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.

Chemical event chain model of coupled genetic oscillators.

PubMed

Jörg, David J; Morelli, Luis G; Jülicher, Frank

2018-03-01

We introduce a stochastic model of coupled genetic oscillators in which chains of chemical events involved in gene regulation and expression are represented as sequences of Poisson processes. We characterize steady states by their frequency, their quality factor, and their synchrony by the oscillator cross correlation. The steady state is determined by coupling and exhibits stochastic transitions between different modes. The interplay of stochasticity and nonlinearity leads to isolated regions in parameter space in which the coupled system works best as a biological pacemaker. Key features of the stochastic oscillations can be captured by an effective model for phase oscillators that are coupled by signals with distributed delays.

Chemical event chain model of coupled genetic oscillators

NASA Astrophysics Data System (ADS)

Jörg, David J.; Morelli, Luis G.; Jülicher, Frank

2018-03-01

We introduce a stochastic model of coupled genetic oscillators in which chains of chemical events involved in gene regulation and expression are represented as sequences of Poisson processes. We characterize steady states by their frequency, their quality factor, and their synchrony by the oscillator cross correlation. The steady state is determined by coupling and exhibits stochastic transitions between different modes. The interplay of stochasticity and nonlinearity leads to isolated regions in parameter space in which the coupled system works best as a biological pacemaker. Key features of the stochastic oscillations can be captured by an effective model for phase oscillators that are coupled by signals with distributed delays.

Ocean-Atmosphere Coupling Processes Affecting Predictability in the Climate System

NASA Astrophysics Data System (ADS)

Miller, A. J.; Subramanian, A. C.; Seo, H.; Eliashiv, J. D.

2017-12-01

Predictions of the ocean and atmosphere are often sensitive to coupling at the air-sea interface in ways that depend on the temporal and spatial scales of the target fields. We will discuss several aspects of these types of coupled interactions including oceanic and atmospheric forecast applications. For oceanic mesoscale eddies, the coupling can influence the energetics of the oceanic flow itself. For Madden-Julian Oscillation onset, the coupling timestep should resolve the diurnal cycle to properly raise time-mean SST and latent heat flux prior to deep convection. For Atmospheric River events, the evolving SST field can alter the trajectory and intensity of precipitation anomalies along the California coast. Improvements in predictions will also rely on identifying and alleviating sources of biases in the climate states of the coupled system. Surprisingly, forecast skill can also be improved by enhancing stochastic variability in the atmospheric component of coupled models as found in a multiscale ensemble modeling approach.

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

A Coupled Approach with Stochastic Rainfall-Runoff Simulation and Hydraulic Modeling for Extreme Flood Estimation on Large Watersheds

NASA Astrophysics Data System (ADS)

Paquet, E.

2015-12-01

The SCHADEX method aims at estimating the distribution of peak and daily discharges up to extreme quantiles. It couples a precipitation probabilistic model based on weather patterns, with a stochastic rainfall-runoff simulation process using a conceptual lumped model. It allows exploring an exhaustive set of hydrological conditions and watershed responses to intense rainfall events. Since 2006, it has been widely applied in France to about one hundred watersheds for dam spillway design, and also aboard (Norway, Canada and central Europe among others). However, its application to large watersheds (above 10 000 km²) faces some significant issues: spatial heterogeneity of rainfall and hydrological processes and flood peak damping due to hydraulic effects (flood plains, natural or man-made embankment) being the more important. This led to the development of an extreme flood simulation framework for large and heterogeneous watersheds, based on the SCHADEX method. Its main features are: Division of the large (or main) watershed into several smaller sub-watersheds, where the spatial homogeneity of the hydro-meteorological processes can reasonably be assumed, and where the hydraulic effects can be neglected. Identification of pilot watersheds where discharge data are available, thus where rainfall-runoff models can be calibrated. They will be parameters donors to non-gauged watersheds. Spatially coherent stochastic simulations for all the sub-watersheds at the daily time step. Identification of a selection of simulated events for a given return period (according to the distribution of runoff volumes at the scale of the main watershed). Generation of the complete hourly hydrographs at each of the sub-watersheds outlets. Routing to the main outlet with hydraulic 1D or 2D models. The presentation will be illustrated with the case-study of the Isère watershed (9981 km), a French snow-driven watershed. The main novelties of this method will be underlined, as well as its perspectives and future improvements.

Analytical approximations for spatial stochastic gene expression in single cells and tissues

PubMed Central

Smith, Stephen; Cianci, Claudia; Grima, Ramon

2016-01-01

Gene expression occurs in an environment in which both stochastic and diffusive effects are significant. Spatial stochastic simulations are computationally expensive compared with their deterministic counterparts, and hence little is currently known of the significance of intrinsic noise in a spatial setting. Starting from the reaction–diffusion master equation (RDME) describing stochastic reaction–diffusion processes, we here derive expressions for the approximate steady-state mean concentrations which are explicit functions of the dimensionality of space, rate constants and diffusion coefficients. The expressions have a simple closed form when the system consists of one effective species. These formulae show that, even for spatially homogeneous systems, mean concentrations can depend on diffusion coefficients: this contradicts the predictions of deterministic reaction–diffusion processes, thus highlighting the importance of intrinsic noise. We confirm our theory by comparison with stochastic simulations, using the RDME and Brownian dynamics, of two models of stochastic and spatial gene expression in single cells and tissues. PMID:27146686

A spatial stochastic programming model for timber and core area management under risk of stand-replacing fire

Treesearch

Dung Tuan Nguyen

2012-01-01

Forest harvest scheduling has been modeled using deterministic and stochastic programming models. Past models seldom address explicit spatial forest management concerns under the influence of natural disturbances. In this research study, we employ multistage full recourse stochastic programming models to explore the challenges and advantages of building spatial...

A spatial stochastic programming model for timber and core area management under risk of fires

Treesearch

Yu Wei; Michael Bevers; Dung Nguyen; Erin Belval

2014-01-01

Previous stochastic models in harvest scheduling seldom address explicit spatial management concerns under the influence of natural disturbances. We employ multistage stochastic programming models to explore the challenges and advantages of building spatial optimization models that account for the influences of random stand-replacing fires. Our exploratory test models...

Coupled Effects of non-Newtonian Rheology and Aperture Variability on Flow in a Single Fracture

NASA Astrophysics Data System (ADS)

Di Federico, V.; Felisa, G.; Lauriola, I.; Longo, S.

2017-12-01

Modeling of non-Newtonian flow in fractured media is essential in hydraulic fracturing and drilling operations, EOR, environmental remediation, and to understand magma intrusions. An important step in the modeling effort is a detailed understanding of flow in a single fracture, as the fracture aperture is spatially variable. A large bibliography exists on Newtonian and non-Newtonian flow in variable aperture fractures. Ultimately, stochastic or deterministic modeling leads to the flowrate under a given pressure gradient as a function of the parameters describing the aperture variability and the fluid rheology. Typically, analytical or numerical studies are performed adopting a power-law (Oswald-de Waele) model. Yet the power-law model, routinely used e.g. for hydro-fracturing modeling, does not characterize real fluids at low and high shear rates. A more appropriate rheological model is provided by e.g. the four-parameter Carreau constitutive equation, which is in turn approximated by the more tractable truncated power-law model. Moreover, fluids of interest may exhibit yield stress, which requires the Bingham or Herschel-Bulkely model. This study employs different rheological models in the context of flow in variable aperture fractures, with the aim of understanding the coupled effect of rheology and aperture spatial variability with a simplified model. The aperture variation, modeled within a stochastic or deterministic framework, is taken to be one-dimensional and i) perpendicular; ii) parallel to the flow direction; for stochastic modeling, the influence of different distribution functions is examined. Results for the different rheological models are compared with those obtained for the pure power-law. The adoption of the latter model leads to overestimation of the flowrate, more so for large aperture variability. The presence of yield stress also induces significant changes in the resulting flowrate for assigned external pressure gradient.

A Novel Weighted Kernel PCA-Based Method for Optimization and Uncertainty Quantification

NASA Astrophysics Data System (ADS)

Thimmisetty, C.; Talbot, C.; Chen, X.; Tong, C. H.

2016-12-01

It has been demonstrated that machine learning methods can be successfully applied to uncertainty quantification for geophysical systems through the use of the adjoint method coupled with kernel PCA-based optimization. In addition, it has been shown through weighted linear PCA how optimization with respect to both observation weights and feature space control variables can accelerate convergence of such methods. Linear machine learning methods, however, are inherently limited in their ability to represent features of non-Gaussian stochastic random fields, as they are based on only the first two statistical moments of the original data. Nonlinear spatial relationships and multipoint statistics leading to the tortuosity characteristic of channelized media, for example, are captured only to a limited extent by linear PCA. With the aim of coupling the kernel-based and weighted methods discussed, we present a novel mathematical formulation of kernel PCA, Weighted Kernel Principal Component Analysis (WKPCA), that both captures nonlinear relationships and incorporates the attribution of significance levels to different realizations of the stochastic random field of interest. We also demonstrate how new instantiations retaining defining characteristics of the random field can be generated using Bayesian methods. In particular, we present a novel WKPCA-based optimization method that minimizes a given objective function with respect to both feature space random variables and observation weights through which optimal snapshot significance levels and optimal features are learned. We showcase how WKPCA can be applied to nonlinear optimal control problems involving channelized media, and in particular demonstrate an application of the method to learning the spatial distribution of material parameter values in the context of linear elasticity, and discuss further extensions of the method to stochastic inversion.

Data-adaptive harmonic analysis and prediction of sea level change in North Atlantic region

NASA Astrophysics Data System (ADS)

Kondrashov, D. A.; Chekroun, M.

2017-12-01

This study aims to characterize North Atlantic sea level variability across the temporal and spatial scales. We apply recently developed data-adaptive Harmonic Decomposition (DAH) and Multilayer Stuart-Landau Models (MSLM) stochastic modeling techniques [Chekroun and Kondrashov, 2017] to monthly 1993-2017 dataset of Combined TOPEX/Poseidon, Jason-1 and Jason-2/OSTM altimetry fields over North Atlantic region. The key numerical feature of the DAH relies on the eigendecomposition of a matrix constructed from time-lagged spatial cross-correlations. In particular, eigenmodes form an orthogonal set of oscillating data-adaptive harmonic modes (DAHMs) that come in pairs and in exact phase quadrature for a given temporal frequency. Furthermore, the pairs of data-adaptive harmonic coefficients (DAHCs), obtained by projecting the dataset onto associated DAHMs, can be very efficiently modeled by a universal parametric family of simple nonlinear stochastic models - coupled Stuart-Landau oscillators stacked per frequency, and synchronized across different frequencies by the stochastic forcing. Despite the short record of altimetry dataset, developed DAH-MSLM model provides for skillful prediction of key dynamical and statistical features of sea level variability. References M. D. Chekroun and D. Kondrashov, Data-adaptive harmonic spectra and multilayer Stuart-Landau models. HAL preprint, 2017, https://hal.archives-ouvertes.fr/hal-01537797

Random-walk enzymes.

PubMed

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

2015-09-01

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

Random-walk enzymes

PubMed Central

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

2015-01-01

Enzymes that rely on random walk to search for substrate targets in a heterogeneously dispersed medium can leave behind complex spatial profiles of their catalyzed conversions. The catalytic signatures of these random-walk enzymes are the result of two coupled stochastic processes: scanning and catalysis. Here we develop analytical models to understand the conversion profiles produced by these enzymes, comparing an intrusive model, in which scanning and catalysis are tightly coupled, against a loosely coupled passive model. Diagrammatic theory and path-integral solutions of these models revealed clearly distinct predictions. Comparison to experimental data from catalyzed deaminations deposited on single-stranded DNA by the enzyme activation-induced deoxycytidine deaminase (AID) demonstrates that catalysis and diffusion are strongly intertwined, where the chemical conversions give rise to new stochastic trajectories that were absent if the substrate DNA was homogeneous. The C → U deamination profiles in both analytical predictions and experiments exhibit a strong contextual dependence, where the conversion rate of each target site is strongly contingent on the identities of other surrounding targets, with the intrusive model showing an excellent fit to the data. These methods can be applied to deduce sequence-dependent catalytic signatures of other DNA modification enzymes, with potential applications to cancer, gene regulation, and epigenetics. PMID:26465508

Random-walk enzymes

NASA Astrophysics Data System (ADS)

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

2015-09-01

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

Spatial scaling patterns and functional redundancies in a changing boreal lake landscape

USGS Publications Warehouse

Angeler, David G.; Allen, Craig R.; Uden, Daniel R.; Johnson, Richard K.

2015-01-01

Global transformations extend beyond local habitats; therefore, larger-scale approaches are needed to assess community-level responses and resilience to unfolding environmental changes. Using longterm data (1996–2011), we evaluated spatial patterns and functional redundancies in the littoral invertebrate communities of 85 Swedish lakes, with the objective of assessing their potential resilience to environmental change at regional scales (that is, spatial resilience). Multivariate spatial modeling was used to differentiate groups of invertebrate species exhibiting spatial patterns in composition and abundance (that is, deterministic species) from those lacking spatial patterns (that is, stochastic species). We then determined the functional feeding attributes of the deterministic and stochastic invertebrate species, to infer resilience. Between one and three distinct spatial patterns in invertebrate composition and abundance were identified in approximately one-third of the species; the remainder were stochastic. We observed substantial differences in metrics between deterministic and stochastic species. Functional richness and diversity decreased over time in the deterministic group, suggesting a loss of resilience in regional invertebrate communities. However, taxon richness and redundancy increased monotonically in the stochastic group, indicating the capacity of regional invertebrate communities to adapt to change. Our results suggest that a refined picture of spatial resilience emerges if patterns of both the deterministic and stochastic species are accounted for. Spatially extensive monitoring may help increase our mechanistic understanding of community-level responses and resilience to regional environmental change, insights that are critical for developing management and conservation agendas in this current period of rapid environmental transformation.

Langevin Dynamics with Spatial Correlations as a Model for Electron-Phonon Coupling

NASA Astrophysics Data System (ADS)

Tamm, A.; Caro, M.; Caro, A.; Samolyuk, G.; Klintenberg, M.; Correa, A. A.

2018-05-01

Stochastic Langevin dynamics has been traditionally used as a tool to describe nonequilibrium processes. When utilized in systems with collective modes, traditional Langevin dynamics relaxes all modes indiscriminately, regardless of their wavelength. We propose a generalization of Langevin dynamics that can capture a differential coupling between collective modes and the bath, by introducing spatial correlations in the random forces. This allows modeling the electronic subsystem in a metal as a generalized Langevin bath endowed with a concept of locality, greatly improving the capabilities of the two-temperature model. The specific form proposed here for the spatial correlations produces a physical wave-vector and polarization dependency of the relaxation produced by the electron-phonon coupling in a solid. We show that the resulting model can be used for describing the path to equilibration of ions and electrons and also as a thermostat to sample the equilibrium canonical ensemble. By extension, the family of models presented here can be applied in general to any dense system, solids, alloys, and dense plasmas. As an example, we apply the model to study the nonequilibrium dynamics of an electron-ion two-temperature Ni crystal.

Adaptive beam shaping for improving the power coupling of a two-Cassegrain-telescope

NASA Astrophysics Data System (ADS)

Ma, Haotong; Hu, Haojun; Xie, Wenke; Zhao, Haichuan; Xu, Xiaojun; Chen, Jinbao

2013-08-01

We demonstrate the adaptive beam shaping for improving the power coupling of a two-Cassegrain-telescope based on the stochastic parallel gradient descent (SPGD) algorithm and dual phase only liquid crystal spatial light modulators (LC-SLMs). Adaptive pre-compensation the wavefront of projected laser beam at the transmitter telescope is chosen to improve the power coupling efficiency. One phase only LC-SLM adaptively optimizes phase distribution of the projected laser beam and the other generates turbulence phase screen. The intensity distributions of the dark hollow beam after passing through the turbulent atmosphere with and without adaptive beam shaping are analyzed in detail. The influence of propagation distance and aperture size of the Cassegrain-telescope on coupling efficiency are investigated theoretically and experimentally. These studies show that the power coupling can be significantly improved by adaptive beam shaping. The technique can be used in optical communication, deep space optical communication and relay mirror.

Simulating biological processes: stochastic physics from whole cells to colonies.

PubMed

Earnest, Tyler M; Cole, John A; Luthey-Schulten, Zaida

2018-05-01

The last few decades have revealed the living cell to be a crowded spatially heterogeneous space teeming with biomolecules whose concentrations and activities are governed by intrinsically random forces. It is from this randomness, however, that a vast array of precisely timed and intricately coordinated biological functions emerge that give rise to the complex forms and behaviors we see in the biosphere around us. This seemingly paradoxical nature of life has drawn the interest of an increasing number of physicists, and recent years have seen stochastic modeling grow into a major subdiscipline within biological physics. Here we review some of the major advances that have shaped our understanding of stochasticity in biology. We begin with some historical context, outlining a string of important experimental results that motivated the development of stochastic modeling. We then embark upon a fairly rigorous treatment of the simulation methods that are currently available for the treatment of stochastic biological models, with an eye toward comparing and contrasting their realms of applicability, and the care that must be taken when parameterizing them. Following that, we describe how stochasticity impacts several key biological functions, including transcription, translation, ribosome biogenesis, chromosome replication, and metabolism, before considering how the functions may be coupled into a comprehensive model of a 'minimal cell'. Finally, we close with our expectation for the future of the field, focusing on how mesoscopic stochastic methods may be augmented with atomic-scale molecular modeling approaches in order to understand life across a range of length and time scales.

Simulating biological processes: stochastic physics from whole cells to colonies

NASA Astrophysics Data System (ADS)

Earnest, Tyler M.; Cole, John A.; Luthey-Schulten, Zaida

2018-05-01

The last few decades have revealed the living cell to be a crowded spatially heterogeneous space teeming with biomolecules whose concentrations and activities are governed by intrinsically random forces. It is from this randomness, however, that a vast array of precisely timed and intricately coordinated biological functions emerge that give rise to the complex forms and behaviors we see in the biosphere around us. This seemingly paradoxical nature of life has drawn the interest of an increasing number of physicists, and recent years have seen stochastic modeling grow into a major subdiscipline within biological physics. Here we review some of the major advances that have shaped our understanding of stochasticity in biology. We begin with some historical context, outlining a string of important experimental results that motivated the development of stochastic modeling. We then embark upon a fairly rigorous treatment of the simulation methods that are currently available for the treatment of stochastic biological models, with an eye toward comparing and contrasting their realms of applicability, and the care that must be taken when parameterizing them. Following that, we describe how stochasticity impacts several key biological functions, including transcription, translation, ribosome biogenesis, chromosome replication, and metabolism, before considering how the functions may be coupled into a comprehensive model of a ‘minimal cell’. Finally, we close with our expectation for the future of the field, focusing on how mesoscopic stochastic methods may be augmented with atomic-scale molecular modeling approaches in order to understand life across a range of length and time scales.

The cardiorespiratory interaction: a nonlinear stochastic model and its synchronization properties

NASA Astrophysics Data System (ADS)

Bahraminasab, A.; Kenwright, D.; Stefanovska, A.; McClintock, P. V. E.

2007-06-01

We address the problem of interactions between the phase of cardiac and respiration oscillatory components. The coupling between these two quantities is experimentally investigated by the theory of stochastic Markovian processes. The so-called Markov analysis allows us to derive nonlinear stochastic equations for the reconstruction of the cardiorespiratory signals. The properties of these equations provide interesting new insights into the strength and direction of coupling which enable us to divide the couplings to two parts: deterministic and stochastic. It is shown that the synchronization behaviors of the reconstructed signals are statistically identical with original one.

Stochastic Geometric Models with Non-stationary Spatial Correlations in Lagrangian Fluid Flows

NASA Astrophysics Data System (ADS)

Gay-Balmaz, François; Holm, Darryl D.

2018-01-01

Inspired by spatiotemporal observations from satellites of the trajectories of objects drifting near the surface of the ocean in the National Oceanic and Atmospheric Administration's "Global Drifter Program", this paper develops data-driven stochastic models of geophysical fluid dynamics (GFD) with non-stationary spatial correlations representing the dynamical behaviour of oceanic currents. Three models are considered. Model 1 from Holm (Proc R Soc A 471:20140963, 2015) is reviewed, in which the spatial correlations are time independent. Two new models, called Model 2 and Model 3, introduce two different symmetry breaking mechanisms by which the spatial correlations may be advected by the flow. These models are derived using reduction by symmetry of stochastic variational principles, leading to stochastic Hamiltonian systems, whose momentum maps, conservation laws and Lie-Poisson bracket structures are used in developing the new stochastic Hamiltonian models of GFD.

Stochastic Geometric Models with Non-stationary Spatial Correlations in Lagrangian Fluid Flows

NASA Astrophysics Data System (ADS)

Gay-Balmaz, François; Holm, Darryl D.

2018-06-01

Inspired by spatiotemporal observations from satellites of the trajectories of objects drifting near the surface of the ocean in the National Oceanic and Atmospheric Administration's "Global Drifter Program", this paper develops data-driven stochastic models of geophysical fluid dynamics (GFD) with non-stationary spatial correlations representing the dynamical behaviour of oceanic currents. Three models are considered. Model 1 from Holm (Proc R Soc A 471:20140963, 2015) is reviewed, in which the spatial correlations are time independent. Two new models, called Model 2 and Model 3, introduce two different symmetry breaking mechanisms by which the spatial correlations may be advected by the flow. These models are derived using reduction by symmetry of stochastic variational principles, leading to stochastic Hamiltonian systems, whose momentum maps, conservation laws and Lie-Poisson bracket structures are used in developing the new stochastic Hamiltonian models of GFD.

Spatially heterogeneous stochasticity and the adaptive diversification of dormancy.

PubMed

Rajon, E; Venner, S; Menu, F

2009-10-01

Diversified bet-hedging, a strategy that leads several individuals with the same genotype to express distinct phenotypes in a given generation, is now well established as a common evolutionary response to environmental stochasticity. Life-history traits defined as diversified bet-hedging (e.g. germination or diapause strategies) display marked differences between populations in spatial proximity. In order to find out whether such differences can be explained by local adaptations to spatially heterogeneous environmental stochasticity, we explored the evolution of bet-hedging dormancy strategies in a metapopulation using a two-patch model with patch differences in stochastic juvenile survival. We found that spatial differences in the level of environmental stochasticity, restricted dispersal, increased fragmentation and intermediate survival during dormancy all favour the adaptive diversification of bet-hedging dormancy strategies. Density dependency also plays a major role in the diversification of dormancy strategies because: (i) it may interact locally with environmental stochasticity and amplify its effects; however, (ii) it can also generate chaotic population dynamics that may impede diversification. Our work proposes new hypotheses to explain the spatial patterns of bet-hedging strategies that we hope will encourage new empirical studies of this topic.

Combining cellular automata and Lattice Boltzmann method to model multiscale avascular tumor growth coupled with nutrient diffusion and immune competition.

PubMed

Alemani, Davide; Pappalardo, Francesco; Pennisi, Marzio; Motta, Santo; Brusic, Vladimir

2012-02-28

In the last decades the Lattice Boltzmann method (LB) has been successfully used to simulate a variety of processes. The LB model describes the microscopic processes occurring at the cellular level and the macroscopic processes occurring at the continuum level with a unique function, the probability distribution function. Recently, it has been tried to couple deterministic approaches with probabilistic cellular automata (probabilistic CA) methods with the aim to model temporal evolution of tumor growths and three dimensional spatial evolution, obtaining hybrid methodologies. Despite the good results attained by CA-PDE methods, there is one important issue which has not been completely solved: the intrinsic stochastic nature of the interactions at the interface between cellular (microscopic) and continuum (macroscopic) level. CA methods are able to cope with the stochastic phenomena because of their probabilistic nature, while PDE methods are fully deterministic. Even if the coupling is mathematically correct, there could be important statistical effects that could be missed by the PDE approach. For such a reason, to be able to develop and manage a model that takes into account all these three level of complexity (cellular, molecular and continuum), we believe that PDE should be replaced with a statistic and stochastic model based on the numerical discretization of the Boltzmann equation: The Lattice Boltzmann (LB) method. In this work we introduce a new hybrid method to simulate tumor growth and immune system, by applying Cellular Automata Lattice Boltzmann (CA-LB) approach. Copyright © 2011 Elsevier B.V. All rights reserved.

High-resolution stochastic downscaling of climate models: simulating wind advection, cloud cover and precipitation

NASA Astrophysics Data System (ADS)

Peleg, Nadav; Fatichi, Simone; Burlando, Paolo

2015-04-01

A new stochastic approach to generate wind advection, cloud cover and precipitation fields is presented with the aim of formulating a space-time weather generator characterized by fields with high spatial and temporal resolution (e.g., 1 km x 1 km and 5 min). Its use is suitable for stochastic downscaling of climate scenarios in the context of hydrological, ecological and geomorphological applications. The approach is based on concepts from the Advanced WEather GENerator (AWE-GEN) presented by Fatichi et al. (2011, Adv. Water Resour.), the Space-Time Realizations of Areal Precipitation model (STREAP) introduced by Paschalis et al. (2013, Water Resour. Res.), and the High-Resolution Synoptically conditioned Weather Generator (HiReS-WG) presented by Peleg and Morin (2014, Water Resour. Res.). Advection fields are generated on the basis of the 500 hPa u and v wind direction variables derived from global or regional climate models. The advection velocity and direction are parameterized using Kappa and von Mises distributions respectively. A random Gaussian fields is generated using a fast Fourier transform to preserve the spatial correlation of advection. The cloud cover area, total precipitation area and mean advection of the field are coupled using a multi-autoregressive model. The approach is relatively parsimonious in terms of computational demand and, in the context of climate change, allows generating many stochastic realizations of current and projected climate in a fast and efficient way. A preliminary test of the approach is presented with reference to a case study in a complex orography terrain in the Swiss Alps.

Surface plasmon enhanced cell microscopy with blocked random spatial activation

NASA Astrophysics Data System (ADS)

Son, Taehwang; Oh, Youngjin; Lee, Wonju; Yang, Heejin; Kim, Donghyun

2016-03-01

We present surface plasmon enhanced fluorescence microscopy with random spatial sampling using patterned block of silver nanoislands. Rigorous coupled wave analysis was performed to confirm near-field localization on nanoislands. Random nanoislands were fabricated in silver by temperature annealing. By analyzing random near-field distribution, average size of localized fields was found to be on the order of 135 nm. Randomly localized near-fields were used to spatially sample F-actin of J774 cells (mouse macrophage cell-line). Image deconvolution algorithm based on linear imaging theory was established for stochastic estimation of fluorescent molecular distribution. The alignment between near-field distribution and raw image was performed by the patterned block. The achieved resolution is dependent upon factors including the size of localized fields and estimated to be 100-150 nm.

Anomalous dispersion in correlated porous media: a coupled continuous time random walk approach

NASA Astrophysics Data System (ADS)

Comolli, Alessandro; Dentz, Marco

2017-09-01

We study the causes of anomalous dispersion in Darcy-scale porous media characterized by spatially heterogeneous hydraulic properties. Spatial variability in hydraulic conductivity leads to spatial variability in the flow properties through Darcy's law and thus impacts on solute and particle transport. We consider purely advective transport in heterogeneity scenarios characterized by broad distributions of heterogeneity length scales and point values. Particle transport is characterized in terms of the stochastic properties of equidistantly sampled Lagrangian velocities, which are determined by the flow and conductivity statistics. The persistence length scales of flow and transport velocities are imprinted in the spatial disorder and reflect the distribution of heterogeneity length scales. Particle transitions over the velocity length scales are kinematically coupled with the transition time through velocity. We show that the average particle motion follows a coupled continuous time random walk (CTRW), which is fully parameterized by the distribution of flow velocities and the medium geometry in terms of the heterogeneity length scales. The coupled CTRW provides a systematic framework for the investigation of the origins of anomalous dispersion in terms of heterogeneity correlation and the distribution of conductivity point values. We derive analytical expressions for the asymptotic scaling of the moments of the spatial particle distribution and first arrival time distribution (FATD), and perform numerical particle tracking simulations of the coupled CTRW to capture the full average transport behavior. Broad distributions of heterogeneity point values and lengths scales may lead to very similar dispersion behaviors in terms of the spatial variance. Their mechanisms, however are very different, which manifests in the distributions of particle positions and arrival times, which plays a central role for the prediction of the fate of dissolved substances in heterogeneous natural and engineered porous materials. Contribution to the Topical Issue "Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.

[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.

Spatially explicit and stochastic simulation of forest landscape fire disturbance and succession

Treesearch

Hong S. He; David J. Mladenoff

1999-01-01

Understanding disturbance and recovery of forest landscapes is a challenge because of complex interactions over a range of temporal and spatial scales. Landscape simulation models offer an approach to studying such systems at broad scales. Fire can be simulated spatially using mechanistic or stochastic approaches. We describe the fire module in a spatially explicit,...

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.

Momentum Maps and Stochastic Clebsch Action Principles

NASA Astrophysics Data System (ADS)

Cruzeiro, Ana Bela; Holm, Darryl D.; Ratiu, Tudor S.

2018-01-01

We derive stochastic differential equations whose solutions follow the flow of a stochastic nonlinear Lie algebra operation on a configuration manifold. For this purpose, we develop a stochastic Clebsch action principle, in which the noise couples to the phase space variables through a momentum map. This special coupling simplifies the structure of the resulting stochastic Hamilton equations for the momentum map. In particular, these stochastic Hamilton equations collectivize for Hamiltonians that depend only on the momentum map variable. The Stratonovich equations are derived from the Clebsch variational principle and then converted into Itô form. In comparing the Stratonovich and Itô forms of the stochastic dynamical equations governing the components of the momentum map, we find that the Itô contraction term turns out to be a double Poisson bracket. Finally, we present the stochastic Hamiltonian formulation of the collectivized momentum map dynamics and derive the corresponding Kolmogorov forward and backward equations.

Binomial tau-leap spatial stochastic simulation algorithm for applications in chemical kinetics.

PubMed

Marquez-Lago, Tatiana T; Burrage, Kevin

2007-09-14

In cell biology, cell signaling pathway problems are often tackled with deterministic temporal models, well mixed stochastic simulators, and/or hybrid methods. But, in fact, three dimensional stochastic spatial modeling of reactions happening inside the cell is needed in order to fully understand these cell signaling pathways. This is because noise effects, low molecular concentrations, and spatial heterogeneity can all affect the cellular dynamics. However, there are ways in which important effects can be accounted without going to the extent of using highly resolved spatial simulators (such as single-particle software), hence reducing the overall computation time significantly. We present a new coarse grained modified version of the next subvolume method that allows the user to consider both diffusion and reaction events in relatively long simulation time spans as compared with the original method and other commonly used fully stochastic computational methods. Benchmarking of the simulation algorithm was performed through comparison with the next subvolume method and well mixed models (MATLAB), as well as stochastic particle reaction and transport simulations (CHEMCELL, Sandia National Laboratories). Additionally, we construct a model based on a set of chemical reactions in the epidermal growth factor receptor pathway. For this particular application and a bistable chemical system example, we analyze and outline the advantages of our presented binomial tau-leap spatial stochastic simulation algorithm, in terms of efficiency and accuracy, in scenarios of both molecular homogeneity and heterogeneity.

Efficient Stochastic Inversion Using Adjoint Models and Kernel-PCA

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

Thimmisetty, Charanraj A.; Zhao, Wenju; Chen, Xiao

2017-10-18

Performing stochastic inversion on a computationally expensive forward simulation model with a high-dimensional uncertain parameter space (e.g. a spatial random field) is computationally prohibitive even when gradient information can be computed efficiently. Moreover, the ‘nonlinear’ mapping from parameters to observables generally gives rise to non-Gaussian posteriors even with Gaussian priors, thus hampering the use of efficient inversion algorithms designed for models with Gaussian assumptions. In this paper, we propose a novel Bayesian stochastic inversion methodology, which is characterized by a tight coupling between the gradient-based Langevin Markov Chain Monte Carlo (LMCMC) method and a kernel principal component analysis (KPCA). Thismore » approach addresses the ‘curse-of-dimensionality’ via KPCA to identify a low-dimensional feature space within the high-dimensional and nonlinearly correlated parameter space. In addition, non-Gaussian posterior distributions are estimated via an efficient LMCMC method on the projected low-dimensional feature space. We will demonstrate this computational framework by integrating and adapting our recent data-driven statistics-on-manifolds constructions and reduction-through-projection techniques to a linear elasticity model.« less

Stochastic bifurcations in the nonlinear parallel Ising model.

PubMed

Bagnoli, Franco; Rechtman, Raúl

2016-11-01

We investigate the phase transitions of a nonlinear, parallel version of the Ising model, characterized by an antiferromagnetic linear coupling and ferromagnetic nonlinear one. This model arises in problems of opinion formation. The mean-field approximation shows chaotic oscillations, by changing the couplings or the connectivity. The spatial model shows bifurcations in the average magnetization, similar to that seen in the mean-field approximation, induced by the change of the topology, after rewiring short-range to long-range connection, as predicted by the small-world effect. These coherent periodic and chaotic oscillations of the magnetization reflect a certain degree of synchronization of the spins, induced by long-range couplings. Similar bifurcations may be induced in the randomly connected model by changing the couplings or the connectivity and also the dilution (degree of asynchronism) of the updating. We also examined the effects of inhomogeneity, mixing ferromagnetic and antiferromagnetic coupling, which induces an unexpected bifurcation diagram with a "bubbling" behavior, as also happens for dilution.

MOLNs: A CLOUD PLATFORM FOR INTERACTIVE, REPRODUCIBLE, AND SCALABLE SPATIAL STOCHASTIC COMPUTATIONAL EXPERIMENTS IN SYSTEMS BIOLOGY USING PyURDME.

PubMed

Drawert, Brian; Trogdon, Michael; Toor, Salman; Petzold, Linda; Hellander, Andreas

2016-01-01

Computational experiments using spatial stochastic simulations have led to important new biological insights, but they require specialized tools and a complex software stack, as well as large and scalable compute and data analysis resources due to the large computational cost associated with Monte Carlo computational workflows. The complexity of setting up and managing a large-scale distributed computation environment to support productive and reproducible modeling can be prohibitive for practitioners in systems biology. This results in a barrier to the adoption of spatial stochastic simulation tools, effectively limiting the type of biological questions addressed by quantitative modeling. In this paper, we present PyURDME, a new, user-friendly spatial modeling and simulation package, and MOLNs, a cloud computing appliance for distributed simulation of stochastic reaction-diffusion models. MOLNs is based on IPython and provides an interactive programming platform for development of sharable and reproducible distributed parallel computational experiments.

Gene regulation and noise reduction by coupling of stochastic processes

NASA Astrophysics Data System (ADS)

Ramos, Alexandre F.; Hornos, José Eduardo M.; Reinitz, John

2015-02-01

Here we characterize the low-noise regime of a stochastic model for a negative self-regulating binary gene. The model has two stochastic variables, the protein number and the state of the gene. Each state of the gene behaves as a protein source governed by a Poisson process. The coupling between the two gene states depends on protein number. This fact has a very important implication: There exist protein production regimes characterized by sub-Poissonian noise because of negative covariance between the two stochastic variables of the model. Hence the protein numbers obey a probability distribution that has a peak that is sharper than those of the two coupled Poisson processes that are combined to produce it. Biochemically, the noise reduction in protein number occurs when the switching of the genetic state is more rapid than protein synthesis or degradation. We consider the chemical reaction rates necessary for Poisson and sub-Poisson processes in prokaryotes and eucaryotes. Our results suggest that the coupling of multiple stochastic processes in a negative covariance regime might be a widespread mechanism for noise reduction.

Gene regulation and noise reduction by coupling of stochastic processes

PubMed Central

Hornos, José Eduardo M.; Reinitz, John

2015-01-01

Here we characterize the low noise regime of a stochastic model for a negative self-regulating binary gene. The model has two stochastic variables, the protein number and the state of the gene. Each state of the gene behaves as a protein source governed by a Poisson process. The coupling between the the two gene states depends on protein number. This fact has a very important implication: there exist protein production regimes characterized by sub-Poissonian noise because of negative covariance between the two stochastic variables of the model. Hence the protein numbers obey a probability distribution that has a peak that is sharper than those of the two coupled Poisson processes that are combined to produce it. Biochemically, the noise reduction in protein number occurs when the switching of genetic state is more rapid than protein synthesis or degradation. We consider the chemical reaction rates necessary for Poisson and sub-Poisson processes in prokaryotes and eucaryotes. Our results suggest that the coupling of multiple stochastic processes in a negative covariance regime might be a widespread mechanism for noise reduction. PMID:25768447

Gene regulation and noise reduction by coupling of stochastic processes.

PubMed

Ramos, Alexandre F; Hornos, José Eduardo M; Reinitz, John

2015-02-01

Here we characterize the low-noise regime of a stochastic model for a negative self-regulating binary gene. The model has two stochastic variables, the protein number and the state of the gene. Each state of the gene behaves as a protein source governed by a Poisson process. The coupling between the two gene states depends on protein number. This fact has a very important implication: There exist protein production regimes characterized by sub-Poissonian noise because of negative covariance between the two stochastic variables of the model. Hence the protein numbers obey a probability distribution that has a peak that is sharper than those of the two coupled Poisson processes that are combined to produce it. Biochemically, the noise reduction in protein number occurs when the switching of the genetic state is more rapid than protein synthesis or degradation. We consider the chemical reaction rates necessary for Poisson and sub-Poisson processes in prokaryotes and eucaryotes. Our results suggest that the coupling of multiple stochastic processes in a negative covariance regime might be a widespread mechanism for noise reduction.

Unified picture of strong-coupling stochastic thermodynamics and time reversals

NASA Astrophysics Data System (ADS)

Aurell, Erik

2018-04-01

Strong-coupling statistical thermodynamics is formulated as the Hamiltonian dynamics of an observed system interacting with another unobserved system (a bath). It is shown that the entropy production functional of stochastic thermodynamics, defined as the log ratio of forward and backward system path probabilities, is in a one-to-one relation with the log ratios of the joint initial conditions of the system and the bath. A version of strong-coupling statistical thermodynamics where the system-bath interaction vanishes at the beginning and at the end of a process is, as is also weak-coupling stochastic thermodynamics, related to the bath initially in equilibrium by itself. The heat is then the change of bath energy over the process, and it is discussed when this heat is a functional of the system history alone. The version of strong-coupling statistical thermodynamics introduced by Seifert and Jarzynski is related to the bath initially in conditional equilibrium with respect to the system. This leads to heat as another functional of the system history which needs to be determined by thermodynamic integration. The log ratio of forward and backward system path probabilities in a stochastic process is finally related to log ratios of the initial conditions of a combined system and bath. It is shown that the entropy production formulas of stochastic processes under a general class of time reversals are given by the differences of bath energies in a larger underlying Hamiltonian system. The paper highlights the centrality of time reversal in stochastic thermodynamics, also in the case of strong coupling.

Relationship Between Alfvenic Fluctuations and Heavy Ion Heating in the Cusp at 1 Re

NASA Technical Reports Server (NTRS)

Coffey, Victoria; Chandler, Michael; Singh, Nagendra

2008-01-01

We look at the effect of heavy ion heating from their coupling with observed broadband (BB-ELF) emissions. These wave fluctuations are common to many regions of the ionosphere and magnetosphere and have been described as spatial turbulence of dispersive Alfven waves (DAW) with short perpendicular wavelengths. With Polar passing through the cusp at 1 Re in the Spring of 1996, we show the correlation of their wave power with mass-resolved O+ derived heating rates. This relationship lead to the study of the coupling of the thermal O+ ions and these bursty electric fields. We demonstrate the role of these measurements in the suggestion of DAW and stochastic ion heating and the observed density cavity characteristics.

A study of the effect of space-dependent neutronics on stochastically-induced bifurcations in BWR dynamics

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

Analytis, G.T.

1995-09-01

A non-linear one-group space-dependent neutronic model for a finite one-dimensional core is coupled with a simple BWR feed-back model. In agreement with results obtained by the authors who originally developed the point-kinetics version of this model, we shall show numerically that stochastic reactivity excitations may result in limit-cycles and eventually in a chaotic behaviour, depending on the magnitude of the feed-back coefficient K. In the framework of this simple space-dependent model, the effect of the non-linearities on the different spatial harmonics is studied and the importance of the space-dependent effects is exemplified and assessed in terms of the importance ofmore » the higher harmonics. It is shown that under certain conditions, when the limit-cycle-type develop, the neutron spectra may exhibit strong space-dependent effects.« less

Experimental nonlinear dynamical studies in cesium magneto-optical trap using time-series analysis

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

Anwar, M., E-mail: mamalik2000@gmail.com; Islam, R.; Faisal, M.

2015-03-30

A magneto-optical trap of neutral atoms is essentially a dissipative quantum system. The fast thermal atoms continuously dissipate their energy to the environment via spontaneous emissions during the cooling. The atoms are, therefore, strongly coupled with the vacuum reservoir and the laser field. The vacuum fluctuations as well as the field fluctuations are imparted to the atoms as random photon recoils. Consequently, the external and internal dynamics of atoms becomes stochastic. In this paper, we have investigated the stochastic dynamics of the atoms in a magneto-optical trap during the loading process. The time series analysis of the fluorescence signal showsmore » that the dynamics of the atoms evolves, like all dissipative systems, from deterministic to the chaotic regime. The subsequent disappearance and revival of chaos was attributed to chaos synchronization between spatially different atoms in the magneto-optical trap.« less

Effects of spike-time-dependent plasticity on the stochastic resonance of small-world neuronal networks

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

Yu, Haitao; Guo, Xinmeng; Wang, Jiang, E-mail: jiangwang@tju.edu.cn

2014-09-01

The phenomenon of stochastic resonance in Newman-Watts small-world neuronal networks is investigated when the strength of synaptic connections between neurons is adaptively adjusted by spike-time-dependent plasticity (STDP). It is shown that irrespective of the synaptic connectivity is fixed or adaptive, the phenomenon of stochastic resonance occurs. The efficiency of network stochastic resonance can be largely enhanced by STDP in the coupling process. Particularly, the resonance for adaptive coupling can reach a much larger value than that for fixed one when the noise intensity is small or intermediate. STDP with dominant depression and small temporal window ratio is more efficient formore » the transmission of weak external signal in small-world neuronal networks. In addition, we demonstrate that the effect of stochastic resonance can be further improved via fine-tuning of the average coupling strength of the adaptive network. Furthermore, the small-world topology can significantly affect stochastic resonance of excitable neuronal networks. It is found that there exists an optimal probability of adding links by which the noise-induced transmission of weak periodic signal peaks.« less

Stochastic quantization of conformally coupled scalar in AdS

NASA Astrophysics Data System (ADS)

Jatkar, Dileep P.; Oh, Jae-Hyuk

2013-10-01

We explore the relation between stochastic quantization and holographic Wilsonian renormalization group flow further by studying conformally coupled scalar in AdS d+1. We establish one to one mapping between the radial flow of its double trace deformation and stochastic 2-point correlation function. This map is shown to be identical, up to a suitable field re-definition of the bulk scalar, to the original proposal in arXiv:1209.2242.

Collective behavior of coupled nonuniform stochastic oscillators

NASA Astrophysics Data System (ADS)

Assis, Vladimir R. V.; Copelli, Mauro

2012-02-01

Theoretical studies of synchronization are usually based on models of coupled phase oscillators which, when isolated, have constant angular frequency. Stochastic discrete versions of these uniform oscillators have also appeared in the literature, with equal transition rates among the states. Here we start from the model recently introduced by Wood et al. [K. Wood, C. Van den Broeck, R. Kawai, K. Lindenberg, Universality of synchrony: critical behavior in a discrete model of stochastic phase-coupled oscillators, Phys. Rev. Lett. 96 (2006) 145701], which has a collectively synchronized phase, and parametrically modify the phase-coupled oscillators to render them (stochastically) nonuniform. We show that, depending on the nonuniformity parameter 0≤α≤1, a mean field analysis predicts the occurrence of several phase transitions. In particular, the phase with collective oscillations is stable for the complete graph only for α≤α‧<1. At α=1 the oscillators become excitable elements and the system has an absorbing state. In the excitable regime, no collective oscillations were found in the model.

MOLNs: A CLOUD PLATFORM FOR INTERACTIVE, REPRODUCIBLE, AND SCALABLE SPATIAL STOCHASTIC COMPUTATIONAL EXPERIMENTS IN SYSTEMS BIOLOGY USING PyURDME

PubMed Central

Drawert, Brian; Trogdon, Michael; Toor, Salman; Petzold, Linda; Hellander, Andreas

2017-01-01

Computational experiments using spatial stochastic simulations have led to important new biological insights, but they require specialized tools and a complex software stack, as well as large and scalable compute and data analysis resources due to the large computational cost associated with Monte Carlo computational workflows. The complexity of setting up and managing a large-scale distributed computation environment to support productive and reproducible modeling can be prohibitive for practitioners in systems biology. This results in a barrier to the adoption of spatial stochastic simulation tools, effectively limiting the type of biological questions addressed by quantitative modeling. In this paper, we present PyURDME, a new, user-friendly spatial modeling and simulation package, and MOLNs, a cloud computing appliance for distributed simulation of stochastic reaction-diffusion models. MOLNs is based on IPython and provides an interactive programming platform for development of sharable and reproducible distributed parallel computational experiments. PMID:28190948

Low Variance Couplings for Stochastic Models of Intracellular Processes with Time-Dependent Rate Functions.

PubMed

Anderson, David F; Yuan, Chaojie

2018-04-18

A number of coupling strategies are presented for stochastically modeled biochemical processes with time-dependent parameters. In particular, the stacked coupling is introduced and is shown via a number of examples to provide an exceptionally low variance between the generated paths. This coupling will be useful in the numerical computation of parametric sensitivities and the fast estimation of expectations via multilevel Monte Carlo methods. We provide the requisite estimators in both cases.

Evolution of probability densities in stochastic coupled map lattices

NASA Astrophysics Data System (ADS)

Losson, Jérôme; Mackey, Michael C.

1995-08-01

This paper describes the statistical properties of coupled map lattices subjected to the influence of stochastic perturbations. The stochastic analog of the Perron-Frobenius operator is derived for various types of noise. When the local dynamics satisfy rather mild conditions, this equation is shown to possess either stable, steady state solutions (i.e., a stable invariant density) or density limit cycles. Convergence of the phase space densities to these limit cycle solutions explains the nonstationary behavior of statistical quantifiers at equilibrium. Numerical experiments performed on various lattices of tent, logistic, and shift maps with diffusivelike interelement couplings are examined in light of these theoretical results.

Robust synchronization control scheme of a population of nonlinear stochastic synthetic genetic oscillators under intrinsic and extrinsic molecular noise via quorum sensing.

PubMed

Chen, Bor-Sen; Hsu, Chih-Yuan

2012-10-26

Collective rhythms of gene regulatory networks have been a subject of considerable interest for biologists and theoreticians, in particular the synchronization of dynamic cells mediated by intercellular communication. Synchronization of a population of synthetic genetic oscillators is an important design in practical applications, because such a population distributed over different host cells needs to exploit molecular phenomena simultaneously in order to emerge a biological phenomenon. However, this synchronization may be corrupted by intrinsic kinetic parameter fluctuations and extrinsic environmental molecular noise. Therefore, robust synchronization is an important design topic in nonlinear stochastic coupled synthetic genetic oscillators with intrinsic kinetic parameter fluctuations and extrinsic molecular noise. Initially, the condition for robust synchronization of synthetic genetic oscillators was derived based on Hamilton Jacobi inequality (HJI). We found that if the synchronization robustness can confer enough intrinsic robustness to tolerate intrinsic parameter fluctuation and extrinsic robustness to filter the environmental noise, then robust synchronization of coupled synthetic genetic oscillators is guaranteed. If the synchronization robustness of a population of nonlinear stochastic coupled synthetic genetic oscillators distributed over different host cells could not be maintained, then robust synchronization could be enhanced by external control input through quorum sensing molecules. In order to simplify the analysis and design of robust synchronization of nonlinear stochastic synthetic genetic oscillators, the fuzzy interpolation method was employed to interpolate several local linear stochastic coupled systems to approximate the nonlinear stochastic coupled system so that the HJI-based synchronization design problem could be replaced by a simple linear matrix inequality (LMI)-based design problem, which could be solved with the help of LMI toolbox in MATLAB easily. If the synchronization robustness criterion, i.e. the synchronization robustness ≥ intrinsic robustness + extrinsic robustness, then the stochastic coupled synthetic oscillators can be robustly synchronized in spite of intrinsic parameter fluctuation and extrinsic noise. If the synchronization robustness criterion is violated, external control scheme by adding inducer can be designed to improve synchronization robustness of coupled synthetic genetic oscillators. The investigated robust synchronization criteria and proposed external control method are useful for a population of coupled synthetic networks with emergent synchronization behavior, especially for multi-cellular, engineered networks.

Robust synchronization control scheme of a population of nonlinear stochastic synthetic genetic oscillators under intrinsic and extrinsic molecular noise via quorum sensing

PubMed Central

2012-01-01

Background Collective rhythms of gene regulatory networks have been a subject of considerable interest for biologists and theoreticians, in particular the synchronization of dynamic cells mediated by intercellular communication. Synchronization of a population of synthetic genetic oscillators is an important design in practical applications, because such a population distributed over different host cells needs to exploit molecular phenomena simultaneously in order to emerge a biological phenomenon. However, this synchronization may be corrupted by intrinsic kinetic parameter fluctuations and extrinsic environmental molecular noise. Therefore, robust synchronization is an important design topic in nonlinear stochastic coupled synthetic genetic oscillators with intrinsic kinetic parameter fluctuations and extrinsic molecular noise. Results Initially, the condition for robust synchronization of synthetic genetic oscillators was derived based on Hamilton Jacobi inequality (HJI). We found that if the synchronization robustness can confer enough intrinsic robustness to tolerate intrinsic parameter fluctuation and extrinsic robustness to filter the environmental noise, then robust synchronization of coupled synthetic genetic oscillators is guaranteed. If the synchronization robustness of a population of nonlinear stochastic coupled synthetic genetic oscillators distributed over different host cells could not be maintained, then robust synchronization could be enhanced by external control input through quorum sensing molecules. In order to simplify the analysis and design of robust synchronization of nonlinear stochastic synthetic genetic oscillators, the fuzzy interpolation method was employed to interpolate several local linear stochastic coupled systems to approximate the nonlinear stochastic coupled system so that the HJI-based synchronization design problem could be replaced by a simple linear matrix inequality (LMI)-based design problem, which could be solved with the help of LMI toolbox in MATLAB easily. Conclusion If the synchronization robustness criterion, i.e. the synchronization robustness ≥ intrinsic robustness + extrinsic robustness, then the stochastic coupled synthetic oscillators can be robustly synchronized in spite of intrinsic parameter fluctuation and extrinsic noise. If the synchronization robustness criterion is violated, external control scheme by adding inducer can be designed to improve synchronization robustness of coupled synthetic genetic oscillators. The investigated robust synchronization criteria and proposed external control method are useful for a population of coupled synthetic networks with emergent synchronization behavior, especially for multi-cellular, engineered networks. PMID:23101662

Switching of bound vector solitons for the coupled nonlinear Schrödinger equations with nonhomogenously stochastic perturbations

NASA Astrophysics Data System (ADS)

Sun, Zhi-Yuan; Gao, Yi-Tian; Yu, Xin; Liu, Ying

2012-12-01

We investigate the dynamics of the bound vector solitons (BVSs) for the coupled nonlinear Schrödinger equations with the nonhomogenously stochastic perturbations added on their dispersion terms. Soliton switching (besides soliton breakup) can be observed between the two components of the BVSs. Rate of the maximum switched energy (absolute values) within the fixed propagation distance (about 10 periods of the BVSs) enhances in the sense of statistics when the amplitudes of stochastic perturbations increase. Additionally, it is revealed that the BVSs with enhanced coherence are more robust against the perturbations with nonhomogenous stochasticity. Diagram describing the approximate borders of the splitting and non-splitting areas is also given. Our results might be helpful in dynamics of the BVSs with stochastic noises in nonlinear optical fibers or with stochastic quantum fluctuations in Bose-Einstein condensates.

Switching of bound vector solitons for the coupled nonlinear Schrödinger equations with nonhomogenously stochastic perturbations.

PubMed

Sun, Zhi-Yuan; Gao, Yi-Tian; Yu, Xin; Liu, Ying

2012-12-01

We investigate the dynamics of the bound vector solitons (BVSs) for the coupled nonlinear Schrödinger equations with the nonhomogenously stochastic perturbations added on their dispersion terms. Soliton switching (besides soliton breakup) can be observed between the two components of the BVSs. Rate of the maximum switched energy (absolute values) within the fixed propagation distance (about 10 periods of the BVSs) enhances in the sense of statistics when the amplitudes of stochastic perturbations increase. Additionally, it is revealed that the BVSs with enhanced coherence are more robust against the perturbations with nonhomogenous stochasticity. Diagram describing the approximate borders of the splitting and non-splitting areas is also given. Our results might be helpful in dynamics of the BVSs with stochastic noises in nonlinear optical fibers or with stochastic quantum fluctuations in Bose-Einstein condensates.

Stochastic calculus of protein filament formation under spatial confinement

NASA Astrophysics Data System (ADS)

Michaels, Thomas C. T.; Dear, Alexander J.; Knowles, Tuomas P. J.

2018-05-01

The growth of filamentous aggregates from precursor proteins is a process of central importance to both normal and aberrant biology, for instance as the driver of devastating human disorders such as Alzheimer's and Parkinson's diseases. The conventional theoretical framework for describing this class of phenomena in bulk is based upon the mean-field limit of the law of mass action, which implicitly assumes deterministic dynamics. However, protein filament formation processes under spatial confinement, such as in microdroplets or in the cellular environment, show intrinsic variability due to the molecular noise associated with small-volume effects. To account for this effect, in this paper we introduce a stochastic differential equation approach for investigating protein filament formation processes under spatial confinement. Using this framework, we study the statistical properties of stochastic aggregation curves, as well as the distribution of reaction lag-times. Moreover, we establish the gradual breakdown of the correlation between lag-time and normalized growth rate under spatial confinement. Our results establish the key role of spatial confinement in determining the onset of stochasticity in protein filament formation and offer a formalism for studying protein aggregation kinetics in small volumes in terms of the kinetic parameters describing the aggregation dynamics in bulk.

Stochastic resonance enhancement of small-world neural networks by hybrid synapses and time delay

NASA Astrophysics Data System (ADS)

Yu, Haitao; Guo, Xinmeng; Wang, Jiang

2017-01-01

The synergistic effect of hybrid electrical-chemical synapses and information transmission delay on the stochastic response behavior in small-world neuronal networks is investigated. Numerical results show that, the stochastic response behavior can be regulated by moderate noise intensity to track the rhythm of subthreshold pacemaker, indicating the occurrence of stochastic resonance (SR) in the considered neural system. Inheriting the characteristics of two types of synapses-electrical and chemical ones, neural networks with hybrid electrical-chemical synapses are of great improvement in neuron communication. Particularly, chemical synapses are conducive to increase the network detectability by lowering the resonance noise intensity, while the information is better transmitted through the networks via electrical coupling. Moreover, time delay is able to enhance or destroy the periodic stochastic response behavior intermittently. In the time-delayed small-world neuronal networks, the introduction of electrical synapses can significantly improve the signal detection capability by widening the range of optimal noise intensity for the subthreshold signal, and the efficiency of SR is largely amplified in the case of pure chemical couplings. In addition, the stochastic response behavior is also profoundly influenced by the network topology. Increasing the rewiring probability in pure chemically coupled networks can always enhance the effect of SR, which is slightly influenced by information transmission delay. On the other hand, the capacity of information communication is robust to the network topology within the time-delayed neuronal systems including electrical couplings.

Potential and flux field landscape theory. I. Global stability and dynamics of spatially dependent non-equilibrium systems.

PubMed

Wu, Wei; Wang, Jin

2013-09-28

We established a potential and flux field landscape theory to quantify the global stability and dynamics of general spatially dependent non-equilibrium deterministic and stochastic systems. We extended our potential and flux landscape theory for spatially independent non-equilibrium stochastic systems described by Fokker-Planck equations to spatially dependent stochastic systems governed by general functional Fokker-Planck equations as well as functional Kramers-Moyal equations derived from master equations. Our general theory is applied to reaction-diffusion systems. For equilibrium spatially dependent systems with detailed balance, the potential field landscape alone, defined in terms of the steady state probability distribution functional, determines the global stability and dynamics of the system. The global stability of the system is closely related to the topography of the potential field landscape in terms of the basins of attraction and barrier heights in the field configuration state space. The effective driving force of the system is generated by the functional gradient of the potential field alone. For non-equilibrium spatially dependent systems, the curl probability flux field is indispensable in breaking detailed balance and creating non-equilibrium condition for the system. A complete characterization of the non-equilibrium dynamics of the spatially dependent system requires both the potential field and the curl probability flux field. While the non-equilibrium potential field landscape attracts the system down along the functional gradient similar to an electron moving in an electric field, the non-equilibrium flux field drives the system in a curly way similar to an electron moving in a magnetic field. In the small fluctuation limit, the intrinsic potential field as the small fluctuation limit of the potential field for spatially dependent non-equilibrium systems, which is closely related to the steady state probability distribution functional, is found to be a Lyapunov functional of the deterministic spatially dependent system. Therefore, the intrinsic potential landscape can characterize the global stability of the deterministic system. The relative entropy functional of the stochastic spatially dependent non-equilibrium system is found to be the Lyapunov functional of the stochastic dynamics of the system. Therefore, the relative entropy functional quantifies the global stability of the stochastic system with finite fluctuations. Our theory offers an alternative general approach to other field-theoretic techniques, to study the global stability and dynamics of spatially dependent non-equilibrium field systems. It can be applied to many physical, chemical, and biological spatially dependent non-equilibrium systems.

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.

Stochastic gene expression in Arabidopsis thaliana.

PubMed

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

2017-12-14

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

Conditional Stochastic Models in Reduced Space: Towards Efficient Simulation of Tropical Cyclone Precipitation Patterns

NASA Astrophysics Data System (ADS)

Dodov, B.

2017-12-01

Stochastic simulation of realistic and statistically robust patterns of Tropical Cyclone (TC) induced precipitation is a challenging task. It is even more challenging in a catastrophe modeling context, where tens of thousands of typhoon seasons need to be simulated in order to provide a complete view of flood risk. Ultimately, one could run a coupled global climate model and regional Numerical Weather Prediction (NWP) model, but this approach is not feasible in the catastrophe modeling context and, most importantly, may not provide TC track patterns consistent with observations. Rather, we propose to leverage NWP output for the observed TC precipitation patterns (in terms of downscaled reanalysis 1979-2015) collected on a Lagrangian frame along the historical TC tracks and reduced to the leading spatial principal components of the data. The reduced data from all TCs is then grouped according to timing, storm evolution stage (developing, mature, dissipating, ETC transitioning) and central pressure and used to build a dictionary of stationary (within a group) and non-stationary (for transitions between groups) covariance models. Provided that the stochastic storm tracks with all the parameters describing the TC evolution are already simulated, a sequence of conditional samples from the covariance models chosen according to the TC characteristics at a given moment in time are concatenated, producing a continuous non-stationary precipitation pattern in a Lagrangian framework. The simulated precipitation for each event is finally distributed along the stochastic TC track and blended with a non-TC background precipitation using a data assimilation technique. The proposed framework provides means of efficient simulation (10000 seasons simulated in a couple of days) and robust typhoon precipitation patterns consistent with observed regional climate and visually undistinguishable from high resolution NWP output. The framework is used to simulate a catalog of 10000 typhoon seasons implemented in a flood risk model for Japan.

Islands of spatially discordant APD alternans underlie arrhythmogenesis by promoting electrotonic dyssynchrony in models of fibrotic rat ventricular myocardium

NASA Astrophysics Data System (ADS)

Majumder, Rupamanjari; Engels, Marc C.; de Vries, Antoine A. F.; Panfilov, Alexander V.; Pijnappels, Daniël A.

2016-04-01

Fibrosis and altered gap junctional coupling are key features of ventricular remodelling and are associated with abnormal electrical impulse generation and propagation. Such abnormalities predispose to reentrant electrical activity in the heart. In the absence of tissue heterogeneity, high-frequency impulse generation can also induce dynamic electrical instabilities leading to reentrant arrhythmias. However, because of the complexity and stochastic nature of such arrhythmias, the combined effects of tissue heterogeneity and dynamical instabilities in these arrhythmias have not been explored in detail. Here, arrhythmogenesis was studied using in vitro and in silico monolayer models of neonatal rat ventricular tissue with 30% randomly distributed cardiac myofibroblasts and systematically lowered intercellular coupling achieved in vitro through graded knockdown of connexin43 expression. Arrhythmia incidence and complexity increased with decreasing intercellular coupling efficiency. This coincided with the onset of a specialized type of spatially discordant action potential duration alternans characterized by island-like areas of opposite alternans phase, which positively correlated with the degree of connexinx43 knockdown and arrhythmia complexity. At higher myofibroblast densities, more of these islands were formed and reentrant arrhythmias were more easily induced. This is the first study exploring the combinatorial effects of myocardial fibrosis and dynamic electrical instabilities on reentrant arrhythmia initiation and complexity.

A model of gene expression based on random dynamical systems reveals modularity properties of gene regulatory networks.

PubMed

Antoneli, Fernando; Ferreira, Renata C; Briones, Marcelo R S

2016-06-01

Here we propose a new approach to modeling gene expression based on the theory of random dynamical systems (RDS) that provides a general coupling prescription between the nodes of any given regulatory network given the dynamics of each node is modeled by a RDS. The main virtues of this approach are the following: (i) it provides a natural way to obtain arbitrarily large networks by coupling together simple basic pieces, thus revealing the modularity of regulatory networks; (ii) the assumptions about the stochastic processes used in the modeling are fairly general, in the sense that the only requirement is stationarity; (iii) there is a well developed mathematical theory, which is a blend of smooth dynamical systems theory, ergodic theory and stochastic analysis that allows one to extract relevant dynamical and statistical information without solving the system; (iv) one may obtain the classical rate equations form the corresponding stochastic version by averaging the dynamic random variables (small noise limit). It is important to emphasize that unlike the deterministic case, where coupling two equations is a trivial matter, coupling two RDS is non-trivial, specially in our case, where the coupling is performed between a state variable of one gene and the switching stochastic process of another gene and, hence, it is not a priori true that the resulting coupled system will satisfy the definition of a random dynamical system. We shall provide the necessary arguments that ensure that our coupling prescription does indeed furnish a coupled regulatory network of random dynamical systems. Finally, the fact that classical rate equations are the small noise limit of our stochastic model ensures that any validation or prediction made on the basis of the classical theory is also a validation or prediction of our model. We illustrate our framework with some simple examples of single-gene system and network motifs. Copyright © 2016 Elsevier Inc. All rights reserved.

Novel patch modelling method for efficient simulation and prediction uncertainty analysis of multi-scale groundwater flow and transport processes

NASA Astrophysics Data System (ADS)

Sreekanth, J.; Moore, Catherine

2018-04-01

The application of global sensitivity and uncertainty analysis techniques to groundwater models of deep sedimentary basins are typically challenged by large computational burdens combined with associated numerical stability issues. The highly parameterized approaches required for exploring the predictive uncertainty associated with the heterogeneous hydraulic characteristics of multiple aquifers and aquitards in these sedimentary basins exacerbate these issues. A novel Patch Modelling Methodology is proposed for improving the computational feasibility of stochastic modelling analysis of large-scale and complex groundwater models. The method incorporates a nested groundwater modelling framework that enables efficient simulation of groundwater flow and transport across multiple spatial and temporal scales. The method also allows different processes to be simulated within different model scales. Existing nested model methodologies are extended by employing 'joining predictions' for extrapolating prediction-salient information from one model scale to the next. This establishes a feedback mechanism supporting the transfer of information from child models to parent models as well as parent models to child models in a computationally efficient manner. This feedback mechanism is simple and flexible and ensures that while the salient small scale features influencing larger scale prediction are transferred back to the larger scale, this does not require the live coupling of models. This method allows the modelling of multiple groundwater flow and transport processes using separate groundwater models that are built for the appropriate spatial and temporal scales, within a stochastic framework, while also removing the computational burden associated with live model coupling. The utility of the method is demonstrated by application to an actual large scale aquifer injection scheme in Australia.

