kissing complexes in which the loop-loop interaction is modulated by non-Watson-Crick pairs. Mass spectrometry, surface plasmon resonance, and UV-melting experiments show that the G⋅U wobble base pair favors kissing complex formation only when placed at specific positions. We tried to rationalize this effect by molecular modeling, including molecular mechanics Poisson-Boltzmann surface area (MMPBSA) thermodynamics calculations and PBSA calculations of the electrostatic potential surfaces. Modeling reveals that the G⋅U stabilization is due to a specific electrostatic environment defined by the base pairs of the entire loop-loop region. The loop is not symmetric, and therefore the identity and position of each base pair matters. Predicting and visualizing the electrostatic environment created by a given sequence can help to design specific kissing complexes with high affinity, for potential therapeutic, nanotechnology or analytical applications. © 2017 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim.

Novel birefringence interrogation for Sagnac loop interferometer sensor with unlimited linear measurement range.

PubMed

He, Haijun; Shao, Liyang; Qian, Heng; Zhang, Xinpu; Liang, Jiawei; Luo, Bin; Pan, Wei; Yan, Lianshan

2017-03-20

A novel demodulation method for Sagnac loop interferometer based sensor has been proposed and demonstrated, by unwrapping the phase changes with birefringence interrogation. A temperature sensor based on Sagnac loop interferometer has been used to verify the feasibility of the proposed method. Several tests with 40 °C temperature range have been accomplished with a great linearity of 0.9996 in full range. The proposed scheme is universal for all Sagnac loop interferometer based sensors and it has unlimited linear measurable range which overwhelming the conventional demodulation method with peak/dip tracing. Furthermore, the influence of the wavelength sampling interval and wavelength span on the demodulation error has been discussed in this work. The proposed interrogation method has a great significance for Sagnac loop interferometer sensor and it might greatly enhance the availability of this type of sensors in practical application.

Improved ensemble-mean forecasting of ENSO events by a zero-mean stochastic error model of an intermediate coupled model

NASA Astrophysics Data System (ADS)

Zheng, Fei; Zhu, Jiang

2017-04-01

How to design a reliable ensemble prediction strategy with considering the major uncertainties of a forecasting system is a crucial issue for performing an ensemble forecast. In this study, a new stochastic perturbation technique is developed to improve the prediction skills of El Niño-Southern Oscillation (ENSO) through using an intermediate coupled model. We first estimate and analyze the model uncertainties from the ensemble Kalman filter analysis results through assimilating the observed sea surface temperatures. Then, based on the pre-analyzed properties of model errors, we develop a zero-mean stochastic model-error model to characterize the model uncertainties mainly induced by the missed physical processes of the original model (e.g., stochastic atmospheric forcing, extra-tropical effects, Indian Ocean Dipole). Finally, we perturb each member of an ensemble forecast at each step by the developed stochastic model-error model during the 12-month forecasting process, and add the zero-mean perturbations into the physical fields to mimic the presence of missing processes and high-frequency stochastic noises. The impacts of stochastic model-error perturbations on ENSO deterministic predictions are examined by performing two sets of 21-yr hindcast experiments, which are initialized from the same initial conditions and differentiated by whether they consider the stochastic perturbations. The comparison results show that the stochastic perturbations have a significant effect on improving the ensemble-mean prediction skills during the entire 12-month forecasting process. This improvement occurs mainly because the nonlinear terms in the model can form a positive ensemble-mean from a series of zero-mean perturbations, which reduces the forecasting biases and then corrects the forecast through this nonlinear heating mechanism.

Mathematical issues in eternal inflation

NASA Astrophysics Data System (ADS)

Singh Kohli, Ikjyot; Haslam, Michael C.

2015-04-01

In this paper, we consider the problem of the existence and uniqueness of solutions to the Einstein field equations for a spatially flat Friedmann-Lemaître-Robertson-Walker universe in the context of stochastic eternal inflation, where the stochastic mechanism is modelled by adding a stochastic forcing term representing Gaussian white noise to the Klein-Gordon equation. We show that under these considerations, the Klein-Gordon equation actually becomes a stochastic differential equation. Therefore, the existence and uniqueness of solutions to Einstein’s equations depend on whether the coefficients of this stochastic differential equation obey Lipschitz continuity conditions. We show that for any choice of V(φ ), the Einstein field equations are not globally well-posed, hence, any solution found to these equations is not guaranteed to be unique. Instead, the coefficients are at best locally Lipschitz continuous in the physical state space of the dynamical variables, which only exist up to a finite explosion time. We further perform Feller’s explosion test for an arbitrary power-law inflaton potential and prove that all solutions to the Einstein field equations explode in a finite time with probability one. This implies that the mechanism of stochastic inflation thus considered cannot be described to be eternal, since the very concept of eternal inflation implies that the process continues indefinitely. We therefore argue that stochastic inflation based on a stochastic forcing term would not produce an infinite number of universes in some multiverse ensemble. In general, since the Einstein field equations in both situations are not well-posed, we further conclude that the existence of a multiverse via the stochastic eternal inflation mechanism considered in this paper is still very much an open question that will require much deeper investigation.

Spatial and temporal dynamics of fucoid populations (Ascophyllum nodosum and Fucus serratus): a comparison between central and range edge populations.

PubMed

Araújo, Rita M; Serrão, Ester A; Sousa-Pinto, Isabel; Åberg, Per

2014-01-01

Persistence of populations at range edges relies on local population dynamics and fitness, in the case of geographically isolated populations of species with low dispersal potential. Focusing on spatial variations in demography helps to predict the long-term capability for persistence of populations across the geographical range of species' distribution. The demography of two ecological and phylogenetically close macroalgal species with different life history characteristics was investigated by using stochastic, stage-based matrix models. Populations of Ascophyllum nodosum and Fucus serratus were sampled for up to 4 years at central locations in France and at their southern range limits in Portugal. The stochastic population growth rate (λ(s)) of A. nodosum was lower and more variable in central than in southern sites whilst for F. serratus this trend was reversed with λ(s) much lower and more variable in southern than in central populations. Individuals were larger in central than in southern populations for both species, which was reflected in the lower transition probabilities of individuals to larger size classes and higher probability of shrinkage in the southern populations. In both central and southern populations elasticity analysis (proportional sensitivity) of population growth rate showed that fertility elements had a small contribution to λ(s) that was more sensitive to changes in matrix transitions corresponding to survival. The highest elasticities were found for loop transitions in A. nodosum and for growth to larger size classes in F. serratus. Sensitivity analysis showed high selective pressure on individual growth for both species at both locations. The results of this study highlight the deterministic role of species-specific life-history traits in population demography across the geographical range of species. Additionally, this study demonstrates that individuals' life-transitions differ in vulnerability to environmental variability and shows the importance of vegetative compared to reproductive stages for the long-term persistence of populations.

Modeling of dislocation channel width evolution in irradiated metals

DOE PAGES

Doyle, Peter J.; Benensky, Kelsa M.; Zinkle, Steven J.

2017-11-08

Defect-free dislocation channel formation has been reported to promote plastic instability during tensile testing via localized plastic flow, leading to a distinct loss of ductility and strain hardening in many low-temperature irradiated materials. In order to study the underlying mechanisms governing dislocation channel width and formation, the channel formation process is modeled via a simple stochastic dislocation-jog process dependent upon grain size, defect cluster density, and defect size. Dislocations traverse a field of defect clusters and jog stochastically upon defect interaction, forming channels of low defect-density. And based upon prior molecular dynamics (MD) simulations and in-situ experimental transmission electron microscopymore » (TEM) observations, each dislocation encounter with a dislocation loop or stacking fault tetrahedron (SFT) is assumed to cause complete absorption of the defect cluster, prompting the dislocation to jog up or down by a distance equal to half the defect cluster diameter. Channels are predicted to form rapidly and are comparable to reported TEM measurements for many materials. Predicted channel widths are found to be most strongly dependent on mean defect size and correlated well with a power law dependence on defect diameter and density, and distance from the dislocation source. Due to the dependence of modeled channel width on defect diameter and density, maximum channel width is predicted to slowly increase as accumulated dose increases. The relatively weak predicted dependence of channel formation width with distance, in accordance with a diffusion analogy, implies that after only a few microns from the source, most channels observed via TEM analyses may not appear to vary with distance because of limitations in the field-of-view to a few microns. Furthermore, examinations of the effect of the so-called “source-broadening” mechanism of channel formation showed that its effect is simply to add a minimum thickness to the channel without affecting channel dependence on the given parameters.« less

Modeling of dislocation channel width evolution in irradiated metals

NASA Astrophysics Data System (ADS)

Doyle, Peter J.; Benensky, Kelsa M.; Zinkle, Steven J.

