Optimal control of hydroelectric facilities

NASA Astrophysics Data System (ADS)

Zhao, Guangzhi

This thesis considers a simple yet realistic model of pump-assisted hydroelectric facilities operating in a market with time-varying but deterministic power prices. Both deterministic and stochastic water inflows are considered. The fluid mechanical and engineering details of the facility are described by a model containing several parameters. We present a dynamic programming algorithm for optimizing either the total energy produced or the total cash generated by these plants. The algorithm allows us to give the optimal control strategy as a function of time and to see how this strategy, and the associated plant value, varies with water inflow and electricity price. We investigate various cases. For a single pumped storage facility experiencing deterministic power prices and water inflows, we investigate the varying behaviour for an oversimplified constant turbine- and pump-efficiency model with simple reservoir geometries. We then generalize this simple model to include more realistic turbine efficiencies, situations with more complicated reservoir geometry, and the introduction of dissipative switching costs between various control states. We find many results which reinforce our physical intuition about this complicated system as well as results which initially challenge, though later deepen, this intuition. One major lesson of this work is that the optimal control strategy does not differ much between two differing objectives of maximizing energy production and maximizing its cash value. We then turn our attention to the case of stochastic water inflows. We present a stochastic dynamic programming algorithm which can find an on-average optimal control in the face of this randomness. As the operator of a facility must be more cautious when inflows are random, the randomness destroys facility value. Following this insight we quantify exactly how much a perfect hydrological inflow forecast would be worth to a dam operator. In our final chapter we discuss the challenging problem of optimizing a sequence of two hydro dams sharing the same river system. The complexity of this problem is magnified and we just scratch its surface here. The thesis concludes with suggestions for future work in this fertile area. Keywords: dynamic programming, hydroelectric facility, optimization, optimal control, switching cost, turbine efficiency.

Effect of Streamflow Forecast Uncertainty on Real-Time Reservoir Operation

NASA Astrophysics Data System (ADS)

Zhao, T.; Cai, X.; Yang, D.

2010-12-01

Various hydrological forecast products have been applied to real-time reservoir operation, including deterministic streamflow forecast (DSF), DSF-based probabilistic streamflow forecast (DPSF), and ensemble streamflow forecast (ESF), which represent forecast uncertainty in the form of deterministic forecast error, deterministic forecast error-based uncertainty distribution, and ensemble forecast errors, respectively. Compared to previous studies that treat these forecast products as ad hoc inputs for reservoir operation models, this paper attempts to model the uncertainties involved in the various forecast products and explores their effect on real-time reservoir operation decisions. In hydrology, there are various indices reflecting the magnitude of streamflow forecast uncertainty; meanwhile, few models illustrate the forecast uncertainty evolution process. This research introduces Martingale Model of Forecast Evolution (MMFE) from supply chain management and justifies its assumptions for quantifying the evolution of uncertainty in streamflow forecast as time progresses. Based on MMFE, this research simulates the evolution of forecast uncertainty in DSF, DPSF, and ESF, and applies the reservoir operation models (dynamic programming, DP; stochastic dynamic programming, SDP; and standard operation policy, SOP) to assess the effect of different forms of forecast uncertainty on real-time reservoir operation. Through a hypothetical single-objective real-time reservoir operation model, the results illustrate that forecast uncertainty exerts significant effects. Reservoir operation efficiency, as measured by a utility function, decreases as the forecast uncertainty increases. Meanwhile, these effects also depend on the type of forecast product being used. In general, the utility of reservoir operation with ESF is nearly as high as the utility obtained with a perfect forecast; the utilities of DSF and DPSF are similar to each other but not as efficient as ESF. Moreover, streamflow variability and reservoir capacity can change the magnitude of the effects of forecast uncertainty, but not the relative merit of DSF, DPSF, and ESF. Schematic diagram of the increase in forecast uncertainty with forecast lead-time and the dynamic updating property of real-time streamflow forecast

Detecting and disentangling nonlinear structure from solar flux time series

NASA Technical Reports Server (NTRS)

Ashrafi, S.; Roszman, L.

1992-01-01

Interest in solar activity has grown in the past two decades for many reasons. Most importantly for flight dynamics, solar activity changes the atmospheric density, which has important implications for spacecraft trajectory and lifetime prediction. Building upon the previously developed Rayleigh-Benard nonlinear dynamic solar model, which exhibits many dynamic behaviors observed in the Sun, this work introduces new chaotic solar forecasting techniques. Our attempt to use recently developed nonlinear chaotic techniques to model and forecast solar activity has uncovered highly entangled dynamics. Numerical techniques for decoupling additive and multiplicative white noise from deterministic dynamics and examines falloff of the power spectra at high frequencies as a possible means of distinguishing deterministic chaos from noise than spectrally white or colored are presented. The power spectral techniques presented are less cumbersome than current methods for identifying deterministic chaos, which require more computationally intensive calculations, such as those involving Lyapunov exponents and attractor dimension.

Stochastic Optimization for Unit Commitment-A Review

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

Zheng, Qipeng P.; Wang, Jianhui; Liu, Andrew L.

2015-07-01

Optimization models have been widely used in the power industry to aid the decision-making process of scheduling and dispatching electric power generation resources, a process known as unit commitment (UC). Since UC's birth, there have been two major waves of revolution on UC research and real life practice. The first wave has made mixed integer programming stand out from the early solution and modeling approaches for deterministic UC, such as priority list, dynamic programming, and Lagrangian relaxation. With the high penetration of renewable energy, increasing deregulation of the electricity industry, and growing demands on system reliability, the next wave ismore » focused on transitioning from traditional deterministic approaches to stochastic optimization for unit commitment. Since the literature has grown rapidly in the past several years, this paper is to review the works that have contributed to the modeling and computational aspects of stochastic optimization (SO) based UC. Relevant lines of future research are also discussed to help transform research advances into real-world applications.« less

From Weakly Chaotic Dynamics to Deterministic Subdiffusion via Copula Modeling

NASA Astrophysics Data System (ADS)

Nazé, Pierre

2018-03-01

Copula modeling consists in finding a probabilistic distribution, called copula, whereby its coupling with the marginal distributions of a set of random variables produces their joint distribution. The present work aims to use this technique to connect the statistical distributions of weakly chaotic dynamics and deterministic subdiffusion. More precisely, we decompose the jumps distribution of Geisel-Thomae map into a bivariate one and determine the marginal and copula distributions respectively by infinite ergodic theory and statistical inference techniques. We verify therefore that the characteristic tail distribution of subdiffusion is an extreme value copula coupling Mittag-Leffler distributions. We also present a method to calculate the exact copula and joint distributions in the case where weakly chaotic dynamics and deterministic subdiffusion statistical distributions are already known. Numerical simulations and consistency with the dynamical aspects of the map support our results.