Predicting extinction risks under climate change: coupling stochastic population models with dynamic bioclimatic habitat models.

PubMed

Keith, David A; Akçakaya, H Resit; Thuiller, Wilfried; Midgley, Guy F; Pearson, Richard G; Phillips, Steven J; Regan, Helen M; Araújo, Miguel B; Rebelo, Tony G

2008-10-23

Species responses to climate change may be influenced by changes in available habitat, as well as population processes, species interactions and interactions between demographic and landscape dynamics. Current methods for assessing these responses fail to provide an integrated view of these influences because they deal with habitat change or population dynamics, but rarely both. In this study, we linked a time series of habitat suitability models with spatially explicit stochastic population models to explore factors that influence the viability of plant species populations under stable and changing climate scenarios in South African fynbos, a global biodiversity hot spot. Results indicate that complex interactions between life history, disturbance regime and distribution pattern mediate species extinction risks under climate change. Our novel mechanistic approach allows more complete and direct appraisal of future biotic responses than do static bioclimatic habitat modelling approaches, and will ultimately support development of more effective conservation strategies to mitigate biodiversity losses due to climate change.

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

ML-Space: Hybrid Spatial Gillespie and Particle Simulation of Multi-Level Rule-Based Models in Cell Biology.

PubMed

Bittig, Arne T; Uhrmacher, Adelinde M

2017-01-01

Spatio-temporal dynamics of cellular processes can be simulated at different levels of detail, from (deterministic) partial differential equations via the spatial Stochastic Simulation algorithm to tracking Brownian trajectories of individual particles. We present a spatial simulation approach for multi-level rule-based models, which includes dynamically hierarchically nested cellular compartments and entities. Our approach ML-Space combines discrete compartmental dynamics, stochastic spatial approaches in discrete space, and particles moving in continuous space. The rule-based specification language of ML-Space supports concise and compact descriptions of models and to adapt the spatial resolution of models easily.

Burstiness in Viral Bursts: How Stochasticity Affects Spatial Patterns in Virus-Microbe Dynamics

NASA Astrophysics Data System (ADS)

Lin, Yu-Hui; Taylor, Bradford P.; Weitz, Joshua S.

Spatial patterns emerge in living systems at the scale of microbes to metazoans. These patterns can be driven, in part, by the stochasticity inherent to the birth and death of individuals. For microbe-virus systems, infection and lysis of hosts by viruses results in both mortality of hosts and production of viral progeny. Here, we study how variation in the number of viral progeny per lysis event affects the spatial clustering of both viruses and microbes. Each viral ''burst'' is initially localized at a near-cellular scale. The number of progeny in a single lysis event can vary in magnitude between tens and thousands. These perturbations are not accounted for in mean-field models. Here we developed individual-based models to investigate how stochasticity affects spatial patterns in virus-microbe systems. We measured the spatial clustering of individuals using pair correlation functions. We found that increasing the burst size of viruses while maintaining the same production rate led to enhanced clustering. In this poster we also report on preliminary analysis on the evolution of the burstiness of viral bursts given a spatially distributed host community.

Inference of Stochastic Nonlinear Oscillators with Applications to Physiological Problems

NASA Technical Reports Server (NTRS)

Smelyanskiy, Vadim N.; Luchinsky, Dmitry G.

2004-01-01

A new method of inferencing of coupled stochastic nonlinear oscillators is described. The technique does not require extensive global optimization, provides optimal compensation for noise-induced errors and is robust in a broad range of dynamical models. We illustrate the main ideas of the technique by inferencing a model of five globally and locally coupled noisy oscillators. Specific modifications of the technique for inferencing hidden degrees of freedom of coupled nonlinear oscillators is discussed in the context of physiological applications.

Stochastic Forcing for High-Resolution Regional and Global Ocean and Atmosphere-Ocean Coupled Ensemble Forecast System

NASA Astrophysics Data System (ADS)

Rowley, C. D.; Hogan, P. J.; Martin, P.; Thoppil, P.; Wei, M.

2017-12-01

An extended range ensemble forecast system is being developed in the US Navy Earth System Prediction Capability (ESPC), and a global ocean ensemble generation capability to represent uncertainty in the ocean initial conditions has been developed. At extended forecast times, the uncertainty due to the model error overtakes the initial condition as the primary source of forecast uncertainty. Recently, stochastic parameterization or stochastic forcing techniques have been applied to represent the model error in research and operational atmospheric, ocean, and coupled ensemble forecasts. A simple stochastic forcing technique has been developed for application to US Navy high resolution regional and global ocean models, for use in ocean-only and coupled atmosphere-ocean-ice-wave ensemble forecast systems. Perturbation forcing is added to the tendency equations for state variables, with the forcing defined by random 3- or 4-dimensional fields with horizontal, vertical, and temporal correlations specified to characterize different possible kinds of error. Here, we demonstrate the stochastic forcing in regional and global ensemble forecasts with varying perturbation amplitudes and length and time scales, and assess the change in ensemble skill measured by a range of deterministic and probabilistic metrics.

Roles of dispersal, stochasticity, and nonlinear dynamics in the spatial structuring of seasonal natural enemy-victim populations

Treesearch

Patrick C. Tobin; Ottar N. Bjornstad

2005-01-01

Natural enemy-victim systems may exhibit a range of dynamic space-time patterns. We used a theoretical framework to study spatiotemporal structuring in a transient natural enemy-victim system subject to differential rates of dispersal, stochastic forcing, and nonlinear dynamics. Highly mobile natural enemies that attacked less mobile victims were locally spatially...

Markovian limit for a reduced operation-valued stochastic process

NASA Astrophysics Data System (ADS)

Barchielli, Alberto

1987-04-01

Operation-valued stochastic processes give a formalization of the concept of continuous (in time) measurements in quantum mechanics. In this article, a first stage M of a measuring apparatus coupled to the system S is explicitly introduced, and continuous measurement of some observables of M is considered (one can speak of an indirect continuous measurement on S). When the degrees of freedom of the measuring apparatus M are eliminated and the weak coupling limit is taken, it is shown that an operation-valued stochastic process describing a direct continuous observation of the system S is obtained.

Stochastic population dynamics in spatially extended predator-prey systems

NASA Astrophysics Data System (ADS)

Dobramysl, Ulrich; Mobilia, Mauro; Pleimling, Michel; Täuber, Uwe C.

2018-02-01

Spatially extended population dynamics models that incorporate demographic noise serve as case studies for the crucial role of fluctuations and correlations in biological systems. Numerical and analytic tools from non-equilibrium statistical physics capture the stochastic kinetics of these complex interacting many-particle systems beyond rate equation approximations. Including spatial structure and stochastic noise in models for predator-prey competition invalidates the neutral Lotka-Volterra population cycles. Stochastic models yield long-lived erratic oscillations stemming from a resonant amplification mechanism. Spatially extended predator-prey systems display noise-stabilized activity fronts that generate persistent correlations. Fluctuation-induced renormalizations of the oscillation parameters can be analyzed perturbatively via a Doi-Peliti field theory mapping of the master equation; related tools allow detailed characterization of extinction pathways. The critical steady-state and non-equilibrium relaxation dynamics at the predator extinction threshold are governed by the directed percolation universality class. Spatial predation rate variability results in more localized clusters, enhancing both competing species’ population densities. Affixing variable interaction rates to individual particles and allowing for trait inheritance subject to mutations induces fast evolutionary dynamics for the rate distributions. Stochastic spatial variants of three-species competition with ‘rock-paper-scissors’ interactions metaphorically describe cyclic dominance. These models illustrate intimate connections between population dynamics and evolutionary game theory, underscore the role of fluctuations to drive populations toward extinction, and demonstrate how space can support species diversity. Two-dimensional cyclic three-species May-Leonard models are characterized by the emergence of spiraling patterns whose properties are elucidated by a mapping onto a complex Ginzburg-Landau equation. Multiple-species extensions to general ‘food networks’ can be classified on the mean-field level, providing both fundamental understanding of ensuing cooperativity and profound insight into the rich spatio-temporal features and coarsening kinetics in the corresponding spatially extended systems. Novel space-time patterns emerge as a result of the formation of competing alliances; e.g. coarsening domains that each incorporate rock-paper-scissors competition games.

Non-Gaussian Multi-resolution Modeling of Magnetosphere-Ionosphere Coupling Processes

NASA Astrophysics Data System (ADS)

Fan, M.; Paul, D.; Lee, T. C. M.; Matsuo, T.

2016-12-01

The most dynamic coupling between the magnetosphere and ionosphere occurs in the Earth's polar atmosphere. Our objective is to model scale-dependent stochastic characteristics of high-latitude ionospheric electric fields that originate from solar wind magnetosphere-ionosphere interactions. The Earth's high-latitude ionospheric electric field exhibits considerable variability, with increasing non-Gaussian characteristics at decreasing spatio-temporal scales. Accurately representing the underlying stochastic physical process through random field modeling is crucial not only for scientific understanding of the energy, momentum and mass exchanges between the Earth's magnetosphere and ionosphere, but also for modern technological systems including telecommunication, navigation, positioning and satellite tracking. While a lot of efforts have been made to characterize the large-scale variability of the electric field in the context of Gaussian processes, no attempt has been made so far to model the small-scale non-Gaussian stochastic process observed in the high-latitude ionosphere. We construct a novel random field model using spherical needlets as building blocks. The double localization of spherical needlets in both spatial and frequency domains enables the model to capture the non-Gaussian and multi-resolutional characteristics of the small-scale variability. The estimation procedure is computationally feasible due to the utilization of an adaptive Gibbs sampler. We apply the proposed methodology to the computational simulation output from the Lyon-Fedder-Mobarry (LFM) global magnetohydrodynamics (MHD) magnetosphere model. Our non-Gaussian multi-resolution model results in characterizing significantly more energy associated with the small-scale ionospheric electric field variability in comparison to Gaussian models. By accurately representing unaccounted-for additional energy and momentum sources to the Earth's upper atmosphere, our novel random field modeling approach will provide a viable remedy to the current numerical models' systematic biases resulting from the underestimation of high-latitude energy and momentum sources.

Stochastic dynamics of coupled active particles in an overdamped limit

NASA Astrophysics Data System (ADS)

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

2015-10-01

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

Approximate reduction of linear population models governed by stochastic differential equations: application to multiregional models.

PubMed

Sanz, Luis; Alonso, Juan Antonio

2017-12-01

In this work we develop approximate aggregation techniques in the context of slow-fast linear population models governed by stochastic differential equations and apply the results to the treatment of populations with spatial heterogeneity. Approximate aggregation techniques allow one to transform a complex system involving many coupled variables and in which there are processes with different time scales, by a simpler reduced model with a fewer number of 'global' variables, in such a way that the dynamics of the former can be approximated by that of the latter. In our model we contemplate a linear fast deterministic process together with a linear slow process in which the parameters are affected by additive noise, and give conditions for the solutions corresponding to positive initial conditions to remain positive for all times. By letting the fast process reach equilibrium we build a reduced system with a lesser number of variables, and provide results relating the asymptotic behaviour of the first- and second-order moments of the population vector for the original and the reduced system. The general technique is illustrated by analysing a multiregional stochastic system in which dispersal is deterministic and the rate growth of the populations in each patch is affected by additive noise.

An Integrative Platform for Three-dimensional Quantitative Analysis of Spatially Heterogeneous Metastasis Landscapes

NASA Astrophysics Data System (ADS)

Guldner, Ian H.; Yang, Lin; Cowdrick, Kyle R.; Wang, Qingfei; Alvarez Barrios, Wendy V.; Zellmer, Victoria R.; Zhang, Yizhe; Host, Misha; Liu, Fang; Chen, Danny Z.; Zhang, Siyuan

2016-04-01

Metastatic microenvironments are spatially and compositionally heterogeneous. This seemingly stochastic heterogeneity provides researchers great challenges in elucidating factors that determine metastatic outgrowth. Herein, we develop and implement an integrative platform that will enable researchers to obtain novel insights from intricate metastatic landscapes. Our two-segment platform begins with whole tissue clearing, staining, and imaging to globally delineate metastatic landscape heterogeneity with spatial and molecular resolution. The second segment of our platform applies our custom-developed SMART 3D (Spatial filtering-based background removal and Multi-chAnnel forest classifiers-based 3D ReconsTruction), a multi-faceted image analysis pipeline, permitting quantitative interrogation of functional implications of heterogeneous metastatic landscape constituents, from subcellular features to multicellular structures, within our large three-dimensional (3D) image datasets. Coupling whole tissue imaging of brain metastasis animal models with SMART 3D, we demonstrate the capability of our integrative pipeline to reveal and quantify volumetric and spatial aspects of brain metastasis landscapes, including diverse tumor morphology, heterogeneous proliferative indices, metastasis-associated astrogliosis, and vasculature spatial distribution. Collectively, our study demonstrates the utility of our novel integrative platform to reveal and quantify the global spatial and volumetric characteristics of the 3D metastatic landscape with unparalleled accuracy, opening new opportunities for unbiased investigation of novel biological phenomena in situ.

Spatial scale affects the relative role of stochasticity versus determinism in soil bacterial communities in wheat fields across the North China Plain.

PubMed

Shi, Yu; Li, Yuntao; Xiang, Xingjia; Sun, Ruibo; Yang, Teng; He, Dan; Zhang, Kaoping; Ni, Yingying; Zhu, Yong-Guan; Adams, Jonathan M; Chu, Haiyan

2018-02-05

The relative importance of stochasticity versus determinism in soil bacterial communities is unclear, as are the possible influences that alter the balance between these. Here, we investigated the influence of spatial scale on the relative role of stochasticity and determinism in agricultural monocultures consisting only of wheat, thereby minimizing the influence of differences in plant species cover and in cultivation/disturbance regime, extending across a wide range of soils and climates of the North China Plain (NCP). We sampled 243 sites across 1092 km and sequenced the 16S rRNA bacterial gene using MiSeq. We hypothesized that determinism would play a relatively stronger role at the broadest scales, due to the strong influence of climate and soil differences in selecting many distinct OTUs of bacteria adapted to the different environments. In order to test the more general applicability of the hypothesis, we also compared with a natural ecosystem on the Tibetan Plateau. Our results revealed that the relative importance of stochasticity vs. determinism did vary with spatial scale, in the direction predicted. On the North China Plain, stochasticity played a dominant role from 150 to 900 km (separation between pairs of sites) and determinism dominated at more than 900 km (broad scale). On the Tibetan Plateau, determinism played a dominant role from 130 to 1200 km and stochasticity dominated at less than 130 km. Among the identifiable deterministic factors, soil pH showed the strongest influence on soil bacterial community structure and diversity across the North China Plain. Together, 23.9% of variation in soil microbial community composition could be explained, with environmental factors accounting for 19.7% and spatial parameters 4.1%. Our findings revealed that (1) stochastic processes are relatively more important on the North China Plain, while deterministic processes are more important on the Tibetan Plateau; (2) soil pH was the major factor in shaping soil bacterial community structure of the North China Plain; and (3) most variation in soil microbial community composition could not be explained with existing environmental and spatial factors. Further studies are needed to dissect the influence of stochastic factors (e.g., mutations or extinctions) on soil microbial community distribution, which might make it easier to predictably manipulate the microbial community to produce better yield and soil sustainability outcomes.

Quantifying stochasticity in the dynamics of delay-coupled semiconductor lasers via forbidden patterns.

PubMed

Tiana-Alsina, Jordi; Buldú, Javier M; Torrent, M C; García-Ojalvo, Jordi

2010-01-28

We quantify the level of stochasticity in the dynamics of two mutually coupled semiconductor lasers. Specifically, we concentrate on a regime in which the lasers synchronize their dynamics with a non-zero lag time, and the leader and laggard roles alternate irregularly between the lasers. We analyse this switching dynamics in terms of the number of forbidden patterns of the alternate time series. The results reveal that the system operates in a stochastic regime, with the level of stochasticity decreasing as the lasers are pumped further away from their lasing threshold. This behaviour is similar to that exhibited by a single semiconductor laser subject to external optical feedback, as its dynamics shifts from the regime of low-frequency fluctuations to coherence collapse. This journal is © 2010 The Royal Society

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

Optimised Iteration in Coupled Monte Carlo - Thermal-Hydraulics Calculations

NASA Astrophysics Data System (ADS)

Hoogenboom, J. Eduard; Dufek, Jan

2014-06-01

This paper describes an optimised iteration scheme for the number of neutron histories and the relaxation factor in successive iterations of coupled Monte Carlo and thermal-hydraulic reactor calculations based on the stochastic iteration method. The scheme results in an increasing number of neutron histories for the Monte Carlo calculation in successive iteration steps and a decreasing relaxation factor for the spatial power distribution to be used as input to the thermal-hydraulics calculation. The theoretical basis is discussed in detail and practical consequences of the scheme are shown, among which a nearly linear increase per iteration of the number of cycles in the Monte Carlo calculation. The scheme is demonstrated for a full PWR type fuel assembly. Results are shown for the axial power distribution during several iteration steps. A few alternative iteration method are also tested and it is concluded that the presented iteration method is near optimal.

Optimizing Real-Time Vaccine Allocation in a Stochastic SIR Model

PubMed Central

Nguyen, Chantal; Carlson, Jean M.

2016-01-01

Real-time vaccination following an outbreak can effectively mitigate the damage caused by an infectious disease. However, in many cases, available resources are insufficient to vaccinate the entire at-risk population, logistics result in delayed vaccine deployment, and the interaction between members of different cities facilitates a wide spatial spread of infection. Limited vaccine, time delays, and interaction (or coupling) of cities lead to tradeoffs that impact the overall magnitude of the epidemic. These tradeoffs mandate investigation of optimal strategies that minimize the severity of the epidemic by prioritizing allocation of vaccine to specific subpopulations. We use an SIR model to describe the disease dynamics of an epidemic which breaks out in one city and spreads to another. We solve a master equation to determine the resulting probability distribution of the final epidemic size. We then identify tradeoffs between vaccine, time delay, and coupling, and we determine the optimal vaccination protocols resulting from these tradeoffs. PMID:27043931

Groundwater–surface water mixing shifts ecological assembly processes and stimulates organic carbon turnover

PubMed Central

Stegen, James C.; Fredrickson, James K.; Wilkins, Michael J.; Konopka, Allan E.; Nelson, William C.; Arntzen, Evan V.; Chrisler, William B.; Chu, Rosalie K.; Danczak, Robert E.; Fansler, Sarah J.; Kennedy, David W.; Resch, Charles T.; Tfaily, Malak

2016-01-01

Environmental transitions often result in resource mixtures that overcome limitations to microbial metabolism, resulting in biogeochemical hotspots and moments. Riverine systems, where groundwater mixes with surface water (the hyporheic zone), are spatially complex and temporally dynamic, making development of predictive models challenging. Spatial and temporal variations in hyporheic zone microbial communities are a key, but understudied, component of riverine biogeochemical function. Here, to investigate the coupling among groundwater–surface water mixing, microbial communities and biogeochemistry, we apply ecological theory, aqueous biogeochemistry, DNA sequencing and ultra-high-resolution organic carbon profiling to field samples collected across times and locations representing a broad range of mixing conditions. Our results indicate that groundwater–surface water mixing in the hyporheic zone stimulates heterotrophic respiration, alters organic carbon composition, causes ecological processes to shift from stochastic to deterministic and is associated with elevated abundances of microbial taxa that may degrade a broad suite of organic compounds. PMID:27052662

Groundwater-surface water mixing shifts ecological assembly processes and stimulates organic carbon turnover.

PubMed

Stegen, James C; Fredrickson, James K; Wilkins, Michael J; Konopka, Allan E; Nelson, William C; Arntzen, Evan V; Chrisler, William B; Chu, Rosalie K; Danczak, Robert E; Fansler, Sarah J; Kennedy, David W; Resch, Charles T; Tfaily, Malak

2016-04-07

Environmental transitions often result in resource mixtures that overcome limitations to microbial metabolism, resulting in biogeochemical hotspots and moments. Riverine systems, where groundwater mixes with surface water (the hyporheic zone), are spatially complex and temporally dynamic, making development of predictive models challenging. Spatial and temporal variations in hyporheic zone microbial communities are a key, but understudied, component of riverine biogeochemical function. Here, to investigate the coupling among groundwater-surface water mixing, microbial communities and biogeochemistry, we apply ecological theory, aqueous biogeochemistry, DNA sequencing and ultra-high-resolution organic carbon profiling to field samples collected across times and locations representing a broad range of mixing conditions. Our results indicate that groundwater-surface water mixing in the hyporheic zone stimulates heterotrophic respiration, alters organic carbon composition, causes ecological processes to shift from stochastic to deterministic and is associated with elevated abundances of microbial taxa that may degrade a broad suite of organic compounds.

Mass sensing based on deterministic and stochastic responses of elastically coupled nanocantilevers.

PubMed

Gil-Santos, Eduardo; Ramos, Daniel; Jana, Anirban; Calleja, Montserrat; Raman, Arvind; Tamayo, Javier

2009-12-01

Coupled nanomechanical systems and their entangled eigenstates offer unique opportunities for the detection of ultrasmall masses. In this paper we show theoretically and experimentally that the stochastic and deterministic responses of a pair of coupled nanocantilevers provide different and complementary information about the added mass of an analyte and its location. This method allows the sensitive detection of minute quantities of mass even in the presence of large initial differences in the active masses of the two cantilevers. Finally, we show the fundamental limits in mass detection of this sensing paradigm.

Modelling Soil-Landscapes in Coastal California Hills Using Fine Scale Terrestrial Lidar

NASA Astrophysics Data System (ADS)

Prentice, S.; Bookhagen, B.; Kyriakidis, P. C.; Chadwick, O.

2013-12-01

Digital elevation models (DEMs) are the dominant input to spatially explicit digital soil mapping (DSM) efforts due to their increasing availability and the tight coupling between topography and soil variability. Accurate characterization of this coupling is dependent on DEM spatial resolution and soil sampling density, both of which may limit analyses. For example, DEM resolution may be too coarse to accurately reflect scale-dependent soil properties yet downscaling introduces artifactual uncertainty unrelated to deterministic or stochastic soil processes. We tackle these limitations through a DSM effort that couples moderately high density soil sampling with a very fine scale terrestrial lidar dataset (20 cm) implemented in a semiarid rolling hillslope domain where terrain variables change rapidly but smoothly over short distances. Our guiding hypothesis is that in this diffusion-dominated landscape, soil thickness is readily predicted by continuous terrain attributes coupled with catenary hillslope segmentation. We choose soil thickness as our keystone dependent variable for its geomorphic and hydrologic significance, and its tendency to be a primary input to synthetic ecosystem models. In defining catenary hillslope position we adapt a logical rule-set approach that parses common terrain derivatives of curvature and specific catchment area into discrete landform elements (LE). Variograms and curvature-area plots are used to distill domain-scale terrain thresholds from short range order noise characteristic of very fine-scale spatial data. The revealed spatial thresholds are used to condition LE rule-set inputs, rendering a catenary LE map that leverages the robustness of fine-scale terrain data to create a generalized interpretation of soil geomorphic domains. Preliminary regressions show that continuous terrain variables alone (curvature, specific catchment area) only partially explain soil thickness, and only in a subset of soils. For example, at spatial scales up 20, curvature explains 40% of soil thickness variance among soils <3 m deep, while soils >3 m deep show no clear relation to curvature. To further demonstration our geomorphic segmentation approach, we apply it to DEM domains where diffusion processes are less dominant than in our primary study area. Classified landform map derived from fine scale terrestrial lidar. Color classes depict hydrogeomorphic process domains in zero order watersheds.

The fission yeast cytokinetic contractile ring regulates septum shape and closure

PubMed Central

Thiyagarajan, Sathish; Munteanu, Emilia Laura; Arasada, Rajesh; Pollard, Thomas D.; O'Shaughnessy, Ben

2015-01-01

ABSTRACT During cytokinesis, fission yeast and other fungi and bacteria grow a septum that divides the cell in two. In fission yeast closure of the circular septum hole by the β-glucan synthases (Bgs) and other glucan synthases in the plasma membrane is tightly coupled to constriction of an actomyosin contractile ring attached to the membrane. It is unknown how septum growth is coordinated over scales of several microns to maintain septum circularity. Here, we documented the shapes of ingrowing septum edges by measuring the roughness of the edges, a measure of the deviation from circularity. The roughness was small, with spatial correlations indicative of spatially coordinated growth. We hypothesized that Bgs-mediated septum growth is mechanosensitive and coupled to contractile ring tension. A mathematical model showed that ring tension then generates almost circular septum edges by adjusting growth rates in a curvature-dependent fashion. The model reproduced experimental roughness statistics and showed that septum synthesis sets the mean closure rate. Our results suggest that the fission yeast cytokinetic ring tension does not set the constriction rate but regulates septum closure by suppressing roughness produced by inherently stochastic molecular growth processes. PMID:26240178

The fission yeast cytokinetic contractile ring regulates septum shape and closure.

PubMed

Thiyagarajan, Sathish; Munteanu, Emilia Laura; Arasada, Rajesh; Pollard, Thomas D; O'Shaughnessy, Ben

2015-10-01

During cytokinesis, fission yeast and other fungi and bacteria grow a septum that divides the cell in two. In fission yeast closure of the circular septum hole by the β-glucan synthases (Bgs) and other glucan synthases in the plasma membrane is tightly coupled to constriction of an actomyosin contractile ring attached to the membrane. It is unknown how septum growth is coordinated over scales of several microns to maintain septum circularity. Here, we documented the shapes of ingrowing septum edges by measuring the roughness of the edges, a measure of the deviation from circularity. The roughness was small, with spatial correlations indicative of spatially coordinated growth. We hypothesized that Bgs-mediated septum growth is mechanosensitive and coupled to contractile ring tension. A mathematical model showed that ring tension then generates almost circular septum edges by adjusting growth rates in a curvature-dependent fashion. The model reproduced experimental roughness statistics and showed that septum synthesis sets the mean closure rate. Our results suggest that the fission yeast cytokinetic ring tension does not set the constriction rate but regulates septum closure by suppressing roughness produced by inherently stochastic molecular growth processes. © 2015. Published by The Company of Biologists Ltd.

Predator-prey model for the self-organization of stochastic oscillators in dual populations

NASA Astrophysics Data System (ADS)

Moradi, Sara; Anderson, Johan; Gürcan, Ozgür D.

2015-12-01

A predator-prey model of dual populations with stochastic oscillators is presented. A linear cross-coupling between the two populations is introduced following the coupling between the motions of a Wilberforce pendulum in two dimensions: one in the longitudinal and the other in torsional plain. Within each population a Kuramoto-type competition between the phases is assumed. Thus, the synchronization state of the whole system is controlled by these two types of competitions. The results of the numerical simulations show that by adding the linear cross-coupling interactions predator-prey oscillations between the two populations appear, which results in self-regulation of the system by a transfer of synchrony between the two populations. The model represents several important features of the dynamical interplay between the drift wave and zonal flow turbulence in magnetically confined plasmas, and a novel interpretation of the coupled dynamics of drift wave-zonal flow turbulence using synchronization of stochastic oscillator is discussed.

Hierarchical stochastic modeling of large river ecosystems and fish growth across spatio-temporal scales and climate models: the Missouri River endangered pallid sturgeon example

USGS Publications Warehouse

Wildhaber, Mark L.; Wikle, Christopher K.; Moran, Edward H.; Anderson, Christopher J.; Franz, Kristie J.; Dey, Rima

2017-01-01

We present a hierarchical series of spatially decreasing and temporally increasing models to evaluate the uncertainty in the atmosphere – ocean global climate model (AOGCM) and the regional climate model (RCM) relative to the uncertainty in the somatic growth of the endangered pallid sturgeon (Scaphirhynchus albus). For effects on fish populations of riverine ecosystems, cli- mate output simulated by coarse-resolution AOGCMs and RCMs must be downscaled to basins to river hydrology to population response. One needs to transfer the information from these climate simulations down to the individual scale in a way that minimizes extrapolation and can account for spatio-temporal variability in the intervening stages. The goal is a framework to determine whether, given uncertainties in the climate models and the biological response, meaningful inference can still be made. The non-linear downscaling of climate information to the river scale requires that one realistically account for spatial and temporal variability across scale. Our down- scaling procedure includes the use of fixed/calibrated hydrological flow and temperature models coupled with a stochastically parameterized sturgeon bioenergetics model. We show that, although there is a large amount of uncertainty associated with both the climate model output and the fish growth process, one can establish significant differences in fish growth distributions between models, and between future and current climates for a given model.

Coupling induced logical stochastic resonance

NASA Astrophysics Data System (ADS)

Aravind, Manaoj; Murali, K.; Sinha, Sudeshna

2018-06-01

In this work we will demonstrate the following result: when we have two coupled bistable sub-systems, each driven separately by an external logic input signal, the coupled system yields outputs that can be mapped to specific logic gate operations in a robust manner, in an optimal window of noise. So, though the individual systems receive only one logic input each, due to the interplay of coupling, nonlinearity and noise, they cooperatively respond to give a logic output that is a function of both inputs. Thus the emergent collective response of the system, due to the inherent coupling, in the presence of a noise floor, maps consistently to that of logic outputs of the two inputs, a phenomenon we term coupling induced Logical Stochastic Resonance. Lastly, we demonstrate our idea in proof of principle circuit experiments.

Dynamics of electronic transport in spatially-extended systems with negative differential conductivity

NASA Astrophysics Data System (ADS)

Xu, Huidong

Negative differential conductivity (NDC) is a nonlinear property of electronic transport for high electric field strength found in materials and devices such as semiconductor superlattices, bulk GaAs and Gunn diodes. In spatially extended systems, NDC can cause rich dynamics such as static and mobile field domains and moving charge fronts. In this thesis, these phenomena are studied theoretically and numerically for semiconductor superlattices. Two classes of models are considered: a discrete model based on sequential resonant tunneling between neighboring quantum wells is used to described charge transport in weakly-coupled superlattices, and a continuum model based on the miniband transport is used to describe charge transport strongly-coupled superlattices. The superlattice is a spatially extended nonlinear system consisting a periodic arrangement of quantum wells (e.g., GaAs) and barriers (e.g., AlAs). Using a discrete model and only considering one spatial dimension, we find that the boundary condition at the injecting contact has a great influence on the dynamical behavior for both fixed voltage and transient response. Static or moving field domains are usually inevitable in this system. In order to suppress field domains, we add a side shunting layer parallel to the growth direction of the superlattice. In this case, the model includes both vertical and lateral spatial degrees of freedom. We first study a shunted weakly-coupled superlattice for a wide range of material parameters. The field domains are found to be suppressed for superlattices with small lateral size and good connection between the shunt and the quantum wells of the superlattice. As the lateral size of the superlattice increases, the uniform field configuration loses its stability to either static or dynamic field domains, regardless of shunt properties. A lower quality shunt generally leads to regular and chaotic current oscillations and complex spatio-temporal dynamics in the field profile. Bifurcations separating static and dynamic behaviors are characterized and found to be dependent on the shunt properties. Then we adopt the model to study the shunted strongly-coupled superlattice with the continuum model. Key structural parameters associated with both the shunt layer and SL are identified for which the shunt layer stabilizes a uniform electric field profile. These results support the possibility to realize a SL-based THz oscillator with a carefully designed structure. Another important behavior of the static field domains in the weakly-coupled superlattice is bistability, i.e., two possible states (i.e., electric field configurations) for a single voltage. Noise can drive the system from one of these states (the metastable state) to the other one (the globally stable state). The process of escape from the metastable state can be viewed as a stochastic first-passage process in a high-dimensional system that possesses complex stability eigenvalues and for which a global potential energy function does not exist. This process is simulated using a stochastic differential equation system which incorporates shot noise. The mean switching time tau is fitted to an exponential expression e1DVth -Va, where Vth denotes the voltage at the end of the current branch. The exponent alpha in the fitting curve deviates from 1.5 which is predicted for a generic one dimensional system. We develop an algorithm to determine an effective locally valid potential. Principal component analysis is applied to find the most probable path for switching from the metastable current state.

Mutual Information in Frequency and Its Application to Measure Cross-Frequency Coupling in Epilepsy

NASA Astrophysics Data System (ADS)

Malladi, Rakesh; Johnson, Don H.; Kalamangalam, Giridhar P.; Tandon, Nitin; Aazhang, Behnaam

2018-06-01

We define a metric, mutual information in frequency (MI-in-frequency), to detect and quantify the statistical dependence between different frequency components in the data, referred to as cross-frequency coupling and apply it to electrophysiological recordings from the brain to infer cross-frequency coupling. The current metrics used to quantify the cross-frequency coupling in neuroscience cannot detect if two frequency components in non-Gaussian brain recordings are statistically independent or not. Our MI-in-frequency metric, based on Shannon's mutual information between the Cramer's representation of stochastic processes, overcomes this shortcoming and can detect statistical dependence in frequency between non-Gaussian signals. We then describe two data-driven estimators of MI-in-frequency: one based on kernel density estimation and the other based on the nearest neighbor algorithm and validate their performance on simulated data. We then use MI-in-frequency to estimate mutual information between two data streams that are dependent across time, without making any parametric model assumptions. Finally, we use the MI-in- frequency metric to investigate the cross-frequency coupling in seizure onset zone from electrocorticographic recordings during seizures. The inferred cross-frequency coupling characteristics are essential to optimize the spatial and spectral parameters of electrical stimulation based treatments of epilepsy.

Recent topographic evolution and erosion of the deglaciated Washington Cascades inferred from a stochastic landscape evolution model

NASA Astrophysics Data System (ADS)

Moon, S.; Shelef, E.; Hilley, G. E.

2013-12-01

The Washington Cascades is currently in topographic and erosional disequilibrium after deglaciation occurred around 11- 17 ka ago. The topography still shows the features inherited from prior alpine glacial processes (e.g., cirques, steep side-valleys, and flat valley bottoms), though postglacial processes are currently denuding this landscape. Our previous study in this area calculated the thousand-year-timescale denudation rates using cosmogenic 10Be concentration (CRN-denudation rates), and showed that they were ~ four times higher than million-year-timescale uplift rates. In addition, the spatial distribution of denudation rates showed a good correlation with a factor-of-ten variation in precipitation. We interpreted this correlation as reflecting the sensitivity of landslide triggering in over-steepened deglaciated topography to precipitation, which produced high denudation rates in wet areas that experienced frequent landsliding. We explored this interpretation using a model of postglacial surface processes that predicts the evolution of the topography and denudation rates within the deglaciated Washington Cascades. Specifically, we used the model to understand the controls on and timescales of landscape response to changes in the surface process regime after deglaciation. The postglacial adjustment of this landscape is modeled using a geomorphic-transport-law-based numerical model that includes processes of river incision, hillslope diffusion, and stochastic landslides. The surface lowering due to landslides is parameterized using a physically-based slope stability model coupled to a stochastic model of the generation of landslides. The model parameters of river incision and stochastic landslides are calibrated based on the rates and distribution of thousand-year-timescale denudation rates measured from cosmogenic 10Be isotopes. The probability distribution of model parameters required to fit the observed denudation rates shows comparable ranges from previous studies in similar rock types and climatic conditions. The calibrated parameters suggest that the dominant sediment source of river sediments originates from stochastic landslides. The magnitude of landslide denudation rates is determined by failure density (similar to landslide frequency), while their spatial distribution is largely controlled by precipitation and slope angles. Simulation results show that denudation rates decay over time and take approximately 130-180 ka to reach steady-state rates. This response timescale is longer than glacial/interglacial cycles, suggesting that frequent climatic perturbations during the Quaternary may prevent these types of landscapes from reaching a dynamic equilibrium with postglacial processes.

Finite-time synchronization of stochastic coupled neural networks subject to Markovian switching and input saturation.

PubMed

Selvaraj, P; Sakthivel, R; Kwon, O M

2018-06-07

This paper addresses the problem of finite-time synchronization of stochastic coupled neural networks (SCNNs) subject to Markovian switching, mixed time delay, and actuator saturation. In addition, coupling strengths of the SCNNs are characterized by mutually independent random variables. By utilizing a simple linear transformation, the problem of stochastic finite-time synchronization of SCNNs is converted into a mean-square finite-time stabilization problem of an error system. By choosing a suitable mode dependent switched Lyapunov-Krasovskii functional, a new set of sufficient conditions is derived to guarantee the finite-time stability of the error system. Subsequently, with the help of anti-windup control scheme, the actuator saturation risks could be mitigated. Moreover, the derived conditions help to optimize estimation of the domain of attraction by enlarging the contractively invariant set. Furthermore, simulations are conducted to exhibit the efficiency of proposed control scheme. Copyright © 2018 Elsevier Ltd. All rights reserved.

Hybrid approaches for multiple-species stochastic reaction–diffusion models

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

Spill, Fabian, E-mail: fspill@bu.edu; Department of Mechanical Engineering, Massachusetts Institute of Technology, 77 Massachusetts Avenue, Cambridge, MA 02139; Guerrero, Pilar

2015-10-15

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

Recent topographic evolution and erosion of the deglaciated Washington Cascades inferred from a stochastic landscape evolution model

NASA Astrophysics Data System (ADS)

Moon, Seulgi; Shelef, Eitan; Hilley, George E.

2015-05-01

In this study, we model postglacial surface processes and examine the evolution of the topography and denudation rates within the deglaciated Washington Cascades to understand the controls on and time scales of landscape response to changes in the surface process regime after deglaciation. The postglacial adjustment of this landscape is modeled using a geomorphic-transport-law-based numerical model that includes processes of river incision, hillslope diffusion, and stochastic landslides. The surface lowering due to landslides is parameterized using a physically based slope stability model coupled to a stochastic model of the generation of landslides. The model parameters of river incision and stochastic landslides are calibrated based on the rates and distribution of thousand-year-time scale denudation rates measured from cosmogenic 10Be isotopes. The probability distributions of those model parameters calculated based on a Bayesian inversion scheme show comparable ranges from previous studies in similar rock types and climatic conditions. The magnitude of landslide denudation rates is determined by failure density (similar to landslide frequency), whereas precipitation and slopes affect the spatial variation in landslide denudation rates. Simulation results show that postglacial denudation rates decay over time and take longer than 100 kyr to reach time-invariant rates. Over time, the landslides in the model consume the steep slopes characteristic of deglaciated landscapes. This response time scale is on the order of or longer than glacial/interglacial cycles, suggesting that frequent climatic perturbations during the Quaternary may produce a significant and prolonged impact on denudation and topography.

Stochastic Kuramoto oscillators with discrete phase states.

PubMed

Jörg, David J

2017-09-01

We present a generalization of the Kuramoto phase oscillator model in which phases advance in discrete phase increments through Poisson processes, rendering both intrinsic oscillations and coupling inherently stochastic. We study the effects of phase discretization on the synchronization and precision properties of the coupled system both analytically and numerically. Remarkably, many key observables such as the steady-state synchrony and the quality of oscillations show distinct extrema while converging to the classical Kuramoto model in the limit of a continuous phase. The phase-discretized model provides a general framework for coupled oscillations in a Markov chain setting.

Stochastic Kuramoto oscillators with discrete phase states

NASA Astrophysics Data System (ADS)

Jörg, David J.

2017-09-01

We present a generalization of the Kuramoto phase oscillator model in which phases advance in discrete phase increments through Poisson processes, rendering both intrinsic oscillations and coupling inherently stochastic. We study the effects of phase discretization on the synchronization and precision properties of the coupled system both analytically and numerically. Remarkably, many key observables such as the steady-state synchrony and the quality of oscillations show distinct extrema while converging to the classical Kuramoto model in the limit of a continuous phase. The phase-discretized model provides a general framework for coupled oscillations in a Markov chain setting.

Simulation of Stochastic Processes by Coupled ODE-PDE

NASA Technical Reports Server (NTRS)

Zak, Michail

2008-01-01

A document discusses the emergence of randomness in solutions of coupled, fully deterministic ODE-PDE (ordinary differential equations-partial differential equations) due to failure of the Lipschitz condition as a new phenomenon. It is possible to exploit the special properties of ordinary differential equations (represented by an arbitrarily chosen, dynamical system) coupled with the corresponding Liouville equations (used to describe the evolution of initial uncertainties in terms of joint probability distribution) in order to simulate stochastic processes with the proscribed probability distributions. The important advantage of the proposed approach is that the simulation does not require a random-number generator.

Multiple scales in metapopulations of public goods producers

NASA Astrophysics Data System (ADS)

Bauer, Marianne; Frey, Erwin

2018-04-01

Multiple scales in metapopulations can give rise to paradoxical behavior: in a conceptual model for a public goods game, the species associated with a fitness cost due to the public good production can be stabilized in the well-mixed limit due to the mere existence of these scales. The scales in this model involve a length scale corresponding to separate patches, coupled by mobility, and separate time scales for reproduction and interaction with a local environment. Contrary to the well-mixed high mobility limit, we find that for low mobilities, the interaction rate progressively stabilizes this species due to stochastic effects, and that the formation of spatial patterns is not crucial for this stabilization.

Modelling remediation scenarios in historical mining catchments.

PubMed

Gamarra, Javier G P; Brewer, Paul A; Macklin, Mark G; Martin, Katherine

2014-01-01

Local remediation measures, particularly those undertaken in historical mining areas, can often be ineffective or even deleterious because erosion and sedimentation processes operate at spatial scales beyond those typically used in point-source remediation. Based on realistic simulations of a hybrid landscape evolution model combined with stochastic rainfall generation, we demonstrate that similar remediation strategies may result in differing effects across three contrasting European catchments depending on their topographic and hydrologic regimes. Based on these results, we propose a conceptual model of catchment-scale remediation effectiveness based on three basic catchment characteristics: the degree of contaminant source coupling, the ratio of contaminated to non-contaminated sediment delivery, and the frequency of sediment transport events.

Coupling all-atom molecular dynamics simulations of ions in water with Brownian dynamics.

PubMed

Erban, Radek

2016-02-01

Molecular dynamics (MD) simulations of ions (K + , Na + , Ca 2+ and Cl - ) in aqueous solutions are investigated. Water is described using the SPC/E model. A stochastic coarse-grained description for ion behaviour is presented and parametrized using MD simulations. It is given as a system of coupled stochastic and ordinary differential equations, describing the ion position, velocity and acceleration. The stochastic coarse-grained model provides an intermediate description between all-atom MD simulations and Brownian dynamics (BD) models. It is used to develop a multiscale method which uses all-atom MD simulations in parts of the computational domain and (less detailed) BD simulations in the remainder of the domain.

Reduced equations of motion for quantum systems driven by diffusive Markov processes.

PubMed

Sarovar, Mohan; Grace, Matthew D

2012-09-28

The expansion of a stochastic Liouville equation for the coupled evolution of a quantum system and an Ornstein-Uhlenbeck process into a hierarchy of coupled differential equations is a useful technique that simplifies the simulation of stochastically driven quantum systems. We expand the applicability of this technique by completely characterizing the class of diffusive Markov processes for which a useful hierarchy of equations can be derived. The expansion of this technique enables the examination of quantum systems driven by non-Gaussian stochastic processes with bounded range. We present an application of this extended technique by simulating Stark-tuned Förster resonance transfer in Rydberg atoms with nonperturbative position fluctuations.

Final Technical Report: Mathematical Foundations for Uncertainty Quantification in Materials Design

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

Plechac, Petr; Vlachos, Dionisios G.

We developed path-wise information theory-based and goal-oriented sensitivity analysis and parameter identification methods for complex high-dimensional dynamics and in particular of non-equilibrium extended molecular systems. The combination of these novel methodologies provided the first methods in the literature which are capable to handle UQ questions for stochastic complex systems with some or all of the following features: (a) multi-scale stochastic models such as (bio)chemical reaction networks, with a very large number of parameters, (b) spatially distributed systems such as Kinetic Monte Carlo or Langevin Dynamics, (c) non-equilibrium processes typically associated with coupled physico-chemical mechanisms, driven boundary conditions, hybrid micro-macro systems,more » etc. A particular computational challenge arises in simulations of multi-scale reaction networks and molecular systems. Mathematical techniques were applied to in silico prediction of novel materials with emphasis on the effect of microstructure on model uncertainty quantification (UQ). We outline acceleration methods to make calculations of real chemistry feasible followed by two complementary tasks on structure optimization and microstructure-induced UQ.« less

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

The Time Dependent Propensity Function for Acceleration of Spatial Stochastic Simulation of Reaction-Diffusion Systems

PubMed Central

Wu, Sheng; Li, Hong; Petzold, Linda R.

2015-01-01

The inhomogeneous stochastic simulation algorithm (ISSA) is a fundamental method for spatial stochastic simulation. However, when diffusion events occur more frequently than reaction events, simulating the diffusion events by ISSA is quite costly. To reduce this cost, we propose to use the time dependent propensity function in each step. In this way we can avoid simulating individual diffusion events, and use the time interval between two adjacent reaction events as the simulation stepsize. We demonstrate that the new algorithm can achieve orders of magnitude efficiency gains over widely-used exact algorithms, scales well with increasing grid resolution, and maintains a high level of accuracy. PMID:26609185

Intimate Partner Violence: A Stochastic Model.

PubMed

Guidi, Elisa; Meringolo, Patrizia; Guazzini, Andrea; Bagnoli, Franco

2017-01-01

Intimate partner violence (IPV) has been a well-studied problem in the past psychological literature, especially through its classical methodology such as qualitative, quantitative and mixed methods. This article introduces two basic stochastic models as an alternative approach to simulate the short and long-term dynamics of a couple at risk of IPV. In both models, the members of the couple may assume a finite number of states, updating them in a probabilistic way at discrete time steps. After defining the transition probabilities, we first analyze the evolution of the couple in isolation and then we consider the case in which the individuals modify their behavior depending on the perceived violence from other couples in their environment or based on the perceived informal social support. While high perceived violence in other couples may converge toward the own presence of IPV by means a gender-specific transmission, the gender differences fade-out in the case of received informal social support. Despite the simplicity of the two stochastic models, they generate results which compare well with past experimental studies about IPV and they give important practical implications for prevention intervention in this field. Copyright: © 2016 by Fabrizio Serra editore, Pisa · Roma.

Stochastic analysis of multiphase flow in porous media: II. Numerical simulations

NASA Astrophysics Data System (ADS)

Abin, A.; Kalurachchi, J. J.; Kemblowski, M. W.; Chang, C.-M.

1996-08-01

The first paper (Chang et al., 1995b) of this two-part series described the stochastic analysis using spectral/perturbation approach to analyze steady state two-phase (water and oil) flow in a, liquid-unsaturated, three fluid-phase porous medium. In this paper, the results between the numerical simulations and closed-form expressions obtained using the perturbation approach are compared. We present the solution to the one-dimensional, steady-state oil and water flow equations. The stochastic input processes are the spatially correlated logk where k is the intrinsic permeability and the soil retention parameter, α. These solutions are subsequently used in the numerical simulations to estimate the statistical properties of the key output processes. The comparison between the results of the perturbation analysis and numerical simulations showed a good agreement between the two methods over a wide range of logk variability with three different combinations of input stochastic processes of logk and soil parameter α. The results clearly demonstrated the importance of considering the spatial variability of key subsurface properties under a variety of physical scenarios. The variability of both capillary pressure and saturation is affected by the type of input stochastic process used to represent the spatial variability. The results also demonstrated the applicability of perturbation theory in predicting the system variability and defining effective fluid properties through the ergodic assumption.

A coupled stochastic rainfall-evapotranspiration model for hydrological impact analysis

NASA Astrophysics Data System (ADS)

Pham, Minh Tu; Vernieuwe, Hilde; De Baets, Bernard; Verhoest, Niko E. C.

2018-02-01

A hydrological impact analysis concerns the study of the consequences of certain scenarios on one or more variables or fluxes in the hydrological cycle. In such an exercise, discharge is often considered, as floods originating from extremely high discharges often cause damage. Investigating the impact of extreme discharges generally requires long time series of precipitation and evapotranspiration to be used to force a rainfall-runoff model. However, such kinds of data may not be available and one should resort to stochastically generated time series, even though the impact of using such data on the overall discharge, and especially on the extreme discharge events, is not well studied. In this paper, stochastically generated rainfall and corresponding evapotranspiration time series, generated by means of vine copulas, are used to force a simple conceptual hydrological model. The results obtained are comparable to the modelled discharge using observed forcing data. Yet, uncertainties in the modelled discharge increase with an increasing number of stochastically generated time series used. Notwithstanding this finding, it can be concluded that using a coupled stochastic rainfall-evapotranspiration model has great potential for hydrological impact analysis.

Rupture Propagation for Stochastic Fault Models

NASA Astrophysics Data System (ADS)

Favreau, P.; Lavallee, D.; Archuleta, R.

2003-12-01

The inversion of strong motion data of large earhquakes give the spatial distribution of pre-stress on the ruptured faults and it can be partially reproduced by stochastic models, but a fundamental question remains: how rupture propagates, constrained by the presence of spatial heterogeneity? For this purpose we investigate how the underlying random variables, that control the pre-stress spatial variability, condition the propagation of the rupture. Two stochastic models of prestress distributions are considered, respectively based on Cauchy and Gaussian random variables. The parameters of the two stochastic models have values corresponding to the slip distribution of the 1979 Imperial Valley earthquake. We use a finite difference code to simulate the spontaneous propagation of shear rupture on a flat fault in a 3D continuum elastic body. The friction law is the slip dependent friction law. The simulations show that the propagation of the rupture front is more complex, incoherent or snake-like for a prestress distribution based on Cauchy random variables. This may be related to the presence of a higher number of asperities in this case. These simulations suggest that directivity is stronger in the Cauchy scenario, compared to the smoother rupture of the Gauss scenario.

Stochastic Evolution of Augmented Born-Infeld Equations

NASA Astrophysics Data System (ADS)

Holm, Darryl D.

2018-06-01

This paper compares the results of applying a recently developed method of stochastic uncertainty quantification designed for fluid dynamics to the Born-Infeld model of nonlinear electromagnetism. The similarities in the results are striking. Namely, the introduction of Stratonovich cylindrical noise into each of their Hamiltonian formulations introduces stochastic Lie transport into their dynamics in the same form for both theories. Moreover, the resulting stochastic partial differential equations retain their unperturbed form, except for an additional term representing induced Lie transport by the set of divergence-free vector fields associated with the spatial correlations of the cylindrical noise. The explanation for this remarkable similarity lies in the method of construction of the Hamiltonian for the Stratonovich stochastic contribution to the motion in both cases, which is done via pairing spatial correlation eigenvectors for cylindrical noise with the momentum map for the deterministic motion. This momentum map is responsible for the well-known analogy between hydrodynamics and electromagnetism. The momentum map for the Maxwell and Born-Infeld theories of electromagnetism treated here is the 1-form density known as the Poynting vector. Two appendices treat the Hamiltonian structures underlying these results.

Spectroscopic photon localization microscopy: breaking the resolution limit of single molecule localization microscopy (Conference Presentation)

NASA Astrophysics Data System (ADS)

Dong, Biqin; Almassalha, Luay Matthew; Urban, Ben E.; Nguyen, The-Quyen; Khuon, Satya; Chew, Teng-Leong; Backman, Vadim; Sun, Cheng; Zhang, Hao F.

2017-02-01

Distinguishing minute differences in spectroscopic signatures is crucial for revealing the fluorescence heterogeneity among fluorophores to achieve a high molecular specificity. Here we report spectroscopic photon localization microscopy (SPLM), a newly developed far-field spectroscopic imaging technique, to achieve nanoscopic resolution based on the principle of single-molecule localization microscopy while simultaneously uncovering the inherent molecular spectroscopic information associated with each stochastic event (Dong et al., Nature Communications 2016, in press). In SPLM, by using a slit-less monochromator, both the zero-order and the first-order diffractions from a grating were recorded simultaneously by an electron multiplying charge-coupled device to reveal the spatial distribution and the associated emission spectra of individual stochastic radiation events, respectively. As a result, the origins of photon emissions from different molecules can be identified according to their spectral differences with sub-nm spectral resolution, even when the molecules are within close proximity. With the newly developed algorithms including background subtraction and spectral overlap unmixing, we established and tested a method which can significantly extend the fundamental spatial resolution limit of single molecule localization microscopy by molecular discrimination through spectral regression. Taking advantage of this unique capability, we demonstrated improvement in spatial resolution of PALM/STORM up to ten fold with selected fluorophores. This technique can be readily adopted by other research groups to greatly enhance the optical resolution of single molecule localization microscopy without the need to modify their existing staining methods and protocols. This new resolving capability can potentially provide new insights into biological phenomena and enable significant research progress to be made in the life sciences.

On a stochastic control method for weakly coupled linear systems. M.S. Thesis

NASA Technical Reports Server (NTRS)

Kwong, R. H.

1972-01-01

The stochastic control of two weakly coupled linear systems with different controllers is considered. Each controller only makes measurements about his own system; no information about the other system is assumed to be available. Based on the noisy measurements, the controllers are to generate independently suitable control policies which minimize a quadratic cost functional. To account for the effects of weak coupling directly, an approximate model, which involves replacing the influence of one system on the other by a white noise process is proposed. Simple suboptimal control problem for calculating the covariances of these noises is solved using the matrix minimum principle. The overall system performance based on this scheme is analyzed as a function of the degree of intersystem coupling.

Spatial delineation, fluid-lithology characterization, and petrophysical modeling of deepwater Gulf of Mexico reservoirs though joint AVA deterministic and stochastic inversion of three-dimensional partially-stacked seismic amplitude data and well logs

NASA Astrophysics Data System (ADS)

Contreras, Arturo Javier

This dissertation describes a novel Amplitude-versus-Angle (AVA) inversion methodology to quantitatively integrate pre-stack seismic data, well logs, geologic data, and geostatistical information. Deterministic and stochastic inversion algorithms are used to characterize flow units of deepwater reservoirs located in the central Gulf of Mexico. A detailed fluid/lithology sensitivity analysis was conducted to assess the nature of AVA effects in the study area. Standard AVA analysis indicates that the shale/sand interface represented by the top of the hydrocarbon-bearing turbidite deposits generate typical Class III AVA responses. Layer-dependent Biot-Gassmann analysis shows significant sensitivity of the P-wave velocity and density to fluid substitution, indicating that presence of light saturating fluids clearly affects the elastic response of sands. Accordingly, AVA deterministic and stochastic inversions, which combine the advantages of AVA analysis with those of inversion, have provided quantitative information about the lateral continuity of the turbidite reservoirs based on the interpretation of inverted acoustic properties and fluid-sensitive modulus attributes (P-Impedance, S-Impedance, density, and LambdaRho, in the case of deterministic inversion; and P-velocity, S-velocity, density, and lithotype (sand-shale) distributions, in the case of stochastic inversion). The quantitative use of rock/fluid information through AVA seismic data, coupled with the implementation of co-simulation via lithotype-dependent multidimensional joint probability distributions of acoustic/petrophysical properties, provides accurate 3D models of petrophysical properties such as porosity, permeability, and water saturation. Pre-stack stochastic inversion provides more realistic and higher-resolution results than those obtained from analogous deterministic techniques. Furthermore, 3D petrophysical models can be more accurately co-simulated from AVA stochastic inversion results. By combining AVA sensitivity analysis techniques with pre-stack stochastic inversion, geologic data, and awareness of inversion pitfalls, it is possible to substantially reduce the risk in exploration and development of conventional and non-conventional reservoirs. From the final integration of deterministic and stochastic inversion results with depositional models and analogous examples, the M-series reservoirs have been interpreted as stacked terminal turbidite lobes within an overall fan complex (the Miocene MCAVLU Submarine Fan System); this interpretation is consistent with previous core data interpretations and regional stratigraphic/depositional studies.

Stochasticity in numerical solutions of the nonlinear Schroedinger equation

NASA Technical Reports Server (NTRS)

Shen, Mei-Mei; Nicholson, D. R.

1987-01-01

The cubically nonlinear Schroedinger equation is an important model of nonlinear phenomena in fluids and plasmas. Numerical solutions in a spatially periodic system commonly involve truncation to a finite number of Fourier modes. These solutions are found to be stochastic in the sense that the largest Liapunov exponent is positive. As the number of modes is increased, the size of this exponent appears to converge to zero, in agreement with the recent demonstration of the integrability of the spatially periodic case.

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

NASA Astrophysics Data System (ADS)

Scott, Charles J. C.; Thom, Alex J. W.

2017-09-01

We consider the sampling of the coupled cluster expansion within stochastic coupled cluster theory. Observing the limitations of previous approaches due to the inherently non-linear behavior of a coupled cluster wavefunction representation, we propose new approaches based on an intuitive, well-defined condition for sampling weights and on sampling the expansion in cluster operators of different excitation levels. We term these modifications even and truncated selections, respectively. Utilising both approaches demonstrates dramatically improved calculation stability as well as reduced computational and memory costs. These modifications are particularly effective at higher truncation levels owing to the large number of terms within the cluster expansion that can be neglected, as demonstrated by the reduction of the number of terms to be sampled when truncating at triple excitations by 77% and hextuple excitations by 98%.

LIDT-DD: A new hybrid model to understand debris discs observations - The case of massive collisions.

NASA Astrophysics Data System (ADS)

Kral, Q.; Thébault, P.; Augereau, J.-C.; Boccaletti, A.; Charnoz, S.

2014-12-01

LIDT-DD is a new hybrid model coupling the collisional and dynamical evolution in debris discs in a self-consistent way. It has been developed in a way that allows to treat a large number of different astrophysical cases where collisions and dynamics have an important role. This interplay was often totally neglected in previous studies whereas, even for the simplest configurations, the real physics of debris discs imposes strong constraints and interactions between dynamics and collisions. After presenting the LIDT-DD model, we will describe the evolution of violent stochastic collisional events with this model. These massive impacts have been invoked as a possible explanation for some debris discs displaying pronounced azimuthal asymmetries or having a luminosity excess exceeding that expected for systems at collisional steady-state. So far, no thorough modelling of the consequences of such stochastic events has been carried out, mainly because of the extreme numerical challenge of coupling the dynamical and collisional evolution of the released dust. We follow the collisional and dynamical evolution of dust released after the breakup of a Ceres-sized body at 6 AU from its central star. We investigate the duration, magnitude and spatial structure of the signature left by such a violent event, as well as its observational detectability. We use the GRaTer package to estimate the system's luminosity at different wavelengths and derive synthetic images for the SPHERE/VLT and MIRI/JWST instruments.

Scalable hierarchical PDE sampler for generating spatially correlated random fields using nonmatching meshes: Scalable hierarchical PDE sampler using nonmatching meshes

DOE PAGES

Osborn, Sarah; Zulian, Patrick; Benson, Thomas; ...

2018-01-30

This work describes a domain embedding technique between two nonmatching meshes used for generating realizations of spatially correlated random fields with applications to large-scale sampling-based uncertainty quantification. The goal is to apply the multilevel Monte Carlo (MLMC) method for the quantification of output uncertainties of PDEs with random input coefficients on general and unstructured computational domains. We propose a highly scalable, hierarchical sampling method to generate realizations of a Gaussian random field on a given unstructured mesh by solving a reaction–diffusion PDE with a stochastic right-hand side. The stochastic PDE is discretized using the mixed finite element method on anmore » embedded domain with a structured mesh, and then, the solution is projected onto the unstructured mesh. This work describes implementation details on how to efficiently transfer data from the structured and unstructured meshes at coarse levels, assuming that this can be done efficiently on the finest level. We investigate the efficiency and parallel scalability of the technique for the scalable generation of Gaussian random fields in three dimensions. An application of the MLMC method is presented for quantifying uncertainties of subsurface flow problems. Here, we demonstrate the scalability of the sampling method with nonmatching mesh embedding, coupled with a parallel forward model problem solver, for large-scale 3D MLMC simulations with up to 1.9·109 unknowns.« less

Scalable hierarchical PDE sampler for generating spatially correlated random fields using nonmatching meshes: Scalable hierarchical PDE sampler using nonmatching meshes

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

Osborn, Sarah; Zulian, Patrick; Benson, Thomas

This work describes a domain embedding technique between two nonmatching meshes used for generating realizations of spatially correlated random fields with applications to large-scale sampling-based uncertainty quantification. The goal is to apply the multilevel Monte Carlo (MLMC) method for the quantification of output uncertainties of PDEs with random input coefficients on general and unstructured computational domains. We propose a highly scalable, hierarchical sampling method to generate realizations of a Gaussian random field on a given unstructured mesh by solving a reaction–diffusion PDE with a stochastic right-hand side. The stochastic PDE is discretized using the mixed finite element method on anmore » embedded domain with a structured mesh, and then, the solution is projected onto the unstructured mesh. This work describes implementation details on how to efficiently transfer data from the structured and unstructured meshes at coarse levels, assuming that this can be done efficiently on the finest level. We investigate the efficiency and parallel scalability of the technique for the scalable generation of Gaussian random fields in three dimensions. An application of the MLMC method is presented for quantifying uncertainties of subsurface flow problems. Here, we demonstrate the scalability of the sampling method with nonmatching mesh embedding, coupled with a parallel forward model problem solver, for large-scale 3D MLMC simulations with up to 1.9·109 unknowns.« less

The diffusive finite state projection algorithm for efficient simulation of the stochastic reaction-diffusion master equation.

PubMed

Drawert, Brian; Lawson, Michael J; Petzold, Linda; Khammash, Mustafa

2010-02-21

We have developed a computational framework for accurate and efficient simulation of stochastic spatially inhomogeneous biochemical systems. The new computational method employs a fractional step hybrid strategy. A novel formulation of the finite state projection (FSP) method, called the diffusive FSP method, is introduced for the efficient and accurate simulation of diffusive transport. Reactions are handled by the stochastic simulation algorithm.

Synchronization of coupled stochastic complex-valued dynamical networks with time-varying delays via aperiodically intermittent adaptive control

NASA Astrophysics Data System (ADS)

Wang, Pengfei; Jin, Wei; Su, Huan

2018-04-01

This paper deals with the synchronization problem of a class of coupled stochastic complex-valued drive-response networks with time-varying delays via aperiodically intermittent adaptive control. Different from the previous works, the intermittent control is aperiodic and adaptive, and the restrictions on the control width and time delay are removed, which lead to a larger application scope for this control strategy. Then, based on the Lyapunov method and Kirchhoff's Matrix Tree Theorem as well as differential inequality techniques, several novel synchronization conditions are derived for the considered model. Specially, impulsive control is also considered, which can be seen as a special case of the aperiodically intermittent control when the control width tends to zero. And the corresponding synchronization criteria are given as well. As an application of the theoretical results, a class of stochastic complex-valued coupled oscillators with time-varying delays is studied, and the numerical simulations are also given to demonstrate the effectiveness of the control strategies.

Spatial distribution and optimal harvesting of an age-structured population in a fluctuating environment.

PubMed

Engen, Steinar; Lee, Aline Magdalena; Sæther, Bernt-Erik

2018-02-01

We analyze a spatial age-structured model with density regulation, age specific dispersal, stochasticity in vital rates and proportional harvesting. We include two age classes, juveniles and adults, where juveniles are subject to logistic density dependence. There are environmental stochastic effects with arbitrary spatial scales on all birth and death rates, and individuals of both age classes are subject to density independent dispersal with given rates and specified distributions of dispersal distances. We show how to simulate the joint density fields of the age classes and derive results for the spatial scales of all spatial autocovariance functions for densities. A general result is that the squared scale has an additive term equal to the squared scale of the environmental noise, corresponding to the Moran effect, as well as additive terms proportional to the dispersal rate and variance of dispersal distance for the age classes and approximately inversely proportional to the strength of density regulation. We show that the optimal harvesting strategy in the deterministic case is to harvest only juveniles when their relative value (e.g. financial) is large, and otherwise only adults. With increasing environmental stochasticity there is an interval of increasing length of values of juveniles relative to adults where both age classes should be harvested. Harvesting generally tends to increase all spatial scales of the autocovariances of densities. Copyright © 2017. Published by Elsevier Inc.