2018-02-01

Defect-free dislocation channel formation has been reported to promote plastic instability during tensile testing via localized plastic flow, leading to a distinct loss of ductility and strain hardening in many low-temperature irradiated materials. In order to study the underlying mechanisms governing dislocation channel width and formation, the channel formation process is modeled via a simple stochastic dislocation-jog process dependent upon grain size, defect cluster density, and defect size. Dislocations traverse a field of defect clusters and jog stochastically upon defect interaction, forming channels of low defect-density. Based upon prior molecular dynamics (MD) simulations and in-situ experimental transmission electron microscopy (TEM) observations, each dislocation encounter with a dislocation loop or stacking fault tetrahedron (SFT) is assumed to cause complete absorption of the defect cluster, prompting the dislocation to jog up or down by a distance equal to half the defect cluster diameter. Channels are predicted to form rapidly and are comparable to reported TEM measurements for many materials. Predicted channel widths are found to be most strongly dependent on mean defect size and correlated well with a power law dependence on defect diameter and density, and distance from the dislocation source. Due to the dependence of modeled channel width on defect diameter and density, maximum channel width is predicted to slowly increase as accumulated dose increases. The relatively weak predicted dependence of channel formation width with distance, in accordance with a diffusion analogy, implies that after only a few microns from the source, most channels observed via TEM analyses may not appear to vary with distance because of limitations in the field-of-view to a few microns. Further, examinations of the effect of the so-called "source-broadening" mechanism of channel formation showed that its effect is simply to add a minimum thickness to the channel without affecting channel dependence on the given parameters.

Modeling of dislocation channel width evolution in irradiated metals

DOE Office of Scientific and Technical Information (OSTI.GOV)

Doyle, Peter J.; Benensky, Kelsa M.; Zinkle, Steven J.

Defect-free dislocation channel formation has been reported to promote plastic instability during tensile testing via localized plastic flow, leading to a distinct loss of ductility and strain hardening in many low-temperature irradiated materials. In order to study the underlying mechanisms governing dislocation channel width and formation, the channel formation process is modeled via a simple stochastic dislocation-jog process dependent upon grain size, defect cluster density, and defect size. Dislocations traverse a field of defect clusters and jog stochastically upon defect interaction, forming channels of low defect-density. And based upon prior molecular dynamics (MD) simulations and in-situ experimental transmission electron microscopymore » (TEM) observations, each dislocation encounter with a dislocation loop or stacking fault tetrahedron (SFT) is assumed to cause complete absorption of the defect cluster, prompting the dislocation to jog up or down by a distance equal to half the defect cluster diameter. Channels are predicted to form rapidly and are comparable to reported TEM measurements for many materials. Predicted channel widths are found to be most strongly dependent on mean defect size and correlated well with a power law dependence on defect diameter and density, and distance from the dislocation source. Due to the dependence of modeled channel width on defect diameter and density, maximum channel width is predicted to slowly increase as accumulated dose increases. The relatively weak predicted dependence of channel formation width with distance, in accordance with a diffusion analogy, implies that after only a few microns from the source, most channels observed via TEM analyses may not appear to vary with distance because of limitations in the field-of-view to a few microns. Furthermore, examinations of the effect of the so-called “source-broadening” mechanism of channel formation showed that its effect is simply to add a minimum thickness to the channel without affecting channel dependence on the given parameters.« less

Seed availability constrains plant species sorting along a soil fertility gradient

Treesearch

Bryan L. Foster; Erin J. Questad; Cathy D. Collins; Cheryl A. Murphy; Timothy L. Dickson; Val H. Smith

2011-01-01

1. Spatial variation in species composition within and among communities may be caused by deterministic, niche-based species sorting in response to underlying environmental heterogeneity as well as by stochastic factors such as dispersal limitation and variable species pools. An important goal in ecology is to reconcile deterministic and stochastic perspectives of...

Parameter-based stochastic simulation of selection and breeding for multiple traits

Treesearch

Jennifer Myszewski; Thomas Byram; Floyd Bridgwater

2006-01-01

To increase the adaptability and economic value of plantations, tree improvement professionals often manage multiple traits in their breeding programs. When these traits are unfavorably correlated, breeders must weigh the economic importance of each trait and select for a desirable aggregate phenotype. Stochastic simulation allows breeders to test the effects of...

Periodic modulation-based stochastic resonance algorithm applied to quantitative analysis for weak liquid chromatography-mass spectrometry signal of granisetron in plasma

NASA Astrophysics Data System (ADS)

Xiang, Suyun; Wang, Wei; Xiang, Bingren; Deng, Haishan; Xie, Shaofei

2007-05-01

The periodic modulation-based stochastic resonance algorithm (PSRA) was used to amplify and detect the weak liquid chromatography-mass spectrometry (LC-MS) signal of granisetron in plasma. In the algorithm, the stochastic resonance (SR) was achieved by introducing an external periodic force to the nonlinear system. The optimization of parameters was carried out in two steps to give attention to both the signal-to-noise ratio (S/N) and the peak shape of output signal. By applying PSRA with the optimized parameters, the signal-to-noise ratio of LC-MS peak was enhanced significantly and distorted peak shape that often appeared in the traditional stochastic resonance algorithm was corrected by the added periodic force. Using the signals enhanced by PSRA, this method extended the limit of detection (LOD) and limit of quantification (LOQ) of granisetron in plasma from 0.05 and 0.2 ng/mL, respectively, to 0.01 and 0.02 ng/mL, and exhibited good linearity, accuracy and precision, which ensure accurate determination of the target analyte.

[Detection of Weak Speech Signals from Strong Noise Background Based on Adaptive Stochastic Resonance].

PubMed

Lu, Huanhuan; Wang, Fuzhong; Zhang, Huichun

2016-04-01

Traditional speech detection methods regard the noise as a jamming signal to filter,but under the strong noise background,these methods lost part of the original speech signal while eliminating noise.Stochastic resonance can use noise energy to amplify the weak signal and suppress the noise.According to stochastic resonance theory,a new method based on adaptive stochastic resonance to extract weak speech signals is proposed.This method,combined with twice sampling,realizes the detection of weak speech signals from strong noise.The parameters of the systema,b are adjusted adaptively by evaluating the signal-to-noise ratio of the output signal,and then the weak speech signal is optimally detected.Experimental simulation analysis showed that under the background of strong noise,the output signal-to-noise ratio increased from the initial value-7dB to about 0.86 dB,with the gain of signalto-noise ratio is 7.86 dB.This method obviously raises the signal-to-noise ratio of the output speech signals,which gives a new idea to detect the weak speech signals in strong noise environment.

Moderate deviations-based importance sampling for stochastic recursive equations

DOE PAGES

Dupuis, Paul; Johnson, Dane

2017-11-17

Abstract Subsolutions to the Hamilton–Jacobi–Bellman equation associated with a moderate deviations approximation are used to design importance sampling changes of measure for stochastic recursive equations. Analogous to what has been done for large deviations subsolution-based importance sampling, these schemes are shown to be asymptotically optimal under the moderate deviations scaling. We present various implementations and numerical results to contrast their performance, and also discuss the circumstances under which a moderate deviation scaling might be appropriate.

Moderate deviations-based importance sampling for stochastic recursive equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dupuis, Paul; Johnson, Dane

Abstract Subsolutions to the Hamilton–Jacobi–Bellman equation associated with a moderate deviations approximation are used to design importance sampling changes of measure for stochastic recursive equations. Analogous to what has been done for large deviations subsolution-based importance sampling, these schemes are shown to be asymptotically optimal under the moderate deviations scaling. We present various implementations and numerical results to contrast their performance, and also discuss the circumstances under which a moderate deviation scaling might be appropriate.

Passivity-based sliding mode control for a polytopic stochastic differential inclusion system.

PubMed

Liu, Leipo; Fu, Zhumu; Song, Xiaona

2013-11-01

Passivity-based sliding mode control for a polytopic stochastic differential inclusion (PSDI) system is considered. A control law is designed such that the reachability of sliding motion is guaranteed. Moreover, sufficient conditions for mean square asymptotic stability and passivity of sliding mode dynamics are obtained by linear matrix inequalities (LMIs). Finally, two examples are given to illustrate the effectiveness of the proposed method. © 2013 ISA. Published by ISA. All rights reserved.

Proper orthogonal decomposition-based spectral higher-order stochastic estimation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Baars, Woutijn J., E-mail: wbaars@unimelb.edu.au; Tinney, Charles E.

A unique routine, capable of identifying both linear and higher-order coherence in multiple-input/output systems, is presented. The technique combines two well-established methods: Proper Orthogonal Decomposition (POD) and Higher-Order Spectra Analysis. The latter of these is based on known methods for characterizing nonlinear systems by way of Volterra series. In that, both linear and higher-order kernels are formed to quantify the spectral (nonlinear) transfer of energy between the system's input and output. This reduces essentially to spectral Linear Stochastic Estimation when only first-order terms are considered, and is therefore presented in the context of stochastic estimation as spectral Higher-Order Stochastic Estimationmore » (HOSE). The trade-off to seeking higher-order transfer kernels is that the increased complexity restricts the analysis to single-input/output systems. Low-dimensional (POD-based) analysis techniques are inserted to alleviate this void as POD coefficients represent the dynamics of the spatial structures (modes) of a multi-degree-of-freedom system. The mathematical framework behind this POD-based HOSE method is first described. The method is then tested in the context of jet aeroacoustics by modeling acoustically efficient large-scale instabilities as combinations of wave packets. The growth, saturation, and decay of these spatially convecting wave packets are shown to couple both linearly and nonlinearly in the near-field to produce waveforms that propagate acoustically to the far-field for different frequency combinations.« less

Reliable gain-scheduled control of discrete-time systems and its application to CSTR model

NASA Astrophysics Data System (ADS)

Sakthivel, R.; Selvi, S.; Mathiyalagan, K.; Shi, Y.