Non-Deterministic Dynamic Instability of Composite Shells

NASA Technical Reports Server (NTRS)

Chamis, Christos C.; Abumeri, Galib H.

2004-01-01

A computationally effective method is described to evaluate the non-deterministic dynamic instability (probabilistic dynamic buckling) of thin composite shells. The method is a judicious combination of available computer codes for finite element, composite mechanics, and probabilistic structural analysis. The solution method is incrementally updated Lagrangian. It is illustrated by applying it to thin composite cylindrical shell subjected to dynamic loads. Both deterministic and probabilistic buckling loads are evaluated to demonstrate the effectiveness of the method. A universal plot is obtained for the specific shell that can be used to approximate buckling loads for different load rates and different probability levels. Results from this plot show that the faster the rate, the higher the buckling load and the shorter the time. The lower the probability, the lower is the buckling load for a specific time. Probabilistic sensitivity results show that the ply thickness, the fiber volume ratio and the fiber longitudinal modulus, dynamic load and loading rate are the dominant uncertainties, in that order.

Stochasticity and determinism in models of hematopoiesis.

PubMed

Kimmel, Marek

2014-01-01

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

Shielding Calculations on Waste Packages - The Limits and Possibilities of different Calculation Methods by the example of homogeneous and inhomogeneous Waste Packages

NASA Astrophysics Data System (ADS)

Adams, Mike; Smalian, Silva

2017-09-01

For nuclear waste packages the expected dose rates and nuclide inventory are beforehand calculated. Depending on the package of the nuclear waste deterministic programs like MicroShield® provide a range of results for each type of packaging. Stochastic programs like "Monte-Carlo N-Particle Transport Code System" (MCNP®) on the other hand provide reliable results for complex geometries. However this type of program requires a fully trained operator and calculations are time consuming. The problem here is to choose an appropriate program for a specific geometry. Therefore we compared the results of deterministic programs like MicroShield® and stochastic programs like MCNP®. These comparisons enable us to make a statement about the applicability of the various programs for chosen types of containers. As a conclusion we found that for thin-walled geometries deterministic programs like MicroShield® are well suited to calculate the dose rate. For cylindrical containers with inner shielding however, deterministic programs hit their limits. Furthermore we investigate the effect of an inhomogeneous material and activity distribution on the results. The calculations are still ongoing. Results will be presented in the final abstract.

Hidden order in crackling noise during peeling of an adhesive tape.

PubMed

Kumar, Jagadish; Ciccotti, M; Ananthakrishna, G

2008-04-01

We address the longstanding problem of recovering dynamical information from noisy acoustic emission signals arising from peeling of an adhesive tape subject to constant traction velocity. Using the phase space reconstruction procedure we demonstrate the deterministic chaotic dynamics by establishing the existence of correlation dimension as also a positive Lyapunov exponent in a midrange of traction velocities. The results are explained on the basis of the model that also emphasizes the deterministic origin of acoustic emission by clarifying its connection to stick-slip dynamics.

Dynamical signatures of isometric force control as a function of age, expertise, and task constraints.

PubMed

Vieluf, Solveig; Sleimen-Malkoun, Rita; Voelcker-Rehage, Claudia; Jirsa, Viktor; Reuter, Eva-Maria; Godde, Ben; Temprado, Jean-Jacques; Huys, Raoul

2017-07-01

From the conceptual and methodological framework of the dynamical systems approach, force control results from complex interactions of various subsystems yielding observable behavioral fluctuations, which comprise both deterministic (predictable) and stochastic (noise-like) dynamical components. Here, we investigated these components contributing to the observed variability in force control in groups of participants differing in age and expertise level. To this aim, young (18-25 yr) as well as late middle-aged (55-65 yr) novices and experts (precision mechanics) performed a force maintenance and a force modulation task. Results showed that whereas the amplitude of force variability did not differ across groups in the maintenance tasks, in the modulation task it was higher for late middle-aged novices than for experts and higher for both these groups than for young participants. Within both tasks and for all groups, stochastic fluctuations were lowest where the deterministic influence was smallest. However, although all groups showed similar dynamics underlying force control in the maintenance task, a group effect was found for deterministic and stochastic fluctuations in the modulation task. The latter findings imply that both components were involved in the observed group differences in the variability of force fluctuations in the modulation task. These findings suggest that between groups the general characteristics of the dynamics do not differ in either task and that force control is more affected by age than by expertise. However, expertise seems to counteract some of the age effects. NEW & NOTEWORTHY Stochastic and deterministic dynamical components contribute to force production. Dynamical signatures differ between force maintenance and cyclic force modulation tasks but hardly between age and expertise groups. Differences in both stochastic and deterministic components are associated with group differences in behavioral variability, and observed behavioral variability is more strongly task dependent than person dependent. Copyright © 2017 the American Physiological Society.

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

NASA Astrophysics Data System (ADS)

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

2011-09-01

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

Deterministic generation of multiparticle entanglement by quantum Zeno dynamics.

PubMed

Barontini, Giovanni; Hohmann, Leander; Haas, Florian; Estève, Jérôme; Reichel, Jakob

2015-09-18

Multiparticle entangled quantum states, a key resource in quantum-enhanced metrology and computing, are usually generated by coherent operations exclusively. However, unusual forms of quantum dynamics can be obtained when environment coupling is used as part of the state generation. In this work, we used quantum Zeno dynamics (QZD), based on nondestructive measurement with an optical microcavity, to deterministically generate different multiparticle entangled states in an ensemble of 36 qubit atoms in less than 5 microseconds. We characterized the resulting states by performing quantum tomography, yielding a time-resolved account of the entanglement generation. In addition, we studied the dependence of quantum states on measurement strength and quantified the depth of entanglement. Our results show that QZD is a versatile tool for fast and deterministic entanglement generation in quantum engineering applications. Copyright © 2015, American Association for the Advancement of Science.