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.

Biological signatures of dynamic river networks from a coupled landscape evolution and neutral community model

NASA Astrophysics Data System (ADS)

Stokes, M.; Perron, J. T.

2017-12-01

Freshwater systems host exceptionally species-rich communities whose spatial structure is dictated by the topology of the river networks they inhabit. Over geologic time, river networks are dynamic; drainage basins shrink and grow, and river capture establishes new connections between previously separated regions. It has been hypothesized that these changes in river network structure influence the evolution of life by exchanging and isolating species, perhaps boosting biodiversity in the process. However, no general model exists to predict the evolutionary consequences of landscape change. We couple a neutral community model of freshwater organisms to a landscape evolution model in which the river network undergoes drainage divide migration and repeated river capture. Neutral community models are macro-ecological models that include stochastic speciation and dispersal to produce realistic patterns of biodiversity. We explore the consequences of three modes of speciation - point mutation, time-protracted, and vicariant (geographic) speciation - by tracking patterns of diversity in time and comparing the final result to an equilibrium solution of the neutral model on the final landscape. Under point mutation, a simple model of stochastic and instantaneous speciation, the results are identical to the equilibrium solution and indicate the dominance of the species-area relationship in forming patterns of diversity. The number of species in a basin is proportional to its area, and regional species richness reaches its maximum when drainage area is evenly distributed among sub-basins. Time-protracted speciation is also modeled as a stochastic process, but in order to produce more realistic rates of diversification, speciation is not assumed to be instantaneous. Rather, each new species must persist for a certain amount of time before it is considered to be established. When vicariance (geographic speciation) is included, there is a transient signature of increased regional diversity after river capture. The results indicate that the mode of speciation and the rate of speciation relative to the rate of divide migration determine the evolutionary signature of river capture.

A HIERARCHIAL STOCHASTIC MODEL OF LARGE SCALE ATMOSPHERIC CIRCULATION PATTERNS AND MULTIPLE STATION DAILY PRECIPITATION

EPA Science Inventory

A stochastic model of weather states and concurrent daily precipitation at multiple precipitation stations is described. our algorithms are invested for classification of daily weather states; k means, fuzzy clustering, principal components, and principal components coupled with ...

Hybrid approaches for multiple-species stochastic reaction-diffusion models

NASA Astrophysics Data System (ADS)

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

2015-10-01

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

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

PubMed

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

2015-10-15

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

Hybrid approaches for multiple-species stochastic reaction–diffusion models

PubMed Central

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

2015-01-01

Reaction–diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and small in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction–diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model. PMID:26478601

Groundwater–surface water mixing shifts ecological assembly processes and stimulates organic carbon turnover

DOE PAGES

Stegen, James C.; Fredrickson, James K.; Wilkins, Michael J.; ...

2016-04-07

Environmental transition zones are associated with geochemical gradients that overcome energy limitations to microbial metabolism, resulting in biogeochemical hot spots and moments. Riverine systems where groundwater mixes with surface water (the hyporheic zone) are spatially complex and temporally dynamic, making development of predictive models challenging. Spatial and temporal variations in hyporheic zone microbial communities are a key, but understudied, component of riverine biogeochemical function. To investigate the coupling among groundwater-surface water mixing, microbial communities, and biogeochemistry we applied ecological theory, aqueous biogeochemistry, DNA sequencing, and ultra-high resolution organic carbon profiling to field samples collected across times and locations representing amore » broad range of mixing conditions. Mixing of groundwater and surface water resulted in a shift from transport-driven stochastic dynamics to a deterministic microbial structure associated with elevated biogeochemical rates. While the dynamics of the hyporheic make predictive modeling a challenge, we provide new knowledge that can improve the tractability of such models.« less

Noise assisted pattern fabrication

NASA Astrophysics Data System (ADS)

Roy, Tanushree; Agarwal, V.; Singh, B. P.; Parmananda, P.

2018-04-01

Pre-selected patterns on an n-type Si surface are fabricated by electrochemical etching in the presence of a weak optical signal. The constructive role of noise, namely, stochastic resonance (SR), is exploited for these purposes. SR is a nonlinear phenomenon wherein at an optimal amplitude of noise, the information transfer from weak input sub-threshold signals to the system output is maximal. In the present work, the amplitude of internal noise was systematically regulated by varying the molar concentration of hydrofluoric acid (HF) in the electrolyte. Pattern formation on the substrate for two different amplitudes (25 ± 2 and 11 ± 1 mW) of the optical template (sub-threshold signal) was considered. To quantify the fidelity/quality of pattern formation, the spatial cross-correlation coefficient (CCC) between the constructed pattern and the template of the applied signal was calculated. The maximum CCC is obtained for the pattern formed at an optimal HF concentration, indicating SR. Simulations, albeit using external noise, on a spatial array of coupled FitzHugh-Nagumo oscillators revealed similar results.

Coherence resonance and stochastic resonance in directionally coupled rings

NASA Astrophysics Data System (ADS)

Werner, Johannes Peter; Benner, Hartmut; Florio, Brendan James; Stemler, Thomas

2011-11-01

In coupled systems, symmetry plays an important role for the collective dynamics. We investigate the dynamical response to noise with and without weak periodic modulation for two classes of ring systems. Each ring system consists of unidirectionally coupled bistable elements but in one class, the number of elements is even while in the other class the number is odd. Consequently, the rings without forcing show at a certain coupling strength, either ordering (similar to anti-ferromagnetic chains) or auto-oscillations. Analysing the bifurcations and fixed points of the two ring classes enables us to explain the dynamical response measured to noise and weak modulation. Moreover, by analysing a simplified model, we demonstrate that the response is universal for systems having a directional component in their stochastic dynamics in phase space around the origin.

Stochastic genome-nuclear lamina interactions: modulating roles of Lamin A and BAF.

PubMed

Kind, Jop; van Steensel, Bas

2014-01-01

The nuclear lamina (NL) is thought to aid in the spatial organization of interphase chromosomes by providing an anchoring platform for hundreds of large genomic regions named lamina associated domains (LADs). Recently, a new live-cell imaging approach demonstrated directly that LAD-NL interactions are dynamic and in part stochastic. Here we discuss implications of these new findings and introduce Lamin A and BAF as potential modulators of stochastic LAD positioning.

Density behavior of spatial birth-and-death stochastic evolution of mutating genotypes under selection rates

NASA Astrophysics Data System (ADS)

Finkelshtein, D.; Kondratiev, Yu.; Kutoviy, O.; Molchanov, S.; Zhizhina, E.

2014-10-01

We consider birth-and-death stochastic evolution of genotypes with different lengths. The genotypes might mutate, which provides a stochastic changing of lengths by a free diffusion law. The birth and death rates are length dependent, which corresponds to a selection effect. We study an asymptotic behavior of a density for an infinite collection of genotypes. The cases of space homogeneous and space heterogeneous densities are considered.

Predator-prey model for the self-organization of stochastic oscillators in dual populations

NASA Astrophysics Data System (ADS)

Moradi, Sara; Anderson, Johan; Gürcan, Ozgur D.

A predator-prey model of dual populations with stochastic oscillators is presented. A linear cross-coupling between the two populations is introduced that follows the coupling between the motions of a Wilberforce pendulum in two dimensions: one in the longitudinal and the other in torsional plain. Within each population a Kuramoto type competition between the phases is assumed. Thus, the synchronization state of the whole system is controlled by these two types of competitions. The results of the numerical simulations show that by adding the linear cross-coupling interactions predator-prey oscillations between the two populations appear which results in self-regulation of the system by a transfer of synchrony between the two populations. The model represents several important features of the dynamical interplay between the drift wave and zonal flow turbulence in magnetically confined plasmas, and a novel interpretation of the coupled dynamics of drift wave-zonal flow turbulence using synchronization of stochastic oscillator is discussed. Sara Moradi has benefited from a mobility grant funded by the Belgian Federal Science Policy Office and the MSCA of the European Commission (FP7-PEOPLE-COFUND-2008 nº 246540).

Diffusion Processes Satisfying a Conservation Law Constraint

DOE PAGES

Bakosi, J.; Ristorcelli, J. R.

2014-03-04

We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be non-negative and (if appropriately normalized) sum to one. As a result, any stochastic differential equation model to be realizable must not produce events outside of the allowed sample space. We develop a set of constraints on the drift and diffusion terms of such stochastic models to ensure that both the non-negativity and the unit-sum conservation law constraint are satisfied as the variables evolve in time. We investigate the consequencesmore » of the developed constraints on the Fokker-Planck equation, the associated system of stochastic differential equations, and the evolution equations of the first four moments of the probability density function. We show that random variables, satisfying a conservation law constraint, represented by stochastic diffusion processes, must have diffusion terms that are coupled and nonlinear. The set of constraints developed enables the development of statistical representations of fluctuating variables satisfying a conservation law. We exemplify the results with the bivariate beta process and the multivariate Wright-Fisher, Dirichlet, and Lochner’s generalized Dirichlet processes.« less

Diffusion Processes Satisfying a Conservation Law Constraint

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

Bakosi, J.; Ristorcelli, J. R.

We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be non-negative and (if appropriately normalized) sum to one. As a result, any stochastic differential equation model to be realizable must not produce events outside of the allowed sample space. We develop a set of constraints on the drift and diffusion terms of such stochastic models to ensure that both the non-negativity and the unit-sum conservation law constraint are satisfied as the variables evolve in time. We investigate the consequencesmore » of the developed constraints on the Fokker-Planck equation, the associated system of stochastic differential equations, and the evolution equations of the first four moments of the probability density function. We show that random variables, satisfying a conservation law constraint, represented by stochastic diffusion processes, must have diffusion terms that are coupled and nonlinear. The set of constraints developed enables the development of statistical representations of fluctuating variables satisfying a conservation law. We exemplify the results with the bivariate beta process and the multivariate Wright-Fisher, Dirichlet, and Lochner’s generalized Dirichlet processes.« less

Stochastic process of pragmatic information for 2D spiral wave turbulence in globally and locally coupled Alief-Panfilov oscillators

NASA Astrophysics Data System (ADS)

Kuwahara, Jun; Miyata, Hajime; Konno, Hidetoshi

2017-09-01

Recently, complex dynamics of globally coupled oscillators have been attracting many researcher's attentions. In spite of their numerous studies, their features of nonlinear oscillator systems with global and local couplings in two-dimension (2D) are not understood fully. The paper focuses on 2D states of coherent, clustered and chaotic oscillation especially under the effect of negative global coupling (NGC) in 2D Alief-Panfilov model. It is found that the tuning NGC can cause various new coupling-parameter dependency on the features of oscillations. Then quantitative characterization of various states of oscillations (so called spiral wave turbulence) is examined by using the pragmatic information (PI) which have been utilized in analyzing multimode laser, solar activity and neuronal systems. It is demonstrated that the dynamics of the PI for various oscillations can be characterized successfully by the Hyper-Gamma stochastic process.

Quantum treatment of field propagation in a fiber near the zero dispersion wavelength

NASA Astrophysics Data System (ADS)

Safaei, A.; Bassi, A.; Bolorizadeh, M. A.

2018-05-01

In this report, we present a quantum theory describing the propagation of the electromagnetic radiation in a fiber in the presence of the third order dispersion coefficient. We obtained the quantum photon-polariton field, hence, we provide herein a coupled set of operator forms for the corresponding nonlinear Schrödinger equations when the third order dispersion coefficient is included. Coupled stochastic nonlinear Schrödinger equations were obtained by applying a positive P-representation that governs the propagation and interaction of quantum solitons in the presence of the third-order dispersion term. Finally, to reduce the fluctuations near solitons in the first approximation, we developed coupled stochastic linear equations.

Efficient Simulation of Tropical Cyclone Pathways with Stochastic Perturbations

NASA Astrophysics Data System (ADS)

Webber, R.; Plotkin, D. A.; Abbot, D. S.; Weare, J.

2017-12-01

Global Climate Models (GCMs) are known to statistically underpredict intense tropical cyclones (TCs) because they fail to capture the rapid intensification and high wind speeds characteristic of the most destructive TCs. Stochastic parametrization schemes have the potential to improve the accuracy of GCMs. However, current analysis of these schemes through direct sampling is limited by the computational expense of simulating a rare weather event at fine spatial gridding. The present work introduces a stochastically perturbed parametrization tendency (SPPT) scheme to increase simulated intensity of TCs. We adapt the Weighted Ensemble algorithm to simulate the distribution of TCs at a fraction of the computational effort required in direct sampling. We illustrate the efficiency of the SPPT scheme by comparing simulations at different spatial resolutions and stochastic parameter regimes. Stochastic parametrization and rare event sampling strategies have great potential to improve TC prediction and aid understanding of tropical cyclogenesis. Since rising sea surface temperatures are postulated to increase the intensity of TCs, these strategies can also improve predictions about climate change-related weather patterns. The rare event sampling strategies used in the current work are not only a novel tool for studying TCs, but they may also be applied to sampling any range of extreme weather events.

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

Wu, Wei; Wang, Jin, E-mail: jin.wang.1@stonybrook.edu; State Key Laboratory of Electroanalytical Chemistry, Changchun Institute of Applied Chemistry, Chinese Academy of Sciences, 130022 Changchun, China and College of Physics, Jilin University, 130021 Changchun

We have established a general non-equilibrium thermodynamic formalism consistently applicable to both spatially homogeneous and, more importantly, spatially inhomogeneous systems, governed by the Langevin and Fokker-Planck stochastic dynamics with multiple state transition mechanisms, using the potential-flux landscape framework as a bridge connecting stochastic dynamics with non-equilibrium thermodynamics. A set of non-equilibrium thermodynamic equations, quantifying the relations of the non-equilibrium entropy, entropy flow, entropy production, and other thermodynamic quantities, together with their specific expressions, is constructed from a set of dynamical decomposition equations associated with the potential-flux landscape framework. The flux velocity plays a pivotal role on both the dynamic andmore » thermodynamic levels. On the dynamic level, it represents a dynamic force breaking detailed balance, entailing the dynamical decomposition equations. On the thermodynamic level, it represents a thermodynamic force generating entropy production, manifested in the non-equilibrium thermodynamic equations. The Ornstein-Uhlenbeck process and more specific examples, the spatial stochastic neuronal model, in particular, are studied to test and illustrate the general theory. This theoretical framework is particularly suitable to study the non-equilibrium (thermo)dynamics of spatially inhomogeneous systems abundant in nature. This paper is the second of a series.« less

Universal Stochastic Multiscale Image Fusion: An Example Application for Shale Rock.

PubMed

Gerke, Kirill M; Karsanina, Marina V; Mallants, Dirk

2015-11-02

Spatial data captured with sensors of different resolution would provide a maximum degree of information if the data were to be merged into a single image representing all scales. We develop a general solution for merging multiscale categorical spatial data into a single dataset using stochastic reconstructions with rescaled correlation functions. The versatility of the method is demonstrated by merging three images of shale rock representing macro, micro and nanoscale spatial information on mineral, organic matter and porosity distribution. Merging multiscale images of shale rock is pivotal to quantify more reliably petrophysical properties needed for production optimization and environmental impacts minimization. Images obtained by X-ray microtomography and scanning electron microscopy were fused into a single image with predefined resolution. The methodology is sufficiently generic for implementation of other stochastic reconstruction techniques, any number of scales, any number of material phases, and any number of images for a given scale. The methodology can be further used to assess effective properties of fused porous media images or to compress voluminous spatial datasets for efficient data storage. Practical applications are not limited to petroleum engineering or more broadly geosciences, but will also find their way in material sciences, climatology, and remote sensing.

Universal Stochastic Multiscale Image Fusion: An Example Application for Shale Rock

PubMed Central

Gerke, Kirill M.; Karsanina, Marina V.; Mallants, Dirk

2015-01-01

Spatial data captured with sensors of different resolution would provide a maximum degree of information if the data were to be merged into a single image representing all scales. We develop a general solution for merging multiscale categorical spatial data into a single dataset using stochastic reconstructions with rescaled correlation functions. The versatility of the method is demonstrated by merging three images of shale rock representing macro, micro and nanoscale spatial information on mineral, organic matter and porosity distribution. Merging multiscale images of shale rock is pivotal to quantify more reliably petrophysical properties needed for production optimization and environmental impacts minimization. Images obtained by X-ray microtomography and scanning electron microscopy were fused into a single image with predefined resolution. The methodology is sufficiently generic for implementation of other stochastic reconstruction techniques, any number of scales, any number of material phases, and any number of images for a given scale. The methodology can be further used to assess effective properties of fused porous media images or to compress voluminous spatial datasets for efficient data storage. Practical applications are not limited to petroleum engineering or more broadly geosciences, but will also find their way in material sciences, climatology, and remote sensing. PMID:26522938

Modeling animal movements using stochastic differential equations

Treesearch

Haiganoush K. Preisler; Alan A. Ager; Bruce K. Johnson; John G. Kie

2004-01-01

We describe the use of bivariate stochastic differential equations (SDE) for modeling movements of 216 radiocollared female Rocky Mountain elk at the Starkey Experimental Forest and Range in northeastern Oregon. Spatially and temporally explicit vector fields were estimated using approximating difference equations and nonparametric regression techniques. Estimated...

Breaking the theoretical scaling limit for predicting quasiparticle energies: the stochastic GW approach.

PubMed

Neuhauser, Daniel; Gao, Yi; Arntsen, Christopher; Karshenas, Cyrus; Rabani, Eran; Baer, Roi

2014-08-15

We develop a formalism to calculate the quasiparticle energy within the GW many-body perturbation correction to the density functional theory. The occupied and virtual orbitals of the Kohn-Sham Hamiltonian are replaced by stochastic orbitals used to evaluate the Green function G, the polarization potential W, and, thereby, the GW self-energy. The stochastic GW (sGW) formalism relies on novel theoretical concepts such as stochastic time-dependent Hartree propagation, stochastic matrix compression, and spatial or temporal stochastic decoupling techniques. Beyond the theoretical interest, the formalism enables linear scaling GW calculations breaking the theoretical scaling limit for GW as well as circumventing the need for energy cutoff approximations. We illustrate the method for silicon nanocrystals of varying sizes with N_{e}>3000 electrons.

Stochastic Ocean Eddy Perturbations in a Coupled General Circulation Model.

NASA Astrophysics Data System (ADS)

Howe, N.; Williams, P. D.; Gregory, J. M.; Smith, R. S.

2014-12-01

High-resolution ocean models, which are eddy permitting and resolving, require large computing resources to produce centuries worth of data. Also, some previous studies have suggested that increasing resolution does not necessarily solve the problem of unresolved scales, because it simply introduces a new set of unresolved scales. Applying stochastic parameterisations to ocean models is one solution that is expected to improve the representation of small-scale (eddy) effects without increasing run-time. Stochastic parameterisation has been shown to have an impact in atmosphere-only models and idealised ocean models, but has not previously been studied in ocean general circulation models. Here we apply simple stochastic perturbations to the ocean temperature and salinity tendencies in the low-resolution coupled climate model, FAMOUS. The stochastic perturbations are implemented according to T(t) = T(t-1) + (ΔT(t) + ξ(t)), where T is temperature or salinity, ΔT is the corresponding deterministic increment in one time step, and ξ(t) is Gaussian noise. We use high-resolution HiGEM data coarse-grained to the FAMOUS grid to provide information about the magnitude and spatio-temporal correlation structure of the noise to be added to the lower resolution model. Here we present results of adding white and red noise, showing the impacts of an additive stochastic perturbation on mean climate state and variability in an AOGCM.

Stochastic multi-reference perturbation theory with application to the linearized coupled cluster method

NASA Astrophysics Data System (ADS)

Jeanmairet, Guillaume; Sharma, Sandeep; Alavi, Ali

2017-01-01

In this article we report a stochastic evaluation of the recently proposed multireference linearized coupled cluster theory [S. Sharma and A. Alavi, J. Chem. Phys. 143, 102815 (2015)]. In this method, both the zeroth-order and first-order wavefunctions are sampled stochastically by propagating simultaneously two populations of signed walkers. The sampling of the zeroth-order wavefunction follows a set of stochastic processes identical to the one used in the full configuration interaction quantum Monte Carlo (FCIQMC) method. To sample the first-order wavefunction, the usual FCIQMC algorithm is augmented with a source term that spawns walkers in the sampled first-order wavefunction from the zeroth-order wavefunction. The second-order energy is also computed stochastically but requires no additional overhead outside of the added cost of sampling the first-order wavefunction. This fully stochastic method opens up the possibility of simultaneously treating large active spaces to account for static correlation and recovering the dynamical correlation using perturbation theory. The method is used to study a few benchmark systems including the carbon dimer and aromatic molecules. We have computed the singlet-triplet gaps of benzene and m-xylylene. For m-xylylene, which has proved difficult for standard complete active space self consistent field theory with perturbative correction, we find the singlet-triplet gap to be in good agreement with the experimental values.

Correlation-based regularization and gradient operators for (joint) inversion on unstructured meshes

NASA Astrophysics Data System (ADS)

Jordi, Claudio; Doetsch, Joseph; Günther, Thomas; Schmelzbach, Cedric; Robertsson, Johan

2017-04-01

When working with unstructured meshes for geophysical inversions, special attention should be paid to the design of the operators that are used for regularizing the inverse problem and coupling of different property models in joint inversions. Regularization constraints for inversions on unstructured meshes are often defined in a rather ad-hoc manner and usually only involve the cell to which the operator is applied and its direct neighbours. Similarly, most structural coupling operators for joint inversion, such as the popular cross-gradients operator, are only defined in the direct neighbourhood of a cell. As a result, the regularization and coupling length scales and strength of these operators depend on the discretization as well as cell sizes and shape. Especially for unstructured meshes, where the cell sizes vary throughout the model domain, the dependency of the operator on the discretization may lead to artefacts. Designing operators that are based on a spatial correlation model allows to define correlation length scales over which an operator acts (called footprint), reducing the dependency on the discretization and the effects of variable cell sizes. Moreover, correlation-based operators can accommodate for expected anisotropy by using different length scales in horizontal and vertical directions. Correlation-based regularization operators also known as stochastic regularization operators have already been successfully applied to inversions on regular grids. Here, we formulate stochastic operators for unstructured meshes and apply them in 2D surface and 3D cross-well electrical resistivity tomography data inversion examples of layered media. Especially for the synthetic cross-well example, improved inversion results are achieved when stochastic regularization is used instead of a classical smoothness constraint. For the case of cross-gradients operators for joint inversion, the correlation model is used to define the footprint of the operator and weigh the contributions of the property values that are used to calculate the cross-gradients. In a first series of synthetic-data tests, we examined the mesh dependency of the cross-gradients operators. Compared to operators that are only defined in the direct neighbourhood of a cell, the dependency on the cell size of the cross-gradients calculation is markedly reduced when using operators with larger footprints. A second test with synthetic models focussed on the effect of small-scale variabilities of the parameter value on the cross-gradients calculation. Small-scale variabilities that are superimposed on a global trend of the property value can potentially degrade the cross-gradients calculation and destabilize joint inversion. We observe that the cross-gradients from operators with footprints larger than the length scale of the variabilities are less affected compared to operators with a small footprint. In joint inversions on unstructured meshes, we thus expect the correlation-based coupling operators to ensure robust coupling on a physically meaningful scale.

Data Analysis and Non-local Parametrization Strategies for Organized Atmospheric Convection

NASA Astrophysics Data System (ADS)

Brenowitz, Noah D.

The intrinsically multiscale nature of moist convective processes in the atmosphere complicates scientific understanding, and, as a result, current coarse-resolution climate models poorly represent convective variability in the tropics. This dissertation addresses this problem by 1) studying new cumulus convective closures in a pair of idealized models for tropical moist convection, and 2) developing innovative strategies for analyzing high-resolution numerical simulations of organized convection. The first two chapters of this dissertation revisit a historical controversy about the use of convective closures based on the large-scale wind field or moisture convergence. In the first chapter, a simple coarse resolution stochastic model for convective inhibition is designed which includes the non-local effects of wind-convergence on convective activity. This model is designed to replicate the convective dynamics of a typical coarse-resolution climate prediction model. The non-local convergence coupling is motivated by the phenomena of gregarious convection, whereby mesoscale convective systems emit gravity waves which can promote convection at a distant locations. Linearized analysis and nonlinear simulations show that this convergence coupling allows for increased interaction between cumulus convection and the large-scale circulation, but does not suffer from the deleterious behavior of traditional moisture-convergence closures. In the second chapter, the non-local convergence coupling idea is extended to an idealized stochastic multicloud model. This model allows for stochastic transitions between three distinct cloud types, and non-local convergence coupling is most beneficial when applied to the transition from shallow to deep convection. This is consistent with recent observational and numerical modeling evidence, and there is a growing body of work highlighting the importance of this transition in tropical meteorology. In a series of idealized Walker cell simulations, convergence coupling enhances the persistence of Kelvin wave analogs in dry regions of the domain while leaving the dynamics in moist regions largely unaltered. The final chapter of this dissertation presents a technique for analyzing the variability of a direct numerical simulation of Rayleigh-Benard convection at large aspect ratio, which is a basic prototype of convective organization. High resolution numerical models are an invaluable tool for studying atmospheric dynamics, but modern data analysis techniques struggle with the extreme size of the model outputs and the trivial symmetries of the underlying dynamical systems (e.g. shift-invariance). A new data analysis approach which is invariant to spatial symmetries is derived by combining a quasi-Lagrangian description of the data, time-lagged embedding, and manifold learning techniques. The quasi-Lagrangian description is obtained by a straightforward isothermal binning procedure, which compresses the data in a dynamically-aware fashion. A small number of orthogonal modes returned by this algorithm are able to explain the highly intermittent dynamics of the bulk heat transfer, as quantified by the Nusselt Number.

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

Mean field analysis of a spatial stochastic model of a gene regulatory network.

PubMed

Sturrock, M; Murray, P J; Matzavinos, A; Chaplain, M A J

2015-10-01

A gene regulatory network may be defined as a collection of DNA segments which interact with each other indirectly through their RNA and protein products. Such a network is said to contain a negative feedback loop if its products inhibit gene transcription, and a positive feedback loop if a gene product promotes its own production. Negative feedback loops can create oscillations in mRNA and protein levels while positive feedback loops are primarily responsible for signal amplification. It is often the case in real biological systems that both negative and positive feedback loops operate in parameter regimes that result in low copy numbers of gene products. In this paper we investigate the spatio-temporal dynamics of a single feedback loop in a eukaryotic cell. We first develop a simplified spatial stochastic model of a canonical feedback system (either positive or negative). Using a Gillespie's algorithm, we compute sample trajectories and analyse their corresponding statistics. We then derive a system of equations that describe the spatio-temporal evolution of the stochastic means. Subsequently, we examine the spatially homogeneous case and compare the results of numerical simulations with the spatially explicit case. Finally, using a combination of steady-state analysis and data clustering techniques, we explore model behaviour across a subregion of the parameter space that is difficult to access experimentally and compare the parameter landscape of our spatio-temporal and spatially-homogeneous models.

Stochastical analysis of surfactant-enhanced remediation of denser-than-water nonaqueous phase liquid (DNAPL)-contaminated soils.

PubMed

Zhang, Renduo; Wood, A Lynn; Enfield, Carl G; Jeong, Seung-Woo

2003-01-01

Stochastical analysis was performed to assess the effect of soil spatial variability and heterogeneity on the recovery of denser-than-water nonaqueous phase liquids (DNAPL) during the process of surfactant-enhanced remediation. UTCHEM, a three-dimensional, multicomponent, multiphase, compositional model, was used to simulate water flow and chemical transport processes in heterogeneous soils. Soil spatial variability and heterogeneity were accounted for by considering the soil permeability as a spatial random variable and a geostatistical method was used to generate random distributions of the permeability. The randomly generated permeability fields were incorporated into UTCHEM to simulate DNAPL transport in heterogeneous media and stochastical analysis was conducted based on the simulated results. From the analysis, an exponential relationship between average DNAPL recovery and soil heterogeneity (defined as the standard deviation of log of permeability) was established with a coefficient of determination (r2) of 0.991, which indicated that DNAPL recovery decreased exponentially with increasing soil heterogeneity. Temporal and spatial distributions of relative saturations in the water phase, DNAPL, and microemulsion in heterogeneous soils were compared with those in homogeneous soils and related to soil heterogeneity. Cleanup time and uncertainty to determine DNAPL distributions in heterogeneous soils were also quantified. The study would provide useful information to design strategies for the characterization and remediation of nonaqueous phase liquid-contaminated soils with spatial variability and heterogeneity.

Stochastic Feedforward Control Technique

NASA Technical Reports Server (NTRS)

Halyo, Nesim

1990-01-01

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

Preferential sampling and Bayesian geostatistics: Statistical modeling and examples.

PubMed

Cecconi, Lorenzo; Grisotto, Laura; Catelan, Dolores; Lagazio, Corrado; Berrocal, Veronica; Biggeri, Annibale

2016-08-01

Preferential sampling refers to any situation in which the spatial process and the sampling locations are not stochastically independent. In this paper, we present two examples of geostatistical analysis in which the usual assumption of stochastic independence between the point process and the measurement process is violated. To account for preferential sampling, we specify a flexible and general Bayesian geostatistical model that includes a shared spatial random component. We apply the proposed model to two different case studies that allow us to highlight three different modeling and inferential aspects of geostatistical modeling under preferential sampling: (1) continuous or finite spatial sampling frame; (2) underlying causal model and relevant covariates; and (3) inferential goals related to mean prediction surface or prediction uncertainty. © The Author(s) 2016.

Improved estimation of hydraulic conductivity by combining stochastically simulated hydrofacies with geophysical data.

PubMed

Zhu, Lin; Gong, Huili; Chen, Yun; Li, Xiaojuan; Chang, Xiang; Cui, Yijiao

2016-03-01

Hydraulic conductivity is a major parameter affecting the output accuracy of groundwater flow and transport models. The most commonly used semi-empirical formula for estimating conductivity is Kozeny-Carman equation. However, this method alone does not work well with heterogeneous strata. Two important parameters, grain size and porosity, often show spatial variations at different scales. This study proposes a method for estimating conductivity distributions by combining a stochastic hydrofacies model with geophysical methods. The Markov chain model with transition probability matrix was adopted to re-construct structures of hydrofacies for deriving spatial deposit information. The geophysical and hydro-chemical data were used to estimate the porosity distribution through the Archie's law. Results show that the stochastic simulated hydrofacies model reflects the sedimentary features with an average model accuracy of 78% in comparison with borehole log data in the Chaobai alluvial fan. The estimated conductivity is reasonable and of the same order of magnitude of the outcomes of the pumping tests. The conductivity distribution is consistent with the sedimentary distributions. This study provides more reliable spatial distributions of the hydraulic parameters for further numerical modeling.

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.

Scattering theory of stochastic electromagnetic light waves.

PubMed

Wang, Tao; Zhao, Daomu

2010-07-15

We generalize scattering theory to stochastic electromagnetic light waves. It is shown that when a stochastic electromagnetic light wave is scattered from a medium, the properties of the scattered field can be characterized by a 3 x 3 cross-spectral density matrix. An example of scattering of a spatially coherent electromagnetic light wave from a deterministic medium is discussed. Some interesting phenomena emerge, including the changes of the spectral degree of coherence and of the spectral degree of polarization of the scattered field.

Random attractor of non-autonomous stochastic Boussinesq lattice system

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

Zhao, Min, E-mail: zhaomin1223@126.com; Zhou, Shengfan, E-mail: zhoushengfan@yahoo.com

2015-09-15

In this paper, we first consider the existence of tempered random attractor for second-order non-autonomous stochastic lattice dynamical system of nonlinear Boussinesq equations effected by time-dependent coupled coefficients and deterministic forces and multiplicative white noise. Then, we establish the upper semicontinuity of random attractors as the intensity of noise approaches zero.

Detection of bifurcations in noisy coupled systems from multiple time series

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

Williamson, Mark S., E-mail: m.s.williamson@exeter.ac.uk; Lenton, Timothy M.

We generalize a method of detecting an approaching bifurcation in a time series of a noisy system from the special case of one dynamical variable to multiple dynamical variables. For a system described by a stochastic differential equation consisting of an autonomous deterministic part with one dynamical variable and an additive white noise term, small perturbations away from the system's fixed point will decay slower the closer the system is to a bifurcation. This phenomenon is known as critical slowing down and all such systems exhibit this decay-type behaviour. However, when the deterministic part has multiple coupled dynamical variables, themore » possible dynamics can be much richer, exhibiting oscillatory and chaotic behaviour. In our generalization to the multi-variable case, we find additional indicators to decay rate, such as frequency of oscillation. In the case of approaching a homoclinic bifurcation, there is no change in decay rate but there is a decrease in frequency of oscillations. The expanded method therefore adds extra tools to help detect and classify approaching bifurcations given multiple time series, where the underlying dynamics are not fully known. Our generalisation also allows bifurcation detection to be applied spatially if one treats each spatial location as a new dynamical variable. One may then determine the unstable spatial mode(s). This is also something that has not been possible with the single variable method. The method is applicable to any set of time series regardless of its origin, but may be particularly useful when anticipating abrupt changes in the multi-dimensional climate system.« less

Detection of bifurcations in noisy coupled systems from multiple time series

NASA Astrophysics Data System (ADS)

Williamson, Mark S.; Lenton, Timothy M.

2015-03-01

We generalize a method of detecting an approaching bifurcation in a time series of a noisy system from the special case of one dynamical variable to multiple dynamical variables. For a system described by a stochastic differential equation consisting of an autonomous deterministic part with one dynamical variable and an additive white noise term, small perturbations away from the system's fixed point will decay slower the closer the system is to a bifurcation. This phenomenon is known as critical slowing down and all such systems exhibit this decay-type behaviour. However, when the deterministic part has multiple coupled dynamical variables, the possible dynamics can be much richer, exhibiting oscillatory and chaotic behaviour. In our generalization to the multi-variable case, we find additional indicators to decay rate, such as frequency of oscillation. In the case of approaching a homoclinic bifurcation, there is no change in decay rate but there is a decrease in frequency of oscillations. The expanded method therefore adds extra tools to help detect and classify approaching bifurcations given multiple time series, where the underlying dynamics are not fully known. Our generalisation also allows bifurcation detection to be applied spatially if one treats each spatial location as a new dynamical variable. One may then determine the unstable spatial mode(s). This is also something that has not been possible with the single variable method. The method is applicable to any set of time series regardless of its origin, but may be particularly useful when anticipating abrupt changes in the multi-dimensional climate system.

Geographic variation in density-dependent dynamics impacts the synchronizing effect of dispersal and regional stochasticity

Treesearch

Andrew M. Liebhold; Derek M. Johnson; Ottar N. Bj& #248rnstad

2006-01-01

Explanations for the ubiquitous presence of spatially synchronous population dynamics have assumed that density-dependent processes governing the dynamics of local populations are identical among disjunct populations, and low levels of dispersal or small amounts of regionalized stochasticity ("Moran effect") can act to synchronize populations. In this study...

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...

FEAMAC-CARES Software Coupling Development Effort for CMC Stochastic-Strength-Based Damage Simulation

NASA Technical Reports Server (NTRS)

Nemeth, Noel N.; Bednarcyk, Brett A.; Pineda, Evan; Arnold, Steven; Mital, Subodh; Murthy, Pappu; Walton, Owen

2015-01-01

Reported here is a coupling of two NASA developed codes: CARES (Ceramics Analysis and Reliability Evaluation of Structures) with the MACGMC composite material analysis code. The resulting code is called FEAMACCARES and is constructed as an Abaqus finite element analysis UMAT (user defined material). Here we describe the FEAMACCARES code and an example problem (taken from the open literature) of a laminated CMC in off-axis loading is shown. FEAMACCARES performs stochastic-strength-based damage simulation response of a CMC under multiaxial loading using elastic stiffness reduction of the failed elements.

An advanced stochastic weather generator for simulating 2-D high-resolution climate variables

NASA Astrophysics Data System (ADS)

Peleg, Nadav; Fatichi, Simone; Paschalis, Athanasios; Molnar, Peter; Burlando, Paolo

2017-07-01

A new stochastic weather generator, Advanced WEather GENerator for a two-dimensional grid (AWE-GEN-2d) is presented. The model combines physical and stochastic approaches to simulate key meteorological variables at high spatial and temporal resolution: 2 km × 2 km and 5 min for precipitation and cloud cover and 100 m × 100 m and 1 h for near-surface air temperature, solar radiation, vapor pressure, atmospheric pressure, and near-surface wind. The model requires spatially distributed data for the calibration process, which can nowadays be obtained by remote sensing devices (weather radar and satellites), reanalysis data sets and ground stations. AWE-GEN-2d is parsimonious in terms of computational demand and therefore is particularly suitable for studies where exploring internal climatic variability at multiple spatial and temporal scales is fundamental. Applications of the model include models of environmental systems, such as hydrological and geomorphological models, where high-resolution spatial and temporal meteorological forcing is crucial. The weather generator was calibrated and validated for the Engelberg region, an area with complex topography in the Swiss Alps. Model test shows that the climate variables are generated by AWE-GEN-2d with a level of accuracy that is sufficient for many practical applications.

Addressing model error through atmospheric stochastic physical parametrizations: impact on the coupled ECMWF seasonal forecasting system

PubMed Central

Weisheimer, Antje; Corti, Susanna; Palmer, Tim; Vitart, Frederic

2014-01-01

The finite resolution of general circulation models of the coupled atmosphere–ocean system and the effects of sub-grid-scale variability present a major source of uncertainty in model simulations on all time scales. The European Centre for Medium-Range Weather Forecasts has been at the forefront of developing new approaches to account for these uncertainties. In particular, the stochastically perturbed physical tendency scheme and the stochastically perturbed backscatter algorithm for the atmosphere are now used routinely for global numerical weather prediction. The European Centre also performs long-range predictions of the coupled atmosphere–ocean climate system in operational forecast mode, and the latest seasonal forecasting system—System 4—has the stochastically perturbed tendency and backscatter schemes implemented in a similar way to that for the medium-range weather forecasts. Here, we present results of the impact of these schemes in System 4 by contrasting the operational performance on seasonal time scales during the retrospective forecast period 1981–2010 with comparable simulations that do not account for the representation of model uncertainty. We find that the stochastic tendency perturbation schemes helped to reduce excessively strong convective activity especially over the Maritime Continent and the tropical Western Pacific, leading to reduced biases of the outgoing longwave radiation (OLR), cloud cover, precipitation and near-surface winds. Positive impact was also found for the statistics of the Madden–Julian oscillation (MJO), showing an increase in the frequencies and amplitudes of MJO events. Further, the errors of El Niño southern oscillation forecasts become smaller, whereas increases in ensemble spread lead to a better calibrated system if the stochastic tendency is activated. The backscatter scheme has overall neutral impact. Finally, evidence for noise-activated regime transitions has been found in a cluster analysis of mid-latitude circulation regimes over the Pacific–North America region. PMID:24842026

Addressing model error through atmospheric stochastic physical parametrizations: impact on the coupled ECMWF seasonal forecasting system.

PubMed

Weisheimer, Antje; Corti, Susanna; Palmer, Tim; Vitart, Frederic

2014-06-28

The finite resolution of general circulation models of the coupled atmosphere-ocean system and the effects of sub-grid-scale variability present a major source of uncertainty in model simulations on all time scales. The European Centre for Medium-Range Weather Forecasts has been at the forefront of developing new approaches to account for these uncertainties. In particular, the stochastically perturbed physical tendency scheme and the stochastically perturbed backscatter algorithm for the atmosphere are now used routinely for global numerical weather prediction. The European Centre also performs long-range predictions of the coupled atmosphere-ocean climate system in operational forecast mode, and the latest seasonal forecasting system--System 4--has the stochastically perturbed tendency and backscatter schemes implemented in a similar way to that for the medium-range weather forecasts. Here, we present results of the impact of these schemes in System 4 by contrasting the operational performance on seasonal time scales during the retrospective forecast period 1981-2010 with comparable simulations that do not account for the representation of model uncertainty. We find that the stochastic tendency perturbation schemes helped to reduce excessively strong convective activity especially over the Maritime Continent and the tropical Western Pacific, leading to reduced biases of the outgoing longwave radiation (OLR), cloud cover, precipitation and near-surface winds. Positive impact was also found for the statistics of the Madden-Julian oscillation (MJO), showing an increase in the frequencies and amplitudes of MJO events. Further, the errors of El Niño southern oscillation forecasts become smaller, whereas increases in ensemble spread lead to a better calibrated system if the stochastic tendency is activated. The backscatter scheme has overall neutral impact. Finally, evidence for noise-activated regime transitions has been found in a cluster analysis of mid-latitude circulation regimes over the Pacific-North America region.

Spatial stochastic modelling of the Hes1 gene regulatory network: intrinsic noise can explain heterogeneity in embryonic stem cell differentiation.

PubMed

Sturrock, Marc; Hellander, Andreas; Matzavinos, Anastasios; Chaplain, Mark A J

2013-03-06

Individual mouse embryonic stem cells have been found to exhibit highly variable differentiation responses under the same environmental conditions. The noisy cyclic expression of Hes1 and its downstream genes are known to be responsible for this, but the mechanism underlying this variability in expression is not well understood. In this paper, we show that the observed experimental data and diverse differentiation responses can be explained by a spatial stochastic model of the Hes1 gene regulatory network. We also propose experiments to control the precise differentiation response using drug treatment.

Coarse-graining and hybrid methods for efficient simulation of stochastic multi-scale models of tumour growth.

PubMed

de la Cruz, Roberto; Guerrero, Pilar; Calvo, Juan; Alarcón, Tomás

2017-12-01

The development of hybrid methodologies is of current interest in both multi-scale modelling and stochastic reaction-diffusion systems regarding their applications to biology. We formulate a hybrid method for stochastic multi-scale models of cells populations that extends the remit of existing hybrid methods for reaction-diffusion systems. Such method is developed for a stochastic multi-scale model of tumour growth, i.e. population-dynamical models which account for the effects of intrinsic noise affecting both the number of cells and the intracellular dynamics. In order to formulate this method, we develop a coarse-grained approximation for both the full stochastic model and its mean-field limit. Such approximation involves averaging out the age-structure (which accounts for the multi-scale nature of the model) by assuming that the age distribution of the population settles onto equilibrium very fast. We then couple the coarse-grained mean-field model to the full stochastic multi-scale model. By doing so, within the mean-field region, we are neglecting noise in both cell numbers (population) and their birth rates (structure). This implies that, in addition to the issues that arise in stochastic-reaction diffusion systems, we need to account for the age-structure of the population when attempting to couple both descriptions. We exploit our coarse-graining model so that, within the mean-field region, the age-distribution is in equilibrium and we know its explicit form. This allows us to couple both domains consistently, as upon transference of cells from the mean-field to the stochastic region, we sample the equilibrium age distribution. Furthermore, our method allows us to investigate the effects of intracellular noise, i.e. fluctuations of the birth rate, on collective properties such as travelling wave velocity. We show that the combination of population and birth-rate noise gives rise to large fluctuations of the birth rate in the region at the leading edge of front, which cannot be accounted for by the coarse-grained model. Such fluctuations have non-trivial effects on the wave velocity. Beyond the development of a new hybrid method, we thus conclude that birth-rate fluctuations are central to a quantitatively accurate description of invasive phenomena such as tumour growth.

Coarse-graining and hybrid methods for efficient simulation of stochastic multi-scale models of tumour growth

NASA Astrophysics Data System (ADS)

de la Cruz, Roberto; Guerrero, Pilar; Calvo, Juan; Alarcón, Tomás

2017-12-01

The development of hybrid methodologies is of current interest in both multi-scale modelling and stochastic reaction-diffusion systems regarding their applications to biology. We formulate a hybrid method for stochastic multi-scale models of cells populations that extends the remit of existing hybrid methods for reaction-diffusion systems. Such method is developed for a stochastic multi-scale model of tumour growth, i.e. population-dynamical models which account for the effects of intrinsic noise affecting both the number of cells and the intracellular dynamics. In order to formulate this method, we develop a coarse-grained approximation for both the full stochastic model and its mean-field limit. Such approximation involves averaging out the age-structure (which accounts for the multi-scale nature of the model) by assuming that the age distribution of the population settles onto equilibrium very fast. We then couple the coarse-grained mean-field model to the full stochastic multi-scale model. By doing so, within the mean-field region, we are neglecting noise in both cell numbers (population) and their birth rates (structure). This implies that, in addition to the issues that arise in stochastic-reaction diffusion systems, we need to account for the age-structure of the population when attempting to couple both descriptions. We exploit our coarse-graining model so that, within the mean-field region, the age-distribution is in equilibrium and we know its explicit form. This allows us to couple both domains consistently, as upon transference of cells from the mean-field to the stochastic region, we sample the equilibrium age distribution. Furthermore, our method allows us to investigate the effects of intracellular noise, i.e. fluctuations of the birth rate, on collective properties such as travelling wave velocity. We show that the combination of population and birth-rate noise gives rise to large fluctuations of the birth rate in the region at the leading edge of front, which cannot be accounted for by the coarse-grained model. Such fluctuations have non-trivial effects on the wave velocity. Beyond the development of a new hybrid method, we thus conclude that birth-rate fluctuations are central to a quantitatively accurate description of invasive phenomena such as tumour growth.

Hybrid ODE/SSA methods and the cell cycle model

NASA Astrophysics Data System (ADS)

Wang, S.; Chen, M.; Cao, Y.

2017-07-01

Stochastic effect in cellular systems has been an important topic in systems biology. Stochastic modeling and simulation methods are important tools to study stochastic effect. Given the low efficiency of stochastic simulation algorithms, the hybrid method, which combines an ordinary differential equation (ODE) system with a stochastic chemically reacting system, shows its unique advantages in the modeling and simulation of biochemical systems. The efficiency of hybrid method is usually limited by reactions in the stochastic subsystem, which are modeled and simulated using Gillespie's framework and frequently interrupt the integration of the ODE subsystem. In this paper we develop an efficient implementation approach for the hybrid method coupled with traditional ODE solvers. We also compare the efficiency of hybrid methods with three widely used ODE solvers RADAU5, DASSL, and DLSODAR. Numerical experiments with three biochemical models are presented. A detailed discussion is presented for the performances of three ODE solvers.

Plasma Equilibrium in a Magnetic Field with Stochastic Field-Line Trajectories

NASA Astrophysics Data System (ADS)

Krommes, J. A.; Reiman, A. H.

2008-11-01

The nature of plasma equilibrium in a magnetic field with stochastic field lines is examined, expanding upon the ideas first described by Reiman et al. The magnetic partial differential equation (PDE) that determines the equilibrium Pfirsch-Schlüter currents is treated as a passive stochastic PDE for μj/B. Renormalization leads to a stochastic Langevin equation for μ in which the resonances at the rational surfaces are broadened by the stochastic diffusion of the field lines; even weak radial diffusion can significantly affect the equilibrium, which need not be flattened in the stochastic region. Particular attention is paid to satisfying the periodicity constraints in toroidal configurations with sheared magnetic fields. A numerical scheme that couples the renormalized Langevin equation to Ampere's law is described. A. Reiman et al, Nucl. Fusion 47, 572--8 (2007). J. A. Krommes, Phys. Reports 360, 1--351.

Activity-dependent stochastic resonance in recurrent neuronal networks

NASA Astrophysics Data System (ADS)

Volman, Vladislav

2009-03-01

An important source of noise for neuronal networks is that of the stochastic nature of synaptic transmission. In particular, there can occur spontaneous asynchronous release of neurotransmitter at a rate that is strongly dependent on the presynaptic Ca2+ concentration and hence strongly dependent on the rate of spike induced Ca2+. Here it is shown that this noise can lead to a new form of stochastic resonance for local circuits consisting of roughly 100 neurons - a ``microcolumn''- coupled via noisy plastic synapses. Furthermore, due to the plastic coupling and activity-dependent noise component, the detection of weak stimuli will also depend on the structure of the latter. In addition, the circuit can exhibit short-term memory, by which we mean that spiking will continue to occur for a transient period following removal of the stimulus. These results can be directly tested in experiments on cultured networks.

Resilient filtering for time-varying stochastic coupling networks under the event-triggering scheduling

NASA Astrophysics Data System (ADS)

Wang, Fan; Liang, Jinling; Dobaie, Abdullah M.

2018-07-01

The resilient filtering problem is considered for a class of time-varying networks with stochastic coupling strengths. An event-triggered strategy is adopted to save the network resources by scheduling the signal transmission from the sensors to the filters based on certain prescribed rules. Moreover, the filter parameters to be designed are subject to gain perturbations. The primary aim of the addressed problem is to determine a resilient filter that ensures an acceptable filtering performance for the considered network with event-triggering scheduling. To handle such an issue, an upper bound on the estimation error variance is established for each node according to the stochastic analysis. Subsequently, the resilient filter is designed by locally minimizing the derived upper bound at each iteration. Moreover, rigorous analysis shows the monotonicity of the minimal upper bound regarding the triggering threshold. Finally, a simulation example is presented to show effectiveness of the established filter scheme.

Cox process representation and inference for stochastic reaction-diffusion processes

NASA Astrophysics Data System (ADS)

Schnoerr, David; Grima, Ramon; Sanguinetti, Guido

2016-05-01

Complex behaviour in many systems arises from the stochastic interactions of spatially distributed particles or agents. Stochastic reaction-diffusion processes are widely used to model such behaviour in disciplines ranging from biology to the social sciences, yet they are notoriously difficult to simulate and calibrate to observational data. Here we use ideas from statistical physics and machine learning to provide a solution to the inverse problem of learning a stochastic reaction-diffusion process from data. Our solution relies on a non-trivial connection between stochastic reaction-diffusion processes and spatio-temporal Cox processes, a well-studied class of models from computational statistics. This connection leads to an efficient and flexible algorithm for parameter inference and model selection. Our approach shows excellent accuracy on numeric and real data examples from systems biology and epidemiology. Our work provides both insights into spatio-temporal stochastic systems, and a practical solution to a long-standing problem in computational modelling.

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.

Endogenous field feedback promotes the detectability for exogenous electric signal in the hybrid coupled population.

PubMed

Wei, Xile; Zhang, Danhong; Lu, Meili; Wang, Jiang; Yu, Haitao; Che, Yanqiu

2015-01-01

This paper presents the endogenous electric field in chemical or electrical synaptic coupled networks, aiming to study the role of endogenous field feedback in the signal propagation in neural systems. It shows that the feedback of endogenous fields to network activities can reduce the required energy of the noise and enhance the transmission of input signals in hybrid coupled populations. As a common and important nonsynaptic interactive method among neurons, particularly, the endogenous filed feedback can not only promote the detectability of exogenous weak signal in hybrid coupled neural population but also enhance the robustness of the detectability against noise. Furthermore, with the increasing of field coupling strengths, the endogenous field feedback is conductive to the stochastic resonance by facilitating the transition of cluster activities from the no spiking to spiking regions. Distinct from synaptic coupling, the endogenous field feedback can play a role as internal driving force to boost the population activities, which is similar to the noise. Thus, it can help to transmit exogenous weak signals within the network in the absence of noise drive via the stochastic-like resonance.

Finite-time robust passive control for a class of switched reaction-diffusion stochastic complex dynamical networks with coupling delays and impulsive control

NASA Astrophysics Data System (ADS)

Syed Ali, M.; Yogambigai, J.; Kwon, O. M.

2018-03-01

Finite-time boundedness and finite-time passivity for a class of switched stochastic complex dynamical networks (CDNs) with coupling delays, parameter uncertainties, reaction-diffusion term and impulsive control are studied. Novel finite-time synchronisation criteria are derived based on passivity theory. This paper proposes a CDN consisting of N linearly and diffusively coupled identical reaction- diffusion neural networks. By constructing of a suitable Lyapunov-Krasovskii's functional and utilisation of Jensen's inequality and Wirtinger's inequality, new finite-time passivity criteria for the networks are established in terms of linear matrix inequalities (LMIs), which can be checked numerically using the effective LMI toolbox in MATLAB. Finally, two interesting numerical examples are given to show the effectiveness of the theoretical results.

Space-time-modulated stochastic processes

NASA Astrophysics Data System (ADS)

Giona, Massimiliano

2017-10-01

Starting from the physical problem associated with the Lorentzian transformation of a Poisson-Kac process in inertial frames, the concept of space-time-modulated stochastic processes is introduced for processes possessing finite propagation velocity. This class of stochastic processes provides a two-way coupling between the stochastic perturbation acting on a physical observable and the evolution of the physical observable itself, which in turn influences the statistical properties of the stochastic perturbation during its evolution. The definition of space-time-modulated processes requires the introduction of two functions: a nonlinear amplitude modulation, controlling the intensity of the stochastic perturbation, and a time-horizon function, which modulates its statistical properties, providing irreducible feedback between the stochastic perturbation and the physical observable influenced by it. The latter property is the peculiar fingerprint of this class of models that makes them suitable for extension to generic curved-space times. Considering Poisson-Kac processes as prototypical examples of stochastic processes possessing finite propagation velocity, the balance equations for the probability density functions associated with their space-time modulations are derived. Several examples highlighting the peculiarities of space-time-modulated processes are thoroughly analyzed.

Using stochastic models to incorporate spatial and temporal variability [Exercise 14

Treesearch

Carolyn Hull Sieg; Rudy M. King; Fred Van Dyke

2003-01-01

To this point, our analysis of population processes and viability in the western prairie fringed orchid has used only deterministic models. In this exercise, we conduct a similar analysis, using a stochastic model instead. This distinction is of great importance to population biology in general and to conservation biology in particular. In deterministic models,...

Using Colored Stochastic Petri Net (CS-PN) software for protocol specification, validation, and evaluation

NASA Technical Reports Server (NTRS)

Zenie, Alexandre; Luguern, Jean-Pierre

1987-01-01

The specification, verification, validation, and evaluation, which make up the different steps of the CS-PN software are outlined. The colored stochastic Petri net software is applied to a Wound/Wait protocol decomposable into two principal modules: request or couple (transaction, granule) treatment module and wound treatment module. Each module is specified, verified, validated, and then evaluated separately, to deduce a verification, validation and evaluation of the complete protocol. The colored stochastic Petri nets tool is shown to be a natural extension of the stochastic tool, adapted to distributed systems and protocols, because the color conveniently takes into account the numerous sites, transactions, granules and messages.

Stochastic simulation of the spray formation assisted by a high pressure

NASA Astrophysics Data System (ADS)

Gorokhovski, M.; Chtab-Desportes, A.; Voloshina, I.; Askarova, A.

2010-03-01

The stochastic model of spray formation in the vicinity of the injector and in the far-field has been described and assessed by comparison with measurements in Diesel-like conditions. In the proposed mesh-free approach, the 3D configuration of continuous liquid core is simulated stochastically by ensemble of spatial trajectories of the specifically introduced stochastic particles. The parameters of the stochastic process are presumed from the physics of primary atomization. The spray formation model consists in computation of spatial distribution of the probability of finding the non-fragmented liquid jet in the near-to-injector region. This model is combined with KIVA II computation of atomizing Diesel spray in two-ways. First, simultaneously with the gas phase RANS computation, the ensemble of stochastic particles is tracking and the probability field of their positions is calculated, which is used for sampling of initial locations of primary blobs. Second, the velocity increment of the gas due to the liquid injection is computed from the mean volume fraction of the simulated liquid core. Two novelties are proposed in the secondary atomization modeling. The first one is due to unsteadiness of the injection velocity. When the injection velocity increment in time is decreasing, the supplementary breakup may be induced. Therefore the critical Weber number is based on such increment. Second, a new stochastic model of the secondary atomization is proposed, in which the intermittent turbulent stretching is taken into account as the main mechanism. The measurements reported by Arcoumanis et al. (time-history of the mean axial centre-line velocity of droplet, and of the centre-line Sauter Mean Diameter), are compared with computations.

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).

A Coupled Model for Simulating Future Wildfire Regimes in the Western U.S.

NASA Astrophysics Data System (ADS)

Bart, R. R.; Kennedy, M. C.; Tague, C.; Hanan, E. J.

2017-12-01

Higher temperatures and larger fuel loads in the western U.S. have increased the size and intensity of wildfires over the past decades. However, it is unclear if this trend will continue over the long-term since increased wildfire activity has the countering effect of reducing landscape fuel loads, while higher temperatures alter the rate of vegetation recovery following fire. In this study, we introduce a coupled ecohydrologic-fire model for investigating how changes in vegetation, forest management, climate, and hydrology may affect future fire regimes. The spatially-distributed ecohydrologic model, RHESSys, simulates hydrologic, carbon and nutrient fluxes at watershed scales; the fire-spread model, WMFire, stochastically propagates fire on a landscape based on conditions in the ecohydrologic model. We use the coupled model to replicate fire return intervals in multiple ecoregions within the western U.S., including the southern Sierra Nevada and southern California. We also examine the sensitivity of fire return intervals to various model processes, including litter production, fire severity, and post-fire vegetation recovery rates. Results indicate that the coupled model is able to replicate expected fire return intervals in the selected locations. Fire return intervals were highly sensitive to the rate of vegetation growth, with longer fire return intervals associated with slower growing vegetation. Application of the model is expected to aid in our understanding of how fuel treatments, climate change and droughts may affect future fire regimes.

Latin hypercube sampling and geostatistical modeling of spatial uncertainty in a spatially explicit forest landscape model simulation

Treesearch

Chonggang Xu; Hong S. He; Yuanman Hu; Yu Chang; Xiuzhen Li; Rencang Bu

2005-01-01

Geostatistical stochastic simulation is always combined with Monte Carlo method to quantify the uncertainty in spatial model simulations. However, due to the relatively long running time of spatially explicit forest models as a result of their complexity, it is always infeasible to generate hundreds or thousands of Monte Carlo simulations. Thus, it is of great...

A stochastic differential equations approach for the description of helium bubble size distributions in irradiated metals

NASA Astrophysics Data System (ADS)

Seif, Dariush; Ghoniem, Nasr M.

2014-12-01

A rate theory model based on the theory of nonlinear stochastic differential equations (SDEs) is developed to estimate the time-dependent size distribution of helium bubbles in metals under irradiation. Using approaches derived from Itô's calculus, rate equations for the first five moments of the size distribution in helium-vacancy space are derived, accounting for the stochastic nature of the atomic processes involved. In the first iteration of the model, the distribution is represented as a bivariate Gaussian distribution. The spread of the distribution about the mean is obtained by white-noise terms in the second-order moments, driven by fluctuations in the general absorption and emission of point defects by bubbles, and fluctuations stemming from collision cascades. This statistical model for the reconstruction of the distribution by its moments is coupled to a previously developed reduced-set, mean-field, rate theory model. As an illustrative case study, the model is applied to a tungsten plasma facing component under irradiation. Our findings highlight the important role of stochastic atomic fluctuations on the evolution of helium-vacancy cluster size distributions. It is found that when the average bubble size is small (at low dpa levels), the relative spread of the distribution is large and average bubble pressures may be very large. As bubbles begin to grow in size, average bubble pressures decrease, and stochastic fluctuations have a lessened effect. The distribution becomes tighter as it evolves in time, corresponding to a more uniform bubble population. The model is formulated in a general way, capable of including point defect drift due to internal temperature and/or stress gradients. These arise during pulsed irradiation, and also during steady irradiation as a result of externally applied or internally generated non-homogeneous stress fields. Discussion is given into how the model can be extended to include full spatial resolution and how the implementation of a path-integral approach may proceed if the distribution is known experimentally to significantly stray from a Gaussian description.

Optimal Groundwater Extraction under Uncertainty and a Spatial Stock Externality

EPA Science Inventory

We introduce a model that incorporates two important elements to estimating welfare gains from groundwater management: stochasticity and a spatial stock externality. We estimate welfare gains resulting from optimal management under uncertainty as well as a gradual stock externali...

Two stochastic models useful in petroleum exploration

NASA Technical Reports Server (NTRS)

Kaufman, G. M.; Bradley, P. G.

1972-01-01

A model of the petroleum exploration process that tests empirically the hypothesis that at an early stage in the exploration of a basin, the process behaves like sampling without replacement is proposed along with a model of the spatial distribution of petroleum reserviors that conforms to observed facts. In developing the model of discovery, the following topics are discussed: probabilitistic proportionality, likelihood function, and maximum likelihood estimation. In addition, the spatial model is described, which is defined as a stochastic process generating values of a sequence or random variables in a way that simulates the frequency distribution of areal extent, the geographic location, and shape of oil deposits

Spatial stochastic modelling of the Hes1 gene regulatory network: intrinsic noise can explain heterogeneity in embryonic stem cell differentiation

PubMed Central

Sturrock, Marc; Hellander, Andreas; Matzavinos, Anastasios; Chaplain, Mark A. J.

2013-01-01

Individual mouse embryonic stem cells have been found to exhibit highly variable differentiation responses under the same environmental conditions. The noisy cyclic expression of Hes1 and its downstream genes are known to be responsible for this, but the mechanism underlying this variability in expression is not well understood. In this paper, we show that the observed experimental data and diverse differentiation responses can be explained by a spatial stochastic model of the Hes1 gene regulatory network. We also propose experiments to control the precise differentiation response using drug treatment. PMID:23325756

Improved estimation of hydraulic conductivity by combining stochastically simulated hydrofacies with geophysical data

PubMed Central

Zhu, Lin; Gong, Huili; Chen, Yun; Li, Xiaojuan; Chang, Xiang; Cui, Yijiao

2016-01-01

Hydraulic conductivity is a major parameter affecting the output accuracy of groundwater flow and transport models. The most commonly used semi-empirical formula for estimating conductivity is Kozeny-Carman equation. However, this method alone does not work well with heterogeneous strata. Two important parameters, grain size and porosity, often show spatial variations at different scales. This study proposes a method for estimating conductivity distributions by combining a stochastic hydrofacies model with geophysical methods. The Markov chain model with transition probability matrix was adopted to re-construct structures of hydrofacies for deriving spatial deposit information. The geophysical and hydro-chemical data were used to estimate the porosity distribution through the Archie’s law. Results show that the stochastic simulated hydrofacies model reflects the sedimentary features with an average model accuracy of 78% in comparison with borehole log data in the Chaobai alluvial fan. The estimated conductivity is reasonable and of the same order of magnitude of the outcomes of the pumping tests. The conductivity distribution is consistent with the sedimentary distributions. This study provides more reliable spatial distributions of the hydraulic parameters for further numerical modeling. PMID:26927886

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

Bertholon, François; Harant, Olivier; Bourlon, Bertrand

This article introduces a joined Bayesian estimation of gas samples issued from a gas chromatography column (GC) coupled with a NEMS sensor based on Giddings Eyring microscopic molecular stochastic model. The posterior distribution is sampled using a Monte Carlo Markov Chain and Gibbs sampling. Parameters are estimated using the posterior mean. This estimation scheme is finally applied on simulated and real datasets using this molecular stochastic forward model.

Robust authentication through stochastic femtosecond laser filament induced scattering surfaces

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

Zhang, Haisu; Tzortzakis, Stelios, E-mail: stzortz@iesl.forth.gr; Materials Science and Technology Department, University of Crete, 71003 Heraklion

2016-05-23

We demonstrate a reliable authentication method by femtosecond laser filament induced scattering surfaces. The stochastic nonlinear laser fabrication nature results in unique authentication robust properties. This work provides a simple and viable solution for practical applications in product authentication, while also opens the way for incorporating such elements in transparent media and coupling those in integrated optical circuits.