2016-10-01

This paper is focused on reliable gain-scheduled controller design for a class of discrete-time systems with randomly occurring nonlinearities and actuator fault. Further, the nonlinearity in the system model is assumed to occur randomly according to a Bernoulli distribution with measurable time-varying probability in real time. The main purpose of this paper is to design a gain-scheduled controller by implementing a probability-dependent Lyapunov function and linear matrix inequality (LMI) approach such that the closed-loop discrete-time system is stochastically stable for all admissible randomly occurring nonlinearities. The existence conditions for the reliable controller is formulated in terms of LMI constraints. Finally, the proposed reliable gain-scheduled control scheme is applied on continuously stirred tank reactor model to demonstrate the effectiveness and applicability of the proposed design technique.

The effects of self-interstitial clusters on cascade defect evolution beyond the primary damage state

DOE Office of Scientific and Technical Information (OSTI.GOV)

Heinisch, H.L.

1997-04-01

The intracascade evolution of the defect distributions of cascades in copper is investigated using stochastic annealing simulations applied to cascades generated with molecular dynamics (MD). The temperature and energy dependencies of annihilation, clustering and free defect production are determined for individual cascades. The annealing simulation results illustrate the strong influence on intracascade evolution of the defect configuration existing in the primary damage state. Another factor significantly affecting the evolution of the defect distribution is the rapid one-dimensional diffusion of small, glissile interstitial loops produced directly in cascades. This phenomenon introduces a cascade energy dependence of defect evolution that is apparentmore » only beyond the primary damage state, amplifying the need for further study of the annealing phase of cascade evolution and for performing many more MD cascade simulations at higher energies.« less

Stability of uncertain systems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Blankenship, G. L.

1971-01-01

The asymptotic properties of feedback systems are discussed, containing uncertain parameters and subjected to stochastic perturbations. The approach is functional analytic in flavor and thereby avoids the use of Markov techniques and auxiliary Lyapunov functionals characteristic of the existing work in this area. The results are given for the probability distributions of the accessible signals in the system and are proved using the Prohorov theory of the convergence of measures. For general nonlinear systems, a result similar to the small loop-gain theorem of deterministic stability theory is given. Boundedness is a property of the induced distributions of the signals and not the usual notion of boundedness in norm. For the special class of feedback systems formed by the cascade of a white noise, a sector nonlinearity and convolution operator conditions are given to insure the total boundedness of the overall feedback system.

Equilibrium Reconstruction on the Large Helical Device

DOE Office of Scientific and Technical Information (OSTI.GOV)

Samuel A. Lazerson, D. Gates, D. Monticello, H. Neilson, N. Pomphrey, A. Reiman S. Sakakibara, and Y. Suzuki

Equilibrium reconstruction is commonly applied to axisymmetric toroidal devices. Recent advances in computational power and equilibrium codes have allowed for reconstructions of three-dimensional fields in stellarators and heliotrons. We present the first reconstructions of finite beta discharges in the Large Helical Device (LHD). The plasma boundary and magnetic axis are constrained by the pressure profile from Thomson scattering. This results in a calculation of plasma beta without a-priori assumptions of the equipartition of energy between species. Saddle loop arrays place additional constraints on the equilibrium. These reconstruction utilize STELLOPT, which calls VMEC. The VMEC equilibrium code assumes good nested fluxmore » surfaces. Reconstructed magnetic fields are fed into the PIES code which relaxes this constraint allowing for the examination of the effect of islands and stochastic regions on the magnetic measurements.« less

Advanced MOKE magnetometry in wide-field Kerr-microscopy

NASA Astrophysics Data System (ADS)

Soldatov, I. V.; Schäfer, R.

2017-10-01

The measurement of MOKE (Magneto-Optical Kerr Effect) magnetization loops in a wide-field Kerr microscope offers the advantage that the relevant domain images along the loop can be readily recorded. As the microscope's objective lens is exposed to the magnetic field, the loops are usually strongly distorted by non-linear Faraday rotations of the polarized light that occur in the objective lens and that are superimposed to the MOKE signal. In this paper, an experimental method, based on a motorized analyzer, is introduced which allows to compensate the Faraday contributions, thus leading to pure MOKE loops. A wide field Kerr microscope, equipped with this technology, works well as a laser-based MOKE magnetometer, additionally offering domain images and thus providing the basis for loop interpretation.

A general time-dependent stochastic method for solving Parker's transport equation in spherical coordinates

NASA Astrophysics Data System (ADS)

Pei, C.; Bieber, J. W.; Burger, R. A.; Clem, J.

2010-12-01

We present a detailed description of our newly developed stochastic approach for solving Parker's transport equation, which we believe is the first attempt to solve it with time dependence in 3-D, evolving from our 3-D steady state stochastic approach. Our formulation of this method is general and is valid for any type of heliospheric magnetic field, although we choose the standard Parker field as an example to illustrate the steps to calculate the transport of galactic cosmic rays. Our 3-D stochastic method is different from other stochastic approaches in the literature in several ways. For example, we employ spherical coordinates to integrate directly, which makes the code much more efficient by reducing coordinate transformations. What is more, the equivalence between our stochastic differential equations and Parker's transport equation is guaranteed by Ito's theorem in contrast to some other approaches. We generalize the technique for calculating particle flux based on the pseudoparticle trajectories for steady state solutions and for time-dependent solutions in 3-D. To validate our code, first we show that good agreement exists between solutions obtained by our steady state stochastic method and a traditional finite difference method. Then we show that good agreement also exists for our time-dependent method for an idealized and simplified heliosphere which has a Parker magnetic field and a simple initial condition for two different inner boundary conditions.

Representing and computing regular languages on massively parallel networks

DOE Office of Scientific and Technical Information (OSTI.GOV)

Miller, M.I.; O'Sullivan, J.A.; Boysam, B.

1991-01-01

This paper proposes a general method for incorporating rule-based constraints corresponding to regular languages into stochastic inference problems, thereby allowing for a unified representation of stochastic and syntactic pattern constraints. The authors' approach first established the formal connection of rules to Chomsky grammars, and generalizes the original work of Shannon on the encoding of rule-based channel sequences to Markov chains of maximum entropy. This maximum entropy probabilistic view leads to Gibb's representations with potentials which have their number of minima growing at precisely the exponential rate that the language of deterministically constrained sequences grow. These representations are coupled to stochasticmore » diffusion algorithms, which sample the language-constrained sequences by visiting the energy minima according to the underlying Gibbs' probability law. The coupling to stochastic search methods yields the all-important practical result that fully parallel stochastic cellular automata may be derived to generate samples from the rule-based constraint sets. The production rules and neighborhood state structure of the language of sequences directly determines the necessary connection structures of the required parallel computing surface. Representations of this type have been mapped to the DAP-510 massively-parallel processor consisting of 1024 mesh-connected bit-serial processing elements for performing automated segmentation of electron-micrograph images.« less

Stochastic Approaches Within a High Resolution Rapid Refresh Ensemble

NASA Astrophysics Data System (ADS)

Jankov, I.

2017-12-01

It is well known that global and regional numerical weather prediction (NWP) ensemble systems are under-dispersive, producing unreliable and overconfident ensemble forecasts. Typical approaches to alleviate this problem include the use of multiple dynamic cores, multiple physics suite configurations, or a combination of the two. While these approaches may produce desirable results, they have practical and theoretical deficiencies and are more difficult and costly to maintain. An active area of research that promotes a more unified and sustainable system is the use of stochastic physics. Stochastic approaches include Stochastic Parameter Perturbations (SPP), Stochastic Kinetic Energy Backscatter (SKEB), and Stochastic Perturbation of Physics Tendencies (SPPT). The focus of this study is to assess model performance within a convection-permitting ensemble at 3-km grid spacing across the Contiguous United States (CONUS) using a variety of stochastic approaches. A single physics suite configuration based on the operational High-Resolution Rapid Refresh (HRRR) model was utilized and ensemble members produced by employing stochastic methods. Parameter perturbations (using SPP) for select fields were employed in the Rapid Update Cycle (RUC) land surface model (LSM) and Mellor-Yamada-Nakanishi-Niino (MYNN) Planetary Boundary Layer (PBL) schemes. Within MYNN, SPP was applied to sub-grid cloud fraction, mixing length, roughness length, mass fluxes and Prandtl number. In the RUC LSM, SPP was applied to hydraulic conductivity and tested perturbing soil moisture at initial time. First iterative testing was conducted to assess the initial performance of several configuration settings (e.g. variety of spatial and temporal de-correlation lengths). Upon selection of the most promising candidate configurations using SPP, a 10-day time period was run and more robust statistics were gathered. SKEB and SPPT were included in additional retrospective tests to assess the impact of using all three stochastic approaches to address model uncertainty. Results from the stochastic perturbation testing were compared to a baseline multi-physics control ensemble. For probabilistic forecast performance the Model Evaluation Tools (MET) verification package was used.

Essays on variational approximation techniques for stochastic optimization problems

NASA Astrophysics Data System (ADS)

Deride Silva, Julio A.