Automated Calibration For Numerical Models Of Riverflow

NASA Astrophysics Data System (ADS)

Fernandez, Betsaida; Kopmann, Rebekka; Oladyshkin, Sergey

2017-04-01

Calibration of numerical models is fundamental since the beginning of all types of hydro system modeling, to approximate the parameters that can mimic the overall system behavior. Thus, an assessment of different deterministic and stochastic optimization methods is undertaken to compare their robustness, computational feasibility, and global search capacity. Also, the uncertainty of the most suitable methods is analyzed. These optimization methods minimize the objective function that comprises synthetic measurements and simulated data. Synthetic measurement data replace the observed data set to guarantee an existing parameter solution. The input data for the objective function derivate from a hydro-morphological dynamics numerical model which represents an 180-degree bend channel. The hydro- morphological numerical model shows a high level of ill-posedness in the mathematical problem. The minimization of the objective function by different candidate methods for optimization indicates a failure in some of the gradient-based methods as Newton Conjugated and BFGS. Others reveal partial convergence, such as Nelder-Mead, Polak und Ribieri, L-BFGS-B, Truncated Newton Conjugated, and Trust-Region Newton Conjugated Gradient. Further ones indicate parameter solutions that range outside the physical limits, such as Levenberg-Marquardt and LeastSquareRoot. Moreover, there is a significant computational demand for genetic optimization methods, such as Differential Evolution and Basin-Hopping, as well as for Brute Force methods. The Deterministic Sequential Least Square Programming and the scholastic Bayes Inference theory methods present the optimal optimization results. keywords: Automated calibration of hydro-morphological dynamic numerical model, Bayesian inference theory, deterministic optimization methods.

Modeling the within-host dynamics of cholera: bacterial-viral interaction.

PubMed

Wang, Xueying; Wang, Jin

2017-08-01

Novel deterministic and stochastic models are proposed in this paper for the within-host dynamics of cholera, with a focus on the bacterial-viral interaction. The deterministic model is a system of differential equations describing the interaction among the two types of vibrios and the viruses. The stochastic model is a system of Markov jump processes that is derived based on the dynamics of the deterministic model. The multitype branching process approximation is applied to estimate the extinction probability of bacteria and viruses within a human host during the early stage of the bacterial-viral infection. Accordingly, a closed-form expression is derived for the disease extinction probability, and analytic estimates are validated with numerical simulations. The local and global dynamics of the bacterial-viral interaction are analysed using the deterministic model, and the result indicates that there is a sharp disease threshold characterized by the basic reproduction number [Formula: see text]: if [Formula: see text], vibrios ingested from the environment into human body will not cause cholera infection; if [Formula: see text], vibrios will grow with increased toxicity and persist within the host, leading to human cholera. In contrast, the stochastic model indicates, more realistically, that there is always a positive probability of disease extinction within the human host.

A deterministic and stochastic model for the system dynamics of tumor-immune responses to chemotherapy

NASA Astrophysics Data System (ADS)

Liu, Xiangdong; Li, Qingze; Pan, Jianxin

2018-06-01

Modern medical studies show that chemotherapy can help most cancer patients, especially for those diagnosed early, to stabilize their disease conditions from months to years, which means the population of tumor cells remained nearly unchanged in quite a long time after fighting against immune system and drugs. In order to better understand the dynamics of tumor-immune responses under chemotherapy, deterministic and stochastic differential equation models are constructed to characterize the dynamical change of tumor cells and immune cells in this paper. The basic dynamical properties, such as boundedness, existence and stability of equilibrium points, are investigated in the deterministic model. Extended stochastic models include stochastic differential equations (SDEs) model and continuous-time Markov chain (CTMC) model, which accounts for the variability in cellular reproduction, growth and death, interspecific competitions, and immune response to chemotherapy. The CTMC model is harnessed to estimate the extinction probability of tumor cells. Numerical simulations are performed, which confirms the obtained theoretical results.

Learning to generate combinatorial action sequences utilizing the initial sensitivity of deterministic dynamical systems.

PubMed

Nishimoto, Ryu; Tani, Jun

2004-09-01

This study shows how sensory-action sequences of imitating finite state machines (FSMs) can be learned by utilizing the deterministic dynamics of recurrent neural networks (RNNs). Our experiments indicated that each possible combinatorial sequence can be recalled by specifying its respective initial state value and also that fractal structures appear in this initial state mapping after the learning converges. We also observed that the sequences of mimicking FSMs are encoded utilizing the transient regions rather than the invariant sets of the evolved dynamical systems of the RNNs.

Decentralized stochastic control

NASA Technical Reports Server (NTRS)

Speyer, J. L.

1980-01-01

Decentralized stochastic control is characterized by being decentralized in that the information to one controller is not the same as information to another controller. The system including the information has a stochastic or uncertain component. This complicates the development of decision rules which one determines under the assumption that the system is deterministic. The system is dynamic which means the present decisions affect future system responses and the information in the system. This circumstance presents a complex problem where tools like dynamic programming are no longer applicable. These difficulties are discussed from an intuitive viewpoint. Particular assumptions are introduced which allow a limited theory which produces mechanizable affine decision rules.

On stochastic control and optimal measurement strategies. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Kramer, L. C.

1971-01-01

The control of stochastic dynamic systems is studied with particular emphasis on those which influence the quality or nature of the measurements which are made to effect control. Four main areas are discussed: (1) the meaning of stochastic optimality and the means by which dynamic programming may be applied to solve a combined control/measurement problem; (2) a technique by which it is possible to apply deterministic methods, specifically the minimum principle, to the study of stochastic problems; (3) the methods described are applied to linear systems with Gaussian disturbances to study the structure of the resulting control system; and (4) several applications are considered.

Probabilistic dual heuristic programming-based adaptive critic

NASA Astrophysics Data System (ADS)

Herzallah, Randa

2010-02-01

Adaptive critic (AC) methods have common roots as generalisations of dynamic programming for neural reinforcement learning approaches. Since they approximate the dynamic programming solutions, they are potentially suitable for learning in noisy, non-linear and non-stationary environments. In this study, a novel probabilistic dual heuristic programming (DHP)-based AC controller is proposed. Distinct to current approaches, the proposed probabilistic (DHP) AC method takes uncertainties of forward model and inverse controller into consideration. Therefore, it is suitable for deterministic and stochastic control problems characterised by functional uncertainty. Theoretical development of the proposed method is validated by analytically evaluating the correct value of the cost function which satisfies the Bellman equation in a linear quadratic control problem. The target value of the probabilistic critic network is then calculated and shown to be equal to the analytically derived correct value. Full derivation of the Riccati solution for this non-standard stochastic linear quadratic control problem is also provided. Moreover, the performance of the proposed probabilistic controller is demonstrated on linear and non-linear control examples.