Stochastic global identification of a bio-inspired self-sensing composite UAV wing via wind tunnel experiments

NASA Astrophysics Data System (ADS)

Kopsaftopoulos, Fotios; Nardari, Raphael; Li, Yu-Hung; Wang, Pengchuan; Chang, Fu-Kuo

2016-04-01

In this work, the system design, integration, and wind tunnel experimental evaluation are presented for a bioinspired self-sensing intelligent composite unmanned aerial vehicle (UAV) wing. A total of 148 micro-sensors, including piezoelectric, strain, and temperature sensors, in the form of stretchable sensor networks are embedded in the layup of a composite wing in order to enable its self-sensing capabilities. Novel stochastic system identification techniques based on time series models and statistical parameter estimation are employed in order to accurately interpret the sensing data and extract real-time information on the coupled air flow-structural dynamics. Special emphasis is given to the wind tunnel experimental assessment under various flight conditions defined by multiple airspeeds and angles of attack. A novel modeling approach based on the recently introduced Vector-dependent Functionally Pooled (VFP) model structure is employed for the stochastic identification of the "global" coupled airflow-structural dynamics of the wing and their correlation with dynamic utter and stall. The obtained results demonstrate the successful system-level integration and effectiveness of the stochastic identification approach, thus opening new perspectives for the state sensing and awareness capabilities of the next generation of "fly-by-fee" UAVs.

Modeling precipitation-runoff relationships to determine water yield from a ponderosa pine forest watershed

Treesearch

Assefa S. Desta

2006-01-01

A stochastic precipitation-runoff modeling is used to estimate a cold and warm-seasons water yield from a ponderosa pine forested watershed in the north-central Arizona. The model consists of two parts namely, simulation of the temporal and spatial distribution of precipitation using a stochastic, event-based approach and estimation of water yield from the watershed...

The stochastic runoff-runon process: Extending its analysis to a finite hillslope

NASA Astrophysics Data System (ADS)

Jones, O. D.; Lane, P. N. J.; Sheridan, G. J.

2016-10-01

The stochastic runoff-runon process models the volume of infiltration excess runoff from a hillslope via the overland flow path. Spatial variability is represented in the model by the spatial distribution of rainfall and infiltration, and their ;correlation scale;, that is, the scale at which the spatial correlation of rainfall and infiltration become negligible. Notably, the process can produce runoff even when the mean rainfall rate is less than the mean infiltration rate, and it displays a gradual increase in net runoff as the rainfall rate increases. In this paper we present a number of contributions to the analysis of the stochastic runoff-runon process. Firstly we illustrate the suitability of the process by fitting it to experimental data. Next we extend previous asymptotic analyses to include the cases where the mean rainfall rate equals or exceeds the mean infiltration rate, and then use Monte Carlo simulation to explore the range of parameters for which the asymptotic limit gives a good approximation on finite hillslopes. Finally we use this to obtain an equation for the mean net runoff, consistent with our asymptotic results but providing an excellent approximation for finite hillslopes. Our function uses a single parameter to capture spatial variability, and varying this parameter gives us a family of curves which interpolate between known upper and lower bounds for the mean net runoff.

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.

Fragmentation and thermal risks from climate change interact to affect persistence of native trout in the Colorado River basin.

PubMed

Roberts, James J; Fausch, Kurt D; Peterson, Douglas P; Hooten, Mevin B

2013-05-01

Impending changes in climate will interact with other stressors to threaten aquatic ecosystems and their biota. Native Colorado River cutthroat trout (CRCT; Oncorhynchus clarkii pleuriticus) are now relegated to 309 isolated high-elevation (>1700 m) headwater stream fragments in the Upper Colorado River Basin, owing to past nonnative trout invasions and habitat loss. Predicted changes in climate (i.e., temperature and precipitation) and resulting changes in stochastic physical disturbances (i.e., wildfire, debris flow, and channel drying and freezing) could further threaten the remaining CRCT populations. We developed an empirical model to predict stream temperatures at the fragment scale from downscaled climate projections along with geomorphic and landscape variables. We coupled these spatially explicit predictions of stream temperature with a Bayesian Network (BN) model that integrates stochastic risks from fragmentation to project persistence of CRCT populations across the upper Colorado River basin to 2040 and 2080. Overall, none of the populations are at risk from acute mortality resulting from high temperatures during the warmest summer period. In contrast, only 37% of populations have a ≥90% chance of persistence for 70 years (similar to the typical benchmark for conservation), primarily owing to fragmentation. Populations in short stream fragments <7 km long, and those at the lowest elevations, are at the highest risk of extirpation. Therefore, interactions of stochastic disturbances with fragmentation are projected to be greater threats than warming for CRCT populations. The reason for this paradox is that past nonnative trout invasions and habitat loss have restricted most CRCT populations to high-elevation stream fragments that are buffered from the potential consequences of warming, but at risk of extirpation from stochastic events. The greatest conservation need is for management to increase fragment lengths to forestall these risks. © 2013 Blackwell Publishing Ltd.

Fragmentation and thermal risks from climate change interact to affect persistence of native trout in the Colorado River basin

USGS Publications Warehouse

Roberts, James J.; Fausch, Kurt D.; Peterson, Douglas P.; Hooten, Mevin B.

2013-01-01

Impending changes in climate will interact with other stressors to threaten aquatic ecosystems and their biota. Native Colorado River cutthroat trout (CRCT; Oncorhynchus clarkii pleuriticus) are now relegated to 309 isolated high-elevation (>1700 m) headwater stream fragments in the Upper Colorado River Basin, owing to past nonnative trout invasions and habitat loss. Predicted changes in climate (i.e., temperature and precipitation) and resulting changes in stochastic physical disturbances (i.e., wildfire, debris flow, and channel drying and freezing) could further threaten the remaining CRCT populations. We developed an empirical model to predict stream temperatures at the fragment scale from downscaled climate projections along with geomorphic and landscape variables. We coupled these spatially explicit predictions of stream temperature with a Bayesian Network (BN) model that integrates stochastic risks from fragmentation to project persistence of CRCT populations across the upper Colorado River basin to 2040 and 2080. Overall, none of the populations are at risk from acute mortality resulting from high temperatures during the warmest summer period. In contrast, only 37% of populations have a greater than or equal to 90% chance of persistence for 70 years (similar to the typical benchmark for conservation), primarily owing to fragmentation. Populations in short stream fragments <7 km long, and those at the lowest elevations, are at the highest risk of extirpation. Therefore, interactions of stochastic disturbances with fragmentation are projected to be greater threats than warming for CRCT populations. The reason for this paradox is that past nonnative trout invasions and habitat loss have restricted most CRCT populations to high-elevation stream fragments that are buffered from the potential consequences of warming, but at risk of extirpation from stochastic events. The greatest conservation need is for management to increase fragment lengths to forestall these risks. 

Multiscale Universal Interface: A concurrent framework for coupling heterogeneous solvers

NASA Astrophysics Data System (ADS)

Tang, Yu-Hang; Kudo, Shuhei; Bian, Xin; Li, Zhen; Karniadakis, George Em

2015-09-01

Concurrently coupled numerical simulations using heterogeneous solvers are powerful tools for modeling multiscale phenomena. However, major modifications to existing codes are often required to enable such simulations, posing significant difficulties in practice. In this paper we present a C++ library, i.e. the Multiscale Universal Interface (MUI), which is capable of facilitating the coupling effort for a wide range of multiscale simulations. The library adopts a header-only form with minimal external dependency and hence can be easily dropped into existing codes. A data sampler concept is introduced, combined with a hybrid dynamic/static typing mechanism, to create an easily customizable framework for solver-independent data interpretation. The library integrates MPI MPMD support and an asynchronous communication protocol to handle inter-solver information exchange irrespective of the solvers' own MPI awareness. Template metaprogramming is heavily employed to simultaneously improve runtime performance and code flexibility. We validated the library by solving three different multiscale problems, which also serve to demonstrate the flexibility of the framework in handling heterogeneous models and solvers. In the first example, a Couette flow was simulated using two concurrently coupled Smoothed Particle Hydrodynamics (SPH) simulations of different spatial resolutions. In the second example, we coupled the deterministic SPH method with the stochastic Dissipative Particle Dynamics (DPD) method to study the effect of surface grafting on the hydrodynamics properties on the surface. In the third example, we consider conjugate heat transfer between a solid domain and a fluid domain by coupling the particle-based energy-conserving DPD (eDPD) method with the Finite Element Method (FEM).

Multiscale Universal Interface: A concurrent framework for coupling heterogeneous solvers

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

Tang, Yu-Hang, E-mail: yuhang_tang@brown.edu; Kudo, Shuhei, E-mail: shuhei-kudo@outlook.jp; Bian, Xin, E-mail: xin_bian@brown.edu

2015-09-15

Graphical abstract: - Abstract: Concurrently coupled numerical simulations using heterogeneous solvers are powerful tools for modeling multiscale phenomena. However, major modifications to existing codes are often required to enable such simulations, posing significant difficulties in practice. In this paper we present a C++ library, i.e. the Multiscale Universal Interface (MUI), which is capable of facilitating the coupling effort for a wide range of multiscale simulations. The library adopts a header-only form with minimal external dependency and hence can be easily dropped into existing codes. A data sampler concept is introduced, combined with a hybrid dynamic/static typing mechanism, to create anmore » easily customizable framework for solver-independent data interpretation. The library integrates MPI MPMD support and an asynchronous communication protocol to handle inter-solver information exchange irrespective of the solvers' own MPI awareness. Template metaprogramming is heavily employed to simultaneously improve runtime performance and code flexibility. We validated the library by solving three different multiscale problems, which also serve to demonstrate the flexibility of the framework in handling heterogeneous models and solvers. In the first example, a Couette flow was simulated using two concurrently coupled Smoothed Particle Hydrodynamics (SPH) simulations of different spatial resolutions. In the second example, we coupled the deterministic SPH method with the stochastic Dissipative Particle Dynamics (DPD) method to study the effect of surface grafting on the hydrodynamics properties on the surface. In the third example, we consider conjugate heat transfer between a solid domain and a fluid domain by coupling the particle-based energy-conserving DPD (eDPD) method with the Finite Element Method (FEM)« less

On the use of reverse Brownian motion to accelerate hybrid simulations

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

Bakarji, Joseph; Tartakovsky, Daniel M., E-mail: tartakovsky@stanford.edu

Multiscale and multiphysics simulations are two rapidly developing fields of scientific computing. Efficient coupling of continuum (deterministic or stochastic) constitutive solvers with their discrete (stochastic, particle-based) counterparts is a common challenge in both kinds of simulations. We focus on interfacial, tightly coupled simulations of diffusion that combine continuum and particle-based solvers. The latter employs the reverse Brownian motion (rBm), a Monte Carlo approach that allows one to enforce inhomogeneous Dirichlet, Neumann, or Robin boundary conditions and is trivially parallelizable. We discuss numerical approaches for improving the accuracy of rBm in the presence of inhomogeneous Neumann boundary conditions and alternative strategiesmore » for coupling the rBm solver with its continuum counterpart. Numerical experiments are used to investigate the convergence, stability, and computational efficiency of the proposed hybrid algorithm.« less

Nonlinear coupled mode approach for modeling counterpropagating solitons in the presence of disorder-induced multiple scattering in photonic crystal waveguides

NASA Astrophysics Data System (ADS)

Mann, Nishan; Hughes, Stephen

2018-02-01

We present the analytical and numerical details behind our recently published article [Phys. Rev. Lett. 118, 253901 (2017), 10.1103/PhysRevLett.118.253901], describing the impact of disorder-induced multiple scattering on counterpropagating solitons in photonic crystal waveguides. Unlike current nonlinear approaches using the coupled mode formalism, we account for the effects of intraunit cell multiple scattering. To solve the resulting system of coupled semilinear partial differential equations, we introduce a modified Crank-Nicolson-type norm-preserving implicit finite difference scheme inspired by the transfer matrix method. We provide estimates of the numerical dispersion characteristics of our scheme so that optimal step sizes can be chosen to either minimize numerical dispersion or to mimic the exact dispersion. We then show numerical results of a fundamental soliton propagating in the presence of multiple scattering to demonstrate that choosing a subunit cell spatial step size is critical in accurately capturing the effects of multiple scattering, and illustrate the stochastic nature of disorder by simulating soliton propagation in various instances of disordered photonic crystal waveguides. Our approach is easily extended to include a wide range of optical nonlinearities and is applicable to various photonic nanostructures where power propagation is bidirectional, either by choice, or as a result of multiple scattering.

Stochastic environmental fluctuations drive epidemiology in experimental host–parasite metapopulations

PubMed Central

Duncan, Alison B.; Gonzalez, Andrew; Kaltz, Oliver

2013-01-01

Environmental fluctuations are important for parasite spread and persistence. However, the effects of the spatial and temporal structure of environmental fluctuations on host–parasite dynamics are not well understood. Temporal fluctuations can be random but positively autocorrelated, such that the environment is similar to the recent past (red noise), or random and uncorrelated with the past (white noise). We imposed red or white temporal temperature fluctuations on experimental metapopulations of Paramecium caudatum, experiencing an epidemic of the bacterial parasite Holospora undulata. Metapopulations (two subpopulations linked by migration) experienced fluctuations between stressful (5°C) and permissive (23°C) conditions following red or white temporal sequences. Spatial variation in temperature fluctuations was implemented by exposing subpopulations to the same (synchronous temperatures) or different (asynchronous temperatures) temporal sequences. Red noise, compared with white noise, enhanced parasite persistence. Despite this, red noise coupled with asynchronous temperatures allowed infected host populations to maintain sizes equivalent to uninfected populations. It is likely that this occurs because subpopulations in permissive conditions rescue declining subpopulations in stressful conditions. We show how patterns of temporal and spatial environmental fluctuations can impact parasite spread and host population abundance. We conclude that accurate prediction of parasite epidemics may require realistic models of environmental noise. PMID:23966645

A multiscale computational model of spatially resolved calcium cycling in cardiac myocytes: from detailed cleft dynamics to the whole cell concentration profiles

PubMed Central

Vierheller, Janine; Neubert, Wilhelm; Falcke, Martin; Gilbert, Stephen H.; Chamakuri, Nagaiah

2015-01-01

Mathematical modeling of excitation-contraction coupling (ECC) in ventricular cardiac myocytes is a multiscale problem, and it is therefore difficult to develop spatially detailed simulation tools. ECC involves gradients on the length scale of 100 nm in dyadic spaces and concentration profiles along the 100 μm of the whole cell, as well as the sub-millisecond time scale of local concentration changes and the change of lumenal Ca2+ content within tens of seconds. Our concept for a multiscale mathematical model of Ca2+ -induced Ca2+ release (CICR) and whole cardiomyocyte electrophysiology incorporates stochastic simulation of individual LC- and RyR-channels, spatially detailed concentration dynamics in dyadic clefts, rabbit membrane potential dynamics, and a system of partial differential equations for myoplasmic and lumenal free Ca2+ and Ca2+-binding molecules in the bulk of the cell. We developed a novel computational approach to resolve the concentration gradients from dyadic space to cell level by using a quasistatic approximation within the dyad and finite element methods for integrating the partial differential equations. We show whole cell Ca2+-concentration profiles using three previously published RyR-channel Markov schemes. PMID:26441674

Regional-specific Stochastic Simulation of Spatially-distributed Ground-motion Time Histories using Wavelet Packet Analysis

NASA Astrophysics Data System (ADS)

Huang, D.; Wang, G.

2014-12-01

Stochastic simulation of spatially distributed ground-motion time histories is important for performance-based earthquake design of geographically distributed systems. In this study, we develop a novel technique to stochastically simulate regionalized ground-motion time histories using wavelet packet analysis. First, a transient acceleration time history is characterized by wavelet-packet parameters proposed by Yamamoto and Baker (2013). The wavelet-packet parameters fully characterize ground-motion time histories in terms of energy content, time- frequency-domain characteristics and time-frequency nonstationarity. This study further investigates the spatial cross-correlations of wavelet-packet parameters based on geostatistical analysis of 1500 regionalized ground motion data from eight well-recorded earthquakes in California, Mexico, Japan and Taiwan. The linear model of coregionalization (LMC) is used to develop a permissible spatial cross-correlation model for each parameter group. The geostatistical analysis of ground-motion data from different regions reveals significant dependence of the LMC structure on regional site conditions, which can be characterized by the correlation range of Vs30 in each region. In general, the spatial correlation and cross-correlation of wavelet-packet parameters are stronger if the site condition is more homogeneous. Using the regional-specific spatial cross-correlation model and cokriging technique, wavelet packet parameters at unmeasured locations can be best estimated, and regionalized ground-motion time histories can be synthesized. Case studies and blind tests demonstrated that the simulated ground motions generally agree well with the actual recorded data, if the influence of regional-site conditions is considered. The developed method has great potential to be used in computational-based seismic analysis and loss estimation in a regional scale.

Multiscale stochastic simulations of chemical reactions with regulated scale separation

NASA Astrophysics Data System (ADS)

Koumoutsakos, Petros; Feigelman, Justin

2013-07-01

We present a coupling of multiscale frameworks with accelerated stochastic simulation algorithms for systems of chemical reactions with disparate propensities. The algorithms regulate the propensities of the fast and slow reactions of the system, using alternating micro and macro sub-steps simulated with accelerated algorithms such as τ and R-leaping. The proposed algorithms are shown to provide significant speedups in simulations of stiff systems of chemical reactions with a trade-off in accuracy as controlled by a regulating parameter. More importantly, the error of the methods exhibits a cutoff phenomenon that allows for optimal parameter choices. Numerical experiments demonstrate that hybrid algorithms involving accelerated stochastic simulations can be, in certain cases, more accurate while faster, than their corresponding stochastic simulation algorithm counterparts.

Subgrid-scale parameterization and low-frequency variability: a response theory approach

NASA Astrophysics Data System (ADS)

Demaeyer, Jonathan; Vannitsem, Stéphane

2016-04-01

Weather and climate models are limited in the possible range of resolved spatial and temporal scales. However, due to the huge space- and time-scale ranges involved in the Earth System dynamics, the effects of many sub-grid processes should be parameterized. These parameterizations have an impact on the forecasts or projections. It could also affect the low-frequency variability present in the system (such as the one associated to ENSO or NAO). An important question is therefore to know what is the impact of stochastic parameterizations on the Low-Frequency Variability generated by the system and its model representation. In this context, we consider a stochastic subgrid-scale parameterization based on the Ruelle's response theory and proposed in Wouters and Lucarini (2012). We test this approach in the context of a low-order coupled ocean-atmosphere model, detailed in Vannitsem et al. (2015), for which a part of the atmospheric modes is considered as unresolved. A natural separation of the phase-space into a slow invariant set and its fast complement allows for an analytical derivation of the different terms involved in the parameterization, namely the average, the fluctuation and the long memory terms. Its application to the low-order system reveals that a considerable correction of the low-frequency variability along the invariant subset can be obtained. This new approach of scale separation opens new avenues of subgrid-scale parameterizations in multiscale systems used for climate forecasts. References: Vannitsem S, Demaeyer J, De Cruz L, Ghil M. 2015. Low-frequency variability and heat transport in a low-order nonlinear coupled ocean-atmosphere model. Physica D: Nonlinear Phenomena 309: 71-85. Wouters J, Lucarini V. 2012. Disentangling multi-level systems: averaging, correlations and memory. Journal of Statistical Mechanics: Theory and Experiment 2012(03): P03 003.

Use of behavioural stochastic resonance by paddle fish for feeding

NASA Astrophysics Data System (ADS)

Russell, David F.; Wilkens, Lon A.; Moss, Frank

1999-11-01

Stochastic resonance is the phenomenon whereby the addition of an optimal level of noise to a weak information-carrying input to certain nonlinear systems can enhance the information content at their outputs. Computer analysis of spike trains has been needed to reveal stochastic resonance in the responses of sensory receptors except for one study on human psychophysics. But is an animal aware of, and can it make use of, the enhanced sensory information from stochastic resonance? Here, we show that stochastic resonance enhances the normal feeding behaviour of paddlefish (Polyodon spathula), which use passive electroreceptors to detect electrical signals from planktonic prey. We demonstrate significant broadening of the spatial range for the detection of plankton when a noisy electric field of optimal amplitude is applied in the water. We also show that swarms of Daphnia plankton are a natural source of electrical noise. Our demonstration of stochastic resonance at the level of a vital animal behaviour, feeding, which has probably evolved for functional success, provides evidence that stochastic resonance in sensory nervous systems is an evolutionary adaptation.

Genome Informed Trait-Based Models

NASA Astrophysics Data System (ADS)

Karaoz, U.; Cheng, Y.; Bouskill, N.; Tang, J.; Beller, H. R.; Brodie, E.; Riley, W. J.

2013-12-01

Trait-based approaches are powerful tools for representing microbial communities across both spatial and temporal scales within ecosystem models. Trait-based models (TBMs) represent the diversity of microbial taxa as stochastic assemblages with a distribution of traits constrained by trade-offs between these traits. Such representation with its built-in stochasticity allows the elucidation of the interactions between the microbes and their environment by reducing the complexity of microbial community diversity into a limited number of functional ';guilds' and letting them emerge across spatio-temporal scales. From the biogeochemical/ecosystem modeling perspective, the emergent properties of the microbial community could be directly translated into predictions of biogeochemical reaction rates and microbial biomass. The accuracy of TBMs depends on the identification of key traits of the microbial community members and on the parameterization of these traits. Current approaches to inform TBM parameterization are empirical (i.e., based on literature surveys). Advances in omic technologies (such as genomics, metagenomics, metatranscriptomics, and metaproteomics) pave the way to better-initialize models that can be constrained in a generic or site-specific fashion. Here we describe the coupling of metagenomic data to the development of a TBM representing the dynamics of metabolic guilds from an organic carbon stimulated groundwater microbial community. Illumina paired-end metagenomic data were collected from the community as it transitioned successively through electron-accepting conditions (nitrate-, sulfate-, and Fe(III)-reducing), and used to inform estimates of growth rates and the distribution of metabolic pathways (i.e., aerobic and anaerobic oxidation, fermentation) across a spatially resolved TBM. We use this model to evaluate the emergence of different metabolisms and predict rates of biogeochemical processes over time. We compare our results to observational outputs.

Extended Plefka expansion for stochastic dynamics

NASA Astrophysics Data System (ADS)

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

2016-05-01

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

Cascades on a stochastic pulse-coupled network

NASA Astrophysics Data System (ADS)

Wray, C. M.; Bishop, S. R.

2014-09-01

While much recent research has focused on understanding isolated cascades of networks, less attention has been given to dynamical processes on networks exhibiting repeated cascades of opposing influence. An example of this is the dynamic behaviour of financial markets where cascades of buying and selling can occur, even over short timescales. To model these phenomena, a stochastic pulse-coupled oscillator network with upper and lower thresholds is described and analysed. Numerical confirmation of asynchronous and synchronous regimes of the system is presented, along with analytical identification of the fixed point state vector of the asynchronous mean field system. A lower bound for the finite system mean field critical value of network coupling probability is found that separates the asynchronous and synchronous regimes. For the low-dimensional mean field system, a closed-form equation is found for cascade size, in terms of the network coupling probability. Finally, a description of how this model can be applied to interacting agents in a financial market is provided.

Cascades on a stochastic pulse-coupled network

PubMed Central

Wray, C. M.; Bishop, S. R.

2014-01-01

While much recent research has focused on understanding isolated cascades of networks, less attention has been given to dynamical processes on networks exhibiting repeated cascades of opposing influence. An example of this is the dynamic behaviour of financial markets where cascades of buying and selling can occur, even over short timescales. To model these phenomena, a stochastic pulse-coupled oscillator network with upper and lower thresholds is described and analysed. Numerical confirmation of asynchronous and synchronous regimes of the system is presented, along with analytical identification of the fixed point state vector of the asynchronous mean field system. A lower bound for the finite system mean field critical value of network coupling probability is found that separates the asynchronous and synchronous regimes. For the low-dimensional mean field system, a closed-form equation is found for cascade size, in terms of the network coupling probability. Finally, a description of how this model can be applied to interacting agents in a financial market is provided. PMID:25213626

Contribution of tropical instability waves to ENSO irregularity

NASA Astrophysics Data System (ADS)

Holmes, Ryan M.; McGregor, Shayne; Santoso, Agus; England, Matthew H.

2018-05-01

Tropical instability waves (TIWs) are a major source of internally-generated oceanic variability in the equatorial Pacific Ocean. These non-linear phenomena play an important role in the sea surface temperature (SST) budget in a region critical for low-frequency modes of variability such as the El Niño-Southern Oscillation (ENSO). However, the direct contribution of TIW-driven stochastic variability to ENSO has received little attention. Here, we investigate the influence of TIWs on ENSO using a 1/4° ocean model coupled to a simple atmosphere. The use of a simple atmosphere removes complex intrinsic atmospheric variability while allowing the dominant mode of air-sea coupling to be represented as a statistical relationship between SST and wind stress anomalies. Using this hybrid coupled model, we perform a suite of coupled ensemble forecast experiments initiated with wind bursts in the western Pacific, where individual ensemble members differ only due to internal oceanic variability. We find that TIWs can induce a spread in the forecast amplitude of the Niño 3 SST anomaly 6-months after a given sequence of WWBs of approximately ± 45% the size of the ensemble mean anomaly. Further, when various estimates of stochastic atmospheric forcing are added, oceanic internal variability is found to contribute between about 20% and 70% of the ensemble forecast spread, with the remainder attributable to the atmospheric variability. While the oceanic contribution to ENSO stochastic forcing requires further quantification beyond the idealized approach used here, our results nevertheless suggest that TIWs may impact ENSO irregularity and predictability. This has implications for ENSO representation in low-resolution coupled models.

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.

A Stochastic Diffusion Process for the Dirichlet Distribution

DOE PAGES

Bakosi, J.; Ristorcelli, J. R.

2013-03-01

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability ofNcoupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded sample space, a coupled nonlinear diffusion process is required: the Wiener processes in the equivalent system of stochastic differential equations are multiplicative with coefficients dependent on all the stochastic variables. Individual samples of a discrete ensemble, obtained from the stochastic process, satisfy a unit-sum constraint at all times. The process may be used to represent realizations of a fluctuating ensemble ofNvariables subject to a conservation principle.more » Similar to the multivariate Wright-Fisher process, whose invariant is also Dirichlet, the univariate case yields a process whose invariant is the beta distribution. As a test of the results, Monte Carlo simulations are used to evolve numerical ensembles toward the invariant Dirichlet distribution.« less

Random forests and stochastic gradient boosting for predicting tree canopy cover: Comparing tuning processes and model performance

Treesearch

Elizabeth A. Freeman; Gretchen G. Moisen; John W. Coulston; Barry T. (Ty) Wilson

2015-01-01

As part of the development of the 2011 National Land Cover Database (NLCD) tree canopy cover layer, a pilot project was launched to test the use of high-resolution photography coupled with extensive ancillary data to map the distribution of tree canopy cover over four study regions in the conterminous US. Two stochastic modeling techniques, random forests (RF...

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.

Debates—Stochastic subsurface hydrology from theory to practice: The relevance of stochastic subsurface hydrology to practical problems of contaminant transport and remediation. What is characterization and stochastic theory good for?

NASA Astrophysics Data System (ADS)

Fiori, A.; Cvetkovic, V.; Dagan, G.; Attinger, S.; Bellin, A.; Dietrich, P.; Zech, A.; Teutsch, G.

2016-12-01

The emergence of stochastic subsurface hydrology stemmed from the realization that the random spatial variability of aquifer properties has a profound impact on solute transport. The last four decades witnessed a tremendous expansion of the discipline, many fundamental processes and principal mechanisms being identified. However, the research findings have not impacted significantly the application in practice, for several reasons which are discussed. The paper discusses the current status of stochastic subsurface hydrology, the relevance of the scientific results for applications and it also provides a perspective to a few possible future directions. In particular, we discuss how the transfer of knowledge can be facilitated by identifying clear goals for characterization and modeling application, relying on recent recent advances in research in these areas.

Förster resonance energy transfer, absorption and emission spectra in multichromophoric systems. III. Exact stochastic path integral evaluation.

PubMed

Moix, Jeremy M; Ma, Jian; Cao, Jianshu

2015-03-07

A numerically exact path integral treatment of the absorption and emission spectra of open quantum systems is presented that requires only the straightforward solution of a stochastic differential equation. The approach converges rapidly enabling the calculation of spectra of large excitonic systems across the complete range of system parameters and for arbitrary bath spectral densities. With the numerically exact absorption and emission operators, one can also immediately compute energy transfer rates using the multi-chromophoric Förster resonant energy transfer formalism. Benchmark calculations on the emission spectra of two level systems are presented demonstrating the efficacy of the stochastic approach. This is followed by calculations of the energy transfer rates between two weakly coupled dimer systems as a function of temperature and system-bath coupling strength. It is shown that the recently developed hybrid cumulant expansion (see Paper II) is the only perturbative method capable of generating uniformly reliable energy transfer rates and emission spectra across a broad range of system parameters.

A Multilevel, Hierarchical Sampling Technique for Spatially Correlated Random Fields

DOE PAGES

Osborn, Sarah; Vassilevski, Panayot S.; Villa, Umberto

2017-10-26

In this paper, we propose an alternative method to generate samples of a spatially correlated random field with applications to large-scale problems for forward propagation of uncertainty. A classical approach for generating these samples is the Karhunen--Loève (KL) decomposition. However, the KL expansion requires solving a dense eigenvalue problem and is therefore computationally infeasible for large-scale problems. Sampling methods based on stochastic partial differential equations provide a highly scalable way to sample Gaussian fields, but the resulting parametrization is mesh dependent. We propose a multilevel decomposition of the stochastic field to allow for scalable, hierarchical sampling based on solving amore » mixed finite element formulation of a stochastic reaction-diffusion equation with a random, white noise source function. Lastly, numerical experiments are presented to demonstrate the scalability of the sampling method as well as numerical results of multilevel Monte Carlo simulations for a subsurface porous media flow application using the proposed sampling method.« less

A Multilevel, Hierarchical Sampling Technique for Spatially Correlated Random Fields

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

Osborn, Sarah; Vassilevski, Panayot S.; Villa, Umberto

In this paper, we propose an alternative method to generate samples of a spatially correlated random field with applications to large-scale problems for forward propagation of uncertainty. A classical approach for generating these samples is the Karhunen--Loève (KL) decomposition. However, the KL expansion requires solving a dense eigenvalue problem and is therefore computationally infeasible for large-scale problems. Sampling methods based on stochastic partial differential equations provide a highly scalable way to sample Gaussian fields, but the resulting parametrization is mesh dependent. We propose a multilevel decomposition of the stochastic field to allow for scalable, hierarchical sampling based on solving amore » mixed finite element formulation of a stochastic reaction-diffusion equation with a random, white noise source function. Lastly, numerical experiments are presented to demonstrate the scalability of the sampling method as well as numerical results of multilevel Monte Carlo simulations for a subsurface porous media flow application using the proposed sampling method.« less

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

WKB theory of large deviations in stochastic populations

NASA Astrophysics Data System (ADS)

Assaf, Michael; Meerson, Baruch

2017-06-01

Stochasticity can play an important role in the dynamics of biologically relevant populations. These span a broad range of scales: from intra-cellular populations of molecules to population of cells and then to groups of plants, animals and people. Large deviations in stochastic population dynamics—such as those determining population extinction, fixation or switching between different states—are presently in a focus of attention of statistical physicists. We review recent progress in applying different variants of dissipative WKB approximation (after Wentzel, Kramers and Brillouin) to this class of problems. The WKB approximation allows one to evaluate the mean time and/or probability of population extinction, fixation and switches resulting from either intrinsic (demographic) noise, or a combination of the demographic noise and environmental variations, deterministic or random. We mostly cover well-mixed populations, single and multiple, but also briefly consider populations on heterogeneous networks and spatial populations. The spatial setting also allows one to study large fluctuations of the speed of biological invasions. Finally, we briefly discuss possible directions of future work.

An adaptive tau-leaping method for stochastic simulations of reaction-diffusion systems

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

Padgett, Jill M. A.; Ilie, Silvana, E-mail: silvana@ryerson.ca

2016-03-15

Stochastic modelling is critical for studying many biochemical processes in a cell, in particular when some reacting species have low population numbers. For many such cellular processes the spatial distribution of the molecular species plays a key role. The evolution of spatially heterogeneous biochemical systems with some species in low amounts is accurately described by the mesoscopic model of the Reaction-Diffusion Master Equation. The Inhomogeneous Stochastic Simulation Algorithm provides an exact strategy to numerically solve this model, but it is computationally very expensive on realistic applications. We propose a novel adaptive time-stepping scheme for the tau-leaping method for approximating themore » solution of the Reaction-Diffusion Master Equation. This technique combines effective strategies for variable time-stepping with path preservation to reduce the computational cost, while maintaining the desired accuracy. The numerical tests on various examples arising in applications show the improved efficiency achieved by the new adaptive method.« less

Constraining regional scale carbon budgets at the US West Coast using a high-resolution atmospheric inverse modeling approach

NASA Astrophysics Data System (ADS)

Goeckede, M.; Michalak, A. M.; Vickers, D.; Turner, D.; Law, B.

2009-04-01

The study presented is embedded within the NACP (North American Carbon Program) West Coast project ORCA2, which aims at determining the regional carbon balance of the US states Oregon, California and Washington. Our work specifically focuses on the effect of disturbance history and climate variability, aiming at improving our understanding of e.g. drought stress and stand age on carbon sources and sinks in complex terrain with fine-scale variability in land cover types. The ORCA2 atmospheric inverse modeling approach has been set up to capture flux variability on the regional scale at high temporal and spatial resolution. Atmospheric transport is simulated coupling the mesoscale model WRF (Weather Research and Forecast) with the STILT (Stochastic Time Inverted Lagrangian Transport) footprint model. This setup allows identifying sources and sinks that influence atmospheric observations with highly resolved mass transport fields and realistic turbulent mixing. Terrestrial biosphere carbon fluxes are simulated at spatial resolutions of up to 1km and subdaily timesteps, considering effects of ecoregion, land cover type and disturbance regime on the carbon budgets. Our approach assimilates high-precision atmospheric CO2 concentration measurements and eddy-covariance data from several sites throughout the model domain, as well as high-resolution remote sensing products (e.g. LandSat, MODIS) and interpolated surface meteorology (DayMet, SOGS, PRISM). We present top-down modeling results that have been optimized using Bayesian inversion, reflecting the information on regional scale carbon processes provided by the network of high-precision CO2 observations. We address the level of detail (e.g. spatial and temporal resolution) that can be resolved by top-down modeling on the regional scale, given the uncertainties introduced by various sources for model-data mismatch. Our results demonstrate the importance of accurate modeling of carbon-water coupling, with the representation of water availability and drought stress playing a dominant role to capture spatially variable CO2 exchange rates in a region characterized by strong climatic gradients.

On Alfvenic Waves and Stochastic Ion Heating with 1Re Observations of Strong Field-aligned Currents, Electric Fields, and O+ ions

NASA Technical Reports Server (NTRS)

Coffey, Victoria; Chandler, Michael; Singh, Nagendra

2008-01-01

The role that the cleft/cusp has in ionosphere/magnetosphere coupling makes it a very dynamic region having similar fundamental processes to those within the auroral regions. With Polar passing through the cusp at 1 Re in the Spring of 1996, we observe a strong correlation between ion heating and broadband ELF (BBELF) emissions. This commonly observed relationship led to the study of the coupling of large field-aligned currents, burst electric fields, and the thermal O+ ions. We demonstrate the role of these measurements to Alfvenic waves and stochastic ion heating. Finally we will show the properties of the resulting density cavities.

Spatial patterns and biodiversity in off-lattice simulations of a cyclic three-species Lotka-Volterra model

NASA Astrophysics Data System (ADS)

Avelino, P. P.; Bazeia, D.; Losano, L.; Menezes, J.; de Oliveira, B. F.

2018-02-01

Stochastic simulations of cyclic three-species spatial predator-prey models are usually performed in square lattices with nearest-neighbour interactions starting from random initial conditions. In this letter we describe the results of off-lattice Lotka-Volterra stochastic simulations, showing that the emergence of spiral patterns does occur for sufficiently high values of the (conserved) total density of individuals. We also investigate the dynamics in our simulations, finding an empirical relation characterizing the dependence of the characteristic peak frequency and amplitude on the total density. Finally, we study the impact of the total density on the extinction probability, showing how a low population density may jeopardize biodiversity.

Stochastic Growth Theory of Spatially-Averaged Distributions of Langmuir Fields in Earth's Foreshock

NASA Technical Reports Server (NTRS)

Boshuizen, Christopher R.; Cairns, Iver H.; Robinson, P. A.

2001-01-01

Langmuir-like waves in the foreshock of Earth are characteristically bursty and irregular, and are the subject of a number of recent studies. Averaged over the foreshock, it is observed that the probability distribution is power-law P(bar)(log E) in the wave field E with the bar denoting this averaging over position, In this paper it is shown that stochastic growth theory (SGT) can explain a power-law spatially-averaged distributions P(bar)(log E), when the observed power-law variations of the mean and standard deviation of log E with position are combined with the log normal statistics predicted by SGT at each location.

Fast and Precise Emulation of Stochastic Biochemical Reaction Networks With Amplified Thermal Noise in Silicon Chips.

PubMed

Kim, Jaewook; Woo, Sung Sik; Sarpeshkar, Rahul

2018-04-01

The analysis and simulation of complex interacting biochemical reaction pathways in cells is important in all of systems biology and medicine. Yet, the dynamics of even a modest number of noisy or stochastic coupled biochemical reactions is extremely time consuming to simulate. In large part, this is because of the expensive cost of random number and Poisson process generation and the presence of stiff, coupled, nonlinear differential equations. Here, we demonstrate that we can amplify inherent thermal noise in chips to emulate randomness physically, thus alleviating these costs significantly. Concurrently, molecular flux in thermodynamic biochemical reactions maps to thermodynamic electronic current in a transistor such that stiff nonlinear biochemical differential equations are emulated exactly in compact, digitally programmable, highly parallel analog "cytomorphic" transistor circuits. For even small-scale systems involving just 80 stochastic reactions, our 0.35-μm BiCMOS chips yield a 311× speedup in the simulation time of Gillespie's stochastic algorithm over COPASI, a fast biochemical-reaction software simulator that is widely used in computational biology; they yield a 15 500× speedup over equivalent MATLAB stochastic simulations. The chip emulation results are consistent with these software simulations over a large range of signal-to-noise ratios. Most importantly, our physical emulation of Poisson chemical dynamics does not involve any inherently sequential processes and updates such that, unlike prior exact simulation approaches, they are parallelizable, asynchronous, and enable even more speedup for larger-size networks.

The role of stochastic storms on hillslope runoff generation and connectivity in a dryland basin

NASA Astrophysics Data System (ADS)

Michaelides, K.; Singer, M. B.; Mudd, S. M.

2016-12-01

Despite low annual rainfall, dryland basins can generate significant surface runoff during certain rainstorms, which can cause flash flooding and high rates of erosion. However, it remains challenging to anticipate the nature and frequency of runoff generation in hydrological systems which are driven by spatially and temporally stochastic rainstorms. In particular, the stochasticity of rainfall presents challenges to simulating the hydrological response of dryland basins and understanding flow connectivity from hillslopes to the channel. Here we simulate hillslope runoff generation using rainfall characteristics produced by a simple stochastic rainfall generator, which is based on a rich rainfall dataset from the Walnut Gulch Experimental Watershed (WGEW) in Arizona, USA. We assess hillslope runoff generation using the hydrological model, COUP2D, driven by a subset of characteristic output from multiple ensembles of decadal monsoonal rainfall from the stochastic rainfall generator. The rainfall generator operates across WGEW by simulating storms with areas smaller than the basin and enables explicit characterization of rainfall characteristics at any location. We combine the characteristics of rainfall intensity and duration with data on rainstorm area and location to model the surface runoff properties (depth, velocity, duration, distance downslope) on a range of hillslopes within the basin derived from LiDAR analysis. We also analyze connectivity of flow from hillslopes to the channel for various combinations of hillslopes and storms. This approach provides a framework for understanding spatial and temporal dynamics of runoff generation and connectivity that is faithful to the hydrological characteristics of dryland environments.

Species survival emerge from rare events of individual migration

NASA Astrophysics Data System (ADS)

Zelnik, Yuval R.; Solomon, Sorin; Yaari, Gur

2015-01-01

Ecosystems greatly vary in their species composition and interactions, yet they all show remarkable resilience to external influences. Recent experiments have highlighted the significant effects of spatial structure and connectivity on the extinction and survival of species. It has also been emphasized lately that in order to study extinction dynamics reliably, it is essential to incorporate stochasticity, and in particular the discrete nature of populations, into the model. Accordingly, we applied a bottom-up modeling approach that includes both spatial features and stochastic interactions to study survival mechanisms of species. Using the simplest spatial extension of the Lotka-Volterra predator-prey model with competition, subject to demographic and environmental noise, we were able to systematically study emergent properties of this rich system. By scanning the relevant parameter space, we show that both survival and extinction processes often result from a combination of habitat fragmentation and individual rare events of recolonization.

Multi-Algorithm Particle Simulations with Spatiocyte.

PubMed

Arjunan, Satya N V; Takahashi, Koichi

2017-01-01

As quantitative biologists get more measurements of spatially regulated systems such as cell division and polarization, simulation of reaction and diffusion of proteins using the data is becoming increasingly relevant to uncover the mechanisms underlying the systems. Spatiocyte is a lattice-based stochastic particle simulator for biochemical reaction and diffusion processes. Simulations can be performed at single molecule and compartment spatial scales simultaneously. Molecules can diffuse and react in 1D (filament), 2D (membrane), and 3D (cytosol) compartments. The implications of crowded regions in the cell can be investigated because each diffusing molecule has spatial dimensions. Spatiocyte adopts multi-algorithm and multi-timescale frameworks to simulate models that simultaneously employ deterministic, stochastic, and particle reaction-diffusion algorithms. Comparison of light microscopy images to simulation snapshots is supported by Spatiocyte microscopy visualization and molecule tagging features. Spatiocyte is open-source software and is freely available at http://spatiocyte.org .

Species survival emerge from rare events of individual migration.

PubMed

Zelnik, Yuval R; Solomon, Sorin; Yaari, Gur

2015-01-19

Ecosystems greatly vary in their species composition and interactions, yet they all show remarkable resilience to external influences. Recent experiments have highlighted the significant effects of spatial structure and connectivity on the extinction and survival of species. It has also been emphasized lately that in order to study extinction dynamics reliably, it is essential to incorporate stochasticity, and in particular the discrete nature of populations, into the model. Accordingly, we applied a bottom-up modeling approach that includes both spatial features and stochastic interactions to study survival mechanisms of species. Using the simplest spatial extension of the Lotka-Volterra predator-prey model with competition, subject to demographic and environmental noise, we were able to systematically study emergent properties of this rich system. By scanning the relevant parameter space, we show that both survival and extinction processes often result from a combination of habitat fragmentation and individual rare events of recolonization.

Stochastic Optical Reconstruction Microscopy (STORM).

PubMed

Xu, Jianquan; Ma, Hongqiang; Liu, Yang

2017-07-05

Super-resolution (SR) fluorescence microscopy, a class of optical microscopy techniques at a spatial resolution below the diffraction limit, has revolutionized the way we study biology, as recognized by the Nobel Prize in Chemistry in 2014. Stochastic optical reconstruction microscopy (STORM), a widely used SR technique, is based on the principle of single molecule localization. STORM routinely achieves a spatial resolution of 20 to 30 nm, a ten-fold improvement compared to conventional optical microscopy. Among all SR techniques, STORM offers a high spatial resolution with simple optical instrumentation and standard organic fluorescent dyes, but it is also prone to image artifacts and degraded image resolution due to improper sample preparation or imaging conditions. It requires careful optimization of all three aspects-sample preparation, image acquisition, and image reconstruction-to ensure a high-quality STORM image, which will be extensively discussed in this unit. © 2017 by John Wiley & Sons, Inc. Copyright © 2017 John Wiley & Sons, Inc.

Demographic stochasticity in small remnant populations of the declining distylous plant Primula veris

USGS Publications Warehouse

Kery, M.; Matthies, D.; Schmid, B.

2003-01-01

We studied ecological consequences of distyly for the declining perennial plant Primula veris in the Swiss Jura. Distyly favours cross-fertilization and avoids inbreeding, but may lead to pollen limitation and reduced reproduction if morph frequencies deviate from 50 %. Disassortative mating is promoted by the reciprocal position of stigmas and anthers in the two morphs (pin and thrum) and by intramorph incompatibility and should result in equal frequencies of morphs at equilibrium. However, deviations could arise because of demographic stochasticity, the lower intra-morph incompatibility of the pin morph, and niche differentiation between morphs. Demographic stochasticity should result in symmetric deviations from an even morph frequency among populations and in increased deviations with decreasing population size. If crosses between pins occurred, these would only generate pins, and this could result in a pin-bias of morph frequencies in general and in small populations in particular. If the morphs have different niches, morph frequencies should be related to environmental factors, morphs might be spatially segregated, and morphological differences between morphs would be expected. We tested these hypotheses in the declining distylous P. veris. We studied morph frequencies in relation to environmental conditions and population size, spatial segregation in field populations, morphological differences between morphs, and growth responses to nutrient addition. Morph frequencies in 76 populations with 1 - 80000 flowering plants fluctuated symmetrically about 50 %. Deviations from 50 % were much larger in small populations, and sixof the smallest populations had lost one morph altogether. In contrast, morph frequencies were neither related to population size nor to 17 measures of environmental conditions. We found no spatial segregation or morphological differences in the field or in the common garden. The results suggest that demographic stochasticity caused deviations of the morph ratiofrom unity in small populations. Demographic stochasticity was probably caused by the random elimination of plants during the fragmentation of formerly large continuous populations. Biased morph frequencies may be one of the reasons for the strongly reduced reproduction in small populations of P. veris.

Species Associations in a Species-Rich Subtropical Forest Were Not Well-Explained by Stochastic Geometry of Biodiversity

PubMed Central

Wang, Qinggang; Bao, Dachuan; Guo, Yili; Lu, Junmeng; Lu, Zhijun; Xu, Yaozhan; Zhang, Kuihan; Liu, Haibo; Meng, Hongjie; Jiang, Mingxi; Qiao, Xiujuan; Huang, Handong

2014-01-01

The stochastic dilution hypothesis has been proposed to explain species coexistence in species-rich communities. The relative importance of the stochastic dilution effects with respect to other effects such as competition and habitat filtering required to be tested. In this study, using data from a 25-ha species-rich subtropical forest plot with a strong topographic structure at Badagongshan in central China, we analyzed overall species associations and fine-scale species interactions between 2,550 species pairs. The result showed that: (1) the proportion of segregation in overall species association analysis at 2 m neighborhood in this plot followed the prediction of the stochastic dilution hypothesis that segregations should decrease with species richness but that at 10 m neighborhood was higher than the prediction. (2) The proportion of no association type was lower than the expectation of stochastic dilution hypothesis. (3) Fine-scale species interaction analyses using Heterogeneous Poisson processes as null models revealed a high proportion (47%) of significant species effects. However, the assumption of separation of scale of this method was not fully met in this plot with a strong fine-scale topographic structure. We also found that for species within the same families, fine-scale positive species interactions occurred more frequently and negative ones occurred less frequently than expected by chance. These results suggested effects of environmental filtering other than species interaction in this forest. (4) We also found that arbor species showed a much higher proportion of significant fine-scale species interactions (66%) than shrub species (18%). We concluded that the stochastic dilution hypothesis only be partly supported and environmental filtering left discernible spatial signals in the spatial associations between species in this species-rich subtropical forest with a strong topographic structure. PMID:24824996

Species associations in a species-rich subtropical forest were not well-explained by stochastic geometry of biodiversity.

PubMed

Wang, Qinggang; Bao, Dachuan; Guo, Yili; Lu, Junmeng; Lu, Zhijun; Xu, Yaozhan; Zhang, Kuihan; Liu, Haibo; Meng, Hongjie; Jiang, Mingxi; Qiao, Xiujuan; Huang, Handong

2014-01-01

The stochastic dilution hypothesis has been proposed to explain species coexistence in species-rich communities. The relative importance of the stochastic dilution effects with respect to other effects such as competition and habitat filtering required to be tested. In this study, using data from a 25-ha species-rich subtropical forest plot with a strong topographic structure at Badagongshan in central China, we analyzed overall species associations and fine-scale species interactions between 2,550 species pairs. The result showed that: (1) the proportion of segregation in overall species association analysis at 2 m neighborhood in this plot followed the prediction of the stochastic dilution hypothesis that segregations should decrease with species richness but that at 10 m neighborhood was higher than the prediction. (2) The proportion of no association type was lower than the expectation of stochastic dilution hypothesis. (3) Fine-scale species interaction analyses using Heterogeneous Poisson processes as null models revealed a high proportion (47%) of significant species effects. However, the assumption of separation of scale of this method was not fully met in this plot with a strong fine-scale topographic structure. We also found that for species within the same families, fine-scale positive species interactions occurred more frequently and negative ones occurred less frequently than expected by chance. These results suggested effects of environmental filtering other than species interaction in this forest. (4) We also found that arbor species showed a much higher proportion of significant fine-scale species interactions (66%) than shrub species (18%). We concluded that the stochastic dilution hypothesis only be partly supported and environmental filtering left discernible spatial signals in the spatial associations between species in this species-rich subtropical forest with a strong topographic structure.

Investigating the two-moment characterisation of subcellular biochemical networks.

PubMed

Ullah, Mukhtar; Wolkenhauer, Olaf

2009-10-07

While ordinary differential equations (ODEs) form the conceptual framework for modelling many cellular processes, specific situations demand stochastic models to capture the influence of noise. The most common formulation of stochastic models for biochemical networks is the chemical master equation (CME). While stochastic simulations are a practical way to realise the CME, analytical approximations offer more insight into the influence of noise. Towards that end, the two-moment approximation (2MA) is a promising addition to the established analytical approaches including the chemical Langevin equation (CLE) and the related linear noise approximation (LNA). The 2MA approach directly tracks the mean and (co)variance which are coupled in general. This coupling is not obvious in CME and CLE and ignored by LNA and conventional ODE models. We extend previous derivations of 2MA by allowing (a) non-elementary reactions and (b) relative concentrations. Often, several elementary reactions are approximated by a single step. Furthermore, practical situations often require the use of relative concentrations. We investigate the applicability of the 2MA approach to the well-established fission yeast cell cycle model. Our analytical model reproduces the clustering of cycle times observed in experiments. This is explained through multiple resettings of M-phase promoting factor (MPF), caused by the coupling between mean and (co)variance, near the G2/M transition.

Parallel STEPS: Large Scale Stochastic Spatial Reaction-Diffusion Simulation with High Performance Computers

PubMed Central

Chen, Weiliang; De Schutter, Erik

2017-01-01

Stochastic, spatial reaction-diffusion simulations have been widely used in systems biology and computational neuroscience. However, the increasing scale and complexity of models and morphologies have exceeded the capacity of any serial implementation. This led to the development of parallel solutions that benefit from the boost in performance of modern supercomputers. In this paper, we describe an MPI-based, parallel operator-splitting implementation for stochastic spatial reaction-diffusion simulations with irregular tetrahedral meshes. The performance of our implementation is first examined and analyzed with simulations of a simple model. We then demonstrate its application to real-world research by simulating the reaction-diffusion components of a published calcium burst model in both Purkinje neuron sub-branch and full dendrite morphologies. Simulation results indicate that our implementation is capable of achieving super-linear speedup for balanced loading simulations with reasonable molecule density and mesh quality. In the best scenario, a parallel simulation with 2,000 processes runs more than 3,600 times faster than its serial SSA counterpart, and achieves more than 20-fold speedup relative to parallel simulation with 100 processes. In a more realistic scenario with dynamic calcium influx and data recording, the parallel simulation with 1,000 processes and no load balancing is still 500 times faster than the conventional serial SSA simulation. PMID:28239346

Parallel STEPS: Large Scale Stochastic Spatial Reaction-Diffusion Simulation with High Performance Computers.

PubMed

Chen, Weiliang; De Schutter, Erik

2017-01-01

Stochastic, spatial reaction-diffusion simulations have been widely used in systems biology and computational neuroscience. However, the increasing scale and complexity of models and morphologies have exceeded the capacity of any serial implementation. This led to the development of parallel solutions that benefit from the boost in performance of modern supercomputers. In this paper, we describe an MPI-based, parallel operator-splitting implementation for stochastic spatial reaction-diffusion simulations with irregular tetrahedral meshes. The performance of our implementation is first examined and analyzed with simulations of a simple model. We then demonstrate its application to real-world research by simulating the reaction-diffusion components of a published calcium burst model in both Purkinje neuron sub-branch and full dendrite morphologies. Simulation results indicate that our implementation is capable of achieving super-linear speedup for balanced loading simulations with reasonable molecule density and mesh quality. In the best scenario, a parallel simulation with 2,000 processes runs more than 3,600 times faster than its serial SSA counterpart, and achieves more than 20-fold speedup relative to parallel simulation with 100 processes. In a more realistic scenario with dynamic calcium influx and data recording, the parallel simulation with 1,000 processes and no load balancing is still 500 times faster than the conventional serial SSA simulation.

Applications of stochastic models and geostatistical analyses to study sources and spatial patterns of soil heavy metals in a metalliferous industrial district of China.

PubMed

Zhong, Buqing; Liang, Tao; Wang, Lingqing; Li, Kexin

2014-08-15

An extensive soil survey was conducted to study pollution sources and delineate contamination of heavy metals in one of the metalliferous industrial bases, in the karst areas of southwest China. A total of 597 topsoil samples were collected and the concentrations of five heavy metals, namely Cd, As (metalloid), Pb, Hg and Cr were analyzed. Stochastic models including a conditional inference tree (CIT) and a finite mixture distribution model (FMDM) were applied to identify the sources and partition the contribution from natural and anthropogenic sources for heavy metal in topsoils of the study area. Regression trees for Cd, As, Pb and Hg were proved to depend mostly on indicators of anthropogenic activities such as industrial type and distance from urban area, while the regression tree for Cr was found to be mainly influenced by the geogenic characteristics. The FMDM analysis showed that the geometric means of modeled background values for Cd, As, Pb, Hg and Cr were close to their background values previously reported in the study area, while the contamination of Cd and Hg were widespread in the study area, imposing potentially detrimental effects on organisms through the food chain. Finally, the probabilities of single and multiple heavy metals exceeding the threshold values derived from the FMDM were estimated using indicator kriging (IK) and multivariate indicator kriging (MVIK). The high probabilities exceeding the thresholds of heavy metals were associated with metalliferous production and atmospheric deposition of heavy metals transported from the urban and industrial areas. Geostatistics coupled with stochastic models provide an effective way to delineate multiple heavy metal pollution to facilitate improved environmental management. Copyright © 2014 Elsevier B.V. All rights reserved.

Inference of a Nonlinear Stochastic Model of the Cardiorespiratory Interaction

NASA Astrophysics Data System (ADS)

Smelyanskiy, V. N.; Luchinsky, D. G.; Stefanovska, A.; McClintock, P. V.

2005-03-01

We reconstruct a nonlinear stochastic model of the cardiorespiratory interaction in terms of a set of polynomial basis functions representing the nonlinear force governing system oscillations. The strength and direction of coupling and noise intensity are simultaneously inferred from a univariate blood pressure signal. Our new inference technique does not require extensive global optimization, and it is applicable to a wide range of complex dynamical systems subject to noise.

Harmonic stochastic resonance-enhanced signal detecting in NW small-world neural network

NASA Astrophysics Data System (ADS)

Wang, Dao-Guang; Liang, Xiao-Ming; Wang, Jing; Yang, Cheng-Fang; Liu, Kai; Lü, Hua-Ping

2010-11-01

The harmonic stochastic resonance-enhanced signal detecting in Newman-Watts small-world neural network is studied using the Hodgkin-Huxley dynamical equation with noise. If the connection probability p, coupling strength gsyn and noise intensity D matches well, higher order resonance will be found and an optimal signal-to-noise ratio will be obtained. Then, the reasons are given to explain the mechanism of this appearance.

Numerical simulations of piecewise deterministic Markov processes with an application to the stochastic Hodgkin-Huxley model.

PubMed

Ding, Shaojie; Qian, Min; Qian, Hong; Zhang, Xuejuan

2016-12-28

The stochastic Hodgkin-Huxley model is one of the best-known examples of piecewise deterministic Markov processes (PDMPs), in which the electrical potential across a cell membrane, V(t), is coupled with a mesoscopic Markov jump process representing the stochastic opening and closing of ion channels embedded in the membrane. The rates of the channel kinetics, in turn, are voltage-dependent. Due to this interdependence, an accurate and efficient sampling of the time evolution of the hybrid stochastic systems has been challenging. The current exact simulation methods require solving a voltage-dependent hitting time problem for multiple path-dependent intensity functions with random thresholds. This paper proposes a simulation algorithm that approximates an alternative representation of the exact solution by fitting the log-survival function of the inter-jump dwell time, H(t), with a piecewise linear one. The latter uses interpolation points that are chosen according to the time evolution of the H(t), as the numerical solution to the coupled ordinary differential equations of V(t) and H(t). This computational method can be applied to all PDMPs. Pathwise convergence of the approximated sample trajectories to the exact solution is proven, and error estimates are provided. Comparison with a previous algorithm that is based on piecewise constant approximation is also presented.

Stochastic four-way coupling of gas-solid flows for Large Eddy Simulations

NASA Astrophysics Data System (ADS)

Curran, Thomas; Denner, Fabian; van Wachem, Berend

2017-11-01

The interaction of solid particles with turbulence has for long been a topic of interest for predicting the behavior of industrially relevant flows. For the turbulent fluid phase, Large Eddy Simulation (LES) methods are widely used for their low computational cost, leaving only the sub-grid scales (SGS) of turbulence to be modelled. Although LES has seen great success in predicting the behavior of turbulent single-phase flows, the development of LES for turbulent gas-solid flows is still in its infancy. This contribution aims at constructing a model to describe the four-way coupling of particles in an LES framework, by considering the role particles play in the transport of turbulent kinetic energy across the scales. Firstly, a stochastic model reconstructing the sub-grid velocities for the particle tracking is presented. Secondly, to solve particle-particle interaction, most models involve a deterministic treatment of the collisions. We finally introduce a stochastic model for estimating the collision probability. All results are validated against fully resolved DNS-DPS simulations. The final goal of this contribution is to propose a global stochastic method adapted to two-phase LES simulation where the number of particles considered can be significantly increased. Financial support from PetroBras is gratefully acknowledged.

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

Data Analysis Approaches for the Risk-Informed Safety Margins Characterization Toolkit

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

Mandelli, Diego; Alfonsi, Andrea; Maljovec, Daniel P.

2016-09-01

In the past decades, several numerical simulation codes have been employed to simulate accident dynamics (e.g., RELAP5-3D, RELAP-7, MELCOR, MAAP). In order to evaluate the impact of uncertainties into accident dynamics, several stochastic methodologies have been coupled with these codes. These stochastic methods range from classical Monte-Carlo and Latin Hypercube sampling to stochastic polynomial methods. Similar approaches have been introduced into the risk and safety community where stochastic methods (such as RAVEN, ADAPT, MCDET, ADS) have been coupled with safety analysis codes in order to evaluate the safety impact of timing and sequencing of events. These approaches are usually calledmore » Dynamic PRA or simulation-based PRA methods. These uncertainties and safety methods usually generate a large number of simulation runs (database storage may be on the order of gigabytes or higher). The scope of this paper is to present a broad overview of methods and algorithms that can be used to analyze and extract information from large data sets containing time dependent data. In this context, “extracting information” means constructing input-output correlations, finding commonalities, and identifying outliers. Some of the algorithms presented here have been developed or are under development within the RAVEN statistical framework.« less

Confinement and diffusion modulate bistability and stochastic switching in a reaction network with positive feedback

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

Mlynarczyk, Paul J.; Pullen, Robert H.; Abel, Steven M., E-mail: abel@utk.edu

2016-01-07

Positive feedback is a common feature in signal transduction networks and can lead to phenomena such as bistability and signal propagation by domain growth. Physical features of the cellular environment, such as spatial confinement and the mobility of proteins, play important but inadequately understood roles in shaping the behavior of signaling networks. Here, we use stochastic, spatially resolved kinetic Monte Carlo simulations to explore a positive feedback network as a function of system size, system shape, and mobility of molecules. We show that these physical properties can markedly alter characteristics of bistability and stochastic switching when compared with well-mixed simulations.more » Notably, systems of equal volume but different shapes can exhibit qualitatively different behaviors under otherwise identical conditions. We show that stochastic switching to a state maintained by positive feedback occurs by cluster formation and growth. Additionally, the frequency at which switching occurs depends nontrivially on the diffusion coefficient, which can promote or suppress switching relative to the well-mixed limit. Taken together, the results provide a framework for understanding how confinement and protein mobility influence emergent features of the positive feedback network by modulating molecular concentrations, diffusion-influenced rate parameters, and spatiotemporal correlations between molecules.« less

Evolutionary Game Theory in Growing Populations

NASA Astrophysics Data System (ADS)

Melbinger, Anna; Cremer, Jonas; Frey, Erwin

2010-10-01

Existing theoretical models of evolution focus on the relative fitness advantages of different mutants in a population while the dynamic behavior of the population size is mostly left unconsidered. We present here a generic stochastic model which combines the growth dynamics of the population and its internal evolution. Our model thereby accounts for the fact that both evolutionary and growth dynamics are based on individual reproduction events and hence are highly coupled and stochastic in nature. We exemplify our approach by studying the dilemma of cooperation in growing populations and show that genuinely stochastic events can ease the dilemma by leading to a transient but robust increase in cooperation.

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.

A spatial approach for the epidemiology of antibiotic use and resistance in community-based studies: the emergence of urban clusters of Escherichia coli quinolone resistance in Sao Paulo, Brasil

PubMed Central

2011-01-01

Background Population antimicrobial use may influence resistance emergence. Resistance is an ecological phenomenon due to potential transmissibility. We investigated spatial and temporal patterns of ciprofloxacin (CIP) population consumption related to E. coli resistance emergence and dissemination in a major Brazilian city. A total of 4,372 urinary tract infection E. coli cases, with 723 CIP resistant, were identified in 2002 from two outpatient centres. Cases were address geocoded in a digital map. Raw CIP consumption data was transformed into usage density in DDDs by CIP selling points influence zones determination. A stochastic model coupled with a Geographical Information System was applied for relating resistance and usage density and for detecting city areas of high/low resistance risk. Results E. coli CIP resistant cluster emergence was detected and significantly related to usage density at a level of 5 to 9 CIP DDDs. There were clustered hot-spots and a significant global spatial variation in the residual resistance risk after allowing for usage density. Conclusions There were clustered hot-spots and a significant global spatial variation in the residual resistance risk after allowing for usage density. The usage density of 5-9 CIP DDDs per 1,000 inhabitants within the same influence zone was the resistance triggering level. This level led to E. coli resistance clustering, proving that individual resistance emergence and dissemination was affected by antimicrobial population consumption. PMID:21356088

Tests of oceanic stochastic parameterisation in a seasonal forecast system.

NASA Astrophysics Data System (ADS)

Cooper, Fenwick; Andrejczuk, Miroslaw; Juricke, Stephan; Zanna, Laure; Palmer, Tim

2015-04-01

Over seasonal time scales, our aim is to compare the relative impact of ocean initial condition and model uncertainty, upon the ocean forecast skill and reliability. Over seasonal timescales we compare four oceanic stochastic parameterisation schemes applied in a 1x1 degree ocean model (NEMO) with a fully coupled T159 atmosphere (ECMWF IFS). The relative impacts upon the ocean of the resulting eddy induced activity, wind forcing and typical initial condition perturbations are quantified. Following the historical success of stochastic parameterisation in the atmosphere, two of the parameterisations tested were multiplicitave in nature: A stochastic variation of the Gent-McWilliams scheme and a stochastic diffusion scheme. We also consider a surface flux parameterisation (similar to that introduced by Williams, 2012), and stochastic perturbation of the equation of state (similar to that introduced by Brankart, 2013). The amplitude of the stochastic term in the Williams (2012) scheme was set to the physically reasonable amplitude considered in that paper. The amplitude of the stochastic term in each of the other schemes was increased to the limits of model stability. As expected, variability was increased. Up to 1 month after initialisation, ensemble spread induced by stochastic parameterisation is greater than that induced by the atmosphere, whilst being smaller than the initial condition perturbations currently used at ECMWF. After 1 month, the wind forcing becomes the dominant source of model ocean variability, even at depth.