This dissertation presents five essays on approximation and modeling techniques, based on variational analysis, applied to stochastic optimization problems. It is divided into two parts, where the first is devoted to equilibrium problems and maxinf optimization, and the second corresponds to two essays in statistics and uncertainty modeling. Stochastic optimization lies at the core of this research as we were interested in relevant equilibrium applications that contain an uncertain component, and the design of a solution strategy. In addition, every stochastic optimization problem relies heavily on the underlying probability distribution that models the uncertainty. We studied these distributions, in particular, their design process and theoretical properties such as their convergence. Finally, the last aspect of stochastic optimization that we covered is the scenario creation problem, in which we described a procedure based on a probabilistic model to create scenarios for the applied problem of power estimation of renewable energies. In the first part, Equilibrium problems and maxinf optimization, we considered three Walrasian equilibrium problems: from economics, we studied a stochastic general equilibrium problem in a pure exchange economy, described in Chapter 3, and a stochastic general equilibrium with financial contracts, in Chapter 4; finally from engineering, we studied an infrastructure planning problem in Chapter 5. We stated these problems as belonging to the maxinf optimization class and, in each instance, we provided an approximation scheme based on the notion of lopsided convergence and non-concave duality. This strategy is the foundation of the augmented Walrasian algorithm, whose convergence is guaranteed by lopsided convergence, that was implemented computationally, obtaining numerical results for relevant examples. The second part, Essays about statistics and uncertainty modeling, contains two essays covering a convergence problem for a sequence of estimators, and a problem for creating probabilistic scenarios on renewable energies estimation. In Chapter 7 we re-visited one of the "folk theorems" in statistics, where a family of Bayes estimators under 0-1 loss functions is claimed to converge to the maximum a posteriori estimator. This assertion is studied under the scope of the hypo-convergence theory, and the density functions are included in the class of upper semicontinuous functions. We conclude this chapter with an example in which the convergence does not hold true, and we provided sufficient conditions that guarantee convergence. The last chapter, Chapter 8, addresses the important topic of creating probabilistic scenarios for solar power generation. Scenarios are a fundamental input for the stochastic optimization problem of energy dispatch, especially when incorporating renewables. We proposed a model designed to capture the constraints induced by physical characteristics of the variables based on the application of an epi-spline density estimation along with a copula estimation, in order to account for partial correlations between variables.

Doubly stochastic Poisson process models for precipitation at fine time-scales

NASA Astrophysics Data System (ADS)

Ramesh, Nadarajah I.; Onof, Christian; Xie, Dichao

2012-09-01

This paper considers a class of stochastic point process models, based on doubly stochastic Poisson processes, in the modelling of rainfall. We examine the application of this class of models, a neglected alternative to the widely-known Poisson cluster models, in the analysis of fine time-scale rainfall intensity. These models are mainly used to analyse tipping-bucket raingauge data from a single site but an extension to multiple sites is illustrated which reveals the potential of this class of models to study the temporal and spatial variability of precipitation at fine time-scales.

Stochastic optimization algorithms for barrier dividend strategies

NASA Astrophysics Data System (ADS)

Yin, G.; Song, Q. S.; Yang, H.

2009-01-01

This work focuses on finding optimal barrier policy for an insurance risk model when the dividends are paid to the share holders according to a barrier strategy. A new approach based on stochastic optimization methods is developed. Compared with the existing results in the literature, more general surplus processes are considered. Precise models of the surplus need not be known; only noise-corrupted observations of the dividends are used. Using barrier-type strategies, a class of stochastic optimization algorithms are developed. Convergence of the algorithm is analyzed; rate of convergence is also provided. Numerical results are reported to demonstrate the performance of the algorithm.

Downlink Training Techniques for FDD Massive MIMO Systems: Open-Loop and Closed-Loop Training With Memory

NASA Astrophysics Data System (ADS)

Choi, Junil; Love, David J.; Bidigare, Patrick

2014-10-01

The concept of deploying a large number of antennas at the base station, often called massive multiple-input multiple-output (MIMO), has drawn considerable interest because of its potential ability to revolutionize current wireless communication systems. Most literature on massive MIMO systems assumes time division duplexing (TDD), although frequency division duplexing (FDD) dominates current cellular systems. Due to the large number of transmit antennas at the base station, currently standardized approaches would require a large percentage of the precious downlink and uplink resources in FDD massive MIMO be used for training signal transmissions and channel state information (CSI) feedback. To reduce the overhead of the downlink training phase, we propose practical open-loop and closed-loop training frameworks in this paper. We assume the base station and the user share a common set of training signals in advance. In open-loop training, the base station transmits training signals in a round-robin manner, and the user successively estimates the current channel using long-term channel statistics such as temporal and spatial correlations and previous channel estimates. In closed-loop training, the user feeds back the best training signal to be sent in the future based on channel prediction and the previously received training signals. With a small amount of feedback from the user to the base station, closed-loop training offers better performance in the data communication phase, especially when the signal-to-noise ratio is low, the number of transmit antennas is large, or prior channel estimates are not accurate at the beginning of the communication setup, all of which would be mostly beneficial for massive MIMO systems.

Developing a stochastic conflict resolution model for urban runoff quality management: Application of info-gap and bargaining theories

NASA Astrophysics Data System (ADS)

Ghodsi, Seyed Hamed; Kerachian, Reza; Estalaki, Siamak Malakpour; Nikoo, Mohammad Reza; Zahmatkesh, Zahra

2016-02-01

In this paper, two deterministic and stochastic multilateral, multi-issue, non-cooperative bargaining methodologies are proposed for urban runoff quality management. In the proposed methodologies, a calibrated Storm Water Management Model (SWMM) is used to simulate stormwater runoff quantity and quality for different urban stormwater runoff management scenarios, which have been defined considering several Low Impact Development (LID) techniques. In the deterministic methodology, the best management scenario, representing location and area of LID controls, is identified using the bargaining model. In the stochastic methodology, uncertainties of some key parameters of SWMM are analyzed using the info-gap theory. For each water quality management scenario, robustness and opportuneness criteria are determined based on utility functions of different stakeholders. Then, to find the best solution, the bargaining model is performed considering a combination of robustness and opportuneness criteria for each scenario based on utility function of each stakeholder. The results of applying the proposed methodology in the Velenjak urban watershed located in the northeastern part of Tehran, the capital city of Iran, illustrate its practical utility for conflict resolution in urban water quantity and quality management. It is shown that the solution obtained using the deterministic model cannot outperform the result of the stochastic model considering the robustness and opportuneness criteria. Therefore, it can be concluded that the stochastic model, which incorporates the main uncertainties, could provide more reliable results.

Constraining Stochastic Parametrisation Schemes Using High-Resolution Model Simulations

NASA Astrophysics Data System (ADS)

Christensen, H. M.; Dawson, A.; Palmer, T.

2017-12-01

Stochastic parametrisations are used in weather and climate models as a physically motivated way to represent model error due to unresolved processes. Designing new stochastic schemes has been the target of much innovative research over the last decade. While a focus has been on developing physically motivated approaches, many successful stochastic parametrisation schemes are very simple, such as the European Centre for Medium-Range Weather Forecasts (ECMWF) multiplicative scheme `Stochastically Perturbed Parametrisation Tendencies' (SPPT). The SPPT scheme improves the skill of probabilistic weather and seasonal forecasts, and so is widely used. However, little work has focused on assessing the physical basis of the SPPT scheme. We address this matter by using high-resolution model simulations to explicitly measure the `error' in the parametrised tendency that SPPT seeks to represent. The high resolution simulations are first coarse-grained to the desired forecast model resolution before they are used to produce initial conditions and forcing data needed to drive the ECMWF Single Column Model (SCM). By comparing SCM forecast tendencies with the evolution of the high resolution model, we can measure the `error' in the forecast tendencies. In this way, we provide justification for the multiplicative nature of SPPT, and for the temporal and spatial scales of the stochastic perturbations. However, we also identify issues with the SPPT scheme. It is therefore hoped these measurements will improve both holistic and process based approaches to stochastic parametrisation. Figure caption: Instantaneous snapshot of the optimal SPPT stochastic perturbation, derived by comparing high-resolution simulations with a low resolution forecast model.

Force Protection via UGV-UAV Collaboration: Development of Control Law for Vision Based Target Tracking on SUAV

DTIC Science & Technology

2007-12-01

Hardware - In - Loop , Piccolo, UAV, Unmanned Aerial Vehicle 16. PRICE CODE 17. SECURITY CLASSIFICATION OF REPORT...Maneuvering Target.......................... 35 C. HARDWARE - IN - LOOP SIMULATION............................................... 37 1. Hardware - In - Loop Setup...law as proposed in equation (23) is capable of tracking a maneuvering target. C. HARDWARE - IN - LOOP SIMULATION The intention of HIL simulation

Hidden attractors in dynamical models of phase-locked loop circuits: Limitations of simulation in MATLAB and SPICE

NASA Astrophysics Data System (ADS)

Kuznetsov, N. V.; Leonov, G. A.; Yuldashev, M. V.; Yuldashev, R. V.