Hybrid stochastic and deterministic simulations of calcium blips.

PubMed

Rüdiger, S; Shuai, J W; Huisinga, W; Nagaiah, C; Warnecke, G; Parker, I; Falcke, M

2007-09-15

Intracellular calcium release is a prime example for the role of stochastic effects in cellular systems. Recent models consist of deterministic reaction-diffusion equations coupled to stochastic transitions of calcium channels. The resulting dynamics is of multiple time and spatial scales, which complicates far-reaching computer simulations. In this article, we introduce a novel hybrid scheme that is especially tailored to accurately trace events with essential stochastic variations, while deterministic concentration variables are efficiently and accurately traced at the same time. We use finite elements to efficiently resolve the extreme spatial gradients of concentration variables close to a channel. We describe the algorithmic approach and we demonstrate its efficiency compared to conventional methods. Our single-channel model matches experimental data and results in intriguing dynamics if calcium is used as charge carrier. Random openings of the channel accumulate in bursts of calcium blips that may be central for the understanding of cellular calcium dynamics.

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

PubMed

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

2017-09-01

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

Optimal design for robust control of uncertain flexible joint manipulators: a fuzzy dynamical system approach

NASA Astrophysics Data System (ADS)

Han, Jiang; Chen, Ye-Hwa; Zhao, Xiaomin; Dong, Fangfang

2018-04-01

A novel fuzzy dynamical system approach to the control design of flexible joint manipulators with mismatched uncertainty is proposed. Uncertainties of the system are assumed to lie within prescribed fuzzy sets. The desired system performance includes a deterministic phase and a fuzzy phase. First, by creatively implanting a fictitious control, a robust control scheme is constructed to render the system uniformly bounded and uniformly ultimately bounded. Both the manipulator modelling and control scheme are deterministic and not IF-THEN heuristic rules-based. Next, a fuzzy-based performance index is proposed. An optimal design problem for a control design parameter is formulated as a constrained optimisation problem. The global solution to this problem can be obtained from solving two quartic equations. The fuzzy dynamical system approach is systematic and is able to assure the deterministic performance as well as to minimise the fuzzy performance index.

The past, present and future of cyber-physical systems: a focus on models.

PubMed

Lee, Edward A

2015-02-26

This paper is about better engineering of cyber-physical systems (CPSs) through better models. Deterministic models have historically proven extremely useful and arguably form the kingpin of the industrial revolution and the digital and information technology revolutions. Key deterministic models that have proven successful include differential equations, synchronous digital logic and single-threaded imperative programs. Cyber-physical systems, however, combine these models in such a way that determinism is not preserved. Two projects show that deterministic CPS models with faithful physical realizations are possible and practical. The first project is PRET, which shows that the timing precision of synchronous digital logic can be practically made available at the software level of abstraction. The second project is Ptides (programming temporally-integrated distributed embedded systems), which shows that deterministic models for distributed cyber-physical systems have practical faithful realizations. These projects are existence proofs that deterministic CPS models are possible and practical.

The Past, Present and Future of Cyber-Physical Systems: A Focus on Models

PubMed Central

Lee, Edward A.

2015-01-01

This paper is about better engineering of cyber-physical systems (CPSs) through better models. Deterministic models have historically proven extremely useful and arguably form the kingpin of the industrial revolution and the digital and information technology revolutions. Key deterministic models that have proven successful include differential equations, synchronous digital logic and single-threaded imperative programs. Cyber-physical systems, however, combine these models in such a way that determinism is not preserved. Two projects show that deterministic CPS models with faithful physical realizations are possible and practical. The first project is PRET, which shows that the timing precision of synchronous digital logic can be practically made available at the software level of abstraction. The second project is Ptides (programming temporally-integrated distributed embedded systems), which shows that deterministic models for distributed cyber-physical systems have practical faithful realizations. These projects are existence proofs that deterministic CPS models are possible and practical. PMID:25730486

Deterministic modelling and stochastic simulation of biochemical pathways using MATLAB.

PubMed

Ullah, M; Schmidt, H; Cho, K H; Wolkenhauer, O

2006-03-01

The analysis of complex biochemical networks is conducted in two popular conceptual frameworks for modelling. The deterministic approach requires the solution of ordinary differential equations (ODEs, reaction rate equations) with concentrations as continuous state variables. The stochastic approach involves the simulation of differential-difference equations (chemical master equations, CMEs) with probabilities as variables. This is to generate counts of molecules for chemical species as realisations of random variables drawn from the probability distribution described by the CMEs. Although there are numerous tools available, many of them free, the modelling and simulation environment MATLAB is widely used in the physical and engineering sciences. We describe a collection of MATLAB functions to construct and solve ODEs for deterministic simulation and to implement realisations of CMEs for stochastic simulation using advanced MATLAB coding (Release 14). The program was successfully applied to pathway models from the literature for both cases. The results were compared to implementations using alternative tools for dynamic modelling and simulation of biochemical networks. The aim is to provide a concise set of MATLAB functions that encourage the experimentation with systems biology models. All the script files are available from www.sbi.uni-rostock.de/ publications_matlab-paper.html.

On optimal control of linear systems in the presence of multiplicative noise

NASA Technical Reports Server (NTRS)

Joshi, S. M.

1976-01-01

This correspondence considers the problem of optimal regulator design for discrete time linear systems subjected to white state-dependent and control-dependent noise in addition to additive white noise in the input and the observations. A pseudo-deterministic problem is first defined in which multiplicative and additive input disturbances are present, but noise-free measurements of the complete state vector are available. This problem is solved via discrete dynamic programming. Next is formulated the problem in which the number of measurements is less than that of the state variables and the measurements are contaminated with state-dependent noise. The inseparability of control and estimation is brought into focus, and an 'enforced separation' solution is obtained via heuristic reasoning in which the control gains are shown to be the same as those in the pseudo-deterministic problem. An optimal linear state estimator is given in order to implement the controller.

Positive dwell time algorithm with minimum equal extra material removal in deterministic optical surfacing technology.