Path integrals and large deviations in stochastic hybrid systems.

PubMed

Bressloff, Paul C; Newby, Jay M

2014-04-01

We construct a path-integral representation of solutions to a stochastic hybrid system, consisting of one or more continuous variables evolving according to a piecewise-deterministic dynamics. The differential equations for the continuous variables are coupled to a set of discrete variables that satisfy a continuous-time Markov process, which means that the differential equations are only valid between jumps in the discrete variables. Examples of stochastic hybrid systems arise in biophysical models of stochastic ion channels, motor-driven intracellular transport, gene networks, and stochastic neural networks. We use the path-integral representation to derive a large deviation action principle for a stochastic hybrid system. Minimizing the associated action functional with respect to the set of all trajectories emanating from a metastable state (assuming that such a minimization scheme exists) then determines the most probable paths of escape. Moreover, evaluating the action functional along a most probable path generates the so-called quasipotential used in the calculation of mean first passage times. We illustrate the theory by considering the optimal paths of escape from a metastable state in a bistable neural network.

Plasma Equilibria With Stochastic Magnetic Fields

NASA Astrophysics Data System (ADS)

Krommes, J. A.; Reiman, A. H.

2009-05-01

Plasma equilibria that include regions of stochastic magnetic fields are of interest in a variety of applications, including tokamaks with ergodic limiters and high-pressure stellarators. Such equilibria are examined theoretically, and a numerical algorithm for their construction is described.^2,3 % The balance between stochastic diffusion of magnetic lines and small effects^2 omitted from the simplest MHD description can support pressure and current profiles that need not be flattened in stochastic regions. The diffusion can be described analytically by renormalizing stochastic Langevin equations for pressure and parallel current j, with particular attention being paid to the satisfaction of the periodicity constraints in toroidal configurations with sheared magnetic fields. The equilibrium field configuration can then be constructed by coupling the prediction for j to Amp'ere's law, which is solved numerically. A. Reiman et al., Pressure-induced breaking of equilibrium flux surfaces in the W7AS stellarator, Nucl. Fusion 47, 572--8 (2007). J. A. Krommes and A. H. Reiman, Plasma equilibrium in a magnetic field with stochastic regions, submitted to Phys. Plasmas. J. A. Krommes, Fundamental statistical theories of plasma turbulence in magnetic fields, Phys. Reports 360, 1--351.

Synchrony in Metapopulations with Sporadic Dispersal

NASA Astrophysics Data System (ADS)

Jeter, Russell; Belykh, Igor

2015-06-01

We study synchronization in ecological networks under the realistic assumption that the coupling among the patches is sporadic/stochastic and due to rare and short-term meteorological conditions. Each patch is described by a tritrophic food chain model, representing the producer, consumer, and predator. If all three species can migrate, we rigorously prove that the network can synchronize as long as the migration occurs frequently, i.e. fast compared to the period of the ecological cycle, even though the network is disconnected most of the time. In the case where only the top trophic level (i.e. the predator) can migrate, we reveal an unexpected range of intermediate switching frequencies where synchronization becomes stable in a network which switches between two nonsynchronous dynamics. As spatial synchrony increases the danger of extinction, this counterintuitive effect of synchrony emerging from slower switching dispersal can be destructive for overall metapopulation persistence, presumably expected from switching between two dynamics which are unfavorable to extinction.

Noise focusing in neuronal tissues: Symmetry breaking and localization in excitable networks with quenched disorder

NASA Astrophysics Data System (ADS)

Orlandi, Javier G.; Casademunt, Jaume

2017-05-01

We introduce a coarse-grained stochastic model for the spontaneous activity of neuronal cultures to explain the phenomenon of noise focusing, which entails localization of the noise activity in excitable networks with metric correlations. The system is modeled as a continuum excitable medium with a state-dependent spatial coupling that accounts for the dynamics of synaptic connections. The most salient feature is the emergence at the mesoscale of a vector field V (r ) , which acts as an advective carrier of the noise. This entails an explicit symmetry breaking of isotropy and homogeneity that stems from the amplification of the quenched fluctuations of the network by the activity avalanches, concomitant with the excitable dynamics. We discuss the microscopic interpretation of V (r ) and propose an explicit construction of it. The coarse-grained model shows excellent agreement with simulations at the network level. The generic nature of the observed phenomena is discussed.

Anomalous sea surface structures as an object of statistical topography

NASA Astrophysics Data System (ADS)

Klyatskin, V. I.; Koshel, K. V.

2015-06-01

By exploiting ideas of statistical topography, we analyze the stochastic boundary problem of emergence of anomalous high structures on the sea surface. The kinematic boundary condition on the sea surface is assumed to be a closed stochastic quasilinear equation. Applying the stochastic Liouville equation, and presuming the stochastic nature of a given hydrodynamic velocity field within the diffusion approximation, we derive an equation for a spatially single-point, simultaneous joint probability density of the surface elevation field and its gradient. An important feature of the model is that it accounts for stochastic bottom irregularities as one, but not a single, perturbation. Hence, we address the assumption of the infinitely deep ocean to obtain statistic features of the surface elevation field and the squared elevation gradient field. According to the calculations, we show that clustering in the absolute surface elevation gradient field happens with the unit probability. It results in the emergence of rare events such as anomalous high structures and deep gaps on the sea surface almost in every realization of a stochastic velocity field.

Spatial Correlation Of Streamflows: An Analytical Approach

NASA Astrophysics Data System (ADS)

Betterle, A.; Schirmer, M.; Botter, G.

2016-12-01

The interwoven space and time variability of climate and landscape properties results in complex and non-linear hydrological response of streamflow dynamics. Understanding how meteorologic and morphological characteristics of catchments affect similarity/dissimilarity of streamflow timeseries at their outlets represents a scientific challenge with application in water resources management, ecological studies and regionalization approaches aimed to predict streamflows in ungauged areas. In this study, we establish an analytical approach to estimate the spatial correlation of daily streamflows in two arbitrary locations within a given hydrologic district or river basin at seasonal and annual time scales. The method is based on a stochastic description of the coupled streamflow dynamics at the outlet of two catchments. The framework aims to express the correlation of daily streamflows at two locations along a river network as a function of a limited number of physical parameters characterizing the main underlying hydrological drivers, that include climate conditions, precipitation regime and catchment drainage rates. The proposed method portrays how heterogeneity of climate and landscape features affect the spatial variability of flow regimes along river systems. In particular, we show that frequency and intensity of synchronous effective rainfall events in the relevant contributing catchments are the main driver of the spatial correlation of daily discharge, whereas only pronounced differences in the drainage rate of the two basins bear a significant effect on the streamflow correlation. The topological arrangement of the two outlets also influences the underlying streamflow correlation, as we show that nested catchments tend to maximize the spatial correlation of flow regimes. The application of the method to a set of catchments in the South-Eastern US suggests the potential of the proposed tool for the characterization of spatial connections of flow regimes in the absence of discharge measurements.

Synchrony and entrainment properties of robust circadian oscillators

PubMed Central

Bagheri, Neda; Taylor, Stephanie R.; Meeker, Kirsten; Petzold, Linda R.; Doyle, Francis J.

2008-01-01

Systems theoretic tools (i.e. mathematical modelling, control, and feedback design) advance the understanding of robust performance in complex biological networks. We highlight phase entrainment as a key performance measure used to investigate dynamics of a single deterministic circadian oscillator for the purpose of generating insight into the behaviour of a population of (synchronized) oscillators. More specifically, the analysis of phase characteristics may facilitate the identification of appropriate coupling mechanisms for the ensemble of noisy (stochastic) circadian clocks. Phase also serves as a critical control objective to correct mismatch between the biological clock and its environment. Thus, we introduce methods of investigating synchrony and entrainment in both stochastic and deterministic frameworks, and as a property of a single oscillator or population of coupled oscillators. PMID:18426774

Fluctuating chemohydrodynamics and the stochastic motion of self-diffusiophoretic particles

NASA Astrophysics Data System (ADS)

Gaspard, Pierre; Kapral, Raymond

2018-04-01

The propulsion of active particles by self-diffusiophoresis is driven by asymmetric catalytic reactions on the particle surface that generate a mechanochemical coupling between the fluid velocity and the concentration fields of fuel and product in the surrounding solution. Because of thermal and molecular fluctuations in the solution, the motion of micrometric or submicrometric active particles is stochastic. Coupled Langevin equations describing the translation, rotation, and reaction of such active particles are deduced from fluctuating chemohydrodynamics and fluctuating boundary conditions at the interface between the fluid and the particle. These equations are consistent with microreversibility and the Onsager-Casimir reciprocal relations between affinities and currents and provide a thermodynamically consistent basis for the investigation of the dynamics of active particles propelled by diffusiophoretic mechanisms.

Simultaneous stochastic inversion for geomagnetic main field and secular variation. I - A large-scale inverse problem

NASA Technical Reports Server (NTRS)

Bloxham, Jeremy

1987-01-01

The method of stochastic inversion is extended to the simultaneous inversion of both main field and secular variation. In the present method, the time dependency is represented by an expansion in Legendre polynomials, resulting in a simple diagonal form for the a priori covariance matrix. The efficient preconditioned Broyden-Fletcher-Goldfarb-Shanno algorithm is used to solve the large system of equations resulting from expansion of the field spatially to spherical harmonic degree 14 and temporally to degree 8. Application of the method to observatory data spanning the 1900-1980 period results in a data fit of better than 30 nT, while providing temporally and spatially smoothly varying models of the magnetic field at the core-mantle boundary.

Nonlinear signaling on biological networks: The role of stochasticity and spectral clustering

NASA Astrophysics Data System (ADS)

Hernandez-Hernandez, Gonzalo; Myers, Jesse; Alvarez-Lacalle, Enrique; Shiferaw, Yohannes

2017-03-01

Signal transduction within biological cells is governed by networks of interacting proteins. Communication between these proteins is mediated by signaling molecules which bind to receptors and induce stochastic transitions between different conformational states. Signaling is typically a cooperative process which requires the occurrence of multiple binding events so that reaction rates have a nonlinear dependence on the amount of signaling molecule. It is this nonlinearity that endows biological signaling networks with robust switchlike properties which are critical to their biological function. In this study we investigate how the properties of these signaling systems depend on the network architecture. Our main result is that these nonlinear networks exhibit bistability where the network activity can switch between states that correspond to a low and high activity level. We show that this bistable regime emerges at a critical coupling strength that is determined by the spectral structure of the network. In particular, the set of nodes that correspond to large components of the leading eigenvector of the adjacency matrix determines the onset of bistability. Above this transition the eigenvectors of the adjacency matrix determine a hierarchy of clusters, defined by its spectral properties, which are activated sequentially with increasing network activity. We argue further that the onset of bistability occurs either continuously or discontinuously depending upon whether the leading eigenvector is localized or delocalized. Finally, we show that at low network coupling stochastic transitions to the active branch are also driven by the set of nodes that contribute more strongly to the leading eigenvector. However, at high coupling, transitions are insensitive to network structure since the network can be activated by stochastic transitions of a few nodes. Thus this work identifies important features of biological signaling networks that may underlie their biological function.

Onset of nonlinearity in a stochastic model for auto-chemotactic advancing epithelia

NASA Astrophysics Data System (ADS)

Ben Amar, Martine; Bianca, Carlo

2016-09-01

We investigate the role of auto-chemotaxis in the growth and motility of an epithelium advancing on a solid substrate. In this process, cells create their own chemoattractant allowing communications among neighbours, thus leading to a signaling pathway. As known, chemotaxis provokes the onset of cellular density gradients and spatial inhomogeneities mostly at the front, a phenomenon able to predict some features revealed in in vitro experiments. A continuous model is proposed where the coupling between the cellular proliferation, the friction on the substrate and chemotaxis is investigated. According to our results, the friction and proliferation stabilize the front whereas auto-chemotaxis is a factor of destabilization. This antagonist role induces a fingering pattern with a selected wavenumber k0. However, in the planar front case, the translational invariance of the experimental set-up gives also a mode at k = 0 and the coupling between these two modes in the nonlinear regime is responsible for the onset of a Hopf-bifurcation. The time-dependent oscillations of patterns observed experimentally can be predicted simply in this continuous non-linear approach. Finally the effects of noise are also investigated below the instability threshold.

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

Du, Qiang

The rational design of materials, the development of accurate and efficient material simulation algorithms, and the determination of the response of materials to environments and loads occurring in practice all require an understanding of mechanics at disparate spatial and temporal scales. The project addresses mathematical and numerical analyses for material problems for which relevant scales range from those usually treated by molecular dynamics all the way up to those most often treated by classical elasticity. The prevalent approach towards developing a multiscale material model couples two or more well known models, e.g., molecular dynamics and classical elasticity, each of whichmore » is useful at a different scale, creating a multiscale multi-model. However, the challenges behind such a coupling are formidable and largely arise because the atomistic and continuum models employ nonlocal and local models of force, respectively. The project focuses on a multiscale analysis of the peridynamics materials model. Peridynamics can be used as a transition between molecular dynamics and classical elasticity so that the difficulties encountered when directly coupling those two models are mitigated. In addition, in some situations, peridynamics can be used all by itself as a material model that accurately and efficiently captures the behavior of materials over a wide range of spatial and temporal scales. Peridynamics is well suited to these purposes because it employs a nonlocal model of force, analogous to that of molecular dynamics; furthermore, at sufficiently large length scales and assuming smooth deformation, peridynamics can be approximated by classical elasticity. The project will extend the emerging mathematical and numerical analysis of peridynamics. One goal is to develop a peridynamics-enabled multiscale multi-model that potentially provides a new and more extensive mathematical basis for coupling classical elasticity and molecular dynamics, thus enabling next generation atomistic-to-continuum multiscale simulations. In addition, a rigorous studyof nite element discretizations of peridynamics will be considered. Using the fact that peridynamics is spatially derivative free, we will also characterize the space of admissible peridynamic solutions and carry out systematic analyses of the models, in particular rigorously showing how peridynamics encompasses fracture and other failure phenomena. Additional aspects of the project include the mathematical and numerical analysis of peridynamics applied to stochastic peridynamics models. In summary, the project will make feasible mathematically consistent multiscale models for the analysis and design of advanced materials.« less

Spatial modeling of cell signaling networks.

PubMed

Cowan, Ann E; Moraru, Ion I; Schaff, James C; Slepchenko, Boris M; Loew, Leslie M

2012-01-01

The shape of a cell, the sizes of subcellular compartments, and the spatial distribution of molecules within the cytoplasm can all control how molecules interact to produce a cellular behavior. This chapter describes how these spatial features can be included in mechanistic mathematical models of cell signaling. The Virtual Cell computational modeling and simulation software is used to illustrate the considerations required to build a spatial model. An explanation of how to appropriately choose between physical formulations that implicitly or explicitly account for cell geometry and between deterministic versus stochastic formulations for molecular dynamics is provided, along with a discussion of their respective strengths and weaknesses. As a first step toward constructing a spatial model, the geometry needs to be specified and associated with the molecules, reactions, and membrane flux processes of the network. Initial conditions, diffusion coefficients, velocities, and boundary conditions complete the specifications required to define the mathematics of the model. The numerical methods used to solve reaction-diffusion problems both deterministically and stochastically are then described and some guidance is provided in how to set up and run simulations. A study of cAMP signaling in neurons ends the chapter, providing an example of the insights that can be gained in interpreting experimental results through the application of spatial modeling. Copyright © 2012 Elsevier Inc. All rights reserved.

Revisiting Temporal Markov Chains for Continuum modeling of Transport in Porous Media

NASA Astrophysics Data System (ADS)

Delgoshaie, A. H.; Jenny, P.; Tchelepi, H.

2017-12-01

The transport of fluids in porous media is dominated by flow­-field heterogeneity resulting from the underlying permeability field. Due to the high uncertainty in the permeability field, many realizations of the reference geological model are used to describe the statistics of the transport phenomena in a Monte Carlo (MC) framework. There has been strong interest in working with stochastic formulations of the transport that are different from the standard MC approach. Several stochastic models based on a velocity process for tracer particle trajectories have been proposed. Previous studies have shown that for high variances of the log-conductivity, the stochastic models need to account for correlations between consecutive velocity transitions to predict dispersion accurately. The correlated velocity models proposed in the literature can be divided into two general classes of temporal and spatial Markov models. Temporal Markov models have been applied successfully to tracer transport in both the longitudinal and transverse directions. These temporal models are Stochastic Differential Equations (SDEs) with very specific drift and diffusion terms tailored for a specific permeability correlation structure. The drift and diffusion functions devised for a certain setup would not necessarily be suitable for a different scenario, (e.g., a different permeability correlation structure). The spatial Markov models are simple discrete Markov chains that do not require case specific assumptions. However, transverse spreading of contaminant plumes has not been successfully modeled with the available correlated spatial models. Here, we propose a temporal discrete Markov chain to model both the longitudinal and transverse dispersion in a two-dimensional domain. We demonstrate that these temporal Markov models are valid for different correlation structures without modification. Similar to the temporal SDEs, the proposed model respects the limited asymptotic transverse spreading of the plume in two-dimensional problems.

Distributed Adaptive Neural Control for Stochastic Nonlinear Multiagent Systems.

PubMed

Wang, Fang; Chen, Bing; Lin, Chong; Li, Xuehua

2016-11-14

In this paper, a consensus tracking problem of nonlinear multiagent systems is investigated under a directed communication topology. All the followers are modeled by stochastic nonlinear systems in nonstrict feedback form, where nonlinearities and stochastic disturbance terms are totally unknown. Based on the structural characteristic of neural networks (in Lemma 4), a novel distributed adaptive neural control scheme is put forward. The raised control method not only effectively handles unknown nonlinearities in nonstrict feedback systems, but also copes with the interactions among agents and coupling terms. Based on the stochastic Lyapunov functional method, it is indicated that all the signals of the closed-loop system are bounded in probability and all followers' outputs are convergent to a neighborhood of the output of leader. At last, the efficiency of the control method is testified by a numerical example.

Disentangling Mechanisms That Mediate the Balance Between Stochastic and Deterministic Processes in Microbial Succession

DOE PAGES

Dini-Andreote, Francisco; Stegen, James C.; van Elsas, Jan D.; ...

2015-03-17

Despite growing recognition that deterministic and stochastic factors simultaneously influence bacterial communities, little is known about mechanisms shifting their relative importance. To better understand underlying mechanisms, we developed a conceptual model linking ecosystem development during primary succession to shifts in the stochastic/deterministic balance. To evaluate the conceptual model we coupled spatiotemporal data on soil bacterial communities with environmental conditions spanning 105 years of salt marsh development. At the local scale there was a progression from stochasticity to determinism due to Na accumulation with increasing ecosystem age, supporting a main element of the conceptual model. At the regional-scale, soil organic mattermore » (SOM) governed the relative influence of stochasticity and the type of deterministic ecological selection, suggesting scale-dependency in how deterministic ecological selection is imposed. Analysis of a new ecological simulation model supported these conceptual inferences. Looking forward, we propose an extended conceptual model that integrates primary and secondary succession in microbial systems.« less

Diffusive transport in the presence of stochastically gated absorption

NASA Astrophysics Data System (ADS)

Bressloff, Paul C.; Karamched, Bhargav R.; Lawley, Sean D.; Levien, Ethan

2017-08-01

We analyze a population of Brownian particles moving in a spatially uniform environment with stochastically gated absorption. The state of the environment at time t is represented by a discrete stochastic variable k (t )∈{0 ,1 } such that the rate of absorption is γ [1 -k (t )] , with γ a positive constant. The variable k (t ) evolves according to a two-state Markov chain. We focus on how stochastic gating affects the attenuation of particle absorption with distance from a localized source in a one-dimensional domain. In the static case (no gating), the steady-state attenuation is given by an exponential with length constant √{D /γ }, where D is the diffusivity. We show that gating leads to slower, nonexponential attenuation. We also explore statistical correlations between particles due to the fact that they all diffuse in the same switching environment. Such correlations can be determined in terms of moments of the solution to a corresponding stochastic Fokker-Planck equation.

Multiscale models and stochastic simulation methods for computing rare but key binding events in cell biology

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

Guerrier, C.; Holcman, D., E-mail: david.holcman@ens.fr; Mathematical Institute, Oxford OX2 6GG, Newton Institute

The main difficulty in simulating diffusion processes at a molecular level in cell microdomains is due to the multiple scales involving nano- to micrometers. Few to many particles have to be simulated and simultaneously tracked while there are exploring a large portion of the space for binding small targets, such as buffers or active sites. Bridging the small and large spatial scales is achieved by rare events representing Brownian particles finding small targets and characterized by long-time distribution. These rare events are the bottleneck of numerical simulations. A naive stochastic simulation requires running many Brownian particles together, which is computationallymore » greedy and inefficient. Solving the associated partial differential equations is also difficult due to the time dependent boundary conditions, narrow passages and mixed boundary conditions at small windows. We present here two reduced modeling approaches for a fast computation of diffusing fluxes in microdomains. The first approach is based on a Markov mass-action law equations coupled to a Markov chain. The second is a Gillespie's method based on the narrow escape theory for coarse-graining the geometry of the domain into Poissonian rates. The main application concerns diffusion in cellular biology, where we compute as an example the distribution of arrival times of calcium ions to small hidden targets to trigger vesicular release.« less

Computationally-efficient stochastic cluster dynamics method for modeling damage accumulation in irradiated materials

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

Hoang, Tuan L.; Physical and Life Sciences Directorate, Lawrence Livermore National Laboratory, CA 94550; Marian, Jaime, E-mail: jmarian@ucla.edu

2015-11-01

An improved version of a recently developed stochastic cluster dynamics (SCD) method (Marian and Bulatov, 2012) [6] is introduced as an alternative to rate theory (RT) methods for solving coupled ordinary differential equation (ODE) systems for irradiation damage simulations. SCD circumvents by design the curse of dimensionality of the variable space that renders traditional ODE-based RT approaches inefficient when handling complex defect population comprised of multiple (more than two) defect species. Several improvements introduced here enable efficient and accurate simulations of irradiated materials up to realistic (high) damage doses characteristic of next-generation nuclear systems. The first improvement is a proceduremore » for efficiently updating the defect reaction-network and event selection in the context of a dynamically expanding reaction-network. Next is a novel implementation of the τ-leaping method that speeds up SCD simulations by advancing the state of the reaction network in large time increments when appropriate. Lastly, a volume rescaling procedure is introduced to control the computational complexity of the expanding reaction-network through occasional reductions of the defect population while maintaining accurate statistics. The enhanced SCD method is then applied to model defect cluster accumulation in iron thin films subjected to triple ion-beam (Fe{sup 3+}, He{sup +} and H{sup +}) irradiations, for which standard RT or spatially-resolved kinetic Monte Carlo simulations are prohibitively expensive.« less

Stochastic Effects in Computational Biology of Space Radiation Cancer Risk

NASA Technical Reports Server (NTRS)

Cucinotta, Francis A.; Pluth, Janis; Harper, Jane; O'Neill, Peter

2007-01-01

Estimating risk from space radiation poses important questions on the radiobiology of protons and heavy ions. We are considering systems biology models to study radiation induced repair foci (RIRF) at low doses, in which less than one-track on average transverses the cell, and the subsequent DNA damage processing and signal transduction events. Computational approaches for describing protein regulatory networks coupled to DNA and oxidative damage sites include systems of differential equations, stochastic equations, and Monte-Carlo simulations. We review recent developments in the mathematical description of protein regulatory networks and possible approaches to radiation effects simulation. These include robustness, which states that regulatory networks maintain their functions against external and internal perturbations due to compensating properties of redundancy and molecular feedback controls, and modularity, which leads to general theorems for considering molecules that interact through a regulatory mechanism without exchange of matter leading to a block diagonal reduction of the connecting pathways. Identifying rate-limiting steps, robustness, and modularity in pathways perturbed by radiation damage are shown to be valid techniques for reducing large molecular systems to realistic computer simulations. Other techniques studied are the use of steady-state analysis, and the introduction of composite molecules or rate-constants to represent small collections of reactants. Applications of these techniques to describe spatial and temporal distributions of RIRF and cell populations following low dose irradiation are described.

Computationally-efficient stochastic cluster dynamics method for modeling damage accumulation in irradiated materials

NASA Astrophysics Data System (ADS)

Hoang, Tuan L.; Marian, Jaime; Bulatov, Vasily V.; Hosemann, Peter

2015-11-01

An improved version of a recently developed stochastic cluster dynamics (SCD) method (Marian and Bulatov, 2012) [6] is introduced as an alternative to rate theory (RT) methods for solving coupled ordinary differential equation (ODE) systems for irradiation damage simulations. SCD circumvents by design the curse of dimensionality of the variable space that renders traditional ODE-based RT approaches inefficient when handling complex defect population comprised of multiple (more than two) defect species. Several improvements introduced here enable efficient and accurate simulations of irradiated materials up to realistic (high) damage doses characteristic of next-generation nuclear systems. The first improvement is a procedure for efficiently updating the defect reaction-network and event selection in the context of a dynamically expanding reaction-network. Next is a novel implementation of the τ-leaping method that speeds up SCD simulations by advancing the state of the reaction network in large time increments when appropriate. Lastly, a volume rescaling procedure is introduced to control the computational complexity of the expanding reaction-network through occasional reductions of the defect population while maintaining accurate statistics. The enhanced SCD method is then applied to model defect cluster accumulation in iron thin films subjected to triple ion-beam (Fe3+, He+ and H+) irradiations, for which standard RT or spatially-resolved kinetic Monte Carlo simulations are prohibitively expensive.

A novel stochastic modeling method to simulate cooling loads in residential districts

DOE PAGES

An, Jingjing; Yan, Da; Hong, Tianzhen; ...

2017-09-04

District cooling systems are widely used in urban residential communities in China. Most of such systems are oversized, which leads to wasted investment, low operational efficiency and, thus, waste of energy. The accurate prediction of district cooling loads that can support the rightsizing of cooling plant equipment remains a challenge. This study develops a novel stochastic modeling method that consists of (1) six prototype house models representing most apartments in a district, (2) occupant behavior models of residential buildings reflecting their spatial and temporal diversity as well as their complexity based on a large-scale residential survey in China, and (3)more » a stochastic sampling process to represent all apartments and occupants in the district. The stochastic method was applied to a case study using the Designer's Simulation Toolkit (DeST) to simulate the cooling loads of a residential district in Wuhan, China. The simulation results agreed well with the measured data based on five performance metrics representing the aggregated cooling consumption, the peak cooling loads, the spatial load distribution, the temporal load distribution and the load profiles. Two prevalent simulation methods were also employed to simulate the district cooling loads. Here, the results showed that oversimplified assumptions about occupant behavior could lead to significant overestimation of the peak cooling load and the total cooling loads in the district. Future work will aim to simplify the workflow and data requirements of the stochastic method for its application, and to explore its use in predicting district heating loads and in commercial or mixed-use districts.« less

A novel stochastic modeling method to simulate cooling loads in residential districts

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

An, Jingjing; Yan, Da; Hong, Tianzhen

District cooling systems are widely used in urban residential communities in China. Most of such systems are oversized, which leads to wasted investment, low operational efficiency and, thus, waste of energy. The accurate prediction of district cooling loads that can support the rightsizing of cooling plant equipment remains a challenge. This study develops a novel stochastic modeling method that consists of (1) six prototype house models representing most apartments in a district, (2) occupant behavior models of residential buildings reflecting their spatial and temporal diversity as well as their complexity based on a large-scale residential survey in China, and (3)more » a stochastic sampling process to represent all apartments and occupants in the district. The stochastic method was applied to a case study using the Designer's Simulation Toolkit (DeST) to simulate the cooling loads of a residential district in Wuhan, China. The simulation results agreed well with the measured data based on five performance metrics representing the aggregated cooling consumption, the peak cooling loads, the spatial load distribution, the temporal load distribution and the load profiles. Two prevalent simulation methods were also employed to simulate the district cooling loads. Here, the results showed that oversimplified assumptions about occupant behavior could lead to significant overestimation of the peak cooling load and the total cooling loads in the district. Future work will aim to simplify the workflow and data requirements of the stochastic method for its application, and to explore its use in predicting district heating loads and in commercial or mixed-use districts.« less

Stochastic analysis of the efficiency of coupled hydraulic-physical barriers to contain solute plumes in highly heterogeneous aquifers

NASA Astrophysics Data System (ADS)

Pedretti, Daniele; Masetti, Marco; Beretta, Giovanni Pietro

2017-10-01

The expected long-term efficiency of vertical cutoff walls coupled to pump-and-treat technologies to contain solute plumes in highly heterogeneous aquifers was analyzed. A well-characterized case study in Italy, with a hydrogeological database of 471 results from hydraulic tests performed on the aquifer and the surrounding 2-km-long cement-bentonite (CB) walls, was used to build a conceptual model and assess a representative remediation site adopting coupled technologies. In the studied area, the aquifer hydraulic conductivity Ka [m/d] is log-normally distributed with mean E (Ya) = 0.32 , variance σYa2 = 6.36 (Ya = lnKa) and spatial correlation well described by an exponential isotropic variogram with integral scale less than 1/12 the domain size. The hardened CB wall's hydraulic conductivity, Kw [m/d], displayed strong scaling effects and a lognormal distribution with mean E (Yw) = - 3.43 and σYw2 = 0.53 (Yw =log10Kw). No spatial correlation of Kw was detected. Using this information, conservative transport was simulated across a CB wall in spatially correlated 1-D random Ya fields within a numerical Monte Carlo framework. Multiple scenarios representing different Kw values were tested. A continuous solute source with known concentration and deterministic drains' discharge rates were assumed. The efficiency of the confining system was measured by the probability of exceedance of concentration over a threshold (C∗) at a control section 10 years after the initial solute release. It was found that the stronger the aquifer heterogeneity, the higher the expected efficiency of the confinement system and the lower the likelihood of aquifer pollution. This behavior can be explained because, for the analyzed aquifer conditions, a lower Ka generates more pronounced drawdown in the water table in the proximity of the drain and consequently a higher advective flux towards the confined area, which counteracts diffusive fluxes across the walls. Thus, a higher σYa2 results in a larger amount of low Ka values in the proximity of the drain, and a higher probability of not exceeding C∗ .

Ecological invasion, roughened fronts, and a competitor's extreme advance: integrating stochastic spatial-growth models.

PubMed

O'Malley, Lauren; Korniss, G; Caraco, Thomas

2009-07-01

Both community ecology and conservation biology seek further understanding of factors governing the advance of an invasive species. We model biological invasion as an individual-based, stochastic process on a two-dimensional landscape. An ecologically superior invader and a resident species compete for space preemptively. Our general model includes the basic contact process and a variant of the Eden model as special cases. We employ the concept of a "roughened" front to quantify effects of discreteness and stochasticity on invasion; we emphasize the probability distribution of the front-runner's relative position. That is, we analyze the location of the most advanced invader as the extreme deviation about the front's mean position. We find that a class of models with different assumptions about neighborhood interactions exhibits universal characteristics. That is, key features of the invasion dynamics span a class of models, independently of locally detailed demographic rules. Our results integrate theories of invasive spatial growth and generate novel hypotheses linking habitat or landscape size (length of the invading front) to invasion velocity, and to the relative position of the most advanced invader.

Tomographic reconstruction of atmospheric turbulence with the use of time-dependent stochastic inversion.

PubMed

Vecherin, Sergey N; Ostashev, Vladimir E; Ziemann, A; Wilson, D Keith; Arnold, K; Barth, M

2007-09-01

Acoustic travel-time tomography allows one to reconstruct temperature and wind velocity fields in the atmosphere. In a recently published paper [S. Vecherin et al., J. Acoust. Soc. Am. 119, 2579 (2006)], a time-dependent stochastic inversion (TDSI) was developed for the reconstruction of these fields from travel times of sound propagation between sources and receivers in a tomography array. TDSI accounts for the correlation of temperature and wind velocity fluctuations both in space and time and therefore yields more accurate reconstruction of these fields in comparison with algebraic techniques and regular stochastic inversion. To use TDSI, one needs to estimate spatial-temporal covariance functions of temperature and wind velocity fluctuations. In this paper, these spatial-temporal covariance functions are derived for locally frozen turbulence which is a more general concept than a widely used hypothesis of frozen turbulence. The developed theory is applied to reconstruction of temperature and wind velocity fields in the acoustic tomography experiment carried out by University of Leipzig, Germany. The reconstructed temperature and velocity fields are presented and errors in reconstruction of these fields are studied.

Effects of soil spatial variability at the hillslope and catchment scales on characteristics of rainfall-induced landslides

NASA Astrophysics Data System (ADS)

Fan, Linfeng; Lehmann, Peter; Or, Dani

2016-03-01

Spatial variations in soil properties affect key hydrological processes, yet their role in soil mechanical response to hydro-mechanical loading is rarely considered. This study aims to fill this gap by systematically quantifying effects of spatial variations in soil type and initial water content on rapid rainfall-induced shallow landslide predictions at the hillslope- and catchment-scales. We employed a physically-based landslide triggering model that considers mechanical interactions among soil columns governed by strength thresholds. At the hillslope scale, we found that the emergence of weak regions induced by spatial variations of soil type and initial water content resulted in early triggering of landslides with smaller volumes of released mass relative to a homogeneous slope. At the catchment scale, initial water content was linked to a topographic wetness index, whereas soil type varied deterministically with soil depth considering spatially correlated stochastic components. Results indicate that a strong spatial organization of initial water content delays landslide triggering, whereas spatially linked soil type with soil depth promoted landslide initiation. Increasing the standard deviation and correlation length of the stochastic component of soil type increases landslide volume and hastens onset of landslides. The study illustrates that for similar external boundary conditions and mean soil properties, landslide characteristics vary significantly with soil variability, hence it must be considered for improved landslide model predictions.

Characterizing riverbed sediment using high-frequency acoustics 1: spectral properties of scattering

USGS Publications Warehouse

Buscombe, Daniel D.; Grams, Paul E.; Kaplinski, Matt A.

2014-01-01

Bed-sediment classification using high-frequency hydro-acoustic instruments is challenging when sediments are spatially heterogeneous, which is often the case in rivers. The use of acoustic backscatter to classify sediments is an attractive alternative to analysis of topography because it is potentially sensitive to grain-scale roughness. Here, a new method is presented which uses high-frequency acoustic backscatter from multibeam sonar to classify heterogeneous riverbed sediments by type (sand, gravel,rock) continuously in space and at small spatial resolution. In this, the first of a pair of papers that examine the scattering signatures from a heterogeneous riverbed, methods are presented to construct spatially explicit maps of spectral properties from geo-referenced point clouds of geometrically and radiometrically corrected echoes. Backscatter power spectra are computed to produce scale and amplitude metrics that collectively characterize the length scales of stochastic measures of riverbed scattering, termed ‘stochastic geometries’. Backscatter aggregated over small spatial scales have spectra that obey a power-law. This apparently self-affine behavior could instead arise from morphological- and grain-scale roughnesses over multiple overlapping scales, or riverbed scattering being transitional between Rayleigh and geometric regimes. Relationships exist between stochastic geometries of backscatter and areas of rough and smooth sediments. However, no one parameter can uniquely characterize a particular substrate, nor definitively separate the relative contributions of roughness and acoustic impedance (hardness). Combinations of spectral quantities do, however, have the potential to delineate riverbed sediment patchiness, in a data-driven approach comparing backscatter with bed-sediment observations (which is the subject of part two of this manuscript).

The pseudo-compartment method for coupling partial differential equation and compartment-based models of diffusion.

PubMed

Yates, Christian A; Flegg, Mark B

2015-05-06

Spatial reaction-diffusion models have been employed to describe many emergent phenomena in biological systems. The modelling technique most commonly adopted in the literature implements systems of partial differential equations (PDEs), which assumes there are sufficient densities of particles that a continuum approximation is valid. However, owing to recent advances in computational power, the simulation and therefore postulation, of computationally intensive individual-based models has become a popular way to investigate the effects of noise in reaction-diffusion systems in which regions of low copy numbers exist. The specific stochastic models with which we shall be concerned in this manuscript are referred to as 'compartment-based' or 'on-lattice'. These models are characterized by a discretization of the computational domain into a grid/lattice of 'compartments'. Within each compartment, particles are assumed to be well mixed and are permitted to react with other particles within their compartment or to transfer between neighbouring compartments. Stochastic models provide accuracy, but at the cost of significant computational resources. For models that have regions of both low and high concentrations, it is often desirable, for reasons of efficiency, to employ coupled multi-scale modelling paradigms. In this work, we develop two hybrid algorithms in which a PDE in one region of the domain is coupled to a compartment-based model in the other. Rather than attempting to balance average fluxes, our algorithms answer a more fundamental question: 'how are individual particles transported between the vastly different model descriptions?' First, we present an algorithm derived by carefully redefining the continuous PDE concentration as a probability distribution. While this first algorithm shows very strong convergence to analytical solutions of test problems, it can be cumbersome to simulate. Our second algorithm is a simplified and more efficient implementation of the first, it is derived in the continuum limit over the PDE region alone. We test our hybrid methods for functionality and accuracy in a variety of different scenarios by comparing the averaged simulations with analytical solutions of PDEs for mean concentrations. © 2015 The Author(s) Published by the Royal Society. All rights reserved.

Signatures of massive collisions in debris discs. A self-consistent numerical model

NASA Astrophysics Data System (ADS)

Kral, Q.; Thébault, P.; Augereau, J.-C.; Boccaletti, A.; Charnoz, S.

2015-01-01

Context. Violent stochastic collisional events have been invoked as a possible explanation for some debris discs displaying pronounced azimuthal asymmetries or having a luminosity excess exceeding that expected for systems at collisional steady-state. So far, no thorough modelling of the consequences of such stochastic events has been carried out, mainly because of the extreme numerical challenge of coupling the dynamical and collisional evolution of the released dust. Aims: We perform the first fully self-consistent modelling of the aftermath of massive breakups in debris discs. We follow the collisional and dynamical evolution of dust released after the breakup of a Ceres-sized body at 6 AU from its central star. We investigate the duration, magnitude, and spatial structure of the signature left by such a violent event, as well as its observational detectability. Methods: We use the recently developed LIDT-DD code, which handles the coupled collisional and dynamical evolution of debris discs. The main focus is placed on the complex interplay between destructive collisions, Keplerian dynamics, and radiation pressure forces. We use the GRaTer package to estimate the system's luminosity at different wavelengths. Results: The breakup of a Ceres-sized body at 6 AU creates an asymmetric dust disc that is homogenized by the coupled action of collisions and dynamics on a timescale of a few 105 years. After a transient period where it is very steep, the particle size distribution in the system relaxes to a collisional steady-state law after ~104 years. The luminosity excess in the breakup's aftermath should be detectable by mid-IR photometry, from a 30 pc distance, over a period of ~106 years that exceeds the duration of the asymmetric phase of the disc (a few 105 years). As for the asymmetric structures, we derive synthetic images for the VLT/SPHERE and JWST/MIRI instruments, showing that they should be clearly visible and resolved from a 10 pc distance. Images at 1.6 μm (marginally), 11.4, and 15.5 μm show the inner disc structures, while 23 μm images display the outer disc asymmetries.

High Field In Vivo 13C Magnetic Resonance Spectroscopy of Brain by Random Radiofrequency Heteronuclear Decoupling and Data Sampling

NASA Astrophysics Data System (ADS)

Li, Ningzhi; Li, Shizhe; Shen, Jun

2017-06-01

In vivo 13C magnetic resonance spectroscopy (MRS) is a unique and effective tool for studying dynamic human brain metabolism and the cycling of neurotransmitters. One of the major technical challenges for in vivo 13C-MRS is the high radio frequency (RF) power necessary for heteronuclear decoupling. In the common practice of in vivo 13C-MRS, alkanyl carbons are detected in the spectra range of 10-65ppm. The amplitude of decoupling pulses has to be significantly greater than the large one-bond 1H-13C scalar coupling (1JCH=125-145 Hz). Two main proton decoupling methods have been developed: broadband stochastic decoupling and coherent composite or adiabatic pulse decoupling (e.g., WALTZ); the latter is widely used because of its efficiency and superb performance under inhomogeneous B1 field. Because the RF power required for proton decoupling increases quadratically with field strength, in vivo 13C-MRS using coherent decoupling is often limited to low magnetic fields (<= 4 Tesla (T)) to keep the local and averaged specific absorption rate (SAR) under the safety guidelines established by the International Electrotechnical Commission (IEC) and the US Food and Drug Administration (FDA). Alternately, carboxylic/amide carbons are coupled to protons via weak long-range 1H-13C scalar couplings, which can be decoupled using low RF power broadband stochastic decoupling. Recently, the carboxylic/amide 13C-MRS technique using low power random RF heteronuclear decoupling was safely applied to human brain studies at 7T. Here, we review the two major decoupling methods and the carboxylic/amide 13C-MRS with low power decoupling strategy. Further decreases in RF power deposition by frequency-domain windowing and time-domain random under-sampling are also discussed. Low RF power decoupling opens the possibility of performing in vivo 13C experiments of human brain at very high magnetic fields (such as 11.7T), where signal-to-noise ratio as well as spatial and temporal spectral resolution are more favorable than lower fields.

Fault tolerant filtering and fault detection for quantum systems driven by fields in single photon states

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

Gao, Qing, E-mail: qing.gao.chance@gmail.com; Dong, Daoyi, E-mail: daoyidong@gmail.com; Petersen, Ian R., E-mail: i.r.petersen@gmai.com

The purpose of this paper is to solve the fault tolerant filtering and fault detection problem for a class of open quantum systems driven by a continuous-mode bosonic input field in single photon states when the systems are subject to stochastic faults. Optimal estimates of both the system observables and the fault process are simultaneously calculated and characterized by a set of coupled recursive quantum stochastic differential equations.

Analytical solution of a stochastic model of risk spreading with global coupling

NASA Astrophysics Data System (ADS)

Morita, Satoru; Yoshimura, Jin

2013-11-01

We study a stochastic matrix model to understand the mechanics of risk spreading (or bet hedging) by dispersion. Up to now, this model has been mostly dealt with numerically, except for the well-mixed case. Here, we present an analytical result that shows that optimal dispersion leads to Zipf's law. Moreover, we found that the arithmetic ensemble average of the total growth rate converges to the geometric one, because the sample size is finite.

Accurate hybrid stochastic simulation of a system of coupled chemical or biochemical reactions.

PubMed

Salis, Howard; Kaznessis, Yiannis

2005-02-01

The dynamical solution of a well-mixed, nonlinear stochastic chemical kinetic system, described by the Master equation, may be exactly computed using the stochastic simulation algorithm. However, because the computational cost scales with the number of reaction occurrences, systems with one or more "fast" reactions become costly to simulate. This paper describes a hybrid stochastic method that partitions the system into subsets of fast and slow reactions, approximates the fast reactions as a continuous Markov process, using a chemical Langevin equation, and accurately describes the slow dynamics using the integral form of the "Next Reaction" variant of the stochastic simulation algorithm. The key innovation of this method is its mechanism of efficiently monitoring the occurrences of slow, discrete events while simultaneously simulating the dynamics of a continuous, stochastic or deterministic process. In addition, by introducing an approximation in which multiple slow reactions may occur within a time step of the numerical integration of the chemical Langevin equation, the hybrid stochastic method performs much faster with only a marginal decrease in accuracy. Multiple examples, including a biological pulse generator and a large-scale system benchmark, are simulated using the exact and proposed hybrid methods as well as, for comparison, a previous hybrid stochastic method. Probability distributions of the solutions are compared and the weak errors of the first two moments are computed. In general, these hybrid methods may be applied to the simulation of the dynamics of a system described by stochastic differential, ordinary differential, and Master equations.

Discovering network behind infectious disease outbreak

NASA Astrophysics Data System (ADS)

Maeno, Yoshiharu

2010-11-01

Stochasticity and spatial heterogeneity are of great interest recently in studying the spread of an infectious disease. The presented method solves an inverse problem to discover the effectively decisive topology of a heterogeneous network and reveal the transmission parameters which govern the stochastic spreads over the network from a dataset on an infectious disease outbreak in the early growth phase. Populations in a combination of epidemiological compartment models and a meta-population network model are described by stochastic differential equations. Probability density functions are derived from the equations and used for the maximal likelihood estimation of the topology and parameters. The method is tested with computationally synthesized datasets and the WHO dataset on the SARS outbreak.

Stochastic downscaling of numerically simulated spatial rain and cloud fields using a transient multifractal approach

NASA Astrophysics Data System (ADS)

Nogueira, M.; Barros, A. P.; Miranda, P. M.

2012-04-01

Atmospheric fields can be extremely variable over wide ranges of spatial scales, with a scale ratio of 109-1010 between largest (planetary) and smallest (viscous dissipation) scale. Furthermore atmospheric fields with strong variability over wide ranges in scale most likely should not be artificially split apart into large and small scales, as in reality there is no scale separation between resolved and unresolved motions. Usually the effects of the unresolved scales are modeled by a deterministic bulk formula representing an ensemble of incoherent subgrid processes on the resolved flow. This is a pragmatic approach to the problem and not the complete solution to it. These models are expected to underrepresent the small-scale spatial variability of both dynamical and scalar fields due to implicit and explicit numerical diffusion as well as physically based subgrid scale turbulent mixing, resulting in smoother and less intermittent fields as compared to observations. Thus, a fundamental change in the way we formulate our models is required. Stochastic approaches equipped with a possible realization of subgrid processes and potentially coupled to the resolved scales over the range of significant scale interactions range provide one alternative to address the problem. Stochastic multifractal models based on the cascade phenomenology of the atmosphere and its governing equations in particular are the focus of this research. Previous results have shown that rain and cloud fields resulting from both idealized and realistic numerical simulations display multifractal behavior in the resolved scales. This result is observed even in the absence of scaling in the initial conditions or terrain forcing, suggesting that multiscaling is a general property of the nonlinear solutions of the Navier-Stokes equations governing atmospheric dynamics. Our results also show that the corresponding multiscaling parameters for rain and cloud fields exhibit complex nonlinear behavior depending on large scale parameters such as terrain forcing and mean atmospheric conditions at each location, particularly mean wind speed and moist stability. A particularly robust behavior found is the transition of the multiscaling parameters between stable and unstable cases, which has a clear physical correspondence to the transition from stratiform to organized (banded) convective regime. Thus multifractal diagnostics of moist processes are fundamentally transient and should provide a physically robust basis for the downscaling and sub-grid scale parameterizations of moist processes. Here, we investigate the possibility of using a simplified computationally efficient multifractal downscaling methodology based on turbulent cascades to produce statistically consistent fields at scales higher than the ones resolved by the model. Specifically, we are interested in producing rainfall and cloud fields at spatial resolutions necessary for effective flash flood and earth flows forecasting. The results are examined by comparing downscaled field against observations, and tendency error budgets are used to diagnose the evolution of transient errors in the numerical model prediction which can be attributed to aliasing.

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

On the structure of the master equation for a two-level system coupled to a thermal bath

NASA Astrophysics Data System (ADS)

de Vega, Inés

2015-04-01

We derive a master equation from the exact stochastic Liouville-von-Neumann (SLN) equation (Stockburger and Grabert 2002 Phys. Rev. Lett. 88 170407). The latter depends on two correlated noises and describes exactly the dynamics of an oscillator (which can be either harmonic or present an anharmonicity) coupled to an environment at thermal equilibrium. The newly derived master equation is obtained by performing analytically the average over different noise trajectories. It is found to have a complex hierarchical structure that might be helpful to explain the convergence problems occurring when performing numerically the stochastic average of trajectories given by the SLN equation (Koch et al 2008 Phys. Rev. Lett. 100 230402, Koch 2010 PhD thesis Fakultät Mathematik und Naturwissenschaften der Technischen Universitat Dresden).

Direct connections assist neurons to detect correlation in small amplitude noises

PubMed Central

Bolhasani, E.; Azizi, Y.; Valizadeh, A.

2013-01-01

We address a question on the effect of common stochastic inputs on the correlation of the spike trains of two neurons when they are coupled through direct connections. We show that the change in the correlation of small amplitude stochastic inputs can be better detected when the neurons are connected by direct excitatory couplings. Depending on whether intrinsic firing rate of the neurons is identical or slightly different, symmetric or asymmetric connections can increase the sensitivity of the system to the input correlation by changing the mean slope of the correlation transfer function over a given range of input correlation. In either case, there is also an optimum value for synaptic strength which maximizes the sensitivity of the system to the changes in input correlation. PMID:23966940

Fast model updating coupling Bayesian inference and PGD model reduction

NASA Astrophysics Data System (ADS)

Rubio, Paul-Baptiste; Louf, François; Chamoin, Ludovic

2018-04-01

The paper focuses on a coupled Bayesian-Proper Generalized Decomposition (PGD) approach for the real-time identification and updating of numerical models. The purpose is to use the most general case of Bayesian inference theory in order to address inverse problems and to deal with different sources of uncertainties (measurement and model errors, stochastic parameters). In order to do so with a reasonable CPU cost, the idea is to replace the direct model called for Monte-Carlo sampling by a PGD reduced model, and in some cases directly compute the probability density functions from the obtained analytical formulation. This procedure is first applied to a welding control example with the updating of a deterministic parameter. In the second application, the identification of a stochastic parameter is studied through a glued assembly example.

Deep neural network for traffic sign recognition systems: An analysis of spatial transformers and stochastic optimisation methods.

PubMed

Arcos-García, Álvaro; Álvarez-García, Juan A; Soria-Morillo, Luis M

2018-03-01

This paper presents a Deep Learning approach for traffic sign recognition systems. Several classification experiments are conducted over publicly available traffic sign datasets from Germany and Belgium using a Deep Neural Network which comprises Convolutional layers and Spatial Transformer Networks. Such trials are built to measure the impact of diverse factors with the end goal of designing a Convolutional Neural Network that can improve the state-of-the-art of traffic sign classification task. First, different adaptive and non-adaptive stochastic gradient descent optimisation algorithms such as SGD, SGD-Nesterov, RMSprop and Adam are evaluated. Subsequently, multiple combinations of Spatial Transformer Networks placed at distinct positions within the main neural network are analysed. The recognition rate of the proposed Convolutional Neural Network reports an accuracy of 99.71% in the German Traffic Sign Recognition Benchmark, outperforming previous state-of-the-art methods and also being more efficient in terms of memory requirements. Copyright © 2018 Elsevier Ltd. All rights reserved.

Regression and Geostatistical Techniques: Considerations and Observations from Experiences in NE-FIA

Treesearch

Rachel Riemann; Andrew Lister

2005-01-01

Maps of forest variables improve our understanding of the forest resource by allowing us to view and analyze it spatially. The USDA Forest Service's Northeastern Forest Inventory and Analysis unit (NE-FIA) has used geostatistical techniques, particularly stochastic simulation, to produce maps and spatial data sets of FIA variables. That work underscores the...

Stochastic Optimization for an Analytical Model of Saltwater Intrusion in Coastal Aquifers

PubMed Central

Stratis, Paris N.; Karatzas, George P.; Papadopoulou, Elena P.; Zakynthinaki, Maria S.; Saridakis, Yiannis G.

2016-01-01

The present study implements a stochastic optimization technique to optimally manage freshwater pumping from coastal aquifers. Our simulations utilize the well-known sharp interface model for saltwater intrusion in coastal aquifers together with its known analytical solution. The objective is to maximize the total volume of freshwater pumped by the wells from the aquifer while, at the same time, protecting the aquifer from saltwater intrusion. In the direction of dealing with this problem in real time, the ALOPEX stochastic optimization method is used, to optimize the pumping rates of the wells, coupled with a penalty-based strategy that keeps the saltwater front at a safe distance from the wells. Several numerical optimization results, that simulate a known real aquifer case, are presented. The results explore the computational performance of the chosen stochastic optimization method as well as its abilities to manage freshwater pumping in real aquifer environments. PMID:27689362

Correlative Stochastic Optical Reconstruction Microscopy and Electron Microscopy

PubMed Central

Kim, Doory; Deerinck, Thomas J.; Sigal, Yaron M.; Babcock, Hazen P.; Ellisman, Mark H.; Zhuang, Xiaowei

2015-01-01

Correlative fluorescence light microscopy and electron microscopy allows the imaging of spatial distributions of specific biomolecules in the context of cellular ultrastructure. Recent development of super-resolution fluorescence microscopy allows the location of molecules to be determined with nanometer-scale spatial resolution. However, correlative super-resolution fluorescence microscopy and electron microscopy (EM) still remains challenging because the optimal specimen preparation and imaging conditions for super-resolution fluorescence microscopy and EM are often not compatible. Here, we have developed several experiment protocols for correlative stochastic optical reconstruction microscopy (STORM) and EM methods, both for un-embedded samples by applying EM-specific sample preparations after STORM imaging and for embedded and sectioned samples by optimizing the fluorescence under EM fixation, staining and embedding conditions. We demonstrated these methods using a variety of cellular targets. PMID:25874453

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

Tipireddy, R.; Stinis, P.; Tartakovsky, A. M.

In this paper, we present a novel approach for solving steady-state stochastic partial differential equations (PDEs) with high-dimensional random parameter space. The proposed approach combines spatial domain decomposition with basis adaptation for each subdomain. The basis adaptation is used to address the curse of dimensionality by constructing an accurate low-dimensional representation of the stochastic PDE solution (probability density function and/or its leading statistical moments) in each subdomain. Restricting the basis adaptation to a specific subdomain affords finding a locally accurate solution. Then, the solutions from all of the subdomains are stitched together to provide a global solution. We support ourmore » construction with numerical experiments for a steady-state diffusion equation with a random spatially dependent coefficient. Lastly, our results show that highly accurate global solutions can be obtained with significantly reduced computational costs.« less

Oscillations and waves in a spatially distributed system with a 1/f spectrum

NASA Astrophysics Data System (ADS)

Koverda, V. P.; Skokov, V. N.

2018-02-01

A spatially distributed system with a 1/f power spectrum is described by two nonlinear stochastic equations. Conditions for the formation of auto-oscillations have been found using numerical methods. The formation of a 1/f and 1/k spectrum simultaneously with the formation and motion of waves under the action of white noise has been demonstrated. The large extreme fluctuations with 1/f and 1/k spectra correspond to the maximum entropy, which points to the stability of such processes. It is shown that on the background of formation and motion of waves at an external periodic action there appears spatio-temporal stochastic resonance, at which one can observe the expansion of the region of periodic pulsations under the action of white noise.

A DG approach to the numerical solution of the Stein-Stein stochastic volatility option pricing model

NASA Astrophysics Data System (ADS)

Hozman, J.; Tichý, T.

2017-12-01

Stochastic volatility models enable to capture the real world features of the options better than the classical Black-Scholes treatment. Here we focus on pricing of European-style options under the Stein-Stein stochastic volatility model when the option value depends on the time, on the price of the underlying asset and on the volatility as a function of a mean reverting Orstein-Uhlenbeck process. A standard mathematical approach to this model leads to the non-stationary second-order degenerate partial differential equation of two spatial variables completed by the system of boundary and terminal conditions. In order to improve the numerical valuation process for a such pricing equation, we propose a numerical technique based on the discontinuous Galerkin method and the Crank-Nicolson scheme. Finally, reference numerical experiments on real market data illustrate comprehensive empirical findings on options with stochastic volatility.

The multinomial simulation algorithm for discrete stochastic simulation of reaction-diffusion systems.

PubMed

Lampoudi, Sotiria; Gillespie, Dan T; Petzold, Linda R

2009-03-07

The Inhomogeneous Stochastic Simulation Algorithm (ISSA) is a variant of the stochastic simulation algorithm in which the spatially inhomogeneous volume of the system is divided into homogeneous subvolumes, and the chemical reactions in those subvolumes are augmented by diffusive transfers of molecules between adjacent subvolumes. The ISSA can be prohibitively slow when the system is such that diffusive transfers occur much more frequently than chemical reactions. In this paper we present the Multinomial Simulation Algorithm (MSA), which is designed to, on the one hand, outperform the ISSA when diffusive transfer events outnumber reaction events, and on the other, to handle small reactant populations with greater accuracy than deterministic-stochastic hybrid algorithms. The MSA treats reactions in the usual ISSA fashion, but uses appropriately conditioned binomial random variables for representing the net numbers of molecules diffusing from any given subvolume to a neighbor within a prescribed distance. Simulation results illustrate the benefits of the algorithm.

A stochastic spatiotemporal model of a response-regulator network in the Caulobacter crescentus cell cycle

NASA Astrophysics Data System (ADS)

Li, Fei; Subramanian, Kartik; Chen, Minghan; Tyson, John J.; Cao, Yang

2016-06-01

The asymmetric cell division cycle in Caulobacter crescentus is controlled by an elaborate molecular mechanism governing the production, activation and spatial localization of a host of interacting proteins. In previous work, we proposed a deterministic mathematical model for the spatiotemporal dynamics of six major regulatory proteins. In this paper, we study a stochastic version of the model, which takes into account molecular fluctuations of these regulatory proteins in space and time during early stages of the cell cycle of wild-type Caulobacter cells. We test the stochastic model with regard to experimental observations of increased variability of cycle time in cells depleted of the divJ gene product. The deterministic model predicts that overexpression of the divK gene blocks cell cycle progression in the stalked stage; however, stochastic simulations suggest that a small fraction of the mutants cells do complete the cell cycle normally.

Relativistic analysis of stochastic kinematics

NASA Astrophysics Data System (ADS)

Giona, Massimiliano

2017-10-01

The relativistic analysis of stochastic kinematics is developed in order to determine the transformation of the effective diffusivity tensor in inertial frames. Poisson-Kac stochastic processes are initially considered. For one-dimensional spatial models, the effective diffusion coefficient measured in a frame Σ moving with velocity w with respect to the rest frame of the stochastic process is inversely proportional to the third power of the Lorentz factor γ (w ) =(1-w2/c2) -1 /2 . Subsequently, higher-dimensional processes are analyzed and it is shown that the diffusivity tensor in a moving frame becomes nonisotropic: The diffusivities parallel and orthogonal to the velocity of the moving frame scale differently with respect to γ (w ) . The analysis of discrete space-time diffusion processes permits one to obtain a general transformation theory of the tensor diffusivity, confirmed by several different simulation experiments. Several implications of the theory are also addressed and discussed.

Synchronizing stochastic circadian oscillators in single cells of Neurospora crassa

NASA Astrophysics Data System (ADS)

Deng, Zhaojie; Arsenault, Sam; Caranica, Cristian; Griffith, James; Zhu, Taotao; Al-Omari, Ahmad; Schüttler, Heinz-Bernd; Arnold, Jonathan; Mao, Leidong

2016-10-01

The synchronization of stochastic coupled oscillators is a central problem in physics and an emerging problem in biology, particularly in the context of circadian rhythms. Most measurements on the biological clock are made at the macroscopic level of millions of cells. Here measurements are made on the oscillators in single cells of the model fungal system, Neurospora crassa, with droplet microfluidics and the use of a fluorescent recorder hooked up to a promoter on a clock controlled gene-2 (ccg-2). The oscillators of individual cells are stochastic with a period near 21 hours (h), and using a stochastic clock network ensemble fitted by Markov Chain Monte Carlo implemented on general-purpose graphical processing units (or GPGPUs) we estimated that >94% of the variation in ccg-2 expression was stochastic (as opposed to experimental error). To overcome this stochasticity at the macroscopic level, cells must synchronize their oscillators. Using a classic measure of similarity in cell trajectories within droplets, the intraclass correlation (ICC), the synchronization surface ICC is measured on >25,000 cells as a function of the number of neighboring cells within a droplet and of time. The synchronization surface provides evidence that cells communicate, and synchronization varies with genotype.

Synchronizing stochastic circadian oscillators in single cells of Neurospora crassa

PubMed Central

Deng, Zhaojie; Arsenault, Sam; Caranica, Cristian; Griffith, James; Zhu, Taotao; Al-Omari, Ahmad; Schüttler, Heinz-Bernd; Arnold, Jonathan; Mao, Leidong

2016-01-01

The synchronization of stochastic coupled oscillators is a central problem in physics and an emerging problem in biology, particularly in the context of circadian rhythms. Most measurements on the biological clock are made at the macroscopic level of millions of cells. Here measurements are made on the oscillators in single cells of the model fungal system, Neurospora crassa, with droplet microfluidics and the use of a fluorescent recorder hooked up to a promoter on a clock controlled gene-2 (ccg-2). The oscillators of individual cells are stochastic with a period near 21 hours (h), and using a stochastic clock network ensemble fitted by Markov Chain Monte Carlo implemented on general-purpose graphical processing units (or GPGPUs) we estimated that >94% of the variation in ccg-2 expression was stochastic (as opposed to experimental error). To overcome this stochasticity at the macroscopic level, cells must synchronize their oscillators. Using a classic measure of similarity in cell trajectories within droplets, the intraclass correlation (ICC), the synchronization surface ICC is measured on >25,000 cells as a function of the number of neighboring cells within a droplet and of time. The synchronization surface provides evidence that cells communicate, and synchronization varies with genotype. PMID:27786253

Exact and approximate many-body dynamics with stochastic one-body density matrix evolution

NASA Astrophysics Data System (ADS)

Lacroix, Denis

2005-06-01

We show that the dynamics of interacting fermions can be exactly replaced by a quantum jump theory in the many-body density matrix space. In this theory, jumps occur between densities formed of pairs of Slater determinants, Dab=|Φa><Φb|, where each state evolves according to the stochastic Schrödinger equation given by O. Juillet and Ph. Chomaz [Phys. Rev. Lett. 88, 142503 (2002)]. A stochastic Liouville-von Neumann equation is derived as well as the associated. Bogolyubov-Born-Green-Kirwood-Yvon hierarchy. Due to the specific form of the many-body density along the path, the presented theory is equivalent to a stochastic theory in one-body density matrix space, in which each density matrix evolves according to its own mean-field augmented by a one-body noise. Guided by the exact reformulation, a stochastic mean-field dynamics valid in the weak coupling approximation is proposed. This theory leads to an approximate treatment of two-body effects similar to the extended time-dependent Hartree-Fock scheme. In this stochastic mean-field dynamics, statistical mixing can be directly considered and jumps occur on a coarse-grained time scale. Accordingly, numerical effort is expected to be significantly reduced for applications.

Estimating radiative feedbacks from stochastic fluctuations in surface temperature and energy imbalance

NASA Astrophysics Data System (ADS)

Proistosescu, C.; Donohoe, A.; Armour, K.; Roe, G.; Stuecker, M. F.; Bitz, C. M.

2017-12-01

Joint observations of global surface temperature and energy imbalance provide for a unique opportunity to empirically constrain radiative feedbacks. However, the satellite record of Earth's radiative imbalance is relatively short and dominated by stochastic fluctuations. Estimates of radiative feedbacks obtained by regressing energy imbalance against surface temperature depend strongly on sampling choices and on assumptions about whether the stochastic fluctuations are primarily forced by atmospheric or oceanic variability (e.g. Murphy and Forster 2010, Dessler 2011, Spencer and Braswell 2011, Forster 2016). We develop a framework around a stochastic energy balance model that allows us to parse the different contributions of atmospheric and oceanic forcing based on their differing impacts on the covariance structure - or lagged regression - of temperature and radiative imbalance. We validate the framework in a hierarchy of general circulation models: the impact of atmospheric forcing is examined in unforced control simulations of fixed sea-surface temperature and slab ocean model versions; the impact of oceanic forcing is examined in coupled simulations with prescribed ENSO variability. With the impact of atmospheric and oceanic forcing constrained, we are able to predict the relationship between temperature and radiative imbalance in a fully coupled control simulation, finding that both forcing sources are needed to explain the structure of the lagged-regression. We further model the dependence of feedback estimates on sampling interval by considering the effects of a finite equilibration time for the atmosphere, and issues of smoothing and aliasing. Finally, we develop a method to fit the stochastic model to the short timeseries of temperature and radiative imbalance by performing a Bayesian inference based on a modified version of the spectral Whittle likelihood. We are thus able to place realistic joint uncertainty estimates on both stochastic forcing and radiative feedbacks derived from observational records. We find that these records are, as of yet, too short to be useful in constraining radiative feedbacks, and we provide estimates of how the uncertainty narrows as a function of record length.