2017-10-01

During recent years it has been shown that hidden oscillations, whose basin of attraction does not overlap with small neighborhoods of equilibria, may significantly complicate simulation of dynamical models, lead to unreliable results and wrong conclusions, and cause serious damage in drilling systems, aircrafts control systems, electromechanical systems, and other applications. This article provides a survey of various phase-locked loop based circuits (used in satellite navigation systems, optical, and digital communication), where such difficulties take place in MATLAB and SPICE. Considered examples can be used for testing other phase-locked loop based circuits and simulation tools, and motivate the development and application of rigorous analytical methods for the global analysis of phase-locked loop based circuits.

On the stability and dynamics of stochastic spiking neuron models: Nonlinear Hawkes process and point process GLMs

PubMed Central

Truccolo, Wilson

2017-01-01

Point process generalized linear models (PP-GLMs) provide an important statistical framework for modeling spiking activity in single-neurons and neuronal networks. Stochastic stability is essential when sampling from these models, as done in computational neuroscience to analyze statistical properties of neuronal dynamics and in neuro-engineering to implement closed-loop applications. Here we show, however, that despite passing common goodness-of-fit tests, PP-GLMs estimated from data are often unstable, leading to divergent firing rates. The inclusion of absolute refractory periods is not a satisfactory solution since the activity then typically settles into unphysiological rates. To address these issues, we derive a framework for determining the existence and stability of fixed points of the expected conditional intensity function (CIF) for general PP-GLMs. Specifically, in nonlinear Hawkes PP-GLMs, the CIF is expressed as a function of the previous spike history and exogenous inputs. We use a mean-field quasi-renewal (QR) approximation that decomposes spike history effects into the contribution of the last spike and an average of the CIF over all spike histories prior to the last spike. Fixed points for stationary rates are derived as self-consistent solutions of integral equations. Bifurcation analysis and the number of fixed points predict that the original models can show stable, divergent, and metastable (fragile) dynamics. For fragile models, fluctuations of the single-neuron dynamics predict expected divergence times after which rates approach unphysiologically high values. This metric can be used to estimate the probability of rates to remain physiological for given time periods, e.g., for simulation purposes. We demonstrate the use of the stability framework using simulated single-neuron examples and neurophysiological recordings. Finally, we show how to adapt PP-GLM estimation procedures to guarantee model stability. Overall, our results provide a stability framework for data-driven PP-GLMs and shed new light on the stochastic dynamics of state-of-the-art statistical models of neuronal spiking activity. PMID:28234899

On the stability and dynamics of stochastic spiking neuron models: Nonlinear Hawkes process and point process GLMs.

PubMed

Gerhard, Felipe; Deger, Moritz; Truccolo, Wilson

2017-02-01

Point process generalized linear models (PP-GLMs) provide an important statistical framework for modeling spiking activity in single-neurons and neuronal networks. Stochastic stability is essential when sampling from these models, as done in computational neuroscience to analyze statistical properties of neuronal dynamics and in neuro-engineering to implement closed-loop applications. Here we show, however, that despite passing common goodness-of-fit tests, PP-GLMs estimated from data are often unstable, leading to divergent firing rates. The inclusion of absolute refractory periods is not a satisfactory solution since the activity then typically settles into unphysiological rates. To address these issues, we derive a framework for determining the existence and stability of fixed points of the expected conditional intensity function (CIF) for general PP-GLMs. Specifically, in nonlinear Hawkes PP-GLMs, the CIF is expressed as a function of the previous spike history and exogenous inputs. We use a mean-field quasi-renewal (QR) approximation that decomposes spike history effects into the contribution of the last spike and an average of the CIF over all spike histories prior to the last spike. Fixed points for stationary rates are derived as self-consistent solutions of integral equations. Bifurcation analysis and the number of fixed points predict that the original models can show stable, divergent, and metastable (fragile) dynamics. For fragile models, fluctuations of the single-neuron dynamics predict expected divergence times after which rates approach unphysiologically high values. This metric can be used to estimate the probability of rates to remain physiological for given time periods, e.g., for simulation purposes. We demonstrate the use of the stability framework using simulated single-neuron examples and neurophysiological recordings. Finally, we show how to adapt PP-GLM estimation procedures to guarantee model stability. Overall, our results provide a stability framework for data-driven PP-GLMs and shed new light on the stochastic dynamics of state-of-the-art statistical models of neuronal spiking activity.

The critical domain size of stochastic population models.

PubMed

Reimer, Jody R; Bonsall, Michael B; Maini, Philip K

2017-02-01

Identifying the critical domain size necessary for a population to persist is an important question in ecology. Both demographic and environmental stochasticity impact a population's ability to persist. Here we explore ways of including this variability. We study populations with distinct dispersal and sedentary stages, which have traditionally been modelled using a deterministic integrodifference equation (IDE) framework. Individual-based models (IBMs) are the most intuitive stochastic analogues to IDEs but yield few analytic insights. We explore two alternate approaches; one is a scaling up to the population level using the Central Limit Theorem, and the other a variation on both Galton-Watson branching processes and branching processes in random environments. These branching process models closely approximate the IBM and yield insight into the factors determining the critical domain size for a given population subject to stochasticity.

Stochastic exponential synchronization of memristive neural networks with time-varying delays via quantized control.

PubMed

Zhang, Wanli; Yang, Shiju; Li, Chuandong; Zhang, Wei; Yang, Xinsong

2018-08-01

This paper focuses on stochastic exponential synchronization of delayed memristive neural networks (MNNs) by the aid of systems with interval parameters which are established by using the concept of Filippov solution. New intermittent controller and adaptive controller with logarithmic quantization are structured to deal with the difficulties induced by time-varying delays, interval parameters as well as stochastic perturbations, simultaneously. Moreover, not only control cost can be reduced but also communication channels and bandwidth are saved by using these controllers. Based on novel Lyapunov functions and new analytical methods, several synchronization criteria are established to realize the exponential synchronization of MNNs with stochastic perturbations via intermittent control and adaptive control with or without logarithmic quantization. Finally, numerical simulations are offered to substantiate our theoretical results. Copyright © 2018 Elsevier Ltd. All rights reserved.

Event-triggered resilient filtering with stochastic uncertainties and successive packet dropouts via variance-constrained approach

NASA Astrophysics Data System (ADS)

Jia, Chaoqing; Hu, Jun; Chen, Dongyan; Liu, Yurong; Alsaadi, Fuad E.

2018-07-01

In this paper, we discuss the event-triggered resilient filtering problem for a class of time-varying systems subject to stochastic uncertainties and successive packet dropouts. The event-triggered mechanism is employed with hope to reduce the communication burden and save network resources. The stochastic uncertainties are considered to describe the modelling errors and the phenomenon of successive packet dropouts is characterized by a random variable obeying the Bernoulli distribution. The aim of the paper is to provide a resilient event-based filtering approach for addressed time-varying systems such that, for all stochastic uncertainties, successive packet dropouts and filter gain perturbation, an optimized upper bound of the filtering error covariance is obtained by designing the filter gain. Finally, simulations are provided to demonstrate the effectiveness of the proposed robust optimal filtering strategy.

Impulsive control of stochastic systems with applications in chaos control, chaos synchronization, and neural networks.

PubMed

Li, Chunguang; Chen, Luonan; Aihara, Kazuyuki

2008-06-01

Real systems are often subject to both noise perturbations and impulsive effects. In this paper, we study the stability and stabilization of systems with both noise perturbations and impulsive effects. In other words, we generalize the impulsive control theory from the deterministic case to the stochastic case. The method is based on extending the comparison method to the stochastic case. The method presented in this paper is general and easy to apply. Theoretical results on both stability in the pth mean and stability with disturbance attenuation are derived. To show the effectiveness of the basic theory, we apply it to the impulsive control and synchronization of chaotic systems with noise perturbations, and to the stability of impulsive stochastic neural networks. Several numerical examples are also presented to verify the theoretical results.

H∞ state estimation for discrete-time memristive recurrent neural networks with stochastic time-delays

NASA Astrophysics Data System (ADS)

Liu, Hongjian; Wang, Zidong; Shen, Bo; Alsaadi, Fuad E.

2016-07-01

This paper deals with the robust H∞ state estimation problem for a class of memristive recurrent neural networks with stochastic time-delays. The stochastic time-delays under consideration are governed by a Bernoulli-distributed stochastic sequence. The purpose of the addressed problem is to design the robust state estimator such that the dynamics of the estimation error is exponentially stable in the mean square, and the prescribed ? performance constraint is met. By utilizing the difference inclusion theory and choosing a proper Lyapunov-Krasovskii functional, the existence condition of the desired estimator is derived. Based on it, the explicit expression of the estimator gain is given in terms of the solution to a linear matrix inequality. Finally, a numerical example is employed to demonstrate the effectiveness and applicability of the proposed estimation approach.

Loop-gap microwave resonator for hybrid quantum systems

NASA Astrophysics Data System (ADS)

Ball, Jason R.; Yamashiro, Yu; Sumiya, Hitoshi; Onoda, Shinobu; Ohshima, Takeshi; Isoya, Junichi; Konstantinov, Denis; Kubo, Yuimaru

2018-05-01

We designed a loop-gap microwave resonator for applications of spin-based hybrid quantum systems and tested it with impurity spins in diamond. Strong coupling with ensembles of nitrogen-vacancy (NV) centers and substitutional nitrogen (P1) centers was observed. These results show that loop-gap resonators are viable in the prospect of spin-based hybrid quantum systems, especially for an ensemble quantum memory or a quantum transducer.