PubMed

Li, Longxiang; Xue, Donglin; Deng, Weijie; Wang, Xu; Bai, Yang; Zhang, Feng; Zhang, Xuejun

2017-11-10

In deterministic computer-controlled optical surfacing, accurate dwell time execution by computer numeric control machines is crucial in guaranteeing a high-convergence ratio for the optical surface error. It is necessary to consider the machine dynamics limitations in the numerical dwell time algorithms. In this paper, these constraints on dwell time distribution are analyzed, and a model of the equal extra material removal is established. A positive dwell time algorithm with minimum equal extra material removal is developed. Results of simulations based on deterministic magnetorheological finishing demonstrate the necessity of considering machine dynamics performance and illustrate the validity of the proposed algorithm. Indeed, the algorithm effectively facilitates the determinacy of sub-aperture optical surfacing processes.

ASP-based method for the enumeration of attractors in non-deterministic synchronous and asynchronous multi-valued networks.

PubMed

Ben Abdallah, Emna; Folschette, Maxime; Roux, Olivier; Magnin, Morgan

2017-01-01

This paper addresses the problem of finding attractors in biological regulatory networks. We focus here on non-deterministic synchronous and asynchronous multi-valued networks, modeled using automata networks (AN). AN is a general and well-suited formalism to study complex interactions between different components (genes, proteins,...). An attractor is a minimal trap domain, that is, a part of the state-transition graph that cannot be escaped. Such structures are terminal components of the dynamics and take the form of steady states (singleton) or complex compositions of cycles (non-singleton). Studying the effect of a disease or a mutation on an organism requires finding the attractors in the model to understand the long-term behaviors. We present a computational logical method based on answer set programming (ASP) to identify all attractors. Performed without any network reduction, the method can be applied on any dynamical semantics. In this paper, we present the two most widespread non-deterministic semantics: the asynchronous and the synchronous updating modes. The logical approach goes through a complete enumeration of the states of the network in order to find the attractors without the necessity to construct the whole state-transition graph. We realize extensive computational experiments which show good performance and fit the expected theoretical results in the literature. The originality of our approach lies on the exhaustive enumeration of all possible (sets of) states verifying the properties of an attractor thanks to the use of ASP. Our method is applied to non-deterministic semantics in two different schemes (asynchronous and synchronous). The merits of our methods are illustrated by applying them to biological examples of various sizes and comparing the results with some existing approaches. It turns out that our approach succeeds to exhaustively enumerate on a desktop computer, in a large model (100 components), all existing attractors up to a given size (20 states). This size is only limited by memory and computation time.

Human brain detects short-time nonlinear predictability in the temporal fine structure of deterministic chaotic sounds

NASA Astrophysics Data System (ADS)

Itoh, Kosuke; Nakada, Tsutomu

2013-04-01

Deterministic nonlinear dynamical processes are ubiquitous in nature. Chaotic sounds generated by such processes may appear irregular and random in waveform, but these sounds are mathematically distinguished from random stochastic sounds in that they contain deterministic short-time predictability in their temporal fine structures. We show that the human brain distinguishes deterministic chaotic sounds from spectrally matched stochastic sounds in neural processing and perception. Deterministic chaotic sounds, even without being attended to, elicited greater cerebral cortical responses than the surrogate control sounds after about 150 ms in latency after sound onset. Listeners also clearly discriminated these sounds in perception. The results support the hypothesis that the human auditory system is sensitive to the subtle short-time predictability embedded in the temporal fine structure of sounds.

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

NASA Astrophysics Data System (ADS)

Choustova, Olga

2007-02-01

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

Construction of dynamic stochastic simulation models using knowledge-based techniques

NASA Technical Reports Server (NTRS)

Williams, M. Douglas; Shiva, Sajjan G.

1990-01-01

Over the past three decades, computer-based simulation models have proven themselves to be cost-effective alternatives to the more structured deterministic methods of systems analysis. During this time, many techniques, tools and languages for constructing computer-based simulation models have been developed. More recently, advances in knowledge-based system technology have led many researchers to note the similarities between knowledge-based programming and simulation technologies and to investigate the potential application of knowledge-based programming techniques to simulation modeling. The integration of conventional simulation techniques with knowledge-based programming techniques is discussed to provide a development environment for constructing knowledge-based simulation models. A comparison of the techniques used in the construction of dynamic stochastic simulation models and those used in the construction of knowledge-based systems provides the requirements for the environment. This leads to the design and implementation of a knowledge-based simulation development environment. These techniques were used in the construction of several knowledge-based simulation models including the Advanced Launch System Model (ALSYM).

Error bounds of adaptive dynamic programming algorithms for solving undiscounted optimal control problems.

PubMed

Liu, Derong; Li, Hongliang; Wang, Ding

2015-06-01

In this paper, we establish error bounds of adaptive dynamic programming algorithms for solving undiscounted infinite-horizon optimal control problems of discrete-time deterministic nonlinear systems. We consider approximation errors in the update equations of both value function and control policy. We utilize a new assumption instead of the contraction assumption in discounted optimal control problems. We establish the error bounds for approximate value iteration based on a new error condition. Furthermore, we also establish the error bounds for approximate policy iteration and approximate optimistic policy iteration algorithms. It is shown that the iterative approximate value function can converge to a finite neighborhood of the optimal value function under some conditions. To implement the developed algorithms, critic and action neural networks are used to approximate the value function and control policy, respectively. Finally, a simulation example is given to demonstrate the effectiveness of the developed algorithms.