Stochastic model of cell rearrangements in convergent extension of ascidian notochord

NASA Astrophysics Data System (ADS)

Lubkin, Sharon; Backes, Tracy; Latterman, Russell; Small, Stephen

2007-03-01

We present a discrete stochastic cell based model of convergent extension of the ascidian notochord. Our work derives from research that clarifies the coupling of invagination and convergent extension in ascidian notochord morphogenesis (Odell and Munro, 2002). We have tested the roles of cell-cell adhesion, cell-extracellular matrix adhesion, random motion, and extension of individual cells, as well as the presence or absence of various tissue types, and determined which factors are necessary and/or sufficient for convergent extension.

Deriving Differential Equations from Process Algebra Models in Reagent-Centric Style

NASA Astrophysics Data System (ADS)

Hillston, Jane; Duguid, Adam

The reagent-centric style of modeling allows stochastic process algebra models of biochemical signaling pathways to be developed in an intuitive way. Furthermore, once constructed, the models are amenable to analysis by a number of different mathematical approaches including both stochastic simulation and coupled ordinary differential equations. In this chapter, we give a tutorial introduction to the reagent-centric style, in PEPA and Bio-PEPA, and the way in which such models can be used to generate systems of ordinary differential equations.

Quantum thermodynamics: a nonequilibrium Green's function approach.

PubMed

Esposito, Massimiliano; Ochoa, Maicol A; Galperin, Michael

2015-02-27

We establish the foundations of a nonequilibrium theory of quantum thermodynamics for noninteracting open quantum systems strongly coupled to their reservoirs within the framework of the nonequilibrium Green's functions. The energy of the system and its coupling to the reservoirs are controlled by a slow external time-dependent force treated to first order beyond the quasistatic limit. We derive the four basic laws of thermodynamics and characterize reversible transformations. Stochastic thermodynamics is recovered in the weak coupling limit.

Self-organization of the magnetization in ferromagnetic nanowires

NASA Astrophysics Data System (ADS)

Ivanov, A. A.; Orlov, V. A.

2017-10-01

In this work we demonstrate the occurrence of the characteristic spatial scale in the distribution of magnetization unrelated to the domain wall or crystallite size with using computer simulation of magnetization in a polycrystalline ferromagnetic nanowire. This is the stochastic domain size. We show that this length is included in the spectral density of the pinning force of domain wall on inhomogeneities of the crystallographic anisotropy. The constant and distribution of easy axes directions of the effective anisotropy of stochastic domain, are analytically calculated.

A Fast Fourier transform stochastic analysis of the contaminant transport problem

USGS Publications Warehouse

Deng, F.W.; Cushman, J.H.; Delleur, J.W.

1993-01-01

A three-dimensional stochastic analysis of the contaminant transport problem is developed in the spirit of Naff (1990). The new derivation is more general and simpler than previous analysis. The fast Fourier transformation is used extensively to obtain numerical estimates of the mean concentration and various spatial moments. Data from both the Borden and Cape Cod experiments are used to test the methodology. Results are comparable to results obtained by other methods, and to the experiments themselves.

Spatiotemporal Stochastic Resonance:Theory and Experiment

NASA Astrophysics Data System (ADS)

Peter, Jung

1996-03-01

The amplification of weak periodic signals in bistable or excitable systems via stochastic resonance has been studied intensively over the last years. We are going one step further and ask: Can noise enhance spatiotemporal patterns in excitable media and can this effect be observed in nature? To this end, we are looking at large, two dimensional arrays of coupled excitable elements. Due to the coupling, excitation can propagate through the array in form of nonlinear waves. We observe target waves, rotating spiral waves and other wave forms. If the coupling between the elements is below a critical threshold, any excitational pattern will die out in the absence of noise. Below this threshold, large scale rotating spiral waves - as they are observed above threshold - can be maintained by a proper level of the noise[1]. Furthermore, their geometric features, such as the curvature can be controlled by the homogeneous noise level[2]. If the noise level is too large, break up of spiral waves and collisions with spontaneously nucleated waves yields spiral turbulence. Driving our array with a spatiotemporal pattern, e.g. a rotating spiral wave, we show that for weak coupling the excitational response of the array shows stochastic resonance - an effect we have termed spatiotemporal stochastic resonance. In the last part of the talk I'll make contact with calcium waves, observed in astrocyte cultures and hippocampus slices[3]. A. Cornell-Bell and collaborators[3] have pointed out the role of calcium waves for long-range glial signaling. We demonstrate the similarity of calcium waves with nonlinear waves in noisy excitable media. The noise level in the tissue is characterized by spontaneous activity and can be controlled by applying neuro-transmitter substances[3]. Noise effects in our model are compared with the effect of neuro-transmitters on calcium waves. [1]P. Jung and G. Mayer-Kress, CHAOS 5, 458 (1995). [2]P. Jung and G. Mayer-Kress, Phys. Rev. Lett.62, 2682 (1995). [3] A. Cornell-Bell, Steven M. Finkbeiner, Mark.S. Cooper and Stephen J. Smith, SCIENCE, 247, 373 (1990).

Neighborhood diversity of large trees shows independent species patterns in a mixed dipterocarp forest in Sri Lanka.

PubMed

Punchi-Manage, Ruwan; Wiegand, Thorsten; Wiegand, Kerstin; Getzin, Stephan; Huth, Andreas; Gunatilleke, C V Savitri; Gunatilleke, I A U Nimal

2015-07-01

Interactions among neighboring individuals influence plant performance and should create spatial patterns in local community structure. In order to assess the role of large trees in generating spatial patterns in local species richness, we used the individual species-area relationship (ISAR) to evaluate the species richness of trees of different size classes (and dead trees) in circular neighborhoods with varying radius around large trees of different focal species. To reveal signals of species interactions, we compared the ISAR function of the individuals of focal species with that of randomly selected nearby locations. We expected that large trees should strongly affect the community structure of smaller trees in their neighborhood, but that these effects should fade away with increasing size class. Unexpectedly, we found that only few focal species showed signals of species interactions with trees of the different size classes and that this was less likely for less abundant focal species. However, the few and relatively weak departures from independence were consistent with expectations of the effect of competition for space and the dispersal syndrome on spatial patterns. A noisy signal of competition for space found for large trees built up gradually with increasing life stage; it was not yet present for large saplings but detectable for intermediates. Additionally, focal species with animal-dispersed seeds showed higher species richness in their neighborhood than those with gravity- and gyration-dispersed seeds. Our analysis across the entire ontogeny from recruits to large trees supports the hypothesis that stochastic effects dilute deterministic species interactions in highly diverse communities. Stochastic dilution is a consequence of the stochastic geometry of biodiversity in species-rich communities where the identities of the nearest neighbors of a given plant are largely unpredictable. While the outcome of local species interactions is governed for each plant by deterministic fitness and niche differences, the large variability of competitors causes also a large variability in the outcomes of interactions and does not allow for strong directed responses at the species level. Collectively, our results highlight the critical effect of the stochastic geometry of biodiversity in structuring local spatial patterns of tropical forest diversity.

Detecting hydrological changes through conceptual model

NASA Astrophysics Data System (ADS)

Viola, Francesco; Caracciolo, Domenico; Pumo, Dario; Francipane, Antonio; Valerio Noto, Leonardo

2015-04-01

Natural changes and human modifications in hydrological systems coevolve and interact in a coupled and interlinked way. If, on one hand, climatic changes are stochastic, non-steady, and affect the hydrological systems, on the other hand, human-induced changes due to over-exploitation of soils and water resources modifies the natural landscape, water fluxes and its partitioning. Indeed, the traditional assumption of static systems in hydrological analysis, which has been adopted for long time, fails whenever transient climatic conditions and/or land use changes occur. Time series analysis is a way to explore environmental changes together with societal changes; unfortunately, the not distinguishability between causes restrict the scope of this method. In order to overcome this limitation, it is possible to couple time series analysis with an opportune hydrological model, such as a conceptual hydrological model, which offers a schematization of complex dynamics acting within a basin. Assuming that model parameters represent morphological basin characteristics and that calibration is a way to detect hydrological signature at a specific moment, it is possible to argue that calibrating the model over different time windows could be a method for detecting potential hydrological changes. In order to test the capabilities of a conceptual model in detecting hydrological changes, this work presents different "in silico" experiments. A synthetic-basin is forced with an ensemble of possible future scenarios generated with a stochastic weather generator able to simulate steady and non-steady climatic conditions. The experiments refer to Mediterranean climate, which is characterized by marked seasonality, and consider the outcomes of the IPCC 5th report for describing climate evolution in the next century. In particular, in order to generate future climate change scenarios, a stochastic downscaling in space and time is carried out using realizations of an ensemble of General Circulation Models (GCMs) for the future scenarios 2046-2065 and 2081-2100. Land use changes (i.e., changes in the fraction of impervious area due to increasing urbanization) are explicitly simulated, while the reference hydrological responses are assessed by the spatially distributed, process-based hydrological model tRIBS, the TIN-based Real-time Integrated Basin Simulator. Several scenarios have been created, describing hypothetical centuries with steady conditions, climate change conditions, land use change conditions and finally complex conditions involving both transient climatic modifications and gradual land use changes. A conceptual lumped model, the EHSM (EcoHydrological Streamflow Model) is calibrated for the above mentioned scenarios with regard to different time-windows. The calibrated parameters show high sensitivity to anthropic variations in land use and/or climatic variability. Land use changes are clearly visible from parameters evolution especially when steady climatic conditions are considered. When the increase in urbanization is coupled with rainfall reduction the ability to detect human interventions through the analysis of conceptual model parameters is weakened.

Local polynomial chaos expansion for linear differential equations with high dimensional random inputs

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

Chen, Yi; Jakeman, John; Gittelson, Claude

2015-01-08

In this paper we present a localized polynomial chaos expansion for partial differential equations (PDE) with random inputs. In particular, we focus on time independent linear stochastic problems with high dimensional random inputs, where the traditional polynomial chaos methods, and most of the existing methods, incur prohibitively high simulation cost. Furthermore, the local polynomial chaos method employs a domain decomposition technique to approximate the stochastic solution locally. In each subdomain, a subdomain problem is solved independently and, more importantly, in a much lower dimensional random space. In a postprocesing stage, accurate samples of the original stochastic problems are obtained frommore » the samples of the local solutions by enforcing the correct stochastic structure of the random inputs and the coupling conditions at the interfaces of the subdomains. Overall, the method is able to solve stochastic PDEs in very large dimensions by solving a collection of low dimensional local problems and can be highly efficient. In our paper we present the general mathematical framework of the methodology and use numerical examples to demonstrate the properties of the method.« less

Optoelectronic analogs of self-programming neural nets - Architecture and methodologies for implementing fast stochastic learning by simulated annealing

NASA Technical Reports Server (NTRS)

Farhat, Nabil H.

1987-01-01

Self-organization and learning is a distinctive feature of neural nets and processors that sets them apart from conventional approaches to signal processing. It leads to self-programmability which alleviates the problem of programming complexity in artificial neural nets. In this paper architectures for partitioning an optoelectronic analog of a neural net into distinct layers with prescribed interconnectivity pattern to enable stochastic learning by simulated annealing in the context of a Boltzmann machine are presented. Stochastic learning is of interest because of its relevance to the role of noise in biological neural nets. Practical considerations and methodologies for appreciably accelerating stochastic learning in such a multilayered net are described. These include the use of parallel optical computing of the global energy of the net, the use of fast nonvolatile programmable spatial light modulators to realize fast plasticity, optical generation of random number arrays, and an adaptive noisy thresholding scheme that also makes stochastic learning more biologically plausible. The findings reported predict optoelectronic chips that can be used in the realization of optical learning machines.

Front propagation and effect of memory in stochastic desertification models with an absorbing state

NASA Astrophysics Data System (ADS)

Herman, Dor; Shnerb, Nadav M.

2017-08-01

Desertification in dryland ecosystems is considered to be a major environmental threat that may lead to devastating consequences. The concern increases when the system admits two alternative steady states and the transition is abrupt and irreversible (catastrophic shift). However, recent studies show that the inherent stochasticity of the birth-death process, when superimposed on the presence of an absorbing state, may lead to a continuous (second order) transition even if the deterministic dynamics supports a catastrophic transition. Following these works we present here a numerical study of a one-dimensional stochastic desertification model, where the deterministic predictions are confronted with the observed dynamics. Our results suggest that a stochastic spatial system allows for a propagating front only when its active phase invades the inactive (desert) one. In the extinction phase one observes transient front propagation followed by a global collapse. In the presence of a seed bank the vegetation state is shown to be more robust against demographic stochasticity, but the transition in that case still belongs to the directed percolation equivalence class.

Evaluating critical uncertainty thresholds in a spatial model of forest pest invasion risk

Treesearch

Frank H. Koch; Denys Yemshanov; Daniel W. McKenney; William D. Smith

2009-01-01

Pest risk maps can provide useful decision support in invasive species management, but most do not adequately consider the uncertainty associated with predicted risk values. This study explores how increased uncertainty in a risk model’s numeric assumptions might affect the resultant risk map. We used a spatial stochastic model, integrating components for...

Flow injection analysis simulations and diffusion coefficient determination by stochastic and deterministic optimization methods.

PubMed

Kucza, Witold

2013-07-25

Stochastic and deterministic simulations of dispersion in cylindrical channels on the Poiseuille flow have been presented. The random walk (stochastic) and the uniform dispersion (deterministic) models have been used for computations of flow injection analysis responses. These methods coupled with the genetic algorithm and the Levenberg-Marquardt optimization methods, respectively, have been applied for determination of diffusion coefficients. The diffusion coefficients of fluorescein sodium, potassium hexacyanoferrate and potassium dichromate have been determined by means of the presented methods and FIA responses that are available in literature. The best-fit results agree with each other and with experimental data thus validating both presented approaches. Copyright © 2013 The Author. Published by Elsevier B.V. All rights reserved.

Seasonal change of topology and resilience of ecological networks in wetlandscapes

NASA Astrophysics Data System (ADS)

Bin, Kim; Park, Jeryang

2017-04-01

Wetlands distributed in a landscape provide various ecosystem services including habitat for flora and fauna, hydrologic controls, and biogeochemical processes. Hydrologic regime of each wetland at a given landscape varies by hydro-climatic and geological conditions as well as the bathymetry, forming a certain pattern in the wetland area distribution and spatial organization. However, its large-scale pattern also changes over time as this wetland complex is subject to stochastic hydro-climatic forcing in various temporal scales. Consequently, temporal variation in the spatial structure of wetlands inevitably affects the dispersal ability of species depending on those wetlands as habitat. Here, we numerically show (1) the spatiotemporal variation of wetlandscapes by forcing seasonally changing stochastic rainfall and (2) the corresponding ecological networks which either deterministically or stochastically forming the dispersal ranges. We selected four vernal pool regions with distinct climate conditions in California. The results indicate that the spatial structure of wetlands in a landscape by measuring the wetland area frequency distribution changes by seasonal hydro-climatic condition but eventually recovers to the initial state. However, the corresponding ecological networks, which the structure and function change by the change of distances between wetlands, and measured by degree distribution and network efficiency, may not recover to the initial state especially in the regions with high seasonal dryness index. Moreover, we observed that the changes in both the spatial structure of wetlands in a landscape and the corresponding ecological networks exhibit hysteresis over seasons. Our analysis indicates that the hydrologic and ecological resilience of a wetlandcape may be low in a dry region with seasonal hydro-climatic forcing. Implications of these results for modelling ecological networks depending on hydrologic systems especially for conservation purposes are discussed.

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

NASA Astrophysics Data System (ADS)

Wang, C.; Rubin, Y.

2014-12-01

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

Supercomputing with TOUGH2 family codes for coupled multi-physics simulations of geologic carbon sequestration

NASA Astrophysics Data System (ADS)

Yamamoto, H.; Nakajima, K.; Zhang, K.; Nanai, S.

2015-12-01

Powerful numerical codes that are capable of modeling complex coupled processes of physics and chemistry have been developed for predicting the fate of CO2 in reservoirs as well as its potential impacts on groundwater and subsurface environments. However, they are often computationally demanding for solving highly non-linear models in sufficient spatial and temporal resolutions. Geological heterogeneity and uncertainties further increase the challenges in modeling works. Two-phase flow simulations in heterogeneous media usually require much longer computational time than that in homogeneous media. Uncertainties in reservoir properties may necessitate stochastic simulations with multiple realizations. Recently, massively parallel supercomputers with more than thousands of processors become available in scientific and engineering communities. Such supercomputers may attract attentions from geoscientist and reservoir engineers for solving the large and non-linear models in higher resolutions within a reasonable time. However, for making it a useful tool, it is essential to tackle several practical obstacles to utilize large number of processors effectively for general-purpose reservoir simulators. We have implemented massively-parallel versions of two TOUGH2 family codes (a multi-phase flow simulator TOUGH2 and a chemically reactive transport simulator TOUGHREACT) on two different types (vector- and scalar-type) of supercomputers with a thousand to tens of thousands of processors. After completing implementation and extensive tune-up on the supercomputers, the computational performance was measured for three simulations with multi-million grid models, including a simulation of the dissolution-diffusion-convection process that requires high spatial and temporal resolutions to simulate the growth of small convective fingers of CO2-dissolved water to larger ones in a reservoir scale. The performance measurement confirmed that the both simulators exhibit excellent scalabilities showing almost linear speedup against number of processors up to over ten thousand cores. Generally this allows us to perform coupled multi-physics (THC) simulations on high resolution geologic models with multi-million grid in a practical time (e.g., less than a second per time step).

A discontinuous Galerkin method for numerical pricing of European options under Heston stochastic volatility

NASA Astrophysics Data System (ADS)

Hozman, J.; Tichý, T.

2016-12-01

The paper is based on the results from our recent research on multidimensional option pricing problems. We focus on European option valuation when the price movement of the underlying asset is driven by a stochastic volatility following a square root process proposed by Heston. The stochastic approach incorporates a new additional spatial variable into this model and makes it very robust, i.e. it provides a framework to price a variety of options that is closer to reality. The main topic is to present the numerical scheme arising from the concept of discontinuous Galerkin methods and applicable to the Heston option pricing model. The numerical results are presented on artificial benchmarks as well as on reference market data.

Fractional Stochastic Field Theory

NASA Astrophysics Data System (ADS)

Honkonen, Juha

2018-02-01

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

Global climate impacts of stochastic deep convection parameterization in the NCAR CAM5

DOE PAGES

Wang, Yong; Zhang, Guang J.

2016-09-29

In this paper, the stochastic deep convection parameterization of Plant and Craig (PC) is implemented in the Community Atmospheric Model version 5 (CAM5) to incorporate the stochastic processes of convection into the Zhang-McFarlane (ZM) deterministic deep convective scheme. Its impacts on deep convection, shallow convection, large-scale precipitation and associated dynamic and thermodynamic fields are investigated. Results show that with the introduction of the PC stochastic parameterization, deep convection is decreased while shallow convection is enhanced. The decrease in deep convection is mainly caused by the stochastic process and the spatial averaging of input quantities for the PC scheme. More detrainedmore » liquid water associated with more shallow convection leads to significant increase in liquid water and ice water paths, which increases large-scale precipitation in tropical regions. Specific humidity, relative humidity, zonal wind in the tropics, and precipitable water are all improved. The simulation of shortwave cloud forcing (SWCF) is also improved. The PC stochastic parameterization decreases the global mean SWCF from -52.25 W/m 2 in the standard CAM5 to -48.86 W/m 2, close to -47.16 W/m 2 in observations. The improvement in SWCF over the tropics is due to decreased low cloud fraction simulated by the stochastic scheme. Sensitivity tests of tuning parameters are also performed to investigate the sensitivity of simulated climatology to uncertain parameters in the stochastic deep convection scheme.« less

Global climate impacts of stochastic deep convection parameterization in the NCAR CAM5

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

Wang, Yong; Zhang, Guang J.

In this paper, the stochastic deep convection parameterization of Plant and Craig (PC) is implemented in the Community Atmospheric Model version 5 (CAM5) to incorporate the stochastic processes of convection into the Zhang-McFarlane (ZM) deterministic deep convective scheme. Its impacts on deep convection, shallow convection, large-scale precipitation and associated dynamic and thermodynamic fields are investigated. Results show that with the introduction of the PC stochastic parameterization, deep convection is decreased while shallow convection is enhanced. The decrease in deep convection is mainly caused by the stochastic process and the spatial averaging of input quantities for the PC scheme. More detrainedmore » liquid water associated with more shallow convection leads to significant increase in liquid water and ice water paths, which increases large-scale precipitation in tropical regions. Specific humidity, relative humidity, zonal wind in the tropics, and precipitable water are all improved. The simulation of shortwave cloud forcing (SWCF) is also improved. The PC stochastic parameterization decreases the global mean SWCF from -52.25 W/m 2 in the standard CAM5 to -48.86 W/m 2, close to -47.16 W/m 2 in observations. The improvement in SWCF over the tropics is due to decreased low cloud fraction simulated by the stochastic scheme. Sensitivity tests of tuning parameters are also performed to investigate the sensitivity of simulated climatology to uncertain parameters in the stochastic deep convection scheme.« less

A path integral methodology for obtaining thermodynamic properties of nonadiabatic systems using Gaussian mixture distributions

NASA Astrophysics Data System (ADS)

Raymond, Neil; Iouchtchenko, Dmitri; Roy, Pierre-Nicholas; Nooijen, Marcel

2018-05-01

We introduce a new path integral Monte Carlo method for investigating nonadiabatic systems in thermal equilibrium and demonstrate an approach to reducing stochastic error. We derive a general path integral expression for the partition function in a product basis of continuous nuclear and discrete electronic degrees of freedom without the use of any mapping schemes. We separate our Hamiltonian into a harmonic portion and a coupling portion; the partition function can then be calculated as the product of a Monte Carlo estimator (of the coupling contribution to the partition function) and a normalization factor (that is evaluated analytically). A Gaussian mixture model is used to evaluate the Monte Carlo estimator in a computationally efficient manner. Using two model systems, we demonstrate our approach to reduce the stochastic error associated with the Monte Carlo estimator. We show that the selection of the harmonic oscillators comprising the sampling distribution directly affects the efficiency of the method. Our results demonstrate that our path integral Monte Carlo method's deviation from exact Trotter calculations is dominated by the choice of the sampling distribution. By improving the sampling distribution, we can drastically reduce the stochastic error leading to lower computational cost.

A multi-scaled approach for simulating chemical reaction systems.

PubMed

Burrage, Kevin; Tian, Tianhai; Burrage, Pamela

2004-01-01

In this paper we give an overview of some very recent work, as well as presenting a new approach, on the stochastic simulation of multi-scaled systems involving chemical reactions. In many biological systems (such as genetic regulation and cellular dynamics) there is a mix between small numbers of key regulatory proteins, and medium and large numbers of molecules. In addition, it is important to be able to follow the trajectories of individual molecules by taking proper account of the randomness inherent in such a system. We describe different types of simulation techniques (including the stochastic simulation algorithm, Poisson Runge-Kutta methods and the balanced Euler method) for treating simulations in the three different reaction regimes: slow, medium and fast. We then review some recent techniques on the treatment of coupled slow and fast reactions for stochastic chemical kinetics and present a new approach which couples the three regimes mentioned above. We then apply this approach to a biologically inspired problem involving the expression and activity of LacZ and LacY proteins in E. coli, and conclude with a discussion on the significance of this work. Copyright 2004 Elsevier Ltd.

Signal bi-amplification in networks of unidirectionally coupled MEMS

NASA Astrophysics Data System (ADS)

Tchakui, Murielle Vanessa; Woafo, Paul; Colet, Pere

2016-01-01

The purpose of this paper is to analyze the propagation and the amplification of an input signal in networks of unidirectionally coupled micro-electro-mechanical systems (MEMS). Two types of external excitations are considered: sinusoidal and stochastic signals. We show that sinusoidal signals are amplified up to a saturation level which depends on the transmission rate and despite MEMS being nonlinear the sinusoidal shape is well preserved if the number of MEMS is not too large. However, increasing the number of MEMS, there is an instability that leads to chaotic behavior and which is triggered by the amplification of the harmonics generated by the nonlinearities. We also show that for stochastic input signals, the MEMS array acts as a band-pass filter and after just a few elements the signal has a narrow power spectra.

Examination of global correlations in ground deformation for terrestrial reference frame estimation

NASA Astrophysics Data System (ADS)

Chin, T. M.; Abbondanza, C.; Argus, D. F.; Gross, R. S.; Heflin, M. B.; Parker, J. W.; Wu, X.

2016-12-01

The KALman filter for REFerence frames (KALREF, Wu et al. 2015) has been developed to produce terrestrial reference frame (TRF) solutions. TRFs consist of precise position coordinates and velocity vectors of terrestrial reference sites (with the geocenter as the origin) along with the Earth orientation parameters, and they are produced by combining decades worth of space geodetic data using site tie data. To perform the combination, KALREF relies on stochastic models of the geophysical processes that are causing the Earth's surface to deform and reference sites to be displaced. We are investigating application of the GRACE data to improve the KALREF stochastic models by determining spatial statistics of the deformation of the Earth's surface caused by mass loading. A potential target of improvement is the non-uniform distribution of the geodetic observation sites, which can introduce bias in TRF estimates of the geocenter. The global and relatively uniform coverage of the GRACE measurements is expected to be free of such bias and allow us to improve physical realism of the stochastic model. For such a goal, we examine the spatial correlations in ground deformation derived from several GRACE data sets.[Wu et al. 2015: Journal of Geophysical Research (Solid Earth) 120:3775-3802

The advantage of being slow: The quasi-neutral contact process.

PubMed

de Oliveira, Marcelo Martins; Dickman, Ronald

2017-01-01

According to the competitive exclusion principle, in a finite ecosystem, extinction occurs naturally when two or more species compete for the same resources. An important question that arises is: when coexistence is not possible, which mechanisms confer an advantage to a given species against the other(s)? In general, it is expected that the species with the higher reproductive/death ratio will win the competition, but other mechanisms, such as asymmetry in interspecific competition or unequal diffusion rates, have been found to change this scenario dramatically. In this work, we examine competitive advantage in the context of quasi-neutral population models, including stochastic models with spatial structure as well as macroscopic (mean-field) descriptions. We employ a two-species contact process in which the "biological clock" of one species is a factor of α slower than that of the other species. Our results provide new insights into how stochasticity and competition interact to determine extinction in finite spatial systems. We find that a species with a slower biological clock has an advantage if resources are limited, winning the competition against a species with a faster clock, in relatively small systems. Periodic or stochastic environmental variations also favor the slower species, even in much larger systems.

Phase coupling in the cardiorespiratory interaction.

PubMed

Bahraminasab, A; Kenwright, D; Stefanovska, A; Ghasemi, F; McClintock, P V E

2008-01-01

Markovian analysis is applied to derive nonlinear stochastic equations for the reconstruction of heart rate and respiration rate variability data. A model of their 'phase' interactions is obtained for the first time, thereby gaining new insights into the strength and direction of the cardiorespiratory phase coupling. The reconstructed model can reproduce synchronisation phenomena between the cardiac and the respiratory systems, including switches in synchronisation ratio. The technique is equally applicable to the extraction of the multi-dimensional couplings between many interacting subsystems.

Quantum dynamics in strong fluctuating fields

NASA Astrophysics Data System (ADS)

Goychuk, Igor; Hänggi, Peter

A large number of multifaceted quantum transport processes in molecular systems and physical nanosystems, such as e.g. nonadiabatic electron transfer in proteins, can be treated in terms of quantum relaxation processes which couple to one or several fluctuating environments. A thermal equilibrium environment can conveniently be modelled by a thermal bath of harmonic oscillators. An archetype situation provides a two-state dissipative quantum dynamics, commonly known under the label of a spin-boson dynamics. An interesting and nontrivial physical situation emerges, however, when the quantum dynamics evolves far away from thermal equilibrium. This occurs, for example, when a charge transferring medium possesses nonequilibrium degrees of freedom, or when a strong time-dependent control field is applied externally. Accordingly, certain parameters of underlying quantum subsystem acquire stochastic character. This may occur, for example, for the tunnelling coupling between the donor and acceptor states of the transferring electron, or for the corresponding energy difference between electronic states which assume via the coupling to the fluctuating environment an explicit stochastic or deterministic time-dependence. Here, we review the general theoretical framework which is based on the method of projector operators, yielding the quantum master equations for systems that are exposed to strong external fields. This allows one to investigate on a common basis, the influence of nonequilibrium fluctuations and periodic electrical fields on those already mentioned dynamics and related quantum transport processes. Most importantly, such strong fluctuating fields induce a whole variety of nonlinear and nonequilibrium phenomena. A characteristic feature of such dynamics is the absence of thermal (quantum) detailed balance.ContentsPAGE1. Introduction5262. Quantum dynamics in stochastic fields531 2.1. Stochastic Liouville equation531 2.2. Non-Markovian vs. Markovian discrete state fluctuations531 2.3. Averaging the quantum propagator533  2.3.1. Kubo oscillator535  2.3.2. Averaged dynamics of two-level quantum systems exposed to two-state stochastic fields537 2.4. Projection operator method: a primer5403. Two-state quantum dynamics in periodic fields542 3.1. Coherent destruction of tunnelling542 3.2. Driving-induced tunnelling oscillations (DITO)5434. Dissipative quantum dynamics in strong time-dependent fields544 4.1. General formalism544  4.1.1. Weak-coupling approximation545  4.1.2. Markovian approximation: Generalised Redfield Equations5475. Application I: Quantum relaxation in driven, dissipative two-level systems548 5.1. Decoupling approximation for fast fluctuating energy levels550  5.1.1. Control of quantum rates551  5.1.2. Stochastic cooling and inversion of level populations552  5.1.3. Emergence of an effective energy bias553 5.2. Quantum relaxation in strong periodic fields554 5.3. Approximation of time-dependent rates554 5.4. Exact averaging for dichotomous Markovian fluctuations5556. Application II: Driven electron transfer within a spin-boson description557 6.1. Curve-crossing problems with dissipation558 6.2. Weak system-bath coupling559 6.3. Beyond weak-coupling theory: Strong system-bath coupling563  6.3.1. Fast fluctuating energy levels565  6.3.2. Exact averaging over dichotomous fluctuations of the energy levels566  6.3.3. Electron transfer in fast oscillating periodic fields567  6.3.4. Dichotomously fluctuating tunnelling barrier5687. Quantum transport in dissipative tight-binding models subjected tostrong external fields569 7.1. Noise-induced absolute negative mobility571 7.2. Dissipative quantum rectifiers573 7.3. Limit of vanishing dissipation575 7.4. Case of harmonic mixing drive5758. Summary576Acknowledgements578References579

Unveiling Galaxy Bias via the Halo Model, KiDS and GAMA

NASA Astrophysics Data System (ADS)

Dvornik, Andrej; Hoekstra, Henk; Kuijken, Konrad; Schneider, Peter; Amon, Alexandra; Nakajima, Reiko; Viola, Massimo; Choi, Ami; Erben, Thomas; Farrow, Daniel J.; Heymans, Catherine; Hildebrandt, Hendrik; Sifón, Cristóbal; Wang, Lingyu

2018-06-01

We measure the projected galaxy clustering and galaxy-galaxy lensing signals using the Galaxy And Mass Assembly (GAMA) survey and Kilo-Degree Survey (KiDS) to study galaxy bias. We use the concept of non-linear and stochastic galaxy biasing in the framework of halo occupation statistics to constrain the parameters of the halo occupation statistics and to unveil the origin of galaxy biasing. The bias function Γgm(rp), where rp is the projected comoving separation, is evaluated using the analytical halo model from which the scale dependence of Γgm(rp), and the origin of the non-linearity and stochasticity in halo occupation models can be inferred. Our observations unveil the physical reason for the non-linearity and stochasticity, further explored using hydrodynamical simulations, with the stochasticity mostly originating from the non-Poissonian behaviour of satellite galaxies in the dark matter haloes and their spatial distribution, which does not follow the spatial distribution of dark matter in the halo. The observed non-linearity is mostly due to the presence of the central galaxies, as was noted from previous theoretical work on the same topic. We also see that overall, more massive galaxies reveal a stronger scale dependence, and out to a larger radius. Our results show that a wealth of information about galaxy bias is hidden in halo occupation models. These models should therefore be used to determine the influence of galaxy bias in cosmological studies.

Spatially Controlled Relay Beamforming

NASA Astrophysics Data System (ADS)

Kalogerias, Dionysios

This thesis is about fusion of optimal stochastic motion control and physical layer communications. Distributed, networked communication systems, such as relay beamforming networks (e.g., Amplify & Forward (AF)), are typically designed without explicitly considering how the positions of the respective nodes might affect the quality of the communication. Optimum placement of network nodes, which could potentially improve the quality of the communication, is not typically considered. However, in most practical settings in physical layer communications, such as relay beamforming, the Channel State Information (CSI) observed by each node, per channel use, although it might be (modeled as) random, it is both spatially and temporally correlated. It is, therefore, reasonable to ask if and how the performance of the system could be improved by (predictively) controlling the positions of the network nodes (e.g., the relays), based on causal side (CSI) information, and exploitting the spatiotemporal dependencies of the wireless medium. In this work, we address this problem in the context of AF relay beamforming networks. This novel, cyber-physical system approach to relay beamforming is termed as "Spatially Controlled Relay Beamforming". First, we discuss wireless channel modeling, however, in a rigorous, Bayesian framework. Experimentally accurate and, at the same time, technically precise channel modeling is absolutely essential for designing and analyzing spatially controlled communication systems. In this work, we are interested in two distinct spatiotemporal statistical models, for describing the behavior of the log-scale magnitude of the wireless channel: 1. Stationary Gaussian Fields: In this case, the channel is assumed to evolve as a stationary, Gaussian stochastic field in continuous space and discrete time (say, for instance, time slots). Under such assumptions, spatial and temporal statistical interactions are determined by a set of time and space invariant parameters, which completely determine the mean and covariance of the underlying Gaussian measure. This model is relatively simple to describe, and can be sufficiently characterized, at least for our purposes, both statistically and topologically. Additionally, the model is rather versatile and there is existing experimental evidence, supporting its practical applicability. Our contributions are summarized in properly formulating the whole spatiotemporal model in a completely rigorous mathematical setting, under a convenient measure theoretic framework. Such framework greatly facilitates formulation of meaningful stochastic control problems, where the wireless channel field (or a function of it) can be regarded as a stochastic optimization surface.. 2. Conditionally Gaussian Fields, when conditioned on a Markovian channel state: This is a completely novel approach to wireless channel modeling. In this approach, the communication medium is assumed to behave as a partially observable (or hidden) system, where a hidden, global, temporally varying underlying stochastic process, called the channel state, affects the spatial interactions of the actual channel magnitude, evaluated at any set of locations in the plane. More specifically, we assume that, conditioned on the channel state, the wireless channel constitutes an observable, conditionally Gaussian stochastic process. The channel state evolves in time according to a known, possibly non stationary, non Gaussian, low dimensional Markov kernel. Recognizing the intractability of general nonlinear state estimation, we advocate the use of grid based approximate nonlinear filters as an effective and robust means for recursive tracking of the channel state. We also propose a sequential spatiotemporal predictor for tracking the channel gains at any point in time and space, providing real time sequential estimates for the respective channel gain map. In this context, our contributions are multifold. Except for the introduction of the layered channel model previously described, this line of research has resulted in a number of general, asymptotic convergence results, advancing the theory of grid-based approximate nonlinear stochastic filtering. In particular, sufficient conditions, ensuring asymptotic optimality are relaxed, and, at the same time, the mode of convergence is strengthened. Although the need for such results initiated as an attempt to theoretically characterize the performance of the proposed approximate methods for statistical inference, in regard to the proposed channel modeling approach, they turn out to be of fundamental importance in the areas of nonlinear estimation and stochastic control. The experimental validation of the proposed channel model, as well as the related parameter estimation problem, termed as "Markovian Channel Profiling (MCP)", fundamentally important for any practical deployment, are subject of current, ongoing research. Second, adopting the first of the two aforementioned channel modeling approaches, we consider the spatially controlled relay beamforming problem for an AF network with a single source, a single destination, and multiple, controlled at will, relay nodes. (Abstract shortened by ProQuest.).

Effects of chemical synapses on the enhancement of signal propagation in coupled neurons near the canard regime

NASA Astrophysics Data System (ADS)

Li, Xiumin; Wang, Jiang; Hu, Wuhua

2007-10-01

The response of three coupled FitzHugh-Nagumo neurons, under Gaussian white noise, to a subthreshold periodic signal is studied in this paper. By combining the canard dynamics, chemical coupling, and stochastic resonance together, the information transfer in this neural system is investigated. We find that chemical synaptic coupling is more efficient than the well-known linear coupling (gap junction) for local signal input, i.e., only one of the three neurons is subject to the periodic signal. This weak and local input is common in biological systems for the sake of low energy consumption.

XMDS2: Fast, scalable simulation of coupled stochastic partial differential equations

NASA Astrophysics Data System (ADS)

Dennis, Graham R.; Hope, Joseph J.; Johnsson, Mattias T.

2013-01-01

XMDS2 is a cross-platform, GPL-licensed, open source package for numerically integrating initial value problems that range from a single ordinary differential equation up to systems of coupled stochastic partial differential equations. The equations are described in a high-level XML-based script, and the package generates low-level optionally parallelised C++ code for the efficient solution of those equations. It combines the advantages of high-level simulations, namely fast and low-error development, with the speed, portability and scalability of hand-written code. XMDS2 is a complete redesign of the XMDS package, and features support for a much wider problem space while also producing faster code. Program summaryProgram title: XMDS2 Catalogue identifier: AENK_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AENK_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU General Public License, version 2 No. of lines in distributed program, including test data, etc.: 872490 No. of bytes in distributed program, including test data, etc.: 45522370 Distribution format: tar.gz Programming language: Python and C++. Computer: Any computer with a Unix-like system, a C++ compiler and Python. Operating system: Any Unix-like system; developed under Mac OS X and GNU/Linux. RAM: Problem dependent (roughly 50 bytes per grid point) Classification: 4.3, 6.5. External routines: The external libraries required are problem-dependent. Uses FFTW3 Fourier transforms (used only for FFT-based spectral methods), dSFMT random number generation (used only for stochastic problems), MPI message-passing interface (used only for distributed problems), HDF5, GNU Scientific Library (used only for Bessel-based spectral methods) and a BLAS implementation (used only for non-FFT-based spectral methods). Nature of problem: General coupled initial-value stochastic partial differential equations. Solution method: Spectral method with method-of-lines integration Running time: Determined by the size of the problem

Spatial Aspects of Interspecific Competition

NASA Technical Reports Server (NTRS)

Durrett, Rick; Levin, Simon

1998-01-01

Using several variants of a stochastic spatial model introduced by Silvertown et al., we investigate the effect of spatial distribution of individuals on the outcome of competition. First, we prove rigorously that if one species has a competitive advantage over each of the others, then eventually it takes over all the sites in the system. Second, we examine tradeoffs between competition and dispersal distance in a two-species system. Third, we consider a cyclic competitive relationship between three types. In this case, a nonspatial treatment leads to densities that follow neutrally stable cycles or even unstable spiral solutions, while a spatial model yields a stationary distribution with an interesting spatial structure.

Complete synchronization of the global coupled dynamical network induced by Poisson noises.

PubMed

Guo, Qing; Wan, Fangyi

2017-01-01

The different Poisson noise-induced complete synchronization of the global coupled dynamical network is investigated. Based on the stability theory of stochastic differential equations driven by Poisson process, we can prove that Poisson noises can induce synchronization and sufficient conditions are established to achieve complete synchronization with probability 1. Furthermore, numerical examples are provided to show the agreement between theoretical and numerical analysis.

On the equivalence of dynamically orthogonal and bi-orthogonal methods: Theory and numerical simulations

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

Choi, Minseok; Sapsis, Themistoklis P.; Karniadakis, George Em, E-mail: george_karniadakis@brown.edu

2014-08-01

The Karhunen–Lòeve (KL) decomposition provides a low-dimensional representation for random fields as it is optimal in the mean square sense. Although for many stochastic systems of practical interest, described by stochastic partial differential equations (SPDEs), solutions possess this low-dimensional character, they also have a strongly time-dependent form and to this end a fixed-in-time basis may not describe the solution in an efficient way. Motivated by this limitation of standard KL expansion, Sapsis and Lermusiaux (2009) [26] developed the dynamically orthogonal (DO) field equations which allow for the simultaneous evolution of both the spatial basis where uncertainty ‘lives’ but also themore » stochastic characteristics of uncertainty. Recently, Cheng et al. (2013) [28] introduced an alternative approach, the bi-orthogonal (BO) method, which performs the exact same tasks, i.e. it evolves the spatial basis and the stochastic characteristics of uncertainty. In the current work we examine the relation of the two approaches and we prove theoretically and illustrate numerically their equivalence, in the sense that one method is an exact reformulation of the other. We show this by deriving a linear and invertible transformation matrix described by a matrix differential equation that connects the BO and the DO solutions. We also examine a pathology of the BO equations that occurs when two eigenvalues of the solution cross, resulting in an instantaneous, infinite-speed, internal rotation of the computed spatial basis. We demonstrate that despite the instantaneous duration of the singularity this has important implications on the numerical performance of the BO approach. On the other hand, it is observed that the BO is more stable in nonlinear problems involving a relatively large number of modes. Several examples, linear and nonlinear, are presented to illustrate the DO and BO methods as well as their equivalence.« less

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

Creation of Synthetic Surface Temperature and Precipitation Ensembles Through A Computationally Efficient, Mixed Method Approach

NASA Astrophysics Data System (ADS)

Hartin, C.; Lynch, C.; Kravitz, B.; Link, R. P.; Bond-Lamberty, B. P.

2017-12-01

Typically, uncertainty quantification of internal variability relies on large ensembles of climate model runs under multiple forcing scenarios or perturbations in a parameter space. Computationally efficient, standard pattern scaling techniques only generate one realization and do not capture the complicated dynamics of the climate system (i.e., stochastic variations with a frequency-domain structure). In this study, we generate large ensembles of climate data with spatially and temporally coherent variability across a subselection of Coupled Model Intercomparison Project Phase 5 (CMIP5) models. First, for each CMIP5 model we apply a pattern emulation approach to derive the model response to external forcing. We take all the spatial and temporal variability that isn't explained by the emulator and decompose it into non-physically based structures through use of empirical orthogonal functions (EOFs). Then, we perform a Fourier decomposition of the EOF projection coefficients to capture the input fields' temporal autocorrelation so that our new emulated patterns reproduce the proper timescales of climate response and "memory" in the climate system. Through this 3-step process, we derive computationally efficient climate projections consistent with CMIP5 model trends and modes of variability, which address a number of deficiencies inherent in the ability of pattern scaling to reproduce complex climate model behavior.

Coupled Finite Volume and Finite Element Method Analysis of a Complex Large-Span Roof Structure

NASA Astrophysics Data System (ADS)

Szafran, J.; Juszczyk, K.; Kamiński, M.

2017-12-01

The main goal of this paper is to present coupled Computational Fluid Dynamics and structural analysis for the precise determination of wind impact on internal forces and deformations of structural elements of a longspan roof structure. The Finite Volume Method (FVM) serves for a solution of the fluid flow problem to model the air flow around the structure, whose results are applied in turn as the boundary tractions in the Finite Element Method problem structural solution for the linear elastostatics with small deformations. The first part is carried out with the use of ANSYS 15.0 computer system, whereas the FEM system Robot supports stress analysis in particular roof members. A comparison of the wind pressure distribution throughout the roof surface shows some differences with respect to that available in the engineering designing codes like Eurocode, which deserves separate further numerical studies. Coupling of these two separate numerical techniques appears to be promising in view of future computational models of stochastic nature in large scale structural systems due to the stochastic perturbation method.

Hamiltonian chaos acts like a finite energy reservoir: accuracy of the Fokker-Planck approximation.

PubMed

Riegert, Anja; Baba, Nilüfer; Gelfert, Katrin; Just, Wolfram; Kantz, Holger

2005-02-11

The Hamiltonian dynamics of slow variables coupled to fast degrees of freedom is modeled by an effective stochastic differential equation. Formal perturbation expansions, involving a Markov approximation, yield a Fokker-Planck equation in the slow subspace which respects conservation of energy. A detailed numerical and analytical analysis of suitable model systems demonstrates the feasibility of obtaining the system specific drift and diffusion terms and the accuracy of the stochastic approximation on all time scales. Non-Markovian and non-Gaussian features of the fast variables are negligible.

Noise kernels of stochastic gravity in conformally-flat spacetimes

NASA Astrophysics Data System (ADS)

Cho, H. T.; Hu, B. L.

2015-03-01

The central object in the theory of semiclassical stochastic gravity is the noise kernel, which is the symmetric two point correlation function of the stress-energy tensor. Using the corresponding Wightman functions in Minkowski, Einstein and open Einstein spaces, we construct the noise kernels of a conformally coupled scalar field in these spacetimes. From them we show that the noise kernels in conformally-flat spacetimes, including the Friedmann-Robertson-Walker universes, can be obtained in closed analytic forms by using a combination of conformal and coordinate transformations.

Quantum cybernetics: a new perspective for Nelson's stochastic theory, nonlocality, and the Klein-Gordon equation

NASA Astrophysics Data System (ADS)

Grössing, Gerhard

2002-04-01

The Klein-Gordon equation is shown to be equivalent to coupled partial differential equations for a sub-quantum Brownian movement of a “particle”, which is both passively affected by, and actively affecting, a diffusion process of its generally nonlocal environment. This indicates circularly causal, or “cybernetic”, relationships between “particles” and their surroundings. Moreover, in the relativistic domain, the original stochastic theory of Nelson is shown to hold as a limiting case only, i.e., for a vanishing quantum potential.

Nonisothermal fluctuating hydrodynamics and Brownian motion

NASA Astrophysics Data System (ADS)

Falasco, G.; Kroy, K.

2016-03-01

The classical theory of Brownian dynamics follows from coarse graining the underlying linearized fluctuating hydrodynamics of the solvent. We extend this procedure to globally nonisothermal conditions, requiring only a local thermal equilibration of the solvent. Starting from the conservation laws, we establish the stochastic equations of motion for the fluid momentum fluctuations in the presence of a suspended Brownian particle. These are then contracted to the nonisothermal generalized Langevin description of the suspended particle alone, for which the coupling to stochastic temperature fluctuations is found to be negligible under typical experimental conditions.

Towards a minimal stochastic model for a large class of diffusion-reactions on biological membranes.

PubMed

Chevalier, Michael W; El-Samad, Hana

2012-08-28

Diffusion of biological molecules on 2D biological membranes can play an important role in the behavior of stochastic biochemical reaction systems. Yet, we still lack a fundamental understanding of circumstances where explicit accounting of the diffusion and spatial coordinates of molecules is necessary. In this work, we illustrate how time-dependent, non-exponential reaction probabilities naturally arise when explicitly accounting for the diffusion of molecules. We use the analytical expression of these probabilities to derive a novel algorithm which, while ignoring the exact position of the molecules, can still accurately capture diffusion effects. We investigate the regions of validity of the algorithm and show that for most parameter regimes, it constitutes an accurate framework for studying these systems. We also document scenarios where large spatial fluctuation effects mandate explicit consideration of all the molecules and their positions. Taken together, our results derive a fundamental understanding of the role of diffusion and spatial fluctuations in these systems. Simultaneously, they provide a general computational methodology for analyzing a broad class of biological networks whose behavior is influenced by diffusion on membranes.

A Discrete Probability Function Method for the Equation of Radiative Transfer

NASA Technical Reports Server (NTRS)

Sivathanu, Y. R.; Gore, J. P.

1993-01-01

A discrete probability function (DPF) method for the equation of radiative transfer is derived. The DPF is defined as the integral of the probability density function (PDF) over a discrete interval. The derivation allows the evaluation of the PDF of intensities leaving desired radiation paths including turbulence-radiation interactions without the use of computer intensive stochastic methods. The DPF method has a distinct advantage over conventional PDF methods since the creation of a partial differential equation from the equation of transfer is avoided. Further, convergence of all moments of intensity is guaranteed at the basic level of simulation unlike the stochastic method where the number of realizations for convergence of higher order moments increases rapidly. The DPF method is described for a representative path with approximately integral-length scale-sized spatial discretization. The results show good agreement with measurements in a propylene/air flame except for the effects of intermittency resulting from highly correlated realizations. The method can be extended to the treatment of spatial correlations as described in the Appendix. However, information regarding spatial correlations in turbulent flames is needed prior to the execution of this extension.

Review of applications for SIMDEUM, a stochastic drinking water demand model with a small temporal and spatial scale

NASA Astrophysics Data System (ADS)

Blokker, Mirjam; Agudelo-Vera, Claudia; Moerman, Andreas; van Thienen, Peter; Pieterse-Quirijns, Ilse

2017-04-01

Many researchers have developed drinking water demand models with various temporal and spatial scales. A limited number of models is available at a temporal scale of 1 s and a spatial scale of a single home. The reasons for building these models were described in the papers in which the models were introduced, along with a discussion on their potential applications. However, the predicted applications are seldom re-examined. SIMDEUM, a stochastic end-use model for drinking water demand, has often been applied in research and practice since it was developed. We are therefore re-examining its applications in this paper. SIMDEUM's original purpose was to calculate maximum demands in order to design self-cleaning networks. Yet, the model has been useful in many more applications. This paper gives an overview of the many fields of application for SIMDEUM and shows where this type of demand model is indispensable and where it has limited practical value. This overview also leads to an understanding of the requirements for demand models in various applications.

Multi-Scale Modeling to Improve Single-Molecule, Single-Cell Experiments

NASA Astrophysics Data System (ADS)

Munsky, Brian; Shepherd, Douglas

2014-03-01

Single-cell, single-molecule experiments are producing an unprecedented amount of data to capture the dynamics of biological systems. When integrated with computational models, observations of spatial, temporal and stochastic fluctuations can yield powerful quantitative insight. We concentrate on experiments that localize and count individual molecules of mRNA. These high precision experiments have large imaging and computational processing costs, and we explore how improved computational analyses can dramatically reduce overall data requirements. In particular, we show how analyses of spatial, temporal and stochastic fluctuations can significantly enhance parameter estimation results for small, noisy data sets. We also show how full probability distribution analyses can constrain parameters with far less data than bulk analyses or statistical moment closures. Finally, we discuss how a systematic modeling progression from simple to more complex analyses can reduce total computational costs by orders of magnitude. We illustrate our approach using single-molecule, spatial mRNA measurements of Interleukin 1-alpha mRNA induction in human THP1 cells following stimulation. Our approach could improve the effectiveness of single-molecule gene regulation analyses for many other process.

Stochastic joint inversion of hydrogeophysical data for salt tracer test monitoring and hydraulic conductivity imaging

NASA Astrophysics Data System (ADS)

Jardani, A.; Revil, A.; Dupont, J. P.

2013-02-01

The assessment of hydraulic conductivity of heterogeneous aquifers is a difficult task using traditional hydrogeological methods (e.g., steady state or transient pumping tests) due to their low spatial resolution. Geophysical measurements performed at the ground surface and in boreholes provide additional information for increasing the resolution and accuracy of the inverted hydraulic conductivity field. We used a stochastic joint inversion of Direct Current (DC) resistivity and self-potential (SP) data plus in situ measurement of the salinity in a downstream well during a synthetic salt tracer experiment to reconstruct the hydraulic conductivity field between two wells. The pilot point parameterization was used to avoid over-parameterization of the inverse problem. Bounds on the model parameters were used to promote a consistent Markov chain Monte Carlo sampling of the model parameters. To evaluate the effectiveness of the joint inversion process, we compared eight cases in which the geophysical data are coupled or not to the in situ sampling of the salinity to map the hydraulic conductivity. We first tested the effectiveness of the inversion of each type of data alone (concentration sampling, self-potential, and DC resistivity), and then we combined the data two by two. We finally combined all the data together to show the value of each type of geophysical data in the joint inversion process because of their different sensitivity map. We also investigated a case in which the data were contaminated with noise and the variogram unknown and inverted stochastically. The results of the inversion revealed that incorporating the self-potential data improves the estimate of hydraulic conductivity field especially when the self-potential data were combined to the salt concentration measurement in the second well or to the time-lapse cross-well electrical resistivity data. Various tests were also performed to quantify the uncertainty in the inverted hydraulic conductivity field.

Mechanical Autonomous Stochastic Heat Engine

NASA Astrophysics Data System (ADS)

Serra-Garcia, Marc; Foehr, André; Molerón, Miguel; Lydon, Joseph; Chong, Christopher; Daraio, Chiara

2016-07-01

Stochastic heat engines are devices that generate work from random thermal motion using a small number of highly fluctuating degrees of freedom. Proposals for such devices have existed for more than a century and include the Maxwell demon and the Feynman ratchet. Only recently have they been demonstrated experimentally, using, e.g., thermal cycles implemented in optical traps. However, recent experimental demonstrations of classical stochastic heat engines are nonautonomous, since they require an external control system that prescribes a heating and cooling cycle and consume more energy than they produce. We present a heat engine consisting of three coupled mechanical resonators (two ribbons and a cantilever) subject to a stochastic drive. The engine uses geometric nonlinearities in the resonating ribbons to autonomously convert a random excitation into a low-entropy, nonpassive oscillation of the cantilever. The engine presents the anomalous heat transport property of negative thermal conductivity, consisting in the ability to passively transfer energy from a cold reservoir to a hot reservoir.

Stochastic multiresonance in coupled excitable FHN neurons

NASA Astrophysics Data System (ADS)

Li, Huiyan; Sun, Xiaojuan; Xiao, Jinghua

2018-04-01

In this paper, effects of noise on Watts-Strogatz small-world neuronal networks, which are stimulated by a subthreshold signal, have been investigated. With the numerical simulations, it is surprisingly found that there exist several optimal noise intensities at which the subthreshold signal can be detected efficiently. This indicates the occurrence of stochastic multiresonance in the studied neuronal networks. Moreover, it is revealed that the occurrence of stochastic multiresonance has close relationship with the period of subthreshold signal Te and the noise-induced mean period of the neuronal networks T0. In detail, we find that noise could induce the neuronal networks to generate stochastic resonance for M times if Te is not very large and falls into the interval ( M × T 0 , ( M + 1 ) × T 0 ) with M being a positive integer. In real neuronal system, subthreshold signal detection is very meaningful. Thus, the obtained results in this paper could give some important implications on detecting subthreshold signal and propagating neuronal information in neuronal systems.

Mechanical Autonomous Stochastic Heat Engine.

PubMed

Serra-Garcia, Marc; Foehr, André; Molerón, Miguel; Lydon, Joseph; Chong, Christopher; Daraio, Chiara

2016-07-01

Stochastic heat engines are devices that generate work from random thermal motion using a small number of highly fluctuating degrees of freedom. Proposals for such devices have existed for more than a century and include the Maxwell demon and the Feynman ratchet. Only recently have they been demonstrated experimentally, using, e.g., thermal cycles implemented in optical traps. However, recent experimental demonstrations of classical stochastic heat engines are nonautonomous, since they require an external control system that prescribes a heating and cooling cycle and consume more energy than they produce. We present a heat engine consisting of three coupled mechanical resonators (two ribbons and a cantilever) subject to a stochastic drive. The engine uses geometric nonlinearities in the resonating ribbons to autonomously convert a random excitation into a low-entropy, nonpassive oscillation of the cantilever. The engine presents the anomalous heat transport property of negative thermal conductivity, consisting in the ability to passively transfer energy from a cold reservoir to a hot reservoir.

Python-based geometry preparation and simulation visualization toolkits for STEPS

PubMed Central

Chen, Weiliang; De Schutter, Erik

2014-01-01

STEPS is a stochastic reaction-diffusion simulation engine that implements a spatial extension of Gillespie's Stochastic Simulation Algorithm (SSA) in complex tetrahedral geometries. An extensive Python-based interface is provided to STEPS so that it can interact with the large number of scientific packages in Python. However, a gap existed between the interfaces of these packages and the STEPS user interface, where supporting toolkits could reduce the amount of scripting required for research projects. This paper introduces two new supporting toolkits that support geometry preparation and visualization for STEPS simulations. PMID:24782754

A Remote Sensing-Based Tool for Assessing Rainfall-Driven Hazards

PubMed Central

Wright, Daniel B.; Mantilla, Ricardo; Peters-Lidard, Christa D.

2018-01-01

RainyDay is a Python-based platform that couples rainfall remote sensing data with Stochastic Storm Transposition (SST) for modeling rainfall-driven hazards such as floods and landslides. SST effectively lengthens the extreme rainfall record through temporal resampling and spatial transposition of observed storms from the surrounding region to create many extreme rainfall scenarios. Intensity-Duration-Frequency (IDF) curves are often used for hazard modeling but require long records to describe the distribution of rainfall depth and duration and do not provide information regarding rainfall space-time structure, limiting their usefulness to small scales. In contrast, RainyDay can be used for many hazard applications with 1-2 decades of data, and output rainfall scenarios incorporate detailed space-time structure from remote sensing. Thanks to global satellite coverage, RainyDay can be used in inaccessible areas and developing countries lacking ground measurements, though results are impacted by remote sensing errors. RainyDay can be useful for hazard modeling under nonstationary conditions. PMID:29657544

Non-equilibrium fluctuations of a semi-flexible filament driven by active cross-linkers

NASA Astrophysics Data System (ADS)

Weber, I.; Appert-Rolland, C.; Schehr, G.; Santen, L.

2017-11-01

The cytoskeleton is an inhomogeneous network of semi-flexible filaments, which are involved in a wide variety of active biological processes. Although the cytoskeletal filaments can be very stiff and embedded in a dense and cross-linked network, it has been shown that, in cells, they typically exhibit significant bending on all length scales. In this work we propose a model of a semi-flexible filament deformed by different types of cross-linkers for which one can compute and investigate the bending spectrum. Our model allows to couple the evolution of the deformation of the semi-flexible polymer with the stochastic dynamics of linkers which exert transversal forces onto the filament. We observe a q-2 dependence of the bending spectrum for some biologically relevant parameters and in a certain range of wave numbers q, as observed in some experiments. However, generically, the spatially localized forcing and the non-thermal dynamics both introduce deviations from the thermal-like q-2 spectrum.

Review of advanced imaging techniques

PubMed Central

Chen, Yu; Liang, Chia-Pin; Liu, Yang; Fischer, Andrew H.; Parwani, Anil V.; Pantanowitz, Liron

2012-01-01

Pathology informatics encompasses digital imaging and related applications. Several specialized microscopy techniques have emerged which permit the acquisition of digital images (“optical biopsies”) at high resolution. Coupled with fiber-optic and micro-optic components, some of these imaging techniques (e.g., optical coherence tomography) are now integrated with a wide range of imaging devices such as endoscopes, laparoscopes, catheters, and needles that enable imaging inside the body. These advanced imaging modalities have exciting diagnostic potential and introduce new opportunities in pathology. Therefore, it is important that pathology informaticists understand these advanced imaging techniques and the impact they have on pathology. This paper reviews several recently developed microscopic techniques, including diffraction-limited methods (e.g., confocal microscopy, 2-photon microscopy, 4Pi microscopy, and spatially modulated illumination microscopy) and subdiffraction techniques (e.g., photoactivated localization microscopy, stochastic optical reconstruction microscopy, and stimulated emission depletion microscopy). This article serves as a primer for pathology informaticists, highlighting the fundamentals and applications of advanced optical imaging techniques. PMID:22754737

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.

Management of invading pathogens should be informed by epidemiology rather than administrative boundaries.

PubMed

Thompson, Robin N; Cobb, Richard C; Gilligan, Christopher A; Cunniffe, Nik J

2016-03-24

Plant and animal disease outbreaks have significant ecological and economic impacts. The spatial extent of control is often informed solely by administrative geography - for example, quarantine of an entire county or state once an invading disease is detected - with little regard for pathogen epidemiology. We present a stochastic model for the spread of a plant pathogen that couples spread in the natural environment and transmission via the nursery trade, and use it to illustrate that control deployed according to administrative boundaries is almost always sub-optimal. We use sudden oak death (caused by Phytophthora ramorum ) in mixed forests in California as motivation for our study, since the decision as to whether or not to deploy plant trade quarantine is currently undertaken on a county-by-county basis for that system. However, our key conclusion is applicable more generally: basing management of any disease entirely upon administrative borders does not balance the cost of control with the possible economic and ecological costs of further spread in the optimal fashion.

A Remote Sensing-Based Tool for Assessing Rainfall-Driven Hazards.

PubMed

Wright, Daniel B; Mantilla, Ricardo; Peters-Lidard, Christa D

2017-04-01

RainyDay is a Python-based platform that couples rainfall remote sensing data with Stochastic Storm Transposition (SST) for modeling rainfall-driven hazards such as floods and landslides. SST effectively lengthens the extreme rainfall record through temporal resampling and spatial transposition of observed storms from the surrounding region to create many extreme rainfall scenarios. Intensity-Duration-Frequency (IDF) curves are often used for hazard modeling but require long records to describe the distribution of rainfall depth and duration and do not provide information regarding rainfall space-time structure, limiting their usefulness to small scales. In contrast, RainyDay can be used for many hazard applications with 1-2 decades of data, and output rainfall scenarios incorporate detailed space-time structure from remote sensing. Thanks to global satellite coverage, RainyDay can be used in inaccessible areas and developing countries lacking ground measurements, though results are impacted by remote sensing errors. RainyDay can be useful for hazard modeling under nonstationary conditions.

A Remote Sensing-Based Tool for Assessing Rainfall-Driven Hazards

NASA Technical Reports Server (NTRS)

Wright, Daniel B.; Mantilla, Ricardo; Peters-Lidard, Christa D.

2017-01-01

RainyDay is a Python-based platform that couples rainfall remote sensing data with Stochastic Storm Transposition (SST) for modeling rainfall-driven hazards such as floods and landslides. SST effectively lengthens the extreme rainfall record through temporal resampling and spatial transposition of observed storms from the surrounding region to create many extreme rainfall scenarios. Intensity-Duration-Frequency (IDF) curves are often used for hazard modeling but require long records to describe the distribution of rainfall depth and duration and do not provide information regarding rainfall space-time structure, limiting their usefulness to small scales. In contrast, Rainy Day can be used for many hazard applications with 1-2 decades of data, and output rainfall scenarios incorporate detailed space-time structure from remote sensing. Thanks to global satellite coverage, Rainy Day can be used in inaccessible areas and developing countries lacking ground measurements, though results are impacted by remote sensing errors. Rainy Day can be useful for hazard modeling under nonstationary conditions.

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.

Modeling micropollutant fate at the catchment scale: from science to practice

NASA Astrophysics Data System (ADS)

Seuntjens, P.; Desmet, N.; Holvoet, K.; van Griensven, A.; van Hoey, S.; Tang, X. Y.; Nopens, I.

2009-04-01

Micropollutants, such as pesticides, personal care products, veterinary and human pharmaceuticals, pose a possible threat to human and ecological health. Humans and ecosystems may be exposed to these chemicals via the water system. Catchment models can be used to optimise management in view of risk reduction of the chemicals. Along the trajectory of science to practice a number of catchment models are available that simulate the fate and transport of micropollutants. They range from physically-based fully-coupled soil, groundwater, and surface water models, over empirical management models, to purely statistical database-driven models. For assessing effects on ecosystems, models need to be able to predict the observed highly dynamic behaviour of pesticide concentrations in the surface water, since adverse effects will be determined by the number, intensity and frequency of ecological threshold exceedances. For assessing effects on humans, models need to predict the dilution between areas where the pesticide is released and the location of the drinking water intake, sometimes tens or hundreds of kilometres further downstream. We adapted management models to simulate dynamic pesticide behaviour and fate at the catchment scale. The models were also used to illustrate the effects of specific management options on risk reduction and to derive the dominant sources of pollutants in a catchment area. The results show that the concentrations of pesticides in river systems are attributed to (1) fast flow over and in soils or pavements, and to (2) point sources. Therefore, future models for improved estimation of chemical fate at the catchment scale need a combination of stochastic source characterisation, higher spatial resolution and reduced complexity of the mathematical description of fast flow processes. This will be illustrated by recent developments in model simplification coupled to increased spatial detail.