Stochastic Education in Childhood: Examining the Learning of Teachers and Students

ERIC Educational Resources Information Center

de Souza, Antonio Carlos; Lopes, Celi Espasandin; de Oliveira, Débora

2014-01-01

This paper presents discussions on stochastic education in early childhood, based on two doctoral research projects carried out with groups of preschool teachers from public schools in the Brazilian cities of Suzano and São Paulo who were participating in a continuing education program. The objective is to reflect on the analysis of two didactic…

Implications of random variation in the Stand Prognosis Model

Treesearch

David A. Hamilton

1991-01-01

Although the Stand Prognosis Model has several stochastic components, features have been included in the model in an attempt to minimize run-to-run variation attributable to these stochastic components. This has led many users to assume that comparisons of management alternatives could be made based on a single run of the model for each alternative. Recent analyses...

On the combined gradient-stochastic plasticity model: Application to Mo-micropillar compression

DOE Office of Scientific and Technical Information (OSTI.GOV)

Konstantinidis, A. A., E-mail: akonsta@civil.auth.gr; Zhang, X., E-mail: zhangxu26@126.com; Aifantis, E. C., E-mail: mom@mom.gen.auth.gr

2015-02-17

A formulation for addressing heterogeneous material deformation is proposed. It is based on the use of a stochasticity-enhanced gradient plasticity model implemented through a cellular automaton. The specific application is on Mo-micropillar compression, for which the irregularities of the strain bursts observed have been experimentally measured and theoretically interpreted through Tsallis' q-statistics.

Nonlinear Image Denoising Methodologies

DTIC Science & Technology

2002-05-01

53 5.3 A Multiscale Approach to Scale-Space Analysis . . . . . . . . . . . . . . . . 53 5.4...etc. In this thesis, Our approach to denoising is first based on a controlled nonlinear stochastic random walk to achieve a scale space analysis ( as in... stochastic treatment or interpretation of the diffusion. In addition, unless a specific stopping time is known to be adequate, the resulting evolution

TRACING THE DEVELOPMENT OF TYPEWRITING SKILLS IN AN ADAPTIVE E-LEARNING ENVIRONMENT.

PubMed

van den Bergh, Mattis; Hofman, Abe D; Schmittmann, Verena D; van der Maas, Han L J

2015-12-01

Typewriting studies which compare novice and expert typists have suggested that highly trained typing skills involve cognitive process with an inner and outer loop, which regulate keystrokes and words, respectively. The present study investigates these loops longitudinally, using multi-level modeling of 1,091,707 keystroke latencies from 62 children (M age=12.6 yr.) following an online typing course. Using finger movement repetition as indicator of the inner loop and words typed as indicator of the outer loop, practicing keystroke latencies resulted in different developmental curves for each loop. Moreover, based on plateaus in the developmental curves, the inner loop seemed to require less practice to develop than the outer loop.

Contributions of the stochastic shape wake model to predictions of aerodynamic loads and power under single wake conditions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Doubrawa, P.; Barthelmie, R. J.; Wang, H.

The contribution of wake meandering and shape asymmetry to load and power estimates is quantified by comparing aeroelastic simulations initialized with different inflow conditions: an axisymmetric base wake, an unsteady stochastic shape wake, and a large-eddy simulation with rotating actuator-line turbine representation. Time series of blade-root and tower base bending moments are analyzed. We find that meandering has a large contribution to the fluctuation of the loads. Moreover, considering the wake edge intermittence via the stochastic shape model improves the simulation of load and power fluctuations and of the fatigue damage equivalent loads. Furthermore, these results indicate that the stochasticmore » shape wake simulator is a valuable addition to simplified wake models when seeking to obtain higher-fidelity computationally inexpensive predictions of loads and power.« less

Continuous-time mean-variance portfolio selection with value-at-risk and no-shorting constraints

NASA Astrophysics Data System (ADS)

Yan, Wei

2012-01-01

An investment problem is considered with dynamic mean-variance(M-V) portfolio criterion under discontinuous prices which follow jump-diffusion processes according to the actual prices of stocks and the normality and stability of the financial market. The short-selling of stocks is prohibited in this mathematical model. Then, the corresponding stochastic Hamilton-Jacobi-Bellman(HJB) equation of the problem is presented and the solution of the stochastic HJB equation based on the theory of stochastic LQ control and viscosity solution is obtained. The efficient frontier and optimal strategies of the original dynamic M-V portfolio selection problem are also provided. And then, the effects on efficient frontier under the value-at-risk constraint are illustrated. Finally, an example illustrating the discontinuous prices based on M-V portfolio selection is presented.

Burst and inter-burst duration statistics as empirical test of long-range memory in the financial markets

NASA Astrophysics Data System (ADS)

Gontis, V.; Kononovicius, A.

2017-10-01

We address the problem of long-range memory in the financial markets. There are two conceptually different ways to reproduce power-law decay of auto-correlation function: using fractional Brownian motion as well as non-linear stochastic differential equations. In this contribution we address this problem by analyzing empirical return and trading activity time series from the Forex. From the empirical time series we obtain probability density functions of burst and inter-burst duration. Our analysis reveals that the power-law exponents of the obtained probability density functions are close to 3 / 2, which is a characteristic feature of the one-dimensional stochastic processes. This is in a good agreement with earlier proposed model of absolute return based on the non-linear stochastic differential equations derived from the agent-based herding model.

Contributions of the stochastic shape wake model to predictions of aerodynamic loads and power under single wake conditions

DOE PAGES

Doubrawa, P.; Barthelmie, R. J.; Wang, H.; ...

2016-10-03

The contribution of wake meandering and shape asymmetry to load and power estimates is quantified by comparing aeroelastic simulations initialized with different inflow conditions: an axisymmetric base wake, an unsteady stochastic shape wake, and a large-eddy simulation with rotating actuator-line turbine representation. Time series of blade-root and tower base bending moments are analyzed. We find that meandering has a large contribution to the fluctuation of the loads. Moreover, considering the wake edge intermittence via the stochastic shape model improves the simulation of load and power fluctuations and of the fatigue damage equivalent loads. Furthermore, these results indicate that the stochasticmore » shape wake simulator is a valuable addition to simplified wake models when seeking to obtain higher-fidelity computationally inexpensive predictions of loads and power.« less

Hybrid Stochastic Search Technique based Suboptimal AGC Regulator Design for Power System using Constrained Feedback Control Strategy

NASA Astrophysics Data System (ADS)

Ibraheem, Omveer, Hasan, N.

2010-10-01

A new hybrid stochastic search technique is proposed to design of suboptimal AGC regulator for a two area interconnected non reheat thermal power system incorporating DC link in parallel with AC tie-line. In this technique, we are proposing the hybrid form of Genetic Algorithm (GA) and simulated annealing (SA) based regulator. GASA has been successfully applied to constrained feedback control problems where other PI based techniques have often failed. The main idea in this scheme is to seek a feasible PI based suboptimal solution at each sampling time. The feasible solution decreases the cost function rather than minimizing the cost function.

Binding of DNA hairpins to an assembler-strand as part of a primordial translation device

NASA Astrophysics Data System (ADS)

Baumann, Ulrich

1987-09-01

A crucial event in the process leading to the origin of life is the emergence of a simple translation device. To approach experimental realization of this device the binding ability of short DNA hairpins to complementary oligonucleotides fixed on a solid support was investigated. The binding is achieved by base pairing between the loop nucleotides of the hairpins containing different numbers of adenosine residues and oligothymidylates covalently linked to cellulose. The loop has to consist of at least five nucleotides to achieve binding. The exact number of established base pairs was determined in two ways. First, the elution temperatures of hairpins and those of oligoadenylates which had the length of the loop were compared. Secondly, the architecture of the loop was analyzed by means of the single-strand-specific nuclease from mung bean acting as structural probe. Onlyn-2 of n loop nucleotides of a hairpin are able to form base pairs. Therefore, a strong evidence for the formation of a triplet of base pairs between primeval tRNA and mRNA sufficient to stabilize the complex enzyme-free is given.

Efficient physics-based tracking of heart surface motion for beating heart surgery robotic systems.

PubMed

Bogatyrenko, Evgeniya; Pompey, Pascal; Hanebeck, Uwe D

2011-05-01

Tracking of beating heart motion in a robotic surgery system is required for complex cardiovascular interventions. A heart surface motion tracking method is developed, including a stochastic physics-based heart surface model and an efficient reconstruction algorithm. The algorithm uses the constraints provided by the model that exploits the physical characteristics of the heart. The main advantage of the model is that it is more realistic than most standard heart models. Additionally, no explicit matching between the measurements and the model is required. The application of meshless methods significantly reduces the complexity of physics-based tracking. Based on the stochastic physical model of the heart surface, this approach considers the motion of the intervention area and is robust to occlusions and reflections. The tracking algorithm is evaluated in simulations and experiments on an artificial heart. Providing higher accuracy than the standard model-based methods, it successfully copes with occlusions and provides high performance even when all measurements are not available. Combining the physical and stochastic description of the heart surface motion ensures physically correct and accurate prediction. Automatic initialization of the physics-based cardiac motion tracking enables system evaluation in a clinical environment.