Sustainable infrastructure system modeling under uncertainties and dynamics

NASA Astrophysics Data System (ADS)

Huang, Yongxi

Infrastructure systems support human activities in transportation, communication, water use, and energy supply. The dissertation research focuses on critical transportation infrastructure and renewable energy infrastructure systems. The goal of the research efforts is to improve the sustainability of the infrastructure systems, with an emphasis on economic viability, system reliability and robustness, and environmental impacts. The research efforts in critical transportation infrastructure concern the development of strategic robust resource allocation strategies in an uncertain decision-making environment, considering both uncertain service availability and accessibility. The study explores the performances of different modeling approaches (i.e., deterministic, stochastic programming, and robust optimization) to reflect various risk preferences. The models are evaluated in a case study of Singapore and results demonstrate that stochastic modeling methods in general offers more robust allocation strategies compared to deterministic approaches in achieving high coverage to critical infrastructures under risks. This general modeling framework can be applied to other emergency service applications, such as, locating medical emergency services. The development of renewable energy infrastructure system development aims to answer the following key research questions: (1) is the renewable energy an economically viable solution? (2) what are the energy distribution and infrastructure system requirements to support such energy supply systems in hedging against potential risks? (3) how does the energy system adapt the dynamics from evolving technology and societal needs in the transition into a renewable energy based society? The study of Renewable Energy System Planning with Risk Management incorporates risk management into its strategic planning of the supply chains. The physical design and operational management are integrated as a whole in seeking mitigations against the potential risks caused by feedstock seasonality and demand uncertainty. Facility spatiality, time variation of feedstock yields, and demand uncertainty are integrated into a two-stage stochastic programming (SP) framework. In the study of Transitional Energy System Modeling under Uncertainty, a multistage stochastic dynamic programming is established to optimize the process of building and operating fuel production facilities during the transition. Dynamics due to the evolving technologies and societal changes and uncertainty due to demand fluctuations are the major issues to be addressed.

Stochastic simulations on a model of circadian rhythm generation.

PubMed

Miura, Shigehiro; Shimokawa, Tetsuya; Nomura, Taishin

2008-01-01

Biological phenomena are often modeled by differential equations, where states of a model system are described by continuous real values. When we consider concentrations of molecules as dynamical variables for a set of biochemical reactions, we implicitly assume that numbers of the molecules are large enough so that their changes can be regarded as continuous and they are described deterministically. However, for a system with small numbers of molecules, changes in their numbers are apparently discrete and molecular noises become significant. In such cases, models with deterministic differential equations may be inappropriate, and the reactions must be described by stochastic equations. In this study, we focus a clock gene expression for a circadian rhythm generation, which is known as a system involving small numbers of molecules. Thus it is appropriate for the system to be modeled by stochastic equations and analyzed by methodologies of stochastic simulations. The interlocked feedback model proposed by Ueda et al. as a set of deterministic ordinary differential equations provides a basis of our analyses. We apply two stochastic simulation methods, namely Gillespie's direct method and the stochastic differential equation method also by Gillespie, to the interlocked feedback model. To this end, we first reformulated the original differential equations back to elementary chemical reactions. With those reactions, we simulate and analyze the dynamics of the model using two methods in order to compare them with the dynamics obtained from the original deterministic model and to characterize dynamics how they depend on the simulation methodologies.

Discrete-State Stochastic Models of Calcium-Regulated Calcium Influx and Subspace Dynamics Are Not Well-Approximated by ODEs That Neglect Concentration Fluctuations

PubMed Central

Weinberg, Seth H.; Smith, Gregory D.

2012-01-01

Cardiac myocyte calcium signaling is often modeled using deterministic ordinary differential equations (ODEs) and mass-action kinetics. However, spatially restricted “domains” associated with calcium influx are small enough (e.g., 10−17 liters) that local signaling may involve 1–100 calcium ions. Is it appropriate to model the dynamics of subspace calcium using deterministic ODEs or, alternatively, do we require stochastic descriptions that account for the fundamentally discrete nature of these local calcium signals? To address this question, we constructed a minimal Markov model of a calcium-regulated calcium channel and associated subspace. We compared the expected value of fluctuating subspace calcium concentration (a result that accounts for the small subspace volume) with the corresponding deterministic model (an approximation that assumes large system size). When subspace calcium did not regulate calcium influx, the deterministic and stochastic descriptions agreed. However, when calcium binding altered channel activity in the model, the continuous deterministic description often deviated significantly from the discrete stochastic model, unless the subspace volume is unrealistically large and/or the kinetics of the calcium binding are sufficiently fast. This principle was also demonstrated using a physiologically realistic model of calmodulin regulation of L-type calcium channels introduced by Yue and coworkers. PMID:23509597

Deterministic and stochastic CTMC models from Zika disease transmission

NASA Astrophysics Data System (ADS)

Zevika, Mona; Soewono, Edy

2018-03-01

Zika infection is one of the most important mosquito-borne diseases in the world. Zika virus (ZIKV) is transmitted by many Aedes-type mosquitoes including Aedes aegypti. Pregnant women with the Zika virus are at risk of having a fetus or infant with a congenital defect and suffering from microcephaly. Here, we formulate a Zika disease transmission model using two approaches, a deterministic model and a continuous-time Markov chain stochastic model. The basic reproduction ratio is constructed from a deterministic model. Meanwhile, the CTMC stochastic model yields an estimate of the probability of extinction and outbreaks of Zika disease. Dynamical simulations and analysis of the disease transmission are shown for the deterministic and stochastic models.

Hybrid deterministic/stochastic simulation of complex biochemical systems.

PubMed

Lecca, Paola; Bagagiolo, Fabio; Scarpa, Marina

2017-11-21

In a biological cell, cellular functions and the genetic regulatory apparatus are implemented and controlled by complex networks of chemical reactions involving genes, proteins, and enzymes. Accurate computational models are indispensable means for understanding the mechanisms behind the evolution of a complex system, not always explored with wet lab experiments. To serve their purpose, computational models, however, should be able to describe and simulate the complexity of a biological system in many of its aspects. Moreover, it should be implemented by efficient algorithms requiring the shortest possible execution time, to avoid enlarging excessively the time elapsing between data analysis and any subsequent experiment. Besides the features of their topological structure, the complexity of biological networks also refers to their dynamics, that is often non-linear and stiff. The stiffness is due to the presence of molecular species whose abundance fluctuates by many orders of magnitude. A fully stochastic simulation of a stiff system is computationally time-expensive. On the other hand, continuous models are less costly, but they fail to capture the stochastic behaviour of small populations of molecular species. We introduce a new efficient hybrid stochastic-deterministic computational model and the software tool MoBioS (MOlecular Biology Simulator) implementing it. The mathematical model of MoBioS uses continuous differential equations to describe the deterministic reactions and a Gillespie-like algorithm to describe the stochastic ones. Unlike the majority of current hybrid methods, the MoBioS algorithm divides the reactions' set into fast reactions, moderate reactions, and slow reactions and implements a hysteresis switching between the stochastic model and the deterministic model. Fast reactions are approximated as continuous-deterministic processes and modelled by deterministic rate equations. Moderate reactions are those whose reaction waiting time is greater than the fast reaction waiting time but smaller than the slow reaction waiting time. A moderate reaction is approximated as a stochastic (deterministic) process if it was classified as a stochastic (deterministic) process at the time at which it crosses the threshold of low (high) waiting time. A Gillespie First Reaction Method is implemented to select and execute the slow reactions. The performances of MoBios were tested on a typical example of hybrid dynamics: that is the DNA transcription regulation. The simulated dynamic profile of the reagents' abundance and the estimate of the error introduced by the fully deterministic approach were used to evaluate the consistency of the computational model and that of the software tool.