Estimating the Spatial Extent of Unsaturated Zones in Heterogeneous River-Aquifer Systems

NASA Astrophysics Data System (ADS)

Schilling, Oliver S.; Irvine, Dylan J.; Hendricks Franssen, Harrie-Jan; Brunner, Philip

2017-12-01

The presence of unsaturated zones at the river-aquifer interface has large implications on numerous hydraulic and chemical processes. However, the hydrological and geological controls that influence the development of unsaturated zones have so far only been analyzed with simplified conceptualizations of flow processes, or homogeneous conceptualizations of the hydraulic conductivity in either the aquifer or the riverbed. We systematically investigated the influence of heterogeneous structures in both the riverbed and the aquifer on the development of unsaturated zones. A stochastic 1-D criterion that takes both riverbed and aquifer heterogeneity into account was developed using a Monte Carlo sampling technique. The approach allows the reliable estimation of the upper bound of the spatial extent of unsaturated areas underneath a riverbed. Through systematic numerical modeling experiments, we furthermore show that horizontal capillary forces can reduce the spatial extent of unsaturated zones under clogged areas. This analysis shows how the spatial structure of clogging layers and aquifers influence the propensity for unsaturated zones to develop: In riverbeds where clogged areas are made up of many small, spatially disconnected patches with a diameter in the order of 1 m, unsaturated areas are less likely to develop compared to riverbeds where large clogged areas exist adjacent to unclogged areas. A combination of the stochastic 1-D criterion with an analysis of the spatial structure of the clogging layers and the potential for resaturation can help develop an appropriate conceptual model and inform the choice of a suitable numerical simulator for river-aquifer systems.

Stochastic transformation of points in polygons according to the Voronoi tessellation: microstructural description.

PubMed

Di Vito, Alessia; Fanfoni, Massimo; Tomellini, Massimo

2010-12-01

Starting from a stochastic two-dimensional process we studied the transformation of points in disks and squares following a protocol according to which at any step the island size increases proportionally to the corresponding Voronoi tessera. Two interaction mechanisms among islands have been dealt with: coalescence and impingement. We studied the evolution of the island density and of the island size distribution functions, in dependence on island collision mechanisms for both Poissonian and correlated spatial distributions of points. The island size distribution functions have been found to be invariant with the fraction of transformed phase for a given stochastic process. The n(Θ) curve describing the island decay has been found to be independent of the shape (apart from high correlation degrees) and interaction mechanism.

Establishing a beachhead: A stochastic population model with an Allee effect applied to species invasion

USGS Publications Warehouse

Ackleh, A.S.; Allen, L.J.S.; Carter, J.

2007-01-01

We formulated a spatially explicit stochastic population model with an Allee effect in order to explore how invasive species may become established. In our model, we varied the degree of migration between local populations and used an Allee effect with variable birth and death rates. Because of the stochastic component, population sizes below the Allee effect threshold may still have a positive probability for successful invasion. The larger the network of populations, the greater the probability of an invasion occurring when initial population sizes are close to or above the Allee threshold. Furthermore, if migration rates are low, one or more than one patch may be successfully invaded, while if migration rates are high all patches are invaded. ?? 2007 Elsevier Inc. All rights reserved.

Thermal and Driven Stochastic Growth of Langmuir Waves in the Solar Wind and Earth's Foreshock

NASA Technical Reports Server (NTRS)

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

2000-01-01

Statistical distributions of Langmuir wave fields in the solar wind and the edge of Earth's foreshock are analyzed and compared with predictions for stochastic growth theory (SGT). SGT quantitatively explains the solar wind, edge, and deep foreshock data as pure thermal waves, driven thermal waves subject to net linear growth and stochastic effects, and as waves in a pure SGT state, respectively, plus radiation near the plasma frequency f(sub p). These changes are interpreted in terms of spatial variations in the beam instability's growth rate and evolution toward a pure SGT state. SGT analyses of field distributions are shown to provide a viable alternative to thermal noise spectroscopy for wave instruments with coarse frequency resolution, and to separate f(sub p) radiation from Langmuir waves.

Compensating for estimation smoothing in kriging

USGS Publications Warehouse

Olea, R.A.; Pawlowsky, Vera

1996-01-01

Smoothing is a characteristic inherent to all minimum mean-square-error spatial estimators such as kriging. Cross-validation can be used to detect and model such smoothing. Inversion of the model produces a new estimator-compensated kriging. A numerical comparison based on an exhaustive permeability sampling of a 4-fr2 slab of Berea Sandstone shows that the estimation surface generated by compensated kriging has properties intermediate between those generated by ordinary kriging and stochastic realizations resulting from simulated annealing and sequential Gaussian simulation. The frequency distribution is well reproduced by the compensated kriging surface, which also approximates the experimental semivariogram well - better than ordinary kriging, but not as well as stochastic realizations. Compensated kriging produces surfaces that are more accurate than stochastic realizations, but not as accurate as ordinary kriging. ?? 1996 International Association for Mathematical Geology.

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.

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.

Comparison of parameterized nitric acid rainout rates using a coupled stochastic-photochemical tropospheric model

NASA Technical Reports Server (NTRS)

Stewart, Richard W.; Thompson, Anne M.; Owens, Melody A.; Herwehe, Jerold A.

1989-01-01

A major tropospheric loss of soluble species such as nitric acid results from scavenging by water droplets. Several theoretical formulations have been advanced which relate an effective time-independent loss rate for soluble species to statistical properties of precipitation such as the wet fraction and length of a precipitation cycle. In this paper, various 'effective' loss rates that have been proposed are compared with the results of detailed time-dependent model calculations carried out over a seasonal time scale. The model is a stochastic precipitation model coupled to a tropospheric photochemical model. The results of numerous time-dependent seasonal model runs are used to derive numerical values for the nitric acid residence time for several assumed sets of preciptation statistics. These values are then compared with the results obtained by utilizing theoretical 'effective' loss rates in time-independent models.

Energy harvesting by dynamic unstability and internal resonance for piezoelectric beam

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

Lan, Chunbo; Qin, Weiyang, E-mail: 353481781@qq.com; Deng, Wangzheng

We investigated the energy harvesting of a vertical beam with tip mass under vertical excitations. We applied dynamic unstability and internal resonance to improve the efficiency of harvesting. The experiments of harmonic excitation were carried out. Results show that for the beam there exist internal resonances in the dynamically unstable and the buckling bistable cases. The dynamic unstability is a determinant for strong internal resonance or mode coupling, which can be used to create a large output from piezoelectric patches. Then, the experiments of stochastic excitation were carried out. Results prove that the internal resonance or mode coupling can transfermore » the excitation energy to the low order modes, mainly the first and the second one. This can bring about a large output voltage. For a stochastic excitation, it is proved that there is an optimal weight of tip mass for realizing internal resonance and producing large outputs.« less

Elucidating the Functional Roles of Spatial Organization in Cross-Membrane Signal Transduction by a Hybrid Simulation Method.

PubMed

Chen, Jiawen; Xie, Zhong-Ru; Wu, Yinghao

2016-07-01

The ligand-binding of membrane receptors on cell surfaces initiates the dynamic process of cross-membrane signal transduction. It is an indispensable part of the signaling network for cells to communicate with external environments. Recent experiments revealed that molecular components in signal transduction are not randomly mixed, but spatially organized into distinctive patterns. These patterns, such as receptor clustering and ligand oligomerization, lead to very different gene expression profiles. However, little is understood about the molecular mechanisms and functional impacts of this spatial-temporal regulation in cross-membrane signal transduction. In order to tackle this problem, we developed a hybrid computational method that decomposes a model of signaling network into two simulation modules. The physical process of binding between receptors and ligands on cell surfaces are simulated by a diffusion-reaction algorithm, while the downstream biochemical reactions are modeled by stochastic simulation of Gillespie algorithm. These two processes are coupled together by a synchronization framework. Using this method, we tested the dynamics of a simple signaling network in which the ligand binding of cell surface receptors triggers the phosphorylation of protein kinases, and in turn regulates the expression of target genes. We found that spatial aggregation of membrane receptors at cellular interfaces is able to either amplify or inhibit downstream signaling outputs, depending on the details of clustering mechanism. Moreover, by providing higher binding avidity, the co-localization of ligands into multi-valence complex modulates signaling in very different ways that are closely related to the binding affinity between ligand and receptor. We also found that the temporal oscillation of the signaling pathway that is derived from genetic feedback loops can be modified by the spatial clustering of membrane receptors. In summary, our method demonstrates the functional importance of spatial organization in cross-membrane signal transduction. The method can be applied to any specific signaling pathway in cells.

Accounting for Non-Gaussian Sources of Spatial Correlation in Parametric Functional Magnetic Resonance Imaging Paradigms II: A Method to Obtain First-Level Analysis Residuals with Uniform and Gaussian Spatial Autocorrelation Function and Independent and Identically Distributed Time-Series.

PubMed

Gopinath, Kaundinya; Krishnamurthy, Venkatagiri; Lacey, Simon; Sathian, K

2018-02-01

In a recent study Eklund et al. have shown that cluster-wise family-wise error (FWE) rate-corrected inferences made in parametric statistical method-based functional magnetic resonance imaging (fMRI) studies over the past couple of decades may have been invalid, particularly for cluster defining thresholds less stringent than p < 0.001; principally because the spatial autocorrelation functions (sACFs) of fMRI data had been modeled incorrectly to follow a Gaussian form, whereas empirical data suggest otherwise. Hence, the residuals from general linear model (GLM)-based fMRI activation estimates in these studies may not have possessed a homogenously Gaussian sACF. Here we propose a method based on the assumption that heterogeneity and non-Gaussianity of the sACF of the first-level GLM analysis residuals, as well as temporal autocorrelations in the first-level voxel residual time-series, are caused by unmodeled MRI signal from neuronal and physiological processes as well as motion and other artifacts, which can be approximated by appropriate decompositions of the first-level residuals with principal component analysis (PCA), and removed. We show that application of this method yields GLM residuals with significantly reduced spatial correlation, nearly Gaussian sACF and uniform spatial smoothness across the brain, thereby allowing valid cluster-based FWE-corrected inferences based on assumption of Gaussian spatial noise. We further show that application of this method renders the voxel time-series of first-level GLM residuals independent, and identically distributed across time (which is a necessary condition for appropriate voxel-level GLM inference), without having to fit ad hoc stochastic colored noise models. Furthermore, the detection power of individual subject brain activation analysis is enhanced. This method will be especially useful for case studies, which rely on first-level GLM analysis inferences.

Spatial structure and scaling of macropores in hydrological process at small catchment scale

NASA Astrophysics Data System (ADS)

Silasari, Rasmiaditya; Broer, Martine; Blöschl, Günter

2013-04-01

During rainfall events, the formation of overland flow can occur under the circumstances of saturation excess and/or infiltration excess. These conditions are affected by the soil moisture state which represents the soil water content in micropores and macropores. Macropores act as pathway for the preferential flows and have been widely studied locally. However, very little is known about their spatial structure and conductivity of macropores and other flow characteristic at the catchment scale. This study will analyze these characteristics to better understand its importance in hydrological processes. The research will be conducted in Petzenkirchen Hydrological Open Air Laboratory (HOAL), a 64 ha catchment located 100 km west of Vienna. The land use is divided between arable land (87%), pasture (5%), forest (6%) and paved surfaces (2%). Video cameras will be installed on an agricultural field to monitor the overland flow pattern during rainfall events. A wireless soil moisture network is also installed within the monitored area. These field data will be combined to analyze the soil moisture state and the responding surface runoff occurrence. The variability of the macropores spatial structure of the observed area (field scale) then will be assessed based on the topography and soil data. Soil characteristics will be supported with laboratory experiments on soil matrix flow to obtain proper definitions of the spatial structure of macropores and its variability. A coupled physically based distributed model of surface and subsurface flow will be used to simulate the variability of macropores spatial structure and its effect on the flow behaviour. This model will be validated by simulating the observed rainfall events. Upscaling from field scale to catchment scale will be done to understand the effect of macropores variability on larger scales by applying spatial stochastic methods. The first phase in this study is the installation and monitoring configuration of video cameras and soil moisture monitoring equipment to obtain the initial data of overland flow occurrence and soil moisture state relationships.

Basis adaptation and domain decomposition for steady partial differential equations with random coefficients

DOE PAGES

Tipireddy, R.; Stinis, P.; Tartakovsky, A. M.

2017-09-04

In this paper, we present a novel approach for solving steady-state stochastic partial differential equations (PDEs) with high-dimensional random parameter space. The proposed approach combines spatial domain decomposition with basis adaptation for each subdomain. The basis adaptation is used to address the curse of dimensionality by constructing an accurate low-dimensional representation of the stochastic PDE solution (probability density function and/or its leading statistical moments) in each subdomain. Restricting the basis adaptation to a specific subdomain affords finding a locally accurate solution. Then, the solutions from all of the subdomains are stitched together to provide a global solution. We support ourmore » construction with numerical experiments for a steady-state diffusion equation with a random spatially dependent coefficient. Lastly, our results show that highly accurate global solutions can be obtained with significantly reduced computational costs.« less

Chaos and Forecasting - Proceedings of the Royal Society Discussion Meeting

NASA Astrophysics Data System (ADS)

Tong, Howell

1995-04-01

The Table of Contents for the full book PDF is as follows: * Preface * Orthogonal Projection, Embedding Dimension and Sample Size in Chaotic Time Series from a Statistical Perspective * A Theory of Correlation Dimension for Stationary Time Series * On Prediction and Chaos in Stochastic Systems * Locally Optimized Prediction of Nonlinear Systems: Stochastic and Deterministic * A Poisson Distribution for the BDS Test Statistic for Independence in a Time Series * Chaos and Nonlinear Forecastability in Economics and Finance * Paradigm Change in Prediction * Predicting Nonuniform Chaotic Attractors in an Enzyme Reaction * Chaos in Geophysical Fluids * Chaotic Modulation of the Solar Cycle * Fractal Nature in Earthquake Phenomena and its Simple Models * Singular Vectors and the Predictability of Weather and Climate * Prediction as a Criterion for Classifying Natural Time Series * Measuring and Characterising Spatial Patterns, Dynamics and Chaos in Spatially-Extended Dynamical Systems and Ecologies * Non-Linear Forecasting and Chaos in Ecology and Epidemiology: Measles as a Case Study

Basis adaptation and domain decomposition for steady-state partial differential equations with random coefficients

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

Tipireddy, R.; Stinis, P.; Tartakovsky, A. M.

We present a novel approach for solving steady-state stochastic partial differential equations (PDEs) with high-dimensional random parameter space. The proposed approach combines spatial domain decomposition with basis adaptation for each subdomain. The basis adaptation is used to address the curse of dimensionality by constructing an accurate low-dimensional representation of the stochastic PDE solution (probability density function and/or its leading statistical moments) in each subdomain. Restricting the basis adaptation to a specific subdomain affords finding a locally accurate solution. Then, the solutions from all of the subdomains are stitched together to provide a global solution. We support our construction with numericalmore » experiments for a steady-state diffusion equation with a random spatially dependent coefficient. Our results show that highly accurate global solutions can be obtained with significantly reduced computational costs.« less

Spatial vs. individual variability with inheritance in a stochastic Lotka-Volterra system

NASA Astrophysics Data System (ADS)

Dobramysl, Ulrich; Tauber, Uwe C.

2012-02-01

We investigate a stochastic spatial Lotka-Volterra predator-prey model with randomized interaction rates that are either affixed to the lattice sites and quenched, and / or specific to individuals in either population. In the latter situation, we include rate inheritance with mutations from the particles' progenitors. Thus we arrive at a simple model for competitive evolution with environmental variability and selection pressure. We employ Monte Carlo simulations in zero and two dimensions to study the time evolution of both species' densities and their interaction rate distributions. The predator and prey concentrations in the ensuing steady states depend crucially on the environmental variability, whereas the temporal evolution of the individualized rate distributions leads to largely neutral optimization. Contrary to, e.g., linear gene expression models, this system does not experience fixation at extreme values. An approximate description of the resulting data is achieved by means of an effective master equation approach for the interaction rate distribution.

Role of the noise on the transient dynamics of an ecosystem of interacting species

NASA Astrophysics Data System (ADS)

Spagnolo, B.; La Barbera, A.

2002-11-01

We analyze the transient dynamics of an ecosystem described by generalized Lotka-Volterra equations in the presence of a multiplicative noise and a random interaction parameter between the species. We consider specifically three cases: (i) two competing species, (ii) three interacting species (one predator-two preys), (iii) n-interacting species. The interaction parameter in case (i) is a stochastic process which obeys a stochastic differential equation. We find noise delayed extinction of one of two species, which is akin to the noise-enhanced stability phenomenon. Other two noise-induced effects found are temporal oscillations and spatial patterns of the two competing species. In case (ii) the noise induces correlated spatial patterns of the predator and of the two preys concentrations. Finally, in case (iii) we find the asymptotic behavior of the time average of the ith population when the ecosystem is composed of a great number of interacting species.

Stochastic transport in the presence of spatial disorder: Fluctuation-induced corrections to homogenization

NASA Astrophysics Data System (ADS)

Russell, Matthew J.; Jensen, Oliver E.; Galla, Tobias

2016-10-01

Motivated by uncertainty quantification in natural transport systems, we investigate an individual-based transport process involving particles undergoing a random walk along a line of point sinks whose strengths are themselves independent random variables. We assume particles are removed from the system via first-order kinetics. We analyze the system using a hierarchy of approaches when the sinks are sparsely distributed, including a stochastic homogenization approximation that yields explicit predictions for the extrinsic disorder in the stationary state due to sink strength fluctuations. The extrinsic noise induces long-range spatial correlations in the particle concentration, unlike fluctuations due to the intrinsic noise alone. Additionally, the mean concentration profile, averaged over both intrinsic and extrinsic noise, is elevated compared with the corresponding profile from a uniform sink distribution, showing that the classical homogenization approximation can be a biased estimator of the true mean.

Taming stochastic bifurcations in fractional-order systems via noise and delayed feedback

NASA Astrophysics Data System (ADS)

Sun, Zhongkui; Zhang, Jintian; Yang, Xiaoli; Xu, Wei

2017-08-01

The dynamics in fractional-order systems have been widely studied during the past decade due to the potential applications in new materials and anomalous diffusions, but the investigations have been so far restricted to a fractional-order system without time delay(s). In this paper, we report the first study of random responses of fractional-order system coupled with noise and delayed feedback. Stochastic averaging method has been utilized to determine the stationary probability density functions (PDFs) by means of the principle of minimum mean-square error, based on which stochastic bifurcations could be identified through recognizing the shape of the PDFs. It has been found that by changing the fractional order the shape of the PDFs can switch from unimodal distribution to bimodal one, or from bimodal distribution to unimodal one, thus announcing the onset of stochastic bifurcation. Further, we have demonstrated that by merely modulating the time delay, the feedback strengths, or the noise intensity, the shapes of PDFs can transit between a single peak and a double peak. Therefore, it provides an efficient candidate to control, say, induce or suppress, the stochastic bifurcations in fractional-order systems.

Ensemble modeling of stochastic unsteady open-channel flow in terms of its time-space evolutionary probability distribution - Part 1: theoretical development

NASA Astrophysics Data System (ADS)

Dib, Alain; Kavvas, M. Levent

2018-03-01

The Saint-Venant equations are commonly used as the governing equations to solve for modeling the spatially varied unsteady flow in open channels. The presence of uncertainties in the channel or flow parameters renders these equations stochastic, thus requiring their solution in a stochastic framework in order to quantify the ensemble behavior and the variability of the process. While the Monte Carlo approach can be used for such a solution, its computational expense and its large number of simulations act to its disadvantage. This study proposes, explains, and derives a new methodology for solving the stochastic Saint-Venant equations in only one shot, without the need for a large number of simulations. The proposed methodology is derived by developing the nonlocal Lagrangian-Eulerian Fokker-Planck equation of the characteristic form of the stochastic Saint-Venant equations for an open-channel flow process, with an uncertain roughness coefficient. A numerical method for its solution is subsequently devised. The application and validation of this methodology are provided in a companion paper, in which the statistical results computed by the proposed methodology are compared against the results obtained by the Monte Carlo approach.

Partial Synchronization of Stochastic Oscillators through Hydrodynamic Coupling

NASA Astrophysics Data System (ADS)

Curran, Arran; Lee, Michael P.; Padgett, Miles J.; Cooper, Jonathan M.; Di Leonardo, Roberto

2012-06-01

Holographic optical tweezers are used to construct a static bistable optical potential energy landscape where a Brownian particle experiences restoring forces from two nearby optical traps and undergoes thermally activated transitions between the two energy minima. Hydrodynamic coupling between two such systems results in their partial synchronization. This is interpreted as an emergence of higher mobility pathways, along which it is easier to overcome barriers to structural rearrangement.

Pressure distribution with surface roughness for effect between porous infinitely long rectangular plates with MHD couple stress squeeze film lubrication

NASA Astrophysics Data System (ADS)

Sangeetha, S.; Kesavan, Sundarammal

2018-04-01

This investigation is an analysis of MHD couple stress squeeze film performance with a rough surface between porous infinitely long rectangular plates. The pressure equation for the magnetic field is mathematically derived using Christensen’s stochastic equation. Therefore, the upshot of this magnetic effect reveals the enhanced performance of the pressure which is compared to the Newtonian instance.

Earthquake nucleation in a stochastic fault model of globally coupled units with interaction delays

NASA Astrophysics Data System (ADS)

Vasović, Nebojša; Kostić, Srđan; Franović, Igor; Todorović, Kristina

2016-09-01

In present paper we analyze dynamics of fault motion by considering delayed interaction of 100 all-to-all coupled blocks with rate-dependent friction law in presence of random seismic noise. Such a model sufficiently well describes a real fault motion, whose prevailing stochastic nature is implied by surrogate data analysis of available GPS measurements of active fault movement. Interaction of blocks in an analyzed model is studied as a function of time delay, observed both for dynamics of individual faults and phenomenological models. Analyzed model is examined as a system of all-to-all coupled blocks according to typical assumption of compound faults as complex of globally coupled segments. We apply numerical methods to show that there are local bifurcations from equilibrium state to periodic oscillations, with an occurrence of irregular aperiodic behavior when initial conditions are set away from the equilibrium point. Such a behavior indicates a possible existence of a bi-stable dynamical regime, due to effect of the introduced seismic noise or the existence of global attractor. The latter assumption is additionally confirmed by analyzing the corresponding mean-field approximated model. In this bi-stable regime, distribution of event magnitudes follows Gutenberg-Richter power law with satisfying statistical accuracy, including the b-value within the real observed range.

Global Well-posedness of the Spatially Homogeneous Kolmogorov-Vicsek Model as a Gradient Flow

NASA Astrophysics Data System (ADS)

Figalli, Alessio; Kang, Moon-Jin; Morales, Javier

2018-03-01

We consider the so-called spatially homogenous Kolmogorov-Vicsek model, a non-linear Fokker-Planck equation of self-driven stochastic particles with orientation interaction under the space-homogeneity. We prove the global existence and uniqueness of weak solutions to the equation. We also show that weak solutions exponentially converge to a steady state, which has the form of the Fisher-von Mises distribution.

Stochastic simulation of reaction-diffusion systems: A fluctuating-hydrodynamics approach

NASA Astrophysics Data System (ADS)

Kim, Changho; Nonaka, Andy; Bell, John B.; Garcia, Alejandro L.; Donev, Aleksandar

2017-03-01

We develop numerical methods for stochastic reaction-diffusion systems based on approaches used for fluctuating hydrodynamics (FHD). For hydrodynamic systems, the FHD formulation is formally described by stochastic partial differential equations (SPDEs). In the reaction-diffusion systems we consider, our model becomes similar to the reaction-diffusion master equation (RDME) description when our SPDEs are spatially discretized and reactions are modeled as a source term having Poisson fluctuations. However, unlike the RDME, which becomes prohibitively expensive for an increasing number of molecules, our FHD-based description naturally extends from the regime where fluctuations are strong, i.e., each mesoscopic cell has few (reactive) molecules, to regimes with moderate or weak fluctuations, and ultimately to the deterministic limit. By treating diffusion implicitly, we avoid the severe restriction on time step size that limits all methods based on explicit treatments of diffusion and construct numerical methods that are more efficient than RDME methods, without compromising accuracy. Guided by an analysis of the accuracy of the distribution of steady-state fluctuations for the linearized reaction-diffusion model, we construct several two-stage (predictor-corrector) schemes, where diffusion is treated using a stochastic Crank-Nicolson method, and reactions are handled by the stochastic simulation algorithm of Gillespie or a weakly second-order tau leaping method. We find that an implicit midpoint tau leaping scheme attains second-order weak accuracy in the linearized setting and gives an accurate and stable structure factor for a time step size of an order of magnitude larger than the hopping time scale of diffusing molecules. We study the numerical accuracy of our methods for the Schlögl reaction-diffusion model both in and out of thermodynamic equilibrium. We demonstrate and quantify the importance of thermodynamic fluctuations to the formation of a two-dimensional Turing-like pattern and examine the effect of fluctuations on three-dimensional chemical front propagation. By comparing stochastic simulations to deterministic reaction-diffusion simulations, we show that fluctuations accelerate pattern formation in spatially homogeneous systems and lead to a qualitatively different disordered pattern behind a traveling wave.

Stochastic simulation of reaction-diffusion systems: A fluctuating-hydrodynamics approach

DOE PAGES

Kim, Changho; Nonaka, Andy; Bell, John B.; ...

2017-03-24

Here, we develop numerical methods for stochastic reaction-diffusion systems based on approaches used for fluctuating hydrodynamics (FHD). For hydrodynamic systems, the FHD formulation is formally described by stochastic partial differential equations (SPDEs). In the reaction-diffusion systems we consider, our model becomes similar to the reaction-diffusion master equation (RDME) description when our SPDEs are spatially discretized and reactions are modeled as a source term having Poisson fluctuations. However, unlike the RDME, which becomes prohibitively expensive for an increasing number of molecules, our FHD-based description naturally extends from the regime where fluctuations are strong, i.e., each mesoscopic cell has few (reactive) molecules,more » to regimes with moderate or weak fluctuations, and ultimately to the deterministic limit. By treating diffusion implicitly, we avoid the severe restriction on time step size that limits all methods based on explicit treatments of diffusion and construct numerical methods that are more efficient than RDME methods, without compromising accuracy. Guided by an analysis of the accuracy of the distribution of steady-state fluctuations for the linearized reaction-diffusion model, we construct several two-stage (predictor-corrector) schemes, where diffusion is treated using a stochastic Crank-Nicolson method, and reactions are handled by the stochastic simulation algorithm of Gillespie or a weakly second-order tau leaping method. We find that an implicit midpoint tau leaping scheme attains second-order weak accuracy in the linearized setting and gives an accurate and stable structure factor for a time step size of an order of magnitude larger than the hopping time scale of diffusing molecules. We study the numerical accuracy of our methods for the Schlögl reaction-diffusion model both in and out of thermodynamic equilibrium. We demonstrate and quantify the importance of thermodynamic fluctuations to the formation of a two-dimensional Turing-like pattern and examine the effect of fluctuations on three-dimensional chemical front propagation. Furthermore, by comparing stochastic simulations to deterministic reaction-diffusion simulations, we show that fluctuations accelerate pattern formation in spatially homogeneous systems and lead to a qualitatively different disordered pattern behind a traveling wave.« less

Using stochastic cell division and death to probe minimal units of cellular replication

NASA Astrophysics Data System (ADS)

Chib, Savita; Das, Suman; Venkatesan, Soumya; Sai Narain Seshasayee, Aswin; Thattai, Mukund

2018-03-01

The invariant cell initiation mass measured in bacterial growth experiments has been interpreted as a minimal unit of cellular replication. Here we argue that the existence of such minimal units induces a coupling between the rates of stochastic cell division and death. To probe this coupling we tracked live and dead cells in Escherichia coli populations treated with a ribosome-targeting antibiotic. We find that the growth exponent from macroscopic cell growth or decay measurements can be represented as the difference of microscopic first-order cell division and death rates. The boundary between cell growth and decay, at which the number of live cells remains constant over time, occurs at the minimal inhibitory concentration (MIC) of the antibiotic. This state appears macroscopically static but is microscopically dynamic: division and death rates exactly cancel at MIC but each is remarkably high, reaching 60% of the antibiotic-free division rate. A stochastic model of cells as collections of minimal replicating units we term ‘widgets’ reproduces both steady-state and transient features of our experiments. Sub-cellular fluctuations of widget numbers stochastically drive each new daughter cell to one of two alternate fates, division or death. First-order division or death rates emerge as eigenvalues of a stationary Markov process, and can be expressed in terms of the widget’s molecular properties. High division and death rates at MIC arise due to low mean and high relative fluctuations of widget number. Isolating cells at the threshold of irreversible death might allow molecular characterization of this minimal replication unit.

A unified stochastic formulation of dissipative quantum dynamics. I. Generalized hierarchical equations

NASA Astrophysics Data System (ADS)

Hsieh, Chang-Yu; Cao, Jianshu

2018-01-01

We extend a standard stochastic theory to study open quantum systems coupled to a generic quantum environment. We exemplify the general framework by studying a two-level quantum system coupled bilinearly to the three fundamental classes of non-interacting particles: bosons, fermions, and spins. In this unified stochastic approach, the generalized stochastic Liouville equation (SLE) formally captures the exact quantum dissipations when noise variables with appropriate statistics for different bath models are applied. Anharmonic effects of a non-Gaussian bath are precisely encoded in the bath multi-time correlation functions that noise variables have to satisfy. Starting from the SLE, we devise a family of generalized hierarchical equations by averaging out the noise variables and expand bath multi-time correlation functions in a complete basis of orthonormal functions. The general hierarchical equations constitute systems of linear equations that provide numerically exact simulations of quantum dynamics. For bosonic bath models, our general hierarchical equation of motion reduces exactly to an extended version of hierarchical equation of motion which allows efficient simulation for arbitrary spectral densities and temperature regimes. Similar efficiency and flexibility can be achieved for the fermionic bath models within our formalism. The spin bath models can be simulated with two complementary approaches in the present formalism. (I) They can be viewed as an example of non-Gaussian bath models and be directly handled with the general hierarchical equation approach given their multi-time correlation functions. (II) Alternatively, each bath spin can be first mapped onto a pair of fermions and be treated as fermionic environments within the present formalism.

Comparing Lagrangian and Eulerian models for CO2 transport - a step towards Bayesian inverse modeling using WRF/STILT-VPRM

NASA Astrophysics Data System (ADS)

Pillai, D.; Gerbig, C.; Kretschmer, R.; Beck, V.; Karstens, U.; Neininger, B.; Heimann, M.

2012-10-01

We present simulations of atmospheric CO2 concentrations provided by two modeling systems, run at high spatial resolution: the Eulerian-based Weather Research Forecasting (WRF) model and the Lagrangian-based Stochastic Time-Inverted Lagrangian Transport (STILT) model, both of which are coupled to a diagnostic biospheric model, the Vegetation Photosynthesis and Respiration Model (VPRM). The consistency of the simulations is assessed with special attention paid to the details of horizontal as well as vertical transport and mixing of CO2 concentrations in the atmosphere. The dependence of model mismatch (Eulerian vs. Lagrangian) on models' spatial resolution is further investigated. A case study using airborne measurements during which two models showed large deviations from each other is analyzed in detail as an extreme case. Using aircraft observations and pulse release simulations, we identified differences in the representation of details in the interaction between turbulent mixing and advection through wind shear as the main cause of discrepancies between WRF and STILT transport at a spatial resolution such as 2 and 6 km. Based on observations and inter-model comparisons of atmospheric CO2 concentrations, we show that a refinement of the parameterization of turbulent velocity variance and Lagrangian time-scale in STILT is needed to achieve a better match between the Eulerian and the Lagrangian transport at such a high spatial resolution (e.g. 2 and 6 km). Nevertheless, the inter-model differences in simulated CO2 time series for a tall tower observatory at Ochsenkopf in Germany are about a factor of two smaller than the model-data mismatch and about a factor of three smaller than the mismatch between the current global model simulations and the data.

Uncertainty Assessment of the NASA Earth Exchange Global Daily Downscaled Climate Projections (NEX-GDDP) Dataset

NASA Technical Reports Server (NTRS)

Wang, Weile; Nemani, Ramakrishna R.; Michaelis, Andrew; Hashimoto, Hirofumi; Dungan, Jennifer L.; Thrasher, Bridget L.; Dixon, Keith W.

2016-01-01

The NASA Earth Exchange Global Daily Downscaled Projections (NEX-GDDP) dataset is comprised of downscaled climate projections that are derived from 21 General Circulation Model (GCM) runs conducted under the Coupled Model Intercomparison Project Phase 5 (CMIP5) and across two of the four greenhouse gas emissions scenarios (RCP4.5 and RCP8.5). Each of the climate projections includes daily maximum temperature, minimum temperature, and precipitation for the periods from 1950 through 2100 and the spatial resolution is 0.25 degrees (approximately 25 km x 25 km). The GDDP dataset has received warm welcome from the science community in conducting studies of climate change impacts at local to regional scales, but a comprehensive evaluation of its uncertainties is still missing. In this study, we apply the Perfect Model Experiment framework (Dixon et al. 2016) to quantify the key sources of uncertainties from the observational baseline dataset, the downscaling algorithm, and some intrinsic assumptions (e.g., the stationary assumption) inherent to the statistical downscaling techniques. We developed a set of metrics to evaluate downscaling errors resulted from bias-correction ("quantile-mapping"), spatial disaggregation, as well as the temporal-spatial non-stationarity of climate variability. Our results highlight the spatial disaggregation (or interpolation) errors, which dominate the overall uncertainties of the GDDP dataset, especially over heterogeneous and complex terrains (e.g., mountains and coastal area). In comparison, the temporal errors in the GDDP dataset tend to be more constrained. Our results also indicate that the downscaled daily precipitation also has relatively larger uncertainties than the temperature fields, reflecting the rather stochastic nature of precipitation in space. Therefore, our results provide insights in improving statistical downscaling algorithms and products in the future.

Compartmental and Spatial Rule-Based Modeling with Virtual Cell.

PubMed

Blinov, Michael L; Schaff, James C; Vasilescu, Dan; Moraru, Ion I; Bloom, Judy E; Loew, Leslie M

2017-10-03

In rule-based modeling, molecular interactions are systematically specified in the form of reaction rules that serve as generators of reactions. This provides a way to account for all the potential molecular complexes and interactions among multivalent or multistate molecules. Recently, we introduced rule-based modeling into the Virtual Cell (VCell) modeling framework, permitting graphical specification of rules and merger of networks generated automatically (using the BioNetGen modeling engine) with hand-specified reaction networks. VCell provides a number of ordinary differential equation and stochastic numerical solvers for single-compartment simulations of the kinetic systems derived from these networks, and agent-based network-free simulation of the rules. In this work, compartmental and spatial modeling of rule-based models has been implemented within VCell. To enable rule-based deterministic and stochastic spatial simulations and network-free agent-based compartmental simulations, the BioNetGen and NFSim engines were each modified to support compartments. In the new rule-based formalism, every reactant and product pattern and every reaction rule are assigned locations. We also introduce the rule-based concept of molecular anchors. This assures that any species that has a molecule anchored to a predefined compartment will remain in this compartment. Importantly, in addition to formulation of compartmental models, this now permits VCell users to seamlessly connect reaction networks derived from rules to explicit geometries to automatically generate a system of reaction-diffusion equations. These may then be simulated using either the VCell partial differential equations deterministic solvers or the Smoldyn stochastic simulator. Copyright © 2017 Biophysical Society. Published by Elsevier Inc. All rights reserved.

Bubonic plague: a metapopulation model of a zoonosis.

PubMed Central

Keeling, M J; Gilligan, C A

2000-01-01

Bubonic plague (Yersinia pestis) is generally thought of as a historical disease; however, it is still responsible for around 1000-3000 deaths each year worldwide. This paper expands the analysis of a model for bubonic plague that encompasses the disease dynamics in rat, flea and human populations. Some key variables of the deterministic model, including the force of infection to humans, are shown to be robust to changes in the basic parameters, although variation in the flea searching efficiency, and the movement rates of rats and fleas will be considered throughout the paper. The stochastic behaviour of the corresponding metapopulation model is discussed, with attention focused on the dynamics of rats and the force of infection at the local spatial scale. Short-lived local epidemics in rats govern the invasion of the disease and produce an irregular pattern of human cases similar to those observed. However, the endemic behaviour in a few rat subpopulations allows the disease to persist for many years. This spatial stochastic model is also used to identify the criteria for the spread to human populations in terms of the rat density. Finally, the full stochastic model is reduced to the form of a probabilistic cellular automaton, which allows the analysis of a large number of replicated epidemics in large populations. This simplified model enables us to analyse the spatial properties of rat epidemics and the effects of movement rates, and also to test whether the emergent metapopulation behaviour is a property of the local dynamics rather than the precise details of the model. PMID:11413636

Modelling ecosystem service flows under uncertainty with stochiastic SPAN

USGS Publications Warehouse

Johnson, Gary W.; Snapp, Robert R.; Villa, Ferdinando; Bagstad, Kenneth J.

2012-01-01

Ecosystem service models are increasingly in demand for decision making. However, the data required to run these models are often patchy, missing, outdated, or untrustworthy. Further, communication of data and model uncertainty to decision makers is often either absent or unintuitive. In this work, we introduce a systematic approach to addressing both the data gap and the difficulty in communicating uncertainty through a stochastic adaptation of the Service Path Attribution Networks (SPAN) framework. The SPAN formalism assesses ecosystem services through a set of up to 16 maps, which characterize the services in a study area in terms of flow pathways between ecosystems and human beneficiaries. Although the SPAN algorithms were originally defined deterministically, we present them here in a stochastic framework which combines probabilistic input data with a stochastic transport model in order to generate probabilistic spatial outputs. This enables a novel feature among ecosystem service models: the ability to spatially visualize uncertainty in the model results. The stochastic SPAN model can analyze areas where data limitations are prohibitive for deterministic models. Greater uncertainty in the model inputs (including missing data) should lead to greater uncertainty expressed in the model’s output distributions. By using Bayesian belief networks to fill data gaps and expert-provided trust assignments to augment untrustworthy or outdated information, we can account for uncertainty in input data, producing a model that is still able to run and provide information where strictly deterministic models could not. Taken together, these attributes enable more robust and intuitive modelling of ecosystem services under uncertainty.

Modelling emission turbulence-radiation interaction by using a hybrid flamelet/stochastic Eulerian field method

NASA Astrophysics Data System (ADS)

Consalvi, Jean-Louis

2017-01-01

The time-averaged Radiative Transfer Equation (RTE) introduces two unclosed terms, known as `absorption Turbulence Radiation Interaction (TRI)' and `emission TRI'. Emission TRI is related to the non-linear coupling between fluctuations of the absorption coefficient and fluctuations of the Planck function and can be described without introduction any approximation by using a transported PDF method. In this study, a hybrid flamelet/ Stochastic Eulerian Field Model is used to solve the transport equation of the one-point one-time PDF. In this formulation, the steady laminar flamelet model (SLF) is coupled to a joint Probability Density Function (PDF) of mixture fraction, enthalpy defect, scalar dissipation rate, and soot quantities and the PDF transport equation is solved by using a Stochastic Eulerian Field (SEF) method. Soot production is modeled by a semi-empirical model and the spectral dependence of the radiatively participating species, namely combustion products and soot, are computed by using a Narrow Band Correlated-k (NBCK) model. The model is applied to simulate an ethylene/methane turbulent jet flame burning in an oxygen-enriched environment. Model results are compared with the experiments and the effects of taken into account Emission TRI on flame structure, soot production and radiative loss are discussed.

Stochasticity and Spatial Interaction Govern Stem Cell Differentiation Dynamics

NASA Astrophysics Data System (ADS)

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

2015-07-01

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

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.

Simple, Fast and Accurate Implementation of the Diffusion Approximation Algorithm for Stochastic Ion Channels with Multiple States

PubMed Central

Orio, Patricio; Soudry, Daniel

2012-01-01

Background The phenomena that emerge from the interaction of the stochastic opening and closing of ion channels (channel noise) with the non-linear neural dynamics are essential to our understanding of the operation of the nervous system. The effects that channel noise can have on neural dynamics are generally studied using numerical simulations of stochastic models. Algorithms based on discrete Markov Chains (MC) seem to be the most reliable and trustworthy, but even optimized algorithms come with a non-negligible computational cost. Diffusion Approximation (DA) methods use Stochastic Differential Equations (SDE) to approximate the behavior of a number of MCs, considerably speeding up simulation times. However, model comparisons have suggested that DA methods did not lead to the same results as in MC modeling in terms of channel noise statistics and effects on excitability. Recently, it was shown that the difference arose because MCs were modeled with coupled gating particles, while the DA was modeled using uncoupled gating particles. Implementations of DA with coupled particles, in the context of a specific kinetic scheme, yielded similar results to MC. However, it remained unclear how to generalize these implementations to different kinetic schemes, or whether they were faster than MC algorithms. Additionally, a steady state approximation was used for the stochastic terms, which, as we show here, can introduce significant inaccuracies. Main Contributions We derived the SDE explicitly for any given ion channel kinetic scheme. The resulting generic equations were surprisingly simple and interpretable – allowing an easy, transparent and efficient DA implementation, avoiding unnecessary approximations. The algorithm was tested in a voltage clamp simulation and in two different current clamp simulations, yielding the same results as MC modeling. Also, the simulation efficiency of this DA method demonstrated considerable superiority over MC methods, except when short time steps or low channel numbers were used. PMID:22629320

A well-posed and stable stochastic Galerkin formulation of the incompressible Navier–Stokes equations with random data

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

Pettersson, Per, E-mail: per.pettersson@uib.no; Nordström, Jan, E-mail: jan.nordstrom@liu.se; Doostan, Alireza, E-mail: alireza.doostan@colorado.edu

2016-02-01

We present a well-posed stochastic Galerkin formulation of the incompressible Navier–Stokes equations with uncertainty in model parameters or the initial and boundary conditions. The stochastic Galerkin method involves representation of the solution through generalized polynomial chaos expansion and projection of the governing equations onto stochastic basis functions, resulting in an extended system of equations. A relatively low-order generalized polynomial chaos expansion is sufficient to capture the stochastic solution for the problem considered. We derive boundary conditions for the continuous form of the stochastic Galerkin formulation of the velocity and pressure equations. The resulting problem formulation leads to an energy estimatemore » for the divergence. With suitable boundary data on the pressure and velocity, the energy estimate implies zero divergence of the velocity field. Based on the analysis of the continuous equations, we present a semi-discretized system where the spatial derivatives are approximated using finite difference operators with a summation-by-parts property. With a suitable choice of dissipative boundary conditions imposed weakly through penalty terms, the semi-discrete scheme is shown to be stable. Numerical experiments in the laminar flow regime corroborate the theoretical results and we obtain high-order accurate results for the solution variables and the velocity divergence converges to zero as the mesh is refined.« less

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

PubMed

Barber, Jared; Tanase, Roxana; Yotov, Ivan

2016-06-01

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

Modeling synchronization in networks of delay-coupled fiber ring lasers.

PubMed

Lindley, Brandon S; Schwartz, Ira B

2011-11-21

We study the onset of synchronization in a network of N delay-coupled stochastic fiber ring lasers with respect to various parameters when the coupling power is weak. In particular, for groups of three or more ring lasers mutually coupled to a central hub laser, we demonstrate a robust tendency toward out-of-phase (achronal) synchronization between the N-1 outer lasers and the single inner laser. In contrast to the achronal synchronization, we find the outer lasers synchronize with zero-lag (isochronal) with respect to each other, thus forming a set of N-1 coherent fiber lasers. © 2011 Optical Society of America

Model reduction for slow–fast stochastic systems with metastable behaviour

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

Bruna, Maria, E-mail: bruna@maths.ox.ac.uk; Computational Science Laboratory, Microsoft Research, Cambridge CB1 2FB; Chapman, S. Jonathan

2014-05-07

The quasi-steady-state approximation (or stochastic averaging principle) is a useful tool in the study of multiscale stochastic systems, giving a practical method by which to reduce the number of degrees of freedom in a model. The method is extended here to slow–fast systems in which the fast variables exhibit metastable behaviour. The key parameter that determines the form of the reduced model is the ratio of the timescale for the switching of the fast variables between metastable states to the timescale for the evolution of the slow variables. The method is illustrated with two examples: one from biochemistry (a fast-species-mediatedmore » chemical switch coupled to a slower varying species), and one from ecology (a predator–prey system). Numerical simulations of each model reduction are compared with those of the full system.« less

On the origins of approximations for stochastic chemical kinetics.

PubMed

Haseltine, Eric L; Rawlings, James B

2005-10-22

This paper considers the derivation of approximations for stochastic chemical kinetics governed by the discrete master equation. Here, the concepts of (1) partitioning on the basis of fast and slow reactions as opposed to fast and slow species and (2) conditional probability densities are used to derive approximate, partitioned master equations, which are Markovian in nature, from the original master equation. Under different conditions dictated by relaxation time arguments, such approximations give rise to both the equilibrium and hybrid (deterministic or Langevin equations coupled with discrete stochastic simulation) approximations previously reported. In addition, the derivation points out several weaknesses in previous justifications of both the hybrid and equilibrium systems and demonstrates the connection between the original and approximate master equations. Two simple examples illustrate situations in which these two approximate methods are applicable and demonstrate the two methods' efficiencies.

Stochastic ice stream dynamics

PubMed Central

Bertagni, Matteo Bernard; Ridolfi, Luca

2016-01-01

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

A common stochastic accumulator with effector-dependent noise can explain eye-hand coordination

PubMed Central

Gopal, Atul; Viswanathan, Pooja

2015-01-01

The computational architecture that enables the flexible coupling between otherwise independent eye and hand effector systems is not understood. By using a drift diffusion framework, in which variability of the reaction time (RT) distribution scales with mean RT, we tested the ability of a common stochastic accumulator to explain eye-hand coordination. Using a combination of behavior, computational modeling and electromyography, we show how a single stochastic accumulator to threshold, followed by noisy effector-dependent delays, explains eye-hand RT distributions and their correlation, while an alternate independent, interactive eye and hand accumulator model does not. Interestingly, the common accumulator model did not explain the RT distributions of the same subjects when they made eye and hand movements in isolation. Taken together, these data suggest that a dedicated circuit underlies coordinated eye-hand planning. PMID:25568161

A game-theoretic method for cross-layer stochastic resilient control design in CPS

NASA Astrophysics Data System (ADS)

Shen, Jiajun; Feng, Dongqin

2018-03-01

In this paper, the cross-layer security problem of cyber-physical system (CPS) is investigated from the game-theoretic perspective. Physical dynamics of plant is captured by stochastic differential game with cyber-physical influence being considered. The sufficient and necessary condition for the existence of state-feedback equilibrium strategies is given. The attack-defence cyber interactions are formulated by a Stackelberg game intertwined with stochastic differential game in physical layer. The condition such that the Stackelberg equilibrium being unique and the corresponding analytical solutions are both provided. An algorithm is proposed for obtaining hierarchical security strategy by solving coupled games, which ensures the operational normalcy and cyber security of CPS subject to uncertain disturbance and unexpected cyberattacks. Simulation results are given to show the effectiveness and performance of the proposed algorithm.

DG-IMEX Stochastic Galerkin Schemes for Linear Transport Equation with Random Inputs and Diffusive Scalings

DOE PAGES

Chen, Zheng; Liu, Liu; Mu, Lin

2017-05-03

In this paper, we consider the linear transport equation under diffusive scaling and with random inputs. The method is based on the generalized polynomial chaos approach in the stochastic Galerkin framework. Several theoretical aspects will be addressed. Additionally, a uniform numerical stability with respect to the Knudsen number ϵ, and a uniform in ϵ error estimate is given. For temporal and spatial discretizations, we apply the implicit–explicit scheme under the micro–macro decomposition framework and the discontinuous Galerkin method, as proposed in Jang et al. (SIAM J Numer Anal 52:2048–2072, 2014) for deterministic problem. Lastly, we provide a rigorous proof ofmore » the stochastic asymptotic-preserving (sAP) property. Extensive numerical experiments that validate the accuracy and sAP of the method are conducted.« less

Improved Climate Simulations through a Stochastic Parameterization of Ocean Eddies

NASA Astrophysics Data System (ADS)

Williams, Paul; Howe, Nicola; Gregory, Jonathan; Smith, Robin; Joshi, Manoj

2016-04-01

In climate simulations, the impacts of the sub-grid scales on the resolved scales are conventionally represented using deterministic closure schemes, which assume that the impacts are uniquely determined by the resolved scales. Stochastic parameterization relaxes this assumption, by sampling the sub-grid variability in a computationally inexpensive manner. This presentation shows that the simulated climatological state of the ocean is improved in many respects by implementing a simple stochastic parameterization of ocean eddies into a coupled atmosphere-ocean general circulation model. Simulations from a high-resolution, eddy-permitting ocean model are used to calculate the eddy statistics needed to inject realistic stochastic noise into a low-resolution, non-eddy-permitting version of the same model. A suite of four stochastic experiments is then run to test the sensitivity of the simulated climate to the noise definition, by varying the noise amplitude and decorrelation time within reasonable limits. The addition of zero-mean noise to the ocean temperature tendency is found to have a non-zero effect on the mean climate. Specifically, in terms of the ocean temperature and salinity fields both at the surface and at depth, the noise reduces many of the biases in the low-resolution model and causes it to more closely resemble the high-resolution model. The variability of the strength of the global ocean thermohaline circulation is also improved. It is concluded that stochastic ocean perturbations can yield reductions in climate model error that are comparable to those obtained by refining the resolution, but without the increased computational cost. Therefore, stochastic parameterizations of ocean eddies have the potential to significantly improve climate simulations. Reference PD Williams, NJ Howe, JM Gregory, RS Smith, and MM Joshi (2016) Improved Climate Simulations through a Stochastic Parameterization of Ocean Eddies. Journal of Climate, under revision.

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.

Particle model for optical noisy image recovery via stochastic resonance

NASA Astrophysics Data System (ADS)

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

2017-10-01

We propose a particle model for investigating the optical noisy image recovery via stochastic resonance. The light propagating in nonlinear media is regarded as moving particles, which are used for analyzing the nonlinear coupling of signal and noise. Owing to nonlinearity, a signal seeds a potential to reinforce itself at the expense of noise. The applied electric field, noise intensity, and correlation length are important parameters that influence the recovery effects. The noise-hidden image with the signal-to-noise intensity ratio of 1:30 is successfully restored and an optimal cross-correlation gain of 6.1 is theoretically obtained.

Dissecting the multi-scale spatial relationship of earthworm assemblages with soil environmental variability.

PubMed

Jiménez, Juan J; Decaëns, Thibaud; Lavelle, Patrick; Rossi, Jean-Pierre

2014-12-05

Studying the drivers and determinants of species, population and community spatial patterns is central to ecology. The observed structure of community assemblages is the result of deterministic abiotic (environmental constraints) and biotic factors (positive and negative species interactions), as well as stochastic colonization events (historical contingency). We analyzed the role of multi-scale spatial component of soil environmental variability in structuring earthworm assemblages in a gallery forest from the Colombian "Llanos". We aimed to disentangle the spatial scales at which species assemblages are structured and determine whether these scales matched those expressed by soil environmental variables. We also tested the hypothesis of the "single tree effect" by exploring the spatial relationships between root-related variables and soil nutrient and physical variables in structuring earthworm assemblages. Multivariate ordination techniques and spatially explicit tools were used, namely cross-correlograms, Principal Coordinates of Neighbor Matrices (PCNM) and variation partitioning analyses. The relationship between the spatial organization of earthworm assemblages and soil environmental parameters revealed explicitly multi-scale responses. The soil environmental variables that explained nested population structures across the multi-spatial scale gradient differed for earthworms and assemblages at the very-fine- (<10 m) to medium-scale (10-20 m). The root traits were correlated with areas of high soil nutrient contents at a depth of 0-5 cm. Information on the scales of PCNM variables was obtained using variogram modeling. Based on the size of the plot, the PCNM variables were arbitrarily allocated to medium (>30 m), fine (10-20 m) and very fine scales (<10 m). Variation partitioning analysis revealed that the soil environmental variability explained from less than 1% to as much as 48% of the observed earthworm spatial variation. A large proportion of the spatial variation did not depend on the soil environmental variability for certain species. This finding could indicate the influence of contagious biotic interactions, stochastic factors, or unmeasured relevant soil environmental variables.

The stochastic energy-Casimir method

NASA Astrophysics Data System (ADS)

Arnaudon, Alexis; Ganaba, Nader; Holm, Darryl D.

2018-04-01

In this paper, we extend the energy-Casimir stability method for deterministic Lie-Poisson Hamiltonian systems to provide sufficient conditions for stability in probability of stochastic dynamical systems with symmetries. We illustrate this theory with classical examples of coadjoint motion, including the rigid body, the heavy top, and the compressible Euler equation in two dimensions. The main result is that stable deterministic equilibria remain stable in probability up to a certain stopping time that depends on the amplitude of the noise for finite-dimensional systems and on the amplitude of the spatial derivative of the noise for infinite-dimensional systems. xml:lang="fr"

Prediction of nonlinear evolution character of energetic-particle-driven instabilities

DOE PAGES

Duarte, Vinicius N.; Berk, H. L.; Gorelenkov, N. N.; ...

2017-03-17

A general criterion is proposed and found to successfully predict the emergence of chirping oscillations of unstable Alfvénic eigenmodes in tokamak plasma experiments. The model includes realistic eigenfunction structure, detailed phase-space dependences of the instability drive, stochastic scattering and the Coulomb drag. The stochastic scattering combines the effects of collisional pitch angle scattering and micro-turbulence spatial diffusion. Furthermore, the latter mechanism is essential to accurately identify the transition between the fixed-frequency mode behavior and rapid chirping in tokamaks and to resolve the disparity with respect to chirping observation in spherical and conventional tokamaks.

Prediction of nonlinear evolution character of energetic-particle-driven instabilities

NASA Astrophysics Data System (ADS)

Duarte, V. N.; Berk, H. L.; Gorelenkov, N. N.; Heidbrink, W. W.; Kramer, G. J.; Nazikian, R.; Pace, D. C.; Podestà, M.; Tobias, B. J.; Van Zeeland, M. A.

2017-05-01

A general criterion is proposed and found to successfully predict the emergence of chirping oscillations of unstable Alfvénic eigenmodes in tokamak plasma experiments. The model includes realistic eigenfunction structure, detailed phase-space dependences of the instability drive, stochastic scattering and the Coulomb drag. The stochastic scattering combines the effects of collisional pitch angle scattering and micro-turbulence spatial diffusion. The latter mechanism is essential to accurately identify the transition between the fixed-frequency mode behavior and rapid chirping in tokamaks and to resolve the disparity with respect to chirping observation in spherical and conventional tokamaks.

Sources and Sinks: A Stochastic Model of Evolution in Heterogeneous Environments

NASA Astrophysics Data System (ADS)

Hermsen, Rutger; Hwa, Terence

2010-12-01

We study evolution driven by spatial heterogeneity in a stochastic model of source-sink ecologies. A sink is a habitat where mortality exceeds reproduction so that a local population persists only due to immigration from a source. Immigrants can, however, adapt to conditions in the sink by mutation. To characterize the adaptation rate, we derive expressions for the first arrival time of adapted mutants. The joint effects of migration, mutation, birth, and death result in two distinct parameter regimes. These results may pertain to the rapid evolution of drug-resistant pathogens and insects.

Stochastic Analysis and Probabilistic Downscaling of Soil Moisture

NASA Astrophysics Data System (ADS)

Deshon, J. P.; Niemann, J. D.; Green, T. R.; Jones, A. S.

2017-12-01

Soil moisture is a key variable for rainfall-runoff response estimation, ecological and biogeochemical flux estimation, and biodiversity characterization, each of which is useful for watershed condition assessment. These applications require not only accurate, fine-resolution soil-moisture estimates but also confidence limits on those estimates and soil-moisture patterns that exhibit realistic statistical properties (e.g., variance and spatial correlation structure). The Equilibrium Moisture from Topography, Vegetation, and Soil (EMT+VS) model downscales coarse-resolution (9-40 km) soil moisture from satellite remote sensing or land-surface models to produce fine-resolution (10-30 m) estimates. The model was designed to produce accurate deterministic soil-moisture estimates at multiple points, but the resulting patterns do not reproduce the variance or spatial correlation of observed soil-moisture patterns. The primary objective of this research is to generalize the EMT+VS model to produce a probability density function (pdf) for soil moisture at each fine-resolution location and time. Each pdf has a mean that is equal to the deterministic soil-moisture estimate, and the pdf can be used to quantify the uncertainty in the soil-moisture estimates and to simulate soil-moisture patterns. Different versions of the generalized model are hypothesized based on how uncertainty enters the model, whether the uncertainty is additive or multiplicative, and which distributions describe the uncertainty. These versions are then tested by application to four catchments with detailed soil-moisture observations (Tarrawarra, Satellite Station, Cache la Poudre, and Nerrigundah). The performance of the generalized models is evaluated by comparing the statistical properties of the simulated soil-moisture patterns to those of the observations and the deterministic EMT+VS model. The versions of the generalized EMT+VS model with normally distributed stochastic components produce soil-moisture patterns with more realistic statistical properties than the deterministic model. Additionally, the results suggest that the variance and spatial correlation of the stochastic soil-moisture variations do not vary consistently with the spatial-average soil moisture.

The Shale Hills Sensorium for Embedded Sensors, Simulation, & Visualization: A Prototype for Land-Vegetation-Atmosphere Interactions

NASA Astrophysics Data System (ADS)

Duffy, C.

2008-12-01

The future of environmental observing systems will utilize embedded sensor networks with continuous real- time measurement of hydrologic, atmospheric, biogeochemical, and ecological variables across diverse terrestrial environments. Embedded environmental sensors, benefitting from advances in information sciences, networking technology, materials science, computing capacity, and data synthesis methods, are undergoing revolutionary change. It is now possible to field spatially-distributed, multi-node sensor networks that provide density and spatial coverage previously accessible only via numerical simulation. At the same time, computational tools are advancing rapidly to the point where it is now possible to simulate the physical processes controlling individual parcels of water and solutes through the complete terrestrial water cycle. Our goal for the Penn State Critical Zone Observatory is to apply environmental sensor arrays, integrated hydrologic models, and state-of-the-art visualization deployed and coordinated at a testbed within the Penn State Experimental Forest. The Shale Hills Hydro_Sensorium prototype proposed here is designed to observe land-atmosphere interactions in four-dimensional (space and time). The term Hydro_Sensorium implies the totality of physical sensors, models and visualization tools that allow us to perceive the detailed space and time complexities of the water and energy cycle for a watershed or river basin for all physical states and fluxes (groundwater, soil moisture, temperature, streamflow, latent heat, snowmelt, chemistry, isotopes etc.). This research will ultimately catalyze the study of complex interactions between the land surface, subsurface, biological and atmospheric systems over a broad range of scales. The sensor array would be real-time and fully controllable by remote users for "computational steering" and data fusion. Presently fully-coupled physical models are being developed that link the atmosphere-land-vegetation-subsurface system into a fully-coupled distributed system. During the last 5 years the Penn State Integrated Hydrologic Modeling System has been under development as an open-source community modeling project funded by NSF EAR/GEO and NSF CBET/ENG. PIHM represents a strategy for the formulation and solution of fully-coupled process equations at the watershed and river basin scales, and includes a tightly coupled GIS tool for data handling, domain decomposition, optimal unstructured grid generation, and model parameterization. The sensor and simulation system has the following elements: 1) extensive, spatially-distributed, non- invasive, smart sensor networks to gather massive geologic, hydrologic, and geochemical data; 2) stochastic information fusion methods; 3) spatially-explicit multiphysics models/solutions of the land-vegetation- atmosphere system; and 4) asynchronous, parallel/distributed, adaptive algorithms for rapidly simulating the states of a basin at high resolution, 5) signal processing tools for data mining and parameter estimation, and 6) visualization tools. The prototype proposed sensor array and simulation system proposed here will offer a coherent new approach to environmental predictions with a fully integrated observing system design. We expect that the Shale Hills Hydro_Sensorium may provide the needed synthesis of information and conceptualization necessary to advance predictive understanding in complex hydrologic systems.

Scattering (stochastic) recoupling of a coupled ten-stripe AlGaAs-GaAs-InGaAs quantum-well heterostructure laser

NASA Astrophysics Data System (ADS)

Kellogg, D. A.; Holonyak, N.

2001-04-01

Data are presented on coupled ten-stripe AlGaAs-GaAs-InGaAs quantum well heterostructure (QWH) lasers recoupled stochastically at the cleaved end mirrors. Recoupling of neighboring elements of a ten-stripe laser is accomplished by the scattering (random feedback) afforded by applying ˜10-μm-diam Al powder or 0.3 μm α-Al2O3 polishing compound in microscopy immersion oil or in epoxy at the cleaved ends (mirrors). Data on QWH samples with the end mirrors coated with the scatterer (Al or Al2O3 powder in "liquid") exhibit spectral and far-field broadening, as well as increased laser threshold because of the reduced cavity Q. Single mode operation is possible with the conventional evanescent wave coupling of the ten-stripe QWH and is destroyed, even the laser operation itself, with the scattering recoupling (dephasing) at the end mirrors, which is reversible (removable). The narrow ten-stripe QWH laser with strong end-mirror scattering, a long amplifier with random feedback, indicates that a photopumped III-V or II-VI powder (a random "wall" cavity) has little or no merit.

Validation of the Jarzynski relation for a system with strong thermal coupling: an isothermal ideal gas model.

PubMed

Baule, A; Evans, R M L; Olmsted, P D

2006-12-01

We revisit the paradigm of an ideal gas under isothermal conditions. A moving piston performs work on an ideal gas in a container that is strongly coupled to a heat reservoir. The thermal coupling is modeled by stochastic scattering at the boundaries. In contrast to recent studies of an adiabatic ideal gas with a piston [R.C. Lua and A.Y. Grosberg, J. Phys. Chem. B 109, 6805 (2005); I. Bena, Europhys. Lett. 71, 879 (2005)], the container and piston stay in contact with the heat bath during the work process. Under this condition the heat reservoir as well as the system depend on the work parameter lambda and microscopic reversibility is broken for a moving piston. Our model is thus not included in the class of systems for which the nonequilibrium work theorem has been derived rigorously either by Hamiltonian [C. Jarzynski, J. Stat. Mech. (2004) P09005] or stochastic methods [G.E. Crooks, J. Stat. Phys. 90, 1481 (1998)]. Nevertheless the validity of the nonequilibrium work theorem is confirmed both numerically for a wide range of parameter values and analytically in the limit of a very fast moving piston, i.e., in the far nonequilibrium regime.

Stochastic lattice model of synaptic membrane protein domains.

PubMed

Li, Yiwei; Kahraman, Osman; Haselwandter, Christoph A

2017-05-01

Neurotransmitter receptor molecules, concentrated in synaptic membrane domains along with scaffolds and other kinds of proteins, are crucial for signal transmission across chemical synapses. In common with other membrane protein domains, synaptic domains are characterized by low protein copy numbers and protein crowding, with rapid stochastic turnover of individual molecules. We study here in detail a stochastic lattice model of the receptor-scaffold reaction-diffusion dynamics at synaptic domains that was found previously to capture, at the mean-field level, the self-assembly, stability, and characteristic size of synaptic domains observed in experiments. We show that our stochastic lattice model yields quantitative agreement with mean-field models of nonlinear diffusion in crowded membranes. Through a combination of analytic and numerical solutions of the master equation governing the reaction dynamics at synaptic domains, together with kinetic Monte Carlo simulations, we find substantial discrepancies between mean-field and stochastic models for the reaction dynamics at synaptic domains. Based on the reaction and diffusion properties of synaptic receptors and scaffolds suggested by previous experiments and mean-field calculations, we show that the stochastic reaction-diffusion dynamics of synaptic receptors and scaffolds provide a simple physical mechanism for collective fluctuations in synaptic domains, the molecular turnover observed at synaptic domains, key features of the observed single-molecule trajectories, and spatial heterogeneity in the effective rates at which receptors and scaffolds are recycled at the cell membrane. Our work sheds light on the physical mechanisms and principles linking the collective properties of membrane protein domains to the stochastic dynamics that rule their molecular components.