Stochastic flux analysis of chemical reaction networks

PubMed Central

2013-01-01

Background Chemical reaction networks provide an abstraction scheme for a broad range of models in biology and ecology. The two common means for simulating these networks are the deterministic and the stochastic approaches. The traditional deterministic approach, based on differential equations, enjoys a rich set of analysis techniques, including a treatment of reaction fluxes. However, the discrete stochastic simulations, which provide advantages in some cases, lack a quantitative treatment of network fluxes. Results We describe a method for flux analysis of chemical reaction networks, where flux is given by the flow of species between reactions in stochastic simulations of the network. Extending discrete event simulation algorithms, our method constructs several data structures, and thereby reveals a variety of statistics about resource creation and consumption during the simulation. We use these structures to quantify the causal interdependence and relative importance of the reactions at arbitrary time intervals with respect to the network fluxes. This allows us to construct reduced networks that have the same flux-behavior, and compare these networks, also with respect to their time series. We demonstrate our approach on an extended example based on a published ODE model of the same network, that is, Rho GTP-binding proteins, and on other models from biology and ecology. Conclusions We provide a fully stochastic treatment of flux analysis. As in deterministic analysis, our method delivers the network behavior in terms of species transformations. Moreover, our stochastic analysis can be applied, not only at steady state, but at arbitrary time intervals, and used to identify the flow of specific species between specific reactions. Our cases study of Rho GTP-binding proteins reveals the role played by the cyclic reverse fluxes in tuning the behavior of this network. PMID:24314153

Stochastic flux analysis of chemical reaction networks.

PubMed

Kahramanoğulları, Ozan; Lynch, James F

2013-12-07

Chemical reaction networks provide an abstraction scheme for a broad range of models in biology and ecology. The two common means for simulating these networks are the deterministic and the stochastic approaches. The traditional deterministic approach, based on differential equations, enjoys a rich set of analysis techniques, including a treatment of reaction fluxes. However, the discrete stochastic simulations, which provide advantages in some cases, lack a quantitative treatment of network fluxes. We describe a method for flux analysis of chemical reaction networks, where flux is given by the flow of species between reactions in stochastic simulations of the network. Extending discrete event simulation algorithms, our method constructs several data structures, and thereby reveals a variety of statistics about resource creation and consumption during the simulation. We use these structures to quantify the causal interdependence and relative importance of the reactions at arbitrary time intervals with respect to the network fluxes. This allows us to construct reduced networks that have the same flux-behavior, and compare these networks, also with respect to their time series. We demonstrate our approach on an extended example based on a published ODE model of the same network, that is, Rho GTP-binding proteins, and on other models from biology and ecology. We provide a fully stochastic treatment of flux analysis. As in deterministic analysis, our method delivers the network behavior in terms of species transformations. Moreover, our stochastic analysis can be applied, not only at steady state, but at arbitrary time intervals, and used to identify the flow of specific species between specific reactions. Our cases study of Rho GTP-binding proteins reveals the role played by the cyclic reverse fluxes in tuning the behavior of this network.

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.

Research on the Dynamic Hysteresis Loop Model of the Residence Times Difference (RTD)-Fluxgate

PubMed Central

Wang, Yanzhang; Wu, Shujun; Zhou, Zhijian; Cheng, Defu; Pang, Na; Wan, Yunxia

2013-01-01

Based on the core hysteresis features, the RTD-fluxgate core, while working, is repeatedly saturated with excitation field. When the fluxgate simulates, the accurate characteristic model of the core may provide a precise simulation result. As the shape of the ideal hysteresis loop model is fixed, it cannot accurately reflect the actual dynamic changing rules of the hysteresis loop. In order to improve the fluxgate simulation accuracy, a dynamic hysteresis loop model containing the parameters which have actual physical meanings is proposed based on the changing rule of the permeability parameter when the fluxgate is working. Compared with the ideal hysteresis loop model, this model has considered the dynamic features of the hysteresis loop, which makes the simulation results closer to the actual output. In addition, other hysteresis loops of different magnetic materials can be explained utilizing the described model for an example of amorphous magnetic material in this manuscript. The model has been validated by the output response comparison between experiment results and fitting results using the model. PMID:24002230

Top3-Rmi1 dissolve Rad51-mediated D loops by a topoisomerase-based mechanism.

PubMed

Fasching, Clare L; Cejka, Petr; Kowalczykowski, Stephen C; Heyer, Wolf-Dietrich

2015-02-19

The displacement loop (D loop) is a DNA strand invasion product formed during homologous recombination. Disruption of nascent D loops prevents recombination, and during synthesis-dependent strand annealing (SDSA), disruption of D loops extended by DNA polymerase ensures a non-crossover outcome. The proteins implicated in D loop disruption are DNA motor proteins/helicases that act by moving DNA junctions. Here we report that D loops can also be disrupted by DNA topoisomerase 3 (Top3), and this disruption depends on Top3's catalytic activity. Yeast Top3 specifically disrupts D loops mediated by yeast Rad51/Rad54; protein-free D loops or D loop mediated by bacterial RecA protein or human RAD51/RAD54 resist dissolution. Also, the human Topoisomerase IIIa-RMI1-RMI2 complex is capable of dissolving D loops. Consistent with genetic data, we suggest that the extreme growth defect and hyper-recombination phenotype of Top3-deficient yeast cells is partially a result of unprocessed D loops. Copyright © 2015 Elsevier Inc. All rights reserved.

A dual theory of price and value in a meso-scale economic model with stochastic profit rate

NASA Astrophysics Data System (ADS)

Greenblatt, R. E.

2014-12-01

The problem of commodity price determination in a market-based, capitalist economy has a long and contentious history. Neoclassical microeconomic theories are based typically on marginal utility assumptions, while classical macroeconomic theories tend to be value-based. In the current work, I study a simplified meso-scale model of a commodity capitalist economy. The production/exchange model is represented by a network whose nodes are firms, workers, capitalists, and markets, and whose directed edges represent physical or monetary flows. A pair of multivariate linear equations with stochastic input parameters represent physical (supply/demand) and monetary (income/expense) balance. The input parameters yield a non-degenerate profit rate distribution across firms. Labor time and price are found to be eigenvector solutions to the respective balance equations. A simple relation is derived relating the expected value of commodity price to commodity labor content. Results of Monte Carlo simulations are consistent with the stochastic price/labor content relation.

Multi-fidelity Gaussian process regression for prediction of random fields

DOE Office of Scientific and Technical Information (OSTI.GOV)

Parussini, L.; Venturi, D., E-mail: venturi@ucsc.edu; Perdikaris, P.

We propose a new multi-fidelity Gaussian process regression (GPR) approach for prediction of random fields based on observations of surrogate models or hierarchies of surrogate models. Our method builds upon recent work on recursive Bayesian techniques, in particular recursive co-kriging, and extends it to vector-valued fields and various types of covariances, including separable and non-separable ones. The framework we propose is general and can be used to perform uncertainty propagation and quantification in model-based simulations, multi-fidelity data fusion, and surrogate-based optimization. We demonstrate the effectiveness of the proposed recursive GPR techniques through various examples. Specifically, we study the stochastic Burgersmore » equation and the stochastic Oberbeck–Boussinesq equations describing natural convection within a square enclosure. In both cases we find that the standard deviation of the Gaussian predictors as well as the absolute errors relative to benchmark stochastic solutions are very small, suggesting that the proposed multi-fidelity GPR approaches can yield highly accurate results.« less

Dynamic phase transitions and dynamic phase diagrams of the Blume-Emery-Griffiths model in an oscillating field: the effective-field theory based on the Glauber-type stochastic dynamics

NASA Astrophysics Data System (ADS)

Ertaş, Mehmet; Keskin, Mustafa

2015-06-01

Using the effective-field theory based on the Glauber-type stochastic dynamics (DEFT), we investigate dynamic phase transitions and dynamic phase diagrams of the Blume-Emery-Griffiths model under an oscillating magnetic field. We presented the dynamic phase diagrams in (T/J, h0/J), (D/J, T/J) and (K/J, T/J) planes, where T, h0, D, K and z are the temperature, magnetic field amplitude, crystal-field interaction, biquadratic interaction and the coordination number. The dynamic phase diagrams exhibit several ordered phases, coexistence phase regions and special critical points, as well as re-entrant behavior depending on interaction parameters. We also compare and discuss the results with the results of the same system within the mean-field theory based on the Glauber-type stochastic dynamics and find that some of the dynamic first-order phase lines and special dynamic critical points disappeared in the DEFT calculation.

Methods for calculating the absolute entropy and free energy of biological systems based on ideas from polymer physics.