Down to the roughness scale assessment of piston-ring/liner contacts

NASA Astrophysics Data System (ADS)

Checo, H. M.; Jaramillo, A.; Ausas, R. F.; Jai, M.; Buscaglia, G. C.

2017-02-01

The effects of surface roughness in hydrodynamic bearings been accounted for through several approaches, the most widely used being averaging or stochastic techniques. With these the surface is not treated “as it is”, but by means of an assumed probability distribution for the roughness. The so called direct, deterministic or measured-surface simulation) solve the lubrication problem with realistic surfaces down to the roughness scale. This leads to expensive computational problems. Most researchers have tackled this problem considering non-moving surfaces and neglecting the ring dynamics to reduce the computational burden. What is proposed here is to solve the fully-deterministic simulation both in space and in time, so that the actual movement of the surfaces and the rings dynamics are taken into account. This simulation is much more complex than previous ones, as it is intrinsically transient. The feasibility of these fully-deterministic simulations is illustrated two cases: fully deterministic simulation of liner surfaces with diverse finishings (honed and coated bores) with constant piston velocity and load on the ring and also in real engine conditions.

Production scheduling and rescheduling with genetic algorithms.

PubMed

Bierwirth, C; Mattfeld, D C

1999-01-01

A general model for job shop scheduling is described which applies to static, dynamic and non-deterministic production environments. Next, a Genetic Algorithm is presented which solves the job shop scheduling problem. This algorithm is tested in a dynamic environment under different workload situations. Thereby, a highly efficient decoding procedure is proposed which strongly improves the quality of schedules. Finally, this technique is tested for scheduling and rescheduling in a non-deterministic environment. It is shown by experiment that conventional methods of production control are clearly outperformed at reasonable run-time costs.

Autonomous choices among deterministic evolution-laws as source of uncertainty

NASA Astrophysics Data System (ADS)

Trujillo, Leonardo; Meyroneinc, Arnaud; Campos, Kilver; Rendón, Otto; Sigalotti, Leonardo Di G.

2018-03-01

We provide evidence of an extreme form of sensitivity to initial conditions in a family of one-dimensional self-ruling dynamical systems. We prove that some hyperchaotic sequences are closed-form expressions of the orbits of these pseudo-random dynamical systems. Each chaotic system in this family exhibits a sensitivity to initial conditions that encompasses the sequence of choices of the evolution rule in some collection of maps. This opens a possibility to extend current theories of complex behaviors on the basis of intrinsic uncertainty in deterministic chaos.

Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics.

PubMed

Cotter, C J; Gottwald, G A; Holm, D D

2017-09-01

In Holm (Holm 2015 Proc. R. Soc. A 471 , 20140963. (doi:10.1098/rspa.2014.0963)), stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics naturally arises in a multi-scale decomposition of the deterministic Lagrangian flow map into a slow large-scale mean and a rapidly fluctuating small-scale map. We employ homogenization theory to derive effective slow stochastic particle dynamics for the resolved mean part, thereby obtaining stochastic fluid partial equations in the Eulerian formulation. To justify the application of rigorous homogenization theory, we assume mildly chaotic fast small-scale dynamics, as well as a centring condition. The latter requires that the mean of the fluctuating deviations is small, when pulled back to the mean flow.

Nanopore Current Oscillations: Nonlinear Dynamics on the Nanoscale.

PubMed

Hyland, Brittany; Siwy, Zuzanna S; Martens, Craig C

2015-05-21

In this Letter, we describe theoretical modeling of an experimentally realized nanoscale system that exhibits the general universal behavior of a nonlinear dynamical system. In particular, we consider the description of voltage-induced current fluctuations through a single nanopore from the perspective of nonlinear dynamics. We briefly review the experimental system and its behavior observed and then present a simple phenomenological nonlinear model that reproduces the qualitative behavior of the experimental data. The model consists of a two-dimensional deterministic nonlinear bistable oscillator experiencing both dissipation and random noise. The multidimensionality of the model and the interplay between deterministic and stochastic forces are both required to obtain a qualitatively accurate description of the physical system.

Taking Control: Stealth Assessment of Deterministic Behaviors within a Game-Based System

ERIC Educational Resources Information Center

Snow, Erica L.; Likens, Aaron D.; Allen, Laura K.; McNamara, Danielle S.

2016-01-01

Game-based environments frequently afford students the opportunity to exert agency over their learning paths by making various choices within the environment. The combination of log data from these systems and dynamic methodologies may serve as a stealth means to assess how students behave (i.e., deterministic or random) within these learning…

Taking Control: Stealth Assessment of Deterministic Behaviors within a Game-Based System

ERIC Educational Resources Information Center

Snow, Erica L.; Likens, Aaron D.; Allen, Laura K.; McNamara, Danielle S.

2015-01-01

Game-based environments frequently afford students the opportunity to exert agency over their learning paths by making various choices within the environment. The combination of log data from these systems and dynamic methodologies may serve as a stealth means to assess how students behave (i.e., deterministic or random) within these learning…

Langevin approach to a chemical wave front: Selection of the propagation velocity in the presence of internal noise

NASA Astrophysics Data System (ADS)

Lemarchand, A.; Lesne, A.; Mareschal, M.

1995-05-01

The reaction-diffusion equation associated with the Fisher chemical model A+B-->2A admits wave-front solutions by replacing an unstable stationary state with a stable one. The deterministic analysis concludes that their propagation velocity is not prescribed by the dynamics. For a large class of initial conditions the velocity which is spontaneously selected is equal to the minimum allowed velocity vmin, as predicted by the marginal stability criterion. In order to test the relevance of this deterministic description we investigate the macroscopic consequences, on the velocity and the width of the front, of the intrinsic stochasticity due to the underlying microscopic dynamics. We solve numerically the Langevin equations, deduced analytically from the master equation within a system size expansion procedure. We show that the mean profile associated with the stochastic solution propagates faster than the deterministic solution at a velocity up to 25% greater than vmin.