Stochastic resonance on a modular neuronal network of small-world subnetworks with a subthreshold pacemaker

NASA Astrophysics Data System (ADS)

Yu, Haitao; Wang, Jiang; Liu, Chen; Deng, Bin; Wei, Xile

2011-12-01

We study the phenomenon of stochastic resonance on a modular neuronal network consisting of several small-world subnetworks with a subthreshold periodic pacemaker. Numerical results show that the correlation between the pacemaker frequency and the dynamical response of the network is resonantly dependent on the intensity of additive spatiotemporal noise. This effect of pacemaker-driven stochastic resonance of the system depends extensively on the local and the global network structure, such as the intra- and inter-coupling strengths, rewiring probability of individual small-world subnetwork, the number of links between different subnetworks, and the number of subnetworks. All these parameters play a key role in determining the ability of the network to enhance the noise-induced outreach of the localized subthreshold pacemaker, and only they bounded to a rather sharp interval of values warrant the emergence of the pronounced stochastic resonance phenomenon. Considering the rather important role of pacemakers in real-life, the presented results could have important implications for many biological processes that rely on an effective pacemaker for their proper functioning.

On the spatial decorrelation of stochastic solar resource variability at long timescales

DOE PAGES

Perez, Marc J. R.; Fthenakis, Vasilis M.

2015-05-16

Understanding the spatial and temporal characteristics of solar resource variability is important because it helps inform the discussion surrounding the merits of geographic dispersion and subsequent electrical interconnection of photovoltaics as part of a portfolio of future solutions for coping with this variability. The unpredictable resource variability arising from the stochastic nature of meteorological phenomena (from the passage of clouds to the movement of weather systems) is of most concern for achieving high PV penetration because unlike the passage of seasons or the shift from day to night, the uncertainty makes planning a challenge. A suitable proxy for unpredictable solarmore » resource variability at any given location is the series of variations in the clearness index from one time period to the next because the clearness index is largely independent of the predictable influence of solar geometry. At timescales shorter than one day, the correlation between these variations in clearness index at pairs of distinct geographic locations decreases with spatial extent and with timescale. As the aggregate variability across N decorrelated locations decreases as 1/√N, identifying the distance required to achieve this decorrelation is critical to quantifying the expected reduction in variability from geographic dispersion.« less

Invasive advance of an advantageous mutation: nucleation theory.

PubMed

O'Malley, Lauren; Basham, James; Yasi, Joseph A; Korniss, G; Allstadt, Andrew; Caraco, Thomas

2006-12-01

For sedentary organisms with localized reproduction, spatially clustered growth drives the invasive advance of a favorable mutation. We model competition between two alleles where recurrent mutation introduces a genotype with a rate of local propagation exceeding the resident's rate. We capture ecologically important properties of the rare invader's stochastic dynamics by assuming discrete individuals and local neighborhood interactions. To understand how individual-level processes may govern population patterns, we invoke the physical theory for nucleation of spatial systems. Nucleation theory discriminates between single-cluster and multi-cluster dynamics. A sufficiently low mutation rate, or a sufficiently small environment, generates single-cluster dynamics, an inherently stochastic process; a favorable mutation advances only if the invader cluster reaches a critical radius. For this mode of invasion, we identify the probability distribution of waiting times until the favored allele advances to competitive dominance, and we ask how the critical cluster size varies as propagation or mortality rates vary. Increasing the mutation rate or system size generates multi-cluster invasion, where spatial averaging produces nearly deterministic global dynamics. For this process, an analytical approximation from nucleation theory, called Avrami's Law, describes the time-dependent behavior of the genotype densities with remarkable accuracy.

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.

Generalization of one-dimensional solute transport: A stochastic-convective flow conceptualization

NASA Astrophysics Data System (ADS)

Simmons, C. S.

1986-04-01

A stochastic-convective representation of one-dimensional solute transport is derived. It is shown to conceptually encompass solutions of the conventional convection-dispersion equation. This stochastic approach, however, does not rely on the assumption that dispersive flux satisfies Fick's diffusion law. Observable values of solute concentration and flux, which together satisfy a conservation equation, are expressed as expectations over a flow velocity ensemble, representing the inherent random processess that govern dispersion. Solute concentration is determined by a Lagrangian pdf for random spatial displacements, while flux is determined by an equivalent Eulerian pdf for random travel times. A condition for such equivalence is derived for steady nonuniform flow, and it is proven that both Lagrangian and Eulerian pdfs are required to account for specified initial and boundary conditions on a global scale. Furthermore, simplified modeling of transport is justified by proving that an ensemble of effectively constant velocities always exists that constitutes an equivalent representation. An example of how a two-dimensional transport problem can be reduced to a single-dimensional stochastic viewpoint is also presented to further clarify concepts.

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.

A Macroscopic Multifractal Analysis of Parabolic Stochastic PDEs

NASA Astrophysics Data System (ADS)

Khoshnevisan, Davar; Kim, Kunwoo; Xiao, Yimin

2018-05-01

It is generally argued that the solution to a stochastic PDE with multiplicative noise—such as \\dot{u}= 1/2 u''+uξ, where {ξ} denotes space-time white noise—routinely produces exceptionally-large peaks that are "macroscopically multifractal." See, for example, Gibbon and Doering (Arch Ration Mech Anal 177:115-150, 2005), Gibbon and Titi (Proc R Soc A 461:3089-3097, 2005), and Zimmermann et al. (Phys Rev Lett 85(17):3612-3615, 2000). A few years ago, we proved that the spatial peaks of the solution to the mentioned stochastic PDE indeed form a random multifractal in the macroscopic sense of Barlow and Taylor (J Phys A 22(13):2621-2626, 1989; Proc Lond Math Soc (3) 64:125-152, 1992). The main result of the present paper is a proof of a rigorous formulation of the assertion that the spatio-temporal peaks of the solution form infinitely-many different multifractals on infinitely-many different scales, which we sometimes refer to as "stretch factors." A simpler, though still complex, such structure is shown to also exist for the constant-coefficient version of the said stochastic PDE.

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.

A Macroscopic Multifractal Analysis of Parabolic Stochastic PDEs

NASA Astrophysics Data System (ADS)

Khoshnevisan, Davar; Kim, Kunwoo; Xiao, Yimin

2018-04-01

It is generally argued that the solution to a stochastic PDE with multiplicative noise—such as \\dot{u}= 1/2 u''+uξ, where {ξ} denotes space-time white noise—routinely produces exceptionally-large peaks that are "macroscopically multifractal." See, for example, Gibbon and Doering (Arch Ration Mech Anal 177:115-150, 2005), Gibbon and Titi (Proc R Soc A 461:3089-3097, 2005), and Zimmermann et al. (Phys Rev Lett 85(17):3612-3615, 2000). A few years ago, we proved that the spatial peaks of the solution to the mentioned stochastic PDE indeed form a random multifractal in the macroscopic sense of Barlow and Taylor (J Phys A 22(13):2621-2626, 1989; Proc Lond Math Soc (3) 64:125-152, 1992). The main result of the present paper is a proof of a rigorous formulation of the assertion that the spatio-temporal peaks of the solution form infinitely-many different multifractals on infinitely-many different scales, which we sometimes refer to as "stretch factors." A simpler, though still complex, such structure is shown to also exist for the constant-coefficient version of the said stochastic PDE.

A generalized electron energy probability function for inductively coupled plasmas under conditions of nonlocal electron kinetics

NASA Astrophysics Data System (ADS)

Mouchtouris, S.; Kokkoris, G.

2018-01-01

A generalized equation for the electron energy probability function (EEPF) of inductively coupled Ar plasmas is proposed under conditions of nonlocal electron kinetics and diffusive cooling. The proposed equation describes the local EEPF in a discharge and the independent variable is the kinetic energy of electrons. The EEPF consists of a bulk and a depleted tail part and incorporates the effect of the plasma potential, Vp, and pressure. Due to diffusive cooling, the break point of the EEPF is eVp. The pressure alters the shape of the bulk and the slope of the tail part. The parameters of the proposed EEPF are extracted by fitting to measure EEPFs (at one point in the reactor) at different pressures. By coupling the proposed EEPF with a hybrid plasma model, measurements in the gaseous electronics conference reference reactor concerning (a) the electron density and temperature and the plasma potential, either spatially resolved or at different pressure (10-50 mTorr) and power, and (b) the ion current density of the electrode, are well reproduced. The effect of the choice of the EEPF on the results is investigated by a comparison to an EEPF coming from the Boltzmann equation (local electron kinetics approach) and to a Maxwellian EEPF. The accuracy of the results and the fact that the proposed EEPF is predefined renders its use a reliable alternative with a low computational cost compared to stochastic electron kinetic models at low pressure conditions, which can be extended to other gases and/or different electron heating mechanisms.

A Coupled 2 × 2D Babcock-Leighton Solar Dynamo Model. II. Reference Dynamo Solutions

NASA Astrophysics Data System (ADS)

Lemerle, Alexandre; Charbonneau, Paul

2017-01-01

In this paper we complete the presentation of a new hybrid 2 × 2D flux transport dynamo (FTD) model of the solar cycle based on the Babcock-Leighton mechanism of poloidal magnetic field regeneration via the surface decay of bipolar magnetic regions (BMRs). This hybrid model is constructed by allowing the surface flux transport (SFT) simulation described in Lemerle et al. to provide the poloidal source term to an axisymmetric FTD simulation defined in a meridional plane, which in turn generates the BMRs required by the SFT. A key aspect of this coupling is the definition of an emergence function describing the probability of BMR emergence as a function of the spatial distribution of the internal axisymmetric magnetic field. We use a genetic algorithm to calibrate this function, together with other model parameters, against observed cycle 21 emergence data. We present a reference dynamo solution reproducing many solar cycle characteristics, including good hemispheric coupling, phase relationship between the surface dipole and the BMR-generating internal field, and correlation between dipole strength at cycle maximum and peak amplitude of the next cycle. The saturation of the cycle amplitude takes place through the quenching of the BMR tilt as a function of the internal field. The observed statistical scatter about the mean BMR tilt, built into the model, acts as a source of stochasticity which dominates amplitude fluctuations. The model thus can produce Dalton-like epochs of strongly suppressed cycle amplitude lasting a few cycles and can even shut off entirely following an unfavorable sequence of emergence events.

Stochastic Industrial Source Detection Using Lower Cost Methods

NASA Astrophysics Data System (ADS)

Thoma, E.; George, I. J.; Brantley, H.; Deshmukh, P.; Cansler, J.; Tang, W.

2017-12-01

Hazardous air pollutants (HAPs) can be emitted from a variety of sources in industrial facilities, energy production, and commercial operations. Stochastic industrial sources (SISs) represent a subcategory of emissions from fugitive leaks, variable area sources, malfunctioning processes, and improperly controlled operations. From the shared perspective of industries and communities, cost-effective detection of mitigable SIS emissions can yield benefits such as safer working environments, cost saving through reduced product loss, lower air shed pollutant impacts, and improved transparency and community relations. Methods for SIS detection can be categorized by their spatial regime of operation, ranging from component-level inspection to high-sensitivity kilometer scale surveys. Methods can be temporally intensive (providing snap-shot measures) or sustained in both time-integrated and continuous forms. Each method category has demonstrated utility, however, broad adoption (or routine use) has thus far been limited by cost and implementation viability. Described here are a subset of SIS methods explored by the U.S EPA's next generation emission measurement (NGEM) program that focus on lower cost methods and models. An emerging systems approach that combines multiple forms to help compensate for reduced performance factors of lower cost systems is discussed. A case study of a multi-day HAP emission event observed by a combination of low cost sensors, open-path spectroscopy, and passive samplers is detailed. Early field results of a novel field gas chromatograph coupled with a fast HAP concentration sensor is described. Progress toward near real-time inverse source triangulation assisted by pre-modeled facility profiles using the Los Alamos Quick Urban & Industrial Complex (QUIC) model is discussed.

Stochastic Seeding Coupled with mRNA Self-Recruitment Generates Heterogeneous Drosophila Germ Granules.

PubMed

Niepielko, Matthew G; Eagle, Whitby V I; Gavis, Elizabeth R

2018-06-18

The formation of ribonucleoprotein assemblies called germ granules is a conserved feature of germline development. In Drosophila, germ granules form at the posterior of the oocyte in a specialized cytoplasm called the germ plasm, which specifies germline fate during embryogenesis. mRNAs, including nanos (nos) and polar granule component (pgc), that function in germline development are localized to the germ plasm through their incorporation into germ granules, which deliver them to the primordial germ cells. Germ granules are nucleated by Oskar (Osk) protein and contain varying combinations and quantities of their constituent mRNAs, which are organized as spatially distinct, multi-copy homotypic clusters. The process that gives rise to such heterogeneous yet organized granules remains unknown. Here, we show that individual nos and pgc transcripts can populate the same nascent granule, and these first transcripts then act as seeds, recruiting additional like transcripts to form homotypic clusters. Within a granule, homotypic clusters grow independently of each other but depend on the simultaneous acquisition of additional Osk. Although granules can contain multiple clusters of a particular mRNA, granule mRNA content is dominated by cluster size. These results suggest that the accumulation of mRNAs in the germ plasm is controlled by the mRNAs themselves through their ability to form homotypic clusters; thus, RNA self-association drives germ granule mRNA localization. We propose that a stochastic seeding and self-recruitment mechanism enables granules to simultaneously incorporate many different mRNAs while ensuring that each becomes enriched to a functional threshold. Copyright © 2018 Elsevier Ltd. All rights reserved.

Stochastic spatio-temporal model of coral cover as a function of herbivorous grazers, water quality, and coral demographics

NASA Astrophysics Data System (ADS)

Neuhausler, R.; Robinson, M.; Bruna, M.

2017-12-01

Over the last 60 years we have seen an increased amount of ecological regime shifts in tropical coastal zones, from coral reefs to macroalgae dominated states, as a result of natural and anthropogenic stresses. However, these shifts are not always immediate- macroalgae are generally present in coral reefs, with their distribution regulated by herbivorous fish. This is especially true in Moorea, French Polynesia, where macroalgae are shown to flourish in spaces that provide refuge from roaming herbivores. While there are currently modeling efforts in projecting ecological regime shifts in Moorea, temporal deterministic models have been utilized, which fail to capture metastability between multiple steady states and can have issues when dealing with very small populations. To address these concerns, we build on these models to account for spatial variations and individual organisms, as well as stochasticity. Our model can project the percent cover of coral, macroalgae, and algae turf as a function of herbivorous grazers, water quality, and coral demographics. Grazers, included as individual fish (particles), evolve according to a kinetic model and interact with neighbouring benthic assemblages, represented as nodes. Water quality and coral demographics are input parameters that can vary over time, allowing our model to be run for temporally changing scenarios and to be adjusted for different reefs. We plan to engage with previous Moorea Reef Resilience Models through a comparative analysis of our models' outcomes and existing Moorea data. Coupling projective models with available data is useful for informing environmental policy and advancing the modeling field.

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 Controls on Nitrate Transport and Cycling

NASA Astrophysics Data System (ADS)

Botter, G.; Settin, T.; Alessi Celegon, E.; Marani, M.; Rinaldo, A.

2005-12-01

In this paper, the impact of nutrient inputs on basin-scale nitrates losses is investigated in a probabilistic framework by means of a continuous, geomorphologically based, Montecarlo approach, which explicitly tackles the random character of the processes controlling nitrates generation, transformation and transport in river basins. This is obtained by coupling the stochastic generation of climatic and rainfall series with simplified hydrologic and biogeochemical models operating at the hillslope scale. Special attention is devoted to the spatial and temporal variability of nitrogen sources of agricultural origin and to the effect of temporally distributed rainfall fields on the ensuing nitrates leaching. The influence of random climatic variables on bio-geochemical processes affecting the nitrogen cycle in the soil-water system (e.g. plant uptake, nitrification and denitrification, mineralization), is also considered. The approach developed has been applied to a catchment located in North-Eastern Italy and is used to provide probabilistic estimates of the NO_3 load transferred downstream, which is received and accumulated in the Venice lagoon. We found that the nitrogen load introduced by fertilizations significantly affects the pdf of the nitrates content in the soil moisture, leading to prolonged risks of increased nitrates leaching from soil. The model allowed the estimation of the impact of different practices on the probabilistic structure of the basin-scale hydrologic and chemical response. As a result, the return period of the water volumes and of the nitrates loads released into the Venice lagoon has been linked directly to the ongoing climatic, pluviometric and agricultural regimes, with relevant implications for environmental planning activities aimed at achieving sustainable management practices.

Stochastic assembly in a subtropical forest chronosequence: evidence from contrasting changes of species, phylogenetic and functional dissimilarity over succession.

PubMed

Mi, Xiangcheng; Swenson, Nathan G; Jia, Qi; Rao, Mide; Feng, Gang; Ren, Haibao; Bebber, Daniel P; Ma, Keping

2016-09-07

Deterministic and stochastic processes jointly determine the community dynamics of forest succession. However, it has been widely held in previous studies that deterministic processes dominate forest succession. Furthermore, inference of mechanisms for community assembly may be misleading if based on a single axis of diversity alone. In this study, we evaluated the relative roles of deterministic and stochastic processes along a disturbance gradient by integrating species, functional, and phylogenetic beta diversity in a subtropical forest chronosequence in Southeastern China. We found a general pattern of increasing species turnover, but little-to-no change in phylogenetic and functional turnover over succession at two spatial scales. Meanwhile, the phylogenetic and functional beta diversity were not significantly different from random expectation. This result suggested a dominance of stochastic assembly, contrary to the general expectation that deterministic processes dominate forest succession. On the other hand, we found significant interactions of environment and disturbance and limited evidence for significant deviations of phylogenetic or functional turnover from random expectations for different size classes. This result provided weak evidence of deterministic processes over succession. Stochastic assembly of forest succession suggests that post-disturbance restoration may be largely unpredictable and difficult to control in subtropical forests.

Baseline-dependent effect of noise-enhanced insoles on gait variability in healthy elderly walkers.

PubMed

Stephen, Damian G; Wilcox, Bethany J; Niemi, James B; Franz, Jason R; Franz, Jason; Kerrigan, Dr; Kerrigan, D Casey; D'Andrea, Susan E

2012-07-01

The purpose of this study was to determine whether providing subsensory stochastic-resonance mechanical vibration to the foot soles of elderly walkers could decrease gait variability. In a randomized double-blind controlled trial, 29 subjects engaged in treadmill walking while wearing sandals customized with three actuators capable of producing stochastic-resonance mechanical vibration embedded in each sole. For each subject, we determined a subsensory level of vibration stimulation. After a 5-min acclimation period of walking with the footwear, subjects were asked to walk on the treadmill for six trials, each 30s long. Trials were pair-wise random: in three trials, actuators provided subsensory vibration; in the other trials, they did not. Subjects wore reflective markers to track body motion. Stochastic-resonance mechanical stimulation exhibited baseline-dependent effects on spatial stride-to-stride variability in gait, slightly increasing variability in subjects with least baseline variability and providing greater reductions in variability for subjects with greater baseline variability (p<.001). Thus, applying stochastic-resonance mechanical vibrations on the plantar surface of the foot reduces gait variability for subjects with more variable gait. Stochastic-resonance mechanical vibrations may provide an effective intervention for preventing falls in healthy elderly walkers. Published by Elsevier B.V.

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

PubMed

Ichikawa, Kazuhisa; Suzuki, Takashi; Murata, Noboru

2010-11-30

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

Stochastic weighted particle methods for population balance equations with coagulation, fragmentation and spatial inhomogeneity

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

Lee, Kok Foong; Patterson, Robert I.A.; Wagner, Wolfgang

2015-12-15

Graphical abstract: -- Highlights: •Problems concerning multi-compartment population balance equations are studied. •A class of fragmentation weight transfer functions is presented. •Three stochastic weighted algorithms are compared against the direct simulation algorithm. •The numerical errors of the stochastic solutions are assessed as a function of fragmentation rate. •The algorithms are applied to a multi-dimensional granulation model. -- Abstract: This paper introduces stochastic weighted particle algorithms for the solution of multi-compartment population balance equations. In particular, it presents a class of fragmentation weight transfer functions which are constructed such that the number of computational particles stays constant during fragmentation events. Themore » weight transfer functions are constructed based on systems of weighted computational particles and each of it leads to a stochastic particle algorithm for the numerical treatment of population balance equations. Besides fragmentation, the algorithms also consider physical processes such as coagulation and the exchange of mass with the surroundings. The numerical properties of the algorithms are compared to the direct simulation algorithm and an existing method for the fragmentation of weighted particles. It is found that the new algorithms show better numerical performance over the two existing methods especially for systems with significant amount of large particles and high fragmentation rates.« less

Noise-assisted energy transport in electrical oscillator networks with off-diagonal dynamical disorder.

PubMed

León-Montiel, Roberto de J; Quiroz-Juárez, Mario A; Quintero-Torres, Rafael; Domínguez-Juárez, Jorge L; Moya-Cessa, Héctor M; Torres, Juan P; Aragón, José L

2015-11-27

Noise is generally thought as detrimental for energy transport in coupled oscillator networks. However, it has been shown that for certain coherently evolving systems, the presence of noise can enhance, somehow unexpectedly, their transport efficiency; a phenomenon called environment-assisted quantum transport (ENAQT) or dephasing-assisted transport. Here, we report on the experimental observation of such effect in a network of coupled electrical oscillators. We demonstrate that by introducing stochastic fluctuations in one of the couplings of the network, a relative enhancement in the energy transport efficiency of 22.5 ± 3.6% can be observed.

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.

Addressing model uncertainty through stochastic parameter perturbations within the High Resolution Rapid Refresh (HRRR) ensemble

NASA Astrophysics Data System (ADS)

Wolff, J.; Jankov, I.; Beck, J.; Carson, L.; Frimel, J.; Harrold, M.; Jiang, H.

2016-12-01

It is well known that global and regional numerical weather prediction 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 for addressing the deficiencies in ensemble modeling is the use of stochastic physics to represent model-related uncertainty. Stochastic approaches include Stochastic Parameter Perturbations (SPP), Stochastic Kinetic Energy Backscatter (SKEB), Stochastic Perturbation of Physics Tendencies (SPPT), or some combination of all three. The focus of this study is to assess the model performance within a convection-permitting ensemble at 3-km grid spacing across the Contiguous United States (CONUS) when using stochastic approaches. For this purpose, the test utilized a single physics suite configuration based on the operational High-Resolution Rapid Refresh (HRRR) model, with ensemble members produced by employing stochastic methods. Parameter perturbations were employed in the Rapid Update Cycle (RUC) land surface model and Mellor-Yamada-Nakanishi-Niino (MYNN) planetary boundary layer scheme. Results will be presented in terms of bias, error, spread, skill, accuracy, reliability, and sharpness using the Model Evaluation Tools (MET) verification package. Due to the high level of complexity of running a frequently updating (hourly), high spatial resolution (3 km), large domain (CONUS) ensemble system, extensive high performance computing (HPC) resources were needed to meet this objective. Supercomputing resources were provided through the National Center for Atmospheric Research (NCAR) Strategic Capability (NSC) project support, allowing for a more extensive set of tests over multiple seasons, consequently leading to more robust results. Through the use of these stochastic innovations and powerful supercomputing at NCAR, further insights and advancements in ensemble forecasting at convection-permitting scales will be possible.

Ecological symmetry breaking can favour the evolution of altruism in an action-response game.

PubMed

Di Paolo, E A

2000-03-21

The evolution of altruistic behaviour is studied in a simple action-response game with a tunable degree of conflict of interest. It is shown that for the continuous, mixed-medium approach no stable polymorphism favours altruism. Ecological dynamics are explored with the addition of a spatial dimension and a local energy variable. A continuous spatial model with finite local range does not introduce any substantial difference in the results with respect to the level of altruism. However, the model illustrates how ecological coupling may lead to the formation of stable spatial patterns in the form of discrete and isolated clusters of players as a consequence of inverse density dependence. A discrete, individual-based model is built in which local interactions are also modelled as occurring within a finite neighbourhood of each individual and spatial positions are not restricted as in lattice models. This model shows substantially different results. A high level of altruism is observed for low (but positive) degrees of conflict and this level decreases linearly for higher degrees of conflict. The evolution of altruism is explained by studying the broken symmetries introduced by the spatial clusters themselves, mainly between their central and peripheral regions which, in combination with the discrete and the stochastic nature of the model, result in the stabilization of strategies in which players behave altruistically towards the same type. As a consequence of the activity of the players, energy resources at the centre of an altruistic cluster are very depleted; so much so that, for low conflict, fitter non-altruistic mutants may initially invade only to become locally extinct due to their less efficient use of energy as their numbers increase. In peripheral regions invader may subsist; however, for geometrical reasons long-lasting genealogies tend to originate only at the centre of a cluster. Copyright 2000 Academic Press.

Geometry of ‘standoffs’ in lattice models of the spatial Prisoner’s Dilemma and Snowdrift games

NASA Astrophysics Data System (ADS)

Laird, Robert A.; Goyal, Dipankar; Yazdani, Soroosh

2013-09-01

The Prisoner’s Dilemma and Snowdrift games are the main theoretical constructs used to study the evolutionary dynamics of cooperation. In large, well-mixed populations, mean-field models predict a stable equilibrium abundance of all defectors in the Prisoner’s Dilemma and a stable mixed-equilibrium of cooperators and defectors in the Snowdrift game. In the spatial extensions of these games, which can greatly modify the fates of populations (including allowing cooperators to persist in the Prisoner’s Dilemma, for example), lattice models are typically used to represent space, individuals play only with their nearest neighbours, and strategy replacement is a function of the differences in payoffs between neighbours. Interestingly, certain values of the cost-benefit ratio of cooperation, coupled with particular spatial configurations of cooperators and defectors, can lead to ‘global standoffs’, a situation in which all cooperator-defector neighbours have identical payoffs, leading to the development of static spatial patterns. We start by investigating the conditions that can lead to ‘local standoffs’ (i.e., in which isolated pairs of neighbouring cooperators and defectors cannot overtake one another), and then use exhaustive searches of small square lattices (4×4 and 6×6) of degree k=3,k=4, and k=6, to show that two main types of global standoff patterns-‘periodic’ and ‘aperiodic’-are possible by tiling local standoffs across entire spatially structured populations. Of these two types, we argue that only aperiodic global standoffs are likely to be potentially attracting, i.e., capable of emerging spontaneously from non-standoff conditions. Finally, we use stochastic simulation models with comparatively large lattices (100×100) to show that global standoffs in the Prisoner’s Dilemma and Snowdrift games do indeed only (but not always) emerge under the conditions predicted by the small-lattice analysis.

A New Approach to Predict Microbial Community Assembly and Function Using a Stochastic, Genome-Enabled Modeling Framework

NASA Astrophysics Data System (ADS)

King, E.; Brodie, E.; Anantharaman, K.; Karaoz, U.; Bouskill, N.; Banfield, J. F.; Steefel, C. I.; Molins, S.

2016-12-01

Characterizing and predicting the microbial and chemical compositions of subsurface aquatic systems necessitates an understanding of the metabolism and physiology of organisms that are often uncultured or studied under conditions not relevant for one's environment of interest. Cultivation-independent approaches are therefore important and have greatly enhanced our ability to characterize functional microbial diversity. The capability to reconstruct genomes representing thousands of populations from microbial communities using metagenomic techniques provides a foundation for development of predictive models for community structure and function. Here, we discuss a genome-informed stochastic trait-based model incorporated into a reactive transport framework to represent the activities of coupled guilds of hypothetical microorganisms. Metabolic pathways for each microbe within a functional guild are parameterized from metagenomic data with a unique combination of traits governing organism fitness under dynamic environmental conditions. We simulate the thermodynamics of coupled electron donor and acceptor reactions to predict the energy available for cellular maintenance, respiration, biomass development, and enzyme production. While `omics analyses can now characterize the metabolic potential of microbial communities, it is functionally redundant as well as computationally prohibitive to explicitly include the thousands of recovered organisms into biogeochemical models. However, one can derive potential metabolic pathways from genomes along with trait-linkages to build probability distributions of traits. These distributions are used to assemble groups of microbes that couple one or more of these pathways. From the initial ensemble of microbes, only a subset will persist based on the interaction of their physiological and metabolic traits with environmental conditions, competing organisms, etc. Here, we analyze the predicted niches of these hypothetical microbes and assess the ability of a stochastically assembled community of organisms to predict subsurface biogeochemical dynamics.

Coupling effects for separate spatial solitons in a biased series centrosymmetric photorefractive crystal circuit considering grey solitons

NASA Astrophysics Data System (ADS)

Katti, Aavishkar; Yadav, Ram Anjore

2018-02-01

The existence and coupling of grey-grey, grey-bright and grey-dark separate spatial solitons in a biased series centrosymmetric photorefractive crystal circuit is investigated for the first time. The numerical solution of the separate spatial solitons is presented. The coupling between the two separate spatial solitons is analysed for all three cases of separate coupled solitons, namely grey-grey, grey-bright, and grey-dark. Changing the intensity of the soliton in one crystal affects the soliton in both crystals due to flow of the light induced current through the circuit. The effect of the background intensity of each crystal on both the spatial solitons is investigated. Also, the effect of changing the temperature of one crystal affects the soliton in both crystals due to the coupling effect. The soliton width dependence on the temperature is different for each crystal.

Optimal entrainment of circadian clocks in the presence of noise

NASA Astrophysics Data System (ADS)

Monti, Michele; Lubensky, David K.; ten Wolde, Pieter Rein

2018-03-01

Circadian clocks are biochemical oscillators that allow organisms to estimate the time of the day. These oscillators are inherently noisy due to the discrete nature of the reactants and the stochastic character of their interactions. To keep these oscillators in sync with the daily day-night rhythm in the presence of noise, circadian clocks must be coupled to the dark-light cycle. In this paper, we study the entrainment of phase oscillators as a function of the intrinsic noise in the system. Using stochastic simulations, we compute the optimal coupling strength, intrinsic frequency, and shape of the phase-response curve, that maximize the mutual information between the phase of the clock and time. We show that the optimal coupling strength and intrinsic frequency increase with the noise, but that the shape of the phase-response curve varies nonmonotonically with the noise: in the low-noise regime, it features a dead zone that increases in width as the noise increases, while in the high-noise regime, the width decreases with the noise. These results arise from a tradeoff between maximizing stability—noise suppression—and maximizing linearity of the input-output, i.e., time-phase, relation. We also show that three analytic approximations—the linear-noise approximation, the phase-averaging method, and linear-response theory—accurately describe different regimes of the coupling strength and the noise.

The nonlinear chemo-mechanic coupled dynamics of the F 1 -ATPase molecular motor.

PubMed

Xu, Lizhong; Liu, Fang

2012-03-01

The ATP synthase consists of two opposing rotary motors, F0 and F1, coupled to each other. When the F1 motor is not coupled to the F0 motor, it can work in the direction hydrolyzing ATP, as a nanomotor called F1-ATPase. It has been reported that the stiffness of the protein varies nonlinearly with increasing load. The nonlinearity has an important effect on the rotating rate of the F1-ATPase. Here, considering the nonlinearity of the γ shaft stiffness for the F1-ATPase, a nonlinear chemo-mechanical coupled dynamic model of F1 motor is proposed. Nonlinear vibration frequencies of the γ shaft and their changes along with the system parameters are investigated. The nonlinear stochastic response of the elastic γ shaft to thermal excitation is analyzed. The results show that the stiffness nonlinearity of the γ shaft causes an increase of the vibration frequency for the F1 motor, which increases the motor's rotation rate. When the concentration of ATP is relatively high and the load torque is small, the effects of the stiffness nonlinearity on the rotating rates of the F1 motor are obvious and should be considered. These results are useful for improving calculation of the rotating rate for the F1 motor and provide insight about the stochastic wave mechanics of F1-ATPase.

Recurrent noise-induced phase singularities in drifting patterns.

PubMed

Clerc, M G; Coulibaly, S; del Campo, F; Garcia-Nustes, M A; Louvergneaux, E; Wilson, M

2015-11-01

We show that the key ingredients for creating recurrent traveling spatial phase defects in drifting patterns are a noise-sustained structure regime together with the vicinity of a phase transition, that is, a spatial region where the control parameter lies close to the threshold for pattern formation. They both generate specific favorable initial conditions for local spatial gradients, phase, and/or amplitude. Predictions from the stochastic convective Ginzburg-Landau equation with real coefficients agree quite well with experiments carried out on a Kerr medium submitted to shifted optical feedback that evidence noise-induced traveling phase slips and vortex phase-singularities.

Utilizing remote sensing of thematic mapper data to improve our understanding of estuarine processes and their influence on the productivity of estuarine-dependent fisheries

NASA Technical Reports Server (NTRS)

Browder, Joan A.; May, L. Nelson, Jr.; Rosenthal, Alan; Baumann, Robert H.; Gosselink, James G.

1987-01-01

A stochastic spatial computer model addressing coastal resource problems in Lousiana is being refined and validated using thematic mapper (TM) imagery. The TM images of brackish marsh sites were processed and data were tabulated on spatial parameters from TM images of the salt marsh sites. The Fisheries Image Processing Systems (FIPS) was used to analyze the TM scene. Activities were concentrated on improving the structure of the model and developing a structure and methodology for calibrating the model with spatial-pattern data from the TM imagery.

A probabilistic approach to quantifying spatial patterns of flow regimes and network-scale connectivity

NASA Astrophysics Data System (ADS)

Garbin, Silvia; Alessi Celegon, Elisa; Fanton, Pietro; Botter, Gianluca

2017-04-01

The temporal variability of river flow regime is a key feature structuring and controlling fluvial ecological communities and ecosystem processes. In particular, streamflow variability induced by climate/landscape heterogeneities or other anthropogenic factors significantly affects the connectivity between streams with notable implication for river fragmentation. Hydrologic connectivity is a fundamental property that guarantees species persistence and ecosystem integrity in riverine systems. In riverine landscapes, most ecological transitions are flow-dependent and the structure of flow regimes may affect ecological functions of endemic biota (i.e., fish spawning or grazing of invertebrate species). Therefore, minimum flow thresholds must be guaranteed to support specific ecosystem services, like fish migration, aquatic biodiversity and habitat suitability. In this contribution, we present a probabilistic approach aiming at a spatially-explicit, quantitative assessment of hydrologic connectivity at the network-scale as derived from river flow variability. Dynamics of daily streamflows are estimated based on catchment-scale climatic and morphological features, integrating a stochastic, physically based approach that accounts for the stochasticity of rainfall with a water balance model and a geomorphic recession flow model. The non-exceedance probability of ecologically meaningful flow thresholds is used to evaluate the fragmentation of individual stream reaches, and the ensuing network-scale connectivity metrics. A multi-dimensional Poisson Process for the stochastic generation of rainfall is used to evaluate the impact of climate signature on reach-scale and catchment-scale connectivity. The analysis shows that streamflow patterns and network-scale connectivity are influenced by the topology of the river network and the spatial variability of climatic properties (rainfall, evapotranspiration). The framework offers a robust basis for the prediction of the impact of land-use/land-cover changes and river regulation on network-scale connectivity.

Regional frequency analysis of extreme rainfall for the Baltimore Metropolitan region based on stochastic storm transposition

NASA Astrophysics Data System (ADS)

Zhou, Z.; Smith, J. A.; Yang, L.; Baeck, M. L.; Wright, D.; Liu, S.

2017-12-01

Regional frequency analyses of extreme rainfall are critical for development of engineering hydrometeorology procedures. In conventional approaches, the assumptions that `design storms' have specified time profiles and are uniform in space are commonly applied but often not appropriate, especially over regions with heterogeneous environments (due to topography, water-land boundaries and land surface properties). In this study, we present regional frequency analyses of extreme rainfall for Baltimore study region combining storm catalogs of rainfall fields derived from weather radar and stochastic storm transposition (SST, developed by Wright et al., 2013). The study region is Dead Run, a small (14.3 km2) urban watershed, in the Baltimore Metropolitan region. Our analyses build on previous empirical and modeling studies showing pronounced spatial heterogeneities in rainfall due to the complex terrain, including the Chesapeake Bay to the east, mountainous terrain to the west and urbanization in this region. We expand the original SST approach by applying a multiplier field that accounts for spatial heterogeneities in extreme rainfall. We also characterize the spatial heterogeneities of extreme rainfall distribution through analyses of rainfall fields in the storm catalogs. We examine the characteristics of regional extreme rainfall and derive intensity-duration-frequency (IDF) curves using the SST approach for heterogeneous regions. Our results highlight the significant heterogeneity of extreme rainfall in this region. Estimates of IDF show the advantages of SST in capturing the space-time structure of extreme rainfall. We also illustrate application of SST analyses for flood frequency analyses using a distributed hydrological model. Reference: Wright, D. B., J. A. Smith, G. Villarini, and M. L. Baeck (2013), Estimating the frequency of extreme rainfall using weather radar and stochastic storm transposition, J. Hydrol., 488, 150-165.

A multi-sensor RSS spatial sensing-based robust stochastic optimization algorithm for enhanced wireless tethering.

PubMed

Parasuraman, Ramviyas; Fabry, Thomas; Molinari, Luca; Kershaw, Keith; Di Castro, Mario; Masi, Alessandro; Ferre, Manuel

2014-12-12

The reliability of wireless communication in a network of mobile wireless robot nodes depends on the received radio signal strength (RSS). When the robot nodes are deployed in hostile environments with ionizing radiations (such as in some scientific facilities), there is a possibility that some electronic components may fail randomly (due to radiation effects), which causes problems in wireless connectivity. The objective of this paper is to maximize robot mission capabilities by maximizing the wireless network capacity and to reduce the risk of communication failure. Thus, in this paper, we consider a multi-node wireless tethering structure called the "server-relay-client" framework that uses (multiple) relay nodes in between a server and a client node. We propose a robust stochastic optimization (RSO) algorithm using a multi-sensor-based RSS sampling method at the relay nodes to efficiently improve and balance the RSS between the source and client nodes to improve the network capacity and to provide redundant networking abilities. We use pre-processing techniques, such as exponential moving averaging and spatial averaging filters on the RSS data for smoothing. We apply a receiver spatial diversity concept and employ a position controller on the relay node using a stochastic gradient ascent method for self-positioning the relay node to achieve the RSS balancing task. The effectiveness of the proposed solution is validated by extensive simulations and field experiments in CERN facilities. For the field trials, we used a youBot mobile robot platform as the relay node, and two stand-alone Raspberry Pi computers as the client and server nodes. The algorithm has been proven to be robust to noise in the radio signals and to work effectively even under non-line-of-sight conditions.

A Multi-Sensor RSS Spatial Sensing-Based Robust Stochastic Optimization Algorithm for Enhanced Wireless Tethering

PubMed Central

Parasuraman, Ramviyas; Fabry, Thomas; Molinari, Luca; Kershaw, Keith; Di Castro, Mario; Masi, Alessandro; Ferre, Manuel

2014-01-01

The reliability of wireless communication in a network of mobile wireless robot nodes depends on the received radio signal strength (RSS). When the robot nodes are deployed in hostile environments with ionizing radiations (such as in some scientific facilities), there is a possibility that some electronic components may fail randomly (due to radiation effects), which causes problems in wireless connectivity. The objective of this paper is to maximize robot mission capabilities by maximizing the wireless network capacity and to reduce the risk of communication failure. Thus, in this paper, we consider a multi-node wireless tethering structure called the “server-relay-client” framework that uses (multiple) relay nodes in between a server and a client node. We propose a robust stochastic optimization (RSO) algorithm using a multi-sensor-based RSS sampling method at the relay nodes to efficiently improve and balance the RSS between the source and client nodes to improve the network capacity and to provide redundant networking abilities. We use pre-processing techniques, such as exponential moving averaging and spatial averaging filters on the RSS data for smoothing. We apply a receiver spatial diversity concept and employ a position controller on the relay node using a stochastic gradient ascent method for self-positioning the relay node to achieve the RSS balancing task. The effectiveness of the proposed solution is validated by extensive simulations and field experiments in CERN facilities. For the field trials, we used a youBot mobile robot platform as the relay node, and two stand-alone Raspberry Pi computers as the client and server nodes. The algorithm has been proven to be robust to noise in the radio signals and to work effectively even under non-line-of-sight conditions. PMID:25615734

Stochastic control of inertial sea wave energy converter.

PubMed

Raffero, Mattia; Martini, Michele; Passione, Biagio; Mattiazzo, Giuliana; Giorcelli, Ermanno; Bracco, Giovanni

2015-01-01

The ISWEC (inertial sea wave energy converter) is presented, its control problems are stated, and an optimal control strategy is introduced. As the aim of the device is energy conversion, the mean absorbed power by ISWEC is calculated for a plane 2D irregular sea state. The response of the WEC (wave energy converter) is driven by the sea-surface elevation, which is modeled by a stationary and homogeneous zero mean Gaussian stochastic process. System equations are linearized thus simplifying the numerical model of the device. The resulting response is obtained as the output of the coupled mechanic-hydrodynamic model of the device. A stochastic suboptimal controller, derived from optimal control theory, is defined and applied to ISWEC. Results of this approach have been compared with the ones obtained with a linear spring-damper controller, highlighting the capability to obtain a higher value of mean extracted power despite higher power peaks.

Stochastic Control of Inertial Sea Wave Energy Converter

PubMed Central

Mattiazzo, Giuliana; Giorcelli, Ermanno

2015-01-01

The ISWEC (inertial sea wave energy converter) is presented, its control problems are stated, and an optimal control strategy is introduced. As the aim of the device is energy conversion, the mean absorbed power by ISWEC is calculated for a plane 2D irregular sea state. The response of the WEC (wave energy converter) is driven by the sea-surface elevation, which is modeled by a stationary and homogeneous zero mean Gaussian stochastic process. System equations are linearized thus simplifying the numerical model of the device. The resulting response is obtained as the output of the coupled mechanic-hydrodynamic model of the device. A stochastic suboptimal controller, derived from optimal control theory, is defined and applied to ISWEC. Results of this approach have been compared with the ones obtained with a linear spring-damper controller, highlighting the capability to obtain a higher value of mean extracted power despite higher power peaks. PMID:25874267

An extension of stochastic hierarchy equations of motion for the equilibrium correlation functions

NASA Astrophysics Data System (ADS)

Ke, Yaling; Zhao, Yi

2017-06-01

A traditional stochastic hierarchy equations of motion method is extended into the correlated real-time and imaginary-time propagations, in this paper, for its applications in calculating the equilibrium correlation functions. The central idea is based on a combined employment of stochastic unravelling and hierarchical techniques for the temperature-dependent and temperature-free parts of the influence functional, respectively, in the path integral formalism of the open quantum systems coupled to a harmonic bath. The feasibility and validity of the proposed method are justified in the emission spectra of homodimer compared to those obtained through the deterministic hierarchy equations of motion. Besides, it is interesting to find that the complex noises generated from a small portion of real-time and imaginary-time cross terms can be safely dropped to produce the stable and accurate position and flux correlation functions in a broad parameter regime.

What Controls ENSO-Amplitude Diversity in Climate Models?

NASA Astrophysics Data System (ADS)

Wengel, C.; Dommenget, D.; Latif, M.; Bayr, T.; Vijayeta, A.

2018-02-01

Climate models depict large diversity in the strength of the El Niño/Southern Oscillation (ENSO) (ENSO amplitude). Here we investigate ENSO-amplitude diversity in the Coupled Model Intercomparison Project Phase 5 (CMIP5) by means of the linear recharge oscillator model, which reduces ENSO dynamics to a two-dimensional problem in terms of eastern equatorial Pacific sea surface temperature anomalies (T) and equatorial Pacific upper ocean heat content anomalies (h). We find that a large contribution to ENSO-amplitude diversity originates from stochastic forcing. Further, significant interactions exist between the stochastic forcing and the growth rates of T and h with competing effects on ENSO amplitude. The joint consideration of stochastic forcing and growth rates explains more than 80% of the ENSO-amplitude variance within CMIP5. Our results can readily explain the lack of correlation between the Bjerknes Stability index, a measure of the growth rate of T, and ENSO amplitude in a multimodel ensemble.

Numerical Simulation and Quantitative Uncertainty Assessment of Microchannel Flow

NASA Astrophysics Data System (ADS)

Debusschere, Bert; Najm, Habib; Knio, Omar; Matta, Alain; Ghanem, Roger; Le Maitre, Olivier

2002-11-01

This study investigates the effect of uncertainty in physical model parameters on computed electrokinetic flow of proteins in a microchannel with a potassium phosphate buffer. The coupled momentum, species transport, and electrostatic field equations give a detailed representation of electroosmotic and pressure-driven flow, including sample dispersion mechanisms. The chemistry model accounts for pH-dependent protein labeling reactions as well as detailed buffer electrochemistry in a mixed finite-rate/equilibrium formulation. To quantify uncertainty, the governing equations are reformulated using a pseudo-spectral stochastic methodology, which uses polynomial chaos expansions to describe uncertain/stochastic model parameters, boundary conditions, and flow quantities. Integration of the resulting equations for the spectral mode strengths gives the evolution of all stochastic modes for all variables. Results show the spatiotemporal evolution of uncertainties in predicted quantities and highlight the dominant parameters contributing to these uncertainties during various flow phases. This work is supported by DARPA.

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

PubMed

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

2010-09-01

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

Improving satellite-based PM2.5 estimates in China using Gaussian processes modeling in a Bayesian hierarchical setting.

PubMed

Yu, Wenxi; Liu, Yang; Ma, Zongwei; Bi, Jun

2017-08-01

Using satellite-based aerosol optical depth (AOD) measurements and statistical models to estimate ground-level PM 2.5 is a promising way to fill the areas that are not covered by ground PM 2.5 monitors. The statistical models used in previous studies are primarily Linear Mixed Effects (LME) and Geographically Weighted Regression (GWR) models. In this study, we developed a new regression model between PM 2.5 and AOD using Gaussian processes in a Bayesian hierarchical setting. Gaussian processes model the stochastic nature of the spatial random effects, where the mean surface and the covariance function is specified. The spatial stochastic process is incorporated under the Bayesian hierarchical framework to explain the variation of PM 2.5 concentrations together with other factors, such as AOD, spatial and non-spatial random effects. We evaluate the results of our model and compare them with those of other, conventional statistical models (GWR and LME) by within-sample model fitting and out-of-sample validation (cross validation, CV). The results show that our model possesses a CV result (R 2  = 0.81) that reflects higher accuracy than that of GWR and LME (0.74 and 0.48, respectively). Our results indicate that Gaussian process models have the potential to improve the accuracy of satellite-based PM 2.5 estimates.

Robust lane detection and tracking using multiple visual cues under stochastic lane shape conditions

NASA Astrophysics Data System (ADS)

Huang, Zhi; Fan, Baozheng; Song, Xiaolin

2018-03-01

As one of the essential components of environment perception techniques for an intelligent vehicle, lane detection is confronted with challenges including robustness against the complicated disturbance and illumination, also adaptability to stochastic lane shapes. To overcome these issues, we proposed a robust lane detection method named classification-generation-growth-based (CGG) operator to the detected lines, whereby the linear lane markings are identified by synergizing multiple visual cues with the a priori knowledge and spatial-temporal information. According to the quality of linear lane fitting, the linear and linear-parabolic models are dynamically switched to describe the actual lane. The Kalman filter with adaptive noise covariance and the region of interests (ROI) tracking are applied to improve the robustness and efficiency. Experiments were conducted with images covering various challenging scenarios. The experimental results evaluate the effectiveness of the presented method for complicated disturbances, illumination, and stochastic lane shapes.

Accurate reaction-diffusion operator splitting on tetrahedral meshes for parallel stochastic molecular simulations

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

Hepburn, I.; De Schutter, E., E-mail: erik@oist.jp; Theoretical Neurobiology & Neuroengineering, University of Antwerp, Antwerp 2610

Spatial stochastic molecular simulations in biology are limited by the intense computation required to track molecules in space either in a discrete time or discrete space framework, which has led to the development of parallel methods that can take advantage of the power of modern supercomputers in recent years. We systematically test suggested components of stochastic reaction-diffusion operator splitting in the literature and discuss their effects on accuracy. We introduce an operator splitting implementation for irregular meshes that enhances accuracy with minimal performance cost. We test a range of models in small-scale MPI simulations from simple diffusion models to realisticmore » biological models and find that multi-dimensional geometry partitioning is an important consideration for optimum performance. We demonstrate performance gains of 1-3 orders of magnitude in the parallel implementation, with peak performance strongly dependent on model specification.« less

Diffusion with stochastic resetting at power-law times.

PubMed

Nagar, Apoorva; Gupta, Shamik

2016-06-01

What happens when a continuously evolving stochastic process is interrupted with large changes at random intervals τ distributed as a power law ∼τ^{-(1+α)};α>0? Modeling the stochastic process by diffusion and the large changes as abrupt resets to the initial condition, we obtain exact closed-form expressions for both static and dynamic quantities, while accounting for strong correlations implied by a power law. Our results show that the resulting dynamics exhibits a spectrum of rich long-time behavior, from an ever-spreading spatial distribution for α<1, to one that is time independent for α>1. The dynamics has strong consequences on the time to reach a distant target for the first time; we specifically show that there exists an optimal α that minimizes the mean time to reach the target, thereby offering a step towards a viable strategy to locate targets in a crowded environment.

Joint optimization of regional water-power systems

NASA Astrophysics Data System (ADS)

Pereira-Cardenal, Silvio J.; Mo, Birger; Gjelsvik, Anders; Riegels, Niels D.; Arnbjerg-Nielsen, Karsten; Bauer-Gottwein, Peter

2016-06-01

Energy and water resources systems are tightly coupled; energy is needed to deliver water and water is needed to extract or produce energy. Growing pressure on these resources has raised concerns about their long-term management and highlights the need to develop integrated solutions. A method for joint optimization of water and electric power systems was developed in order to identify methodologies to assess the broader interactions between water and energy systems. The proposed method is to include water users and power producers into an economic optimization problem that minimizes the cost of power production and maximizes the benefits of water allocation, subject to constraints from the power and hydrological systems. The method was tested on the Iberian Peninsula using simplified models of the seven major river basins and the power market. The optimization problem was successfully solved using stochastic dual dynamic programming. The results showed that current water allocation to hydropower producers in basins with high irrigation productivity, and to irrigation users in basins with high hydropower productivity was sub-optimal. Optimal allocation was achieved by managing reservoirs in very distinct ways, according to the local inflow, storage capacity, hydropower productivity, and irrigation demand and productivity. This highlights the importance of appropriately representing the water users' spatial distribution and marginal benefits and costs when allocating water resources optimally. The method can handle further spatial disaggregation and can be extended to include other aspects of the water-energy nexus.

Location Isn’t Everything: Timing of Spawning Aggregations Optimizes Larval Replenishment

PubMed Central

Donahue, Megan J.; Karnauskas, Mandy; Toews, Carl; Paris, Claire B.

2015-01-01

Many species of reef fishes form large spawning aggregations that are highly predictable in space and time. Prior research has suggested that aggregating fish derive fitness benefits not just from mating at high density but, also, from oceanographic features of the spatial locations where aggregations occur. Using a probabilistic biophysical model of larval dispersal coupled to a fine resolution hydrodynamic model of the Florida Straits, we develop a stochastic landscape of larval fitness. Tracking virtual larvae from release to settlement and incorporating changes in larval behavior through ontogeny, we found that larval success was sensitive to the timing of spawning. Indeed, propagules released during the observed spawning period had higher larval success rates than those released outside the observed spawning period. In contrast, larval success rates were relatively insensitive to the spatial position of the release site. In addition, minimum (rather than mean) larval survival was maximized during the observed spawning period, indicating a reproductive strategy that minimizes the probability of recruitment failure. Given this landscape of larval fitness, we take an inverse optimization approach to define a biological objective function that reflects a tradeoff between the mean and variance of larval success in a temporally variable environment. Using this objective function, we suggest that the length of the spawning period can provide insight into the tradeoff between reproductive risk and reward. PMID:26103162

Seven challenges for metapopulation models of epidemics, including households models.

PubMed

Ball, Frank; Britton, Tom; House, Thomas; Isham, Valerie; Mollison, Denis; Pellis, Lorenzo; Scalia Tomba, Gianpaolo

2015-03-01

This paper considers metapopulation models in the general sense, i.e. where the population is partitioned into sub-populations (groups, patches,...), irrespective of the biological interpretation they have, e.g. spatially segregated large sub-populations, small households or hosts themselves modelled as populations of pathogens. This framework has traditionally provided an attractive approach to incorporating more realistic contact structure into epidemic models, since it often preserves analytic tractability (in stochastic as well as deterministic models) but also captures the most salient structural inhomogeneity in contact patterns in many applied contexts. Despite the progress that has been made in both the theory and application of such metapopulation models, we present here several major challenges that remain for future work, focusing on models that, in contrast to agent-based ones, are amenable to mathematical analysis. The challenges range from clarifying the usefulness of systems of weakly-coupled large sub-populations in modelling the spread of specific diseases to developing a theory for endemic models with household structure. They include also developing inferential methods for data on the emerging phase of epidemics, extending metapopulation models to more complex forms of human social structure, developing metapopulation models to reflect spatial population structure, developing computationally efficient methods for calculating key epidemiological model quantities, and integrating within- and between-host dynamics in models. Copyright © 2014 The Authors. Published by Elsevier B.V. All rights reserved.

Observations of Magnetosphere-Ionosphere Coupling Processes in Jupiter's Downward Auroral Current Region

NASA Astrophysics Data System (ADS)

Clark, G. B.; Mauk, B.; Allegrini, F.; Bagenal, F.; Bolton, S. J.; Bunce, E. J.; Connerney, J. E. P.; Ebert, R. W.; Gershman, D. J.; Gladstone, R.; Haggerty, D. K.; Hospodarsky, G. B.; Kotsiaros, S.; Kollmann, P.; Kurth, W. S.; Levin, S.; McComas, D. J.; Paranicas, C.; Rymer, A. M.; Saur, J.; Szalay, J. R.; Tetrick, S.; Valek, P. W.

2017-12-01

Our view and understanding of Jupiter's auroral regions are ever-changing as Juno continues to map out this region with every auroral pass. For example, since last year's Fall AGU and the release of publications regarding the first perijove orbit, the Juno particles and fields teams have found direct evidence of parallel potential drops in addition to the stochastic broad energy distributions associated with the downward current auroral acceleration region. In this region, which appears to exist in an altitude range of 1.5-3 Jovian radii, the potential drops can reach as high as several megavolts. Associated with these potentials are anti-planetward electron angle beams, energetic ion conics and precipitating protons, oxygen and sulfur. Sometimes the potentials within the downward current region are structured such that they look like the inverted-V type distributions typically found in Earth's upward current region. This is true for both the ion and electron energy distributions. Other times, the parallel potentials appear to be intermittent or spatially structured in a way such that they do not look like the canonical diverging electrostatic potential structure. Furthermore, the parallel potentials vary grossly in spatial/temporal scale, peak voltage and associated parallel current density. Here, we present a comprehensive study of these structures in Jupiter's downward current region focusing on energetic particle measurements from Juno-JEDI.

Transport behaviors of locally fractional coupled Brownian motors with fluctuating interactions

NASA Astrophysics Data System (ADS)

Wang, Huiqi; Ni, Feixiang; Lin, Lifeng; Lv, Wangyong; Zhu, Hongqiang

2018-09-01

In some complex viscoelastic mediums, it is ubiquitous that absorbing and desorbing surrounding Brownian particles randomly occur in coupled systems. The conventional method is to model a variable-mass system driven by both multiplicative and additive noises. In this paper, an improved mathematical model is created based on generalized Langevin equations (GLE) to characterize the random interaction with locally fluctuating number of coupled particles in the elastically coupled factional Brownian motors (FBM). By the numerical simulations, the effect of fluctuating interactions on collective transport behaviors is investigated, and some abnormal phenomena, such as cooperative behaviors, stochastic resonance (SR) and anomalous transport, are observed in the regime of sub-diffusion.

Extended method of moments for deterministic analysis of stochastic multistable neurodynamical systems

NASA Astrophysics Data System (ADS)

Deco, Gustavo; Martí, Daniel

2007-03-01

The analysis of transitions in stochastic neurodynamical systems is essential to understand the computational principles that underlie those perceptual and cognitive processes involving multistable phenomena, like decision making and bistable perception. To investigate the role of noise in a multistable neurodynamical system described by coupled differential equations, one usually considers numerical simulations, which are time consuming because of the need for sufficiently many trials to capture the statistics of the influence of the fluctuations on that system. An alternative analytical approach involves the derivation of deterministic differential equations for the moments of the distribution of the activity of the neuronal populations. However, the application of the method of moments is restricted by the assumption that the distribution of the state variables of the system takes on a unimodal Gaussian shape. We extend in this paper the classical moments method to the case of bimodal distribution of the state variables, such that a reduced system of deterministic coupled differential equations can be derived for the desired regime of multistability.

A Framework for Performing Multiscale Stochastic Progressive Failure Analysis of Composite Structures

NASA Technical Reports Server (NTRS)

Bednarcyk, Brett A.; Arnold, Steven M.

2006-01-01

A framework is presented that enables coupled multiscale analysis of composite structures. The recently developed, free, Finite Element Analysis - Micromechanics Analysis Code (FEAMAC) software couples the Micromechanics Analysis Code with Generalized Method of Cells (MAC/GMC) with ABAQUS to perform micromechanics based FEA such that the nonlinear composite material response at each integration point is modeled at each increment by MAC/GMC. As a result, the stochastic nature of fiber breakage in composites can be simulated through incorporation of an appropriate damage and failure model that operates within MAC/GMC on the level of the fiber. Results are presented for the progressive failure analysis of a titanium matrix composite tensile specimen that illustrate the power and utility of the framework and address the techniques needed to model the statistical nature of the problem properly. In particular, it is shown that incorporating fiber strength randomness on multiple scales improves the quality of the simulation by enabling failure at locations other than those associated with structural level stress risers.

A Framework for Performing Multiscale Stochastic Progressive Failure Analysis of Composite Structures

NASA Technical Reports Server (NTRS)

Bednarcyk, Brett A.; Arnold, Steven M.

2007-01-01

A framework is presented that enables coupled multiscale analysis of composite structures. The recently developed, free, Finite Element Analysis-Micromechanics Analysis Code (FEAMAC) software couples the Micromechanics Analysis Code with Generalized Method of Cells (MAC/GMC) with ABAQUS to perform micromechanics based FEA such that the nonlinear composite material response at each integration point is modeled at each increment by MAC/GMC. As a result, the stochastic nature of fiber breakage in composites can be simulated through incorporation of an appropriate damage and failure model that operates within MAC/GMC on the level of the fiber. Results are presented for the progressive failure analysis of a titanium matrix composite tensile specimen that illustrate the power and utility of the framework and address the techniques needed to model the statistical nature of the problem properly. In particular, it is shown that incorporating fiber strength randomness on multiple scales improves the quality of the simulation by enabling failure at locations other than those associated with structural level stress risers.

Quantum dynamics simulations in an ultraslow bath using hierarchy of stochastic Schrödinger equations

NASA Astrophysics Data System (ADS)

Ke, Yaling; Zhao, Yi

2018-04-01

The hierarchy of stochastic Schrödinger equation, previously developed under the unpolarised initial bath states, is extended in this paper for open quantum dynamics under polarised initial bath conditions. The method is proved to be a powerful tool in investigating quantum dynamics exposed to an ultraslow Ohmic bath, as in this case the hierarchical truncation level and the random sampling number can be kept at a relatively small extent. By systematically increasing the system-bath coupling strength, the symmetric Ohmic spin-boson dynamics is investigated at finite temperature, with a very small cut-off frequency. It is confirmed that the slow bath makes the system dynamics extremely sensitive to the initial bath conditions. The localisation tendency is stronger in the polarised initial bath conditions. Besides, the oscillatory coherent dynamics persists even when the system-bath coupling is very strong, in correspondence with what is found recently in the deep sub-Ohmic bath, where also the low-frequency modes dominate.

Value of Information for Optimal Adaptive Routing in Stochastic Time-Dependent Traffic Networks: Algorithms and Computational Tools

DOT National Transportation Integrated Search

2010-10-25

Real-time information is important for travelers' routing decisions in uncertain networks by enabling online adaptation to revealed traffic conditions. Usually there are spatial and/or temporal limitations in traveler information. In this research, a...

STOCHASTIC DESCRIPTION OF SUBGRID POLLUTANT VARIABILITY IN CMAQ

EPA Science Inventory

This paper describes a tool for investigating and describing fine scale spatial variability in model concentration fields with the goal of improving the use of air quality models for driving exposure modeling to assess human risk to hazardous air pollutants or air toxics. Region...

Spatial fluctuations in expression of the heterocyst differentiation regulatory gene hetR in Anabaena filaments.

PubMed

Corrales-Guerrero, Laura; Tal, Asaf; Arbel-Goren, Rinat; Mariscal, Vicente; Flores, Enrique; Herrero, Antonia; Stavans, Joel

2015-04-01

Under nitrogen deprivation, filaments of the cyanobacterium Anabaena undergo a process of development, resulting in a one-dimensional pattern of nitrogen-fixing heterocysts separated by about ten photosynthetic vegetative cells. Many aspects of gene expression before nitrogen deprivation and during the developmental process remain to be elucidated. Furthermore, the coupling of gene expression fluctuations between cells along a multicellular filament is unknown. We studied the statistics of fluctuations of gene expression of HetR, a transcription factor essential for heterocyst differentiation, both under steady-state growth in nitrogen-rich conditions and at different times following nitrogen deprivation, using a chromosomally-encoded translational hetR-gfp fusion. Statistical analysis of fluorescence at the individual cell level in wild-type and mutant filaments demonstrates that expression fluctuations of hetR in nearby cells are coupled, with a characteristic spatial range of circa two to three cells, setting the scale for cellular interactions along a filament. Correlations between cells predominantly arise from intercellular molecular transfer and less from cell division. Fluctuations after nitrogen step-down can build up on those under nitrogen-replete conditions. We found that under nitrogen-rich conditions, basal, steady-state expression of the HetR inhibitor PatS, cell-cell communication influenced by the septal protein SepJ and positive HetR auto-regulation are essential determinants of fluctuations in hetR expression and its distribution along filaments. A comparison between the expression of hetR-gfp under nitrogen-rich and nitrogen-poor conditions highlights the differences between the two HetR inhibitors PatS and HetN, as well as the differences in specificity between the septal proteins SepJ and FraC/FraD. Activation, inhibition and cell-cell communication lie at the heart of developmental processes. Our results show that proteins involved in these basic ingredients combine together in the presence of inevitable stochasticity in gene expression, to control the coupled fluctuations of gene expression that give rise to a one-dimensional developmental pattern in this organism.

InterSpread Plus: a spatial and stochastic simulation model of disease in animal populations.

PubMed

Stevenson, M A; Sanson, R L; Stern, M W; O'Leary, B D; Sujau, M; Moles-Benfell, N; Morris, R S

2013-04-01

We describe the spatially explicit, stochastic simulation model of disease spread, InterSpread Plus, in terms of its epidemiological framework, operation, and mode of use. The input data required by the model, the method for simulating contact and infection spread, and methods for simulating disease control measures are described. Data and parameters that are essential for disease simulation modelling using InterSpread Plus are distinguished from those that are non-essential, and it is suggested that a rational approach to simulating disease epidemics using this tool is to start with core data and parameters, adding additional layers of complexity if and when the specific requirements of the simulation exercise require it. We recommend that simulation models of disease are best developed as part of epidemic contingency planning so decision makers are familiar with model outputs and assumptions and are well-positioned to evaluate their strengths and weaknesses to make informed decisions in times of crisis. Copyright © 2012 Elsevier B.V. All rights reserved.