PubMed

Meirovitch, Hagai

2010-01-01

The commonly used simulation techniques, Metropolis Monte Carlo (MC) and molecular dynamics (MD) are of a dynamical type which enables one to sample system configurations i correctly with the Boltzmann probability, P(i)(B), while the value of P(i)(B) is not provided directly; therefore, it is difficult to obtain the absolute entropy, S approximately -ln P(i)(B), and the Helmholtz free energy, F. With a different simulation approach developed in polymer physics, a chain is grown step-by-step with transition probabilities (TPs), and thus their product is the value of the construction probability; therefore, the entropy is known. Because all exact simulation methods are equivalent, i.e. they lead to the same averages and fluctuations of physical properties, one can treat an MC or MD sample as if its members have rather been generated step-by-step. Thus, each configuration i of the sample can be reconstructed (from nothing) by calculating the TPs with which it could have been constructed. This idea applies also to bulk systems such as fluids or magnets. This approach has led earlier to the "local states" (LS) and the "hypothetical scanning" (HS) methods, which are approximate in nature. A recent development is the hypothetical scanning Monte Carlo (HSMC) (or molecular dynamics, HSMD) method which is based on stochastic TPs where all interactions are taken into account. In this respect, HSMC(D) can be viewed as exact and the only approximation involved is due to insufficient MC(MD) sampling for calculating the TPs. The validity of HSMC has been established by applying it first to liquid argon, TIP3P water, self-avoiding walks (SAW), and polyglycine models, where the results for F were found to agree with those obtained by other methods. Subsequently, HSMD was applied to mobile loops of the enzymes porcine pancreatic alpha-amylase and acetylcholinesterase in explicit water, where the difference in F between the bound and free states of the loop was calculated. Currently, HSMD is being extended for calculating the absolute and relative free energies of ligand-enzyme binding. We describe the whole approach and discuss future directions. 2009 John Wiley & Sons, Ltd.

Closed-loop carrier phase synchronization techniques motivated by likelihood functions

NASA Technical Reports Server (NTRS)

Tsou, H.; Hinedi, S.; Simon, M.

1994-01-01

This article reexamines the notion of closed-loop carrier phase synchronization motivated by the theory of maximum a posteriori phase estimation with emphasis on the development of new structures based on both maximum-likelihood and average-likelihood functions. The criterion of performance used for comparison of all the closed-loop structures discussed is the mean-squared phase error for a fixed-loop bandwidth.

Near-Native Protein Loop Sampling Using Nonparametric Density Estimation Accommodating Sparcity

PubMed Central

Day, Ryan; Lennox, Kristin P.; Sukhanov, Paul; Dahl, David B.; Vannucci, Marina; Tsai, Jerry

2011-01-01

Unlike the core structural elements of a protein like regular secondary structure, template based modeling (TBM) has difficulty with loop regions due to their variability in sequence and structure as well as the sparse sampling from a limited number of homologous templates. We present a novel, knowledge-based method for loop sampling that leverages homologous torsion angle information to estimate a continuous joint backbone dihedral angle density at each loop position. The φ,ψ distributions are estimated via a Dirichlet process mixture of hidden Markov models (DPM-HMM). Models are quickly generated based on samples from these distributions and were enriched using an end-to-end distance filter. The performance of the DPM-HMM method was evaluated against a diverse test set in a leave-one-out approach. Candidates as low as 0.45 Å RMSD and with a worst case of 3.66 Å were produced. For the canonical loops like the immunoglobulin complementarity-determining regions (mean RMSD <2.0 Å), the DPM-HMM method performs as well or better than the best templates, demonstrating that our automated method recaptures these canonical loops without inclusion of any IgG specific terms or manual intervention. In cases with poor or few good templates (mean RMSD >7.0 Å), this sampling method produces a population of loop structures to around 3.66 Å for loops up to 17 residues. In a direct test of sampling to the Loopy algorithm, our method demonstrates the ability to sample nearer native structures for both the canonical CDRH1 and non-canonical CDRH3 loops. Lastly, in the realistic test conditions of the CASP9 experiment, successful application of DPM-HMM for 90 loops from 45 TBM targets shows the general applicability of our sampling method in loop modeling problem. These results demonstrate that our DPM-HMM produces an advantage by consistently sampling near native loop structure. The software used in this analysis is available for download at http://www.stat.tamu.edu/~dahl/software/cortorgles/. PMID:22028638

Analysis of a novel sensor interrogation technique based on fiber cavity ring-down (CRD) loop and OTDR

NASA Astrophysics Data System (ADS)

Yüksel, Kivilcim; Yilmaz, Anil

2018-07-01

We present the analysis of a remote sensor based on fiber Cavity Ring-Down (CRD) loop interrogated by an Optical Time Domain Reflectometer (OTDR) taking into account both practical limitations and the related signal processing. A commercial OTDR is used for both pulse generation and sensor output detection. This allows obtaining a compact and simple design for intensity-based sensor applications. This novel sensor interrogation approach is experimentally demonstrated by placing a variable attenuator inside the fiber loop that mimics a sensor head.

Cosmological perturbation theory using the FFTLog: formalism and connection to QFT loop integrals

NASA Astrophysics Data System (ADS)

Simonović, Marko; Baldauf, Tobias; Zaldarriaga, Matias; Carrasco, John Joseph; Kollmeier, Juna A.

2018-04-01

We present a new method for calculating loops in cosmological perturbation theory. This method is based on approximating a ΛCDM-like cosmology as a finite sum of complex power-law universes. The decomposition is naturally achieved using an FFTLog algorithm. For power-law cosmologies, all loop integrals are formally equivalent to loop integrals of massless quantum field theory. These integrals have analytic solutions in terms of generalized hypergeometric functions. We provide explicit formulae for the one-loop and the two-loop power spectrum and the one-loop bispectrum. A chief advantage of our approach is that the difficult part of the calculation is cosmology independent, need be done only once, and can be recycled for any relevant predictions. Evaluation of standard loop diagrams then boils down to a simple matrix multiplication. We demonstrate the promise of this method for applications to higher multiplicity/loop correlation functions.

Stochastic simulation in systems biology

PubMed Central

Székely, Tamás; Burrage, Kevin

2014-01-01

Natural systems are, almost by definition, heterogeneous: this can be either a boon or an obstacle to be overcome, depending on the situation. Traditionally, when constructing mathematical models of these systems, heterogeneity has typically been ignored, despite its critical role. However, in recent years, stochastic computational methods have become commonplace in science. They are able to appropriately account for heterogeneity; indeed, they are based around the premise that systems inherently contain at least one source of heterogeneity (namely, intrinsic heterogeneity). In this mini-review, we give a brief introduction to theoretical modelling and simulation in systems biology and discuss the three different sources of heterogeneity in natural systems. Our main topic is an overview of stochastic simulation methods in systems biology. There are many different types of stochastic methods. We focus on one group that has become especially popular in systems biology, biochemistry, chemistry and physics. These discrete-state stochastic methods do not follow individuals over time; rather they track only total populations. They also assume that the volume of interest is spatially homogeneous. We give an overview of these methods, with a discussion of the advantages and disadvantages of each, and suggest when each is more appropriate to use. We also include references to software implementations of them, so that beginners can quickly start using stochastic methods for practical problems of interest. PMID:25505503

The ISI distribution of the stochastic Hodgkin-Huxley neuron.

PubMed

Rowat, Peter F; Greenwood, Priscilla E

2014-01-01

The simulation of ion-channel noise has an important role in computational neuroscience. In recent years several approximate methods of carrying out this simulation have been published, based on stochastic differential equations, and all giving slightly different results. The obvious, and essential, question is: which method is the most accurate and which is most computationally efficient? Here we make a contribution to the answer. We compare interspike interval histograms from simulated data using four different approximate stochastic differential equation (SDE) models of the stochastic Hodgkin-Huxley neuron, as well as the exact Markov chain model simulated by the Gillespie algorithm. One of the recent SDE models is the same as the Kurtz approximation first published in 1978. All the models considered give similar ISI histograms over a wide range of deterministic and stochastic input. Three features of these histograms are an initial peak, followed by one or more bumps, and then an exponential tail. We explore how these features depend on deterministic input and on level of channel noise, and explain the results using the stochastic dynamics of the model. We conclude with a rough ranking of the four SDE models with respect to the similarity of their ISI histograms to the histogram of the exact Markov chain model.

Stochastic 3D modeling of Ostwald ripening at ultra-high volume fractions of the coarsening phase

NASA Astrophysics Data System (ADS)

Spettl, A.; Wimmer, R.; Werz, T.; Heinze, M.; Odenbach, S.; Krill, C. E., III; Schmidt, V.

2015-09-01

We present a (dynamic) stochastic simulation model for 3D grain morphologies undergoing a grain coarsening phenomenon known as Ostwald ripening. For low volume fractions of the coarsening phase, the classical LSW theory predicts a power-law evolution of the mean particle size and convergence toward self-similarity of the particle size distribution; experiments suggest that this behavior holds also for high volume fractions. In the present work, we have analyzed 3D images that were recorded in situ over time in semisolid Al-Cu alloys manifesting ultra-high volume fractions of the coarsening (solid) phase. Using this information we developed a stochastic simulation model for the 3D morphology of the coarsening grains at arbitrary time steps. Our stochastic model is based on random Laguerre tessellations and is by definition self-similar—i.e. it depends only on the mean particle diameter, which in turn can be estimated at each point in time. For a given mean diameter, the stochastic model requires only three additional scalar parameters, which influence the distribution of particle sizes and their shapes. An evaluation shows that even with this minimal information the stochastic model yields an excellent representation of the statistical properties of the experimental data.