Variational principles for stochastic fluid dynamics

PubMed Central

Holm, Darryl D.

2015-01-01

This paper derives stochastic partial differential equations (SPDEs) for fluid dynamics from a stochastic variational principle (SVP). The paper proceeds by taking variations in the SVP to derive stochastic Stratonovich fluid equations; writing their Itô representation; and then investigating the properties of these stochastic fluid models in comparison with each other, and with the corresponding deterministic fluid models. The circulation properties of the stochastic Stratonovich fluid equations are found to closely mimic those of the deterministic ideal fluid models. As with deterministic ideal flows, motion along the stochastic Stratonovich paths also preserves the helicity of the vortex field lines in incompressible stochastic flows. However, these Stratonovich properties are not apparent in the equivalent Itô representation, because they are disguised by the quadratic covariation drift term arising in the Stratonovich to Itô transformation. This term is a geometric generalization of the quadratic covariation drift term already found for scalar densities in Stratonovich's famous 1966 paper. The paper also derives motion equations for two examples of stochastic geophysical fluid dynamics; namely, the Euler–Boussinesq and quasi-geostropic approximations. PMID:27547083

Analysis of stochastic model for non-linear volcanic dynamics

NASA Astrophysics Data System (ADS)

Alexandrov, D.; Bashkirtseva, I.; Ryashko, L.

2014-12-01

Motivated by important geophysical applications we consider a dynamic model of the magma-plug system previously derived by Iverson et al. (2006) under the influence of stochastic forcing. Due to strong nonlinearity of the friction force for solid plug along its margins, the initial deterministic system exhibits impulsive oscillations. Two types of dynamic behavior of the system under the influence of the parametric stochastic forcing have been found: random trajectories are scattered on both sides of the deterministic cycle or grouped on its internal side only. It is shown that dispersions are highly inhomogeneous along cycles in the presence of noises. The effects of noise-induced shifts, pressure stabilization and localization of random trajectories have been revealed with increasing the noise intensity. The plug velocity, pressure and displacement are highly dependent of noise intensity as well. These new stochastic phenomena are related with the nonlinear peculiarities of the deterministic phase portrait. It is demonstrated that the repetitive stick-slip motions of the magma-plug system in the case of stochastic forcing can be connected with drumbeat earthquakes.

Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics

PubMed Central

Cotter, C. J.

2017-01-01

In Holm (Holm 2015 Proc. R. Soc. A 471, 20140963. (doi:10.1098/rspa.2014.0963)), stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics naturally arises in a multi-scale decomposition of the deterministic Lagrangian flow map into a slow large-scale mean and a rapidly fluctuating small-scale map. We employ homogenization theory to derive effective slow stochastic particle dynamics for the resolved mean part, thereby obtaining stochastic fluid partial equations in the Eulerian formulation. To justify the application of rigorous homogenization theory, we assume mildly chaotic fast small-scale dynamics, as well as a centring condition. The latter requires that the mean of the fluctuating deviations is small, when pulled back to the mean flow. PMID:28989316

Rare event computation in deterministic chaotic systems using genealogical particle analysis

NASA Astrophysics Data System (ADS)

Wouters, J.; Bouchet, F.

2016-09-01

In this paper we address the use of rare event computation techniques to estimate small over-threshold probabilities of observables in deterministic dynamical systems. We demonstrate that genealogical particle analysis algorithms can be successfully applied to a toy model of atmospheric dynamics, the Lorenz ’96 model. We furthermore use the Ornstein-Uhlenbeck system to illustrate a number of implementation issues. We also show how a time-dependent objective function based on the fluctuation path to a high threshold can greatly improve the performance of the estimator compared to a fixed-in-time objective function.

ShinyGPAS: interactive genomic prediction accuracy simulator based on deterministic formulas.

PubMed

Morota, Gota

2017-12-20

Deterministic formulas for the accuracy of genomic predictions highlight the relationships among prediction accuracy and potential factors influencing prediction accuracy prior to performing computationally intensive cross-validation. Visualizing such deterministic formulas in an interactive manner may lead to a better understanding of how genetic factors control prediction accuracy. The software to simulate deterministic formulas for genomic prediction accuracy was implemented in R and encapsulated as a web-based Shiny application. Shiny genomic prediction accuracy simulator (ShinyGPAS) simulates various deterministic formulas and delivers dynamic scatter plots of prediction accuracy versus genetic factors impacting prediction accuracy, while requiring only mouse navigation in a web browser. ShinyGPAS is available at: https://chikudaisei.shinyapps.io/shinygpas/ . ShinyGPAS is a shiny-based interactive genomic prediction accuracy simulator using deterministic formulas. It can be used for interactively exploring potential factors that influence prediction accuracy in genome-enabled prediction, simulating achievable prediction accuracy prior to genotyping individuals, or supporting in-class teaching. ShinyGPAS is open source software and it is hosted online as a freely available web-based resource with an intuitive graphical user interface.

A stochastic model for correlated protein motions

NASA Astrophysics Data System (ADS)

Karain, Wael I.; Qaraeen, Nael I.; Ajarmah, Basem

2006-06-01

A one-dimensional Langevin-type stochastic difference equation is used to find the deterministic and Gaussian contributions of time series representing the projections of a Bovine Pancreatic Trypsin Inhibitor (BPTI) protein molecular dynamics simulation along different eigenvector directions determined using principal component analysis. The deterministic part shows a distinct nonlinear behavior only for eigenvectors contributing significantly to the collective protein motion.

Deterministic generation of remote entanglement with active quantum feedback

DOE PAGES

Martin, Leigh; Motzoi, Felix; Li, Hanhan; ...

2015-12-10

We develop and study protocols for deterministic remote entanglement generation using quantum feedback, without relying on an entangling Hamiltonian. In order to formulate the most effective experimentally feasible protocol, we introduce the notion of average-sense locally optimal feedback protocols, which do not require real-time quantum state estimation, a difficult component of real-time quantum feedback control. We use this notion of optimality to construct two protocols that can deterministically create maximal entanglement: a semiclassical feedback protocol for low-efficiency measurements and a quantum feedback protocol for high-efficiency measurements. The latter reduces to direct feedback in the continuous-time limit, whose dynamics can bemore » modeled by a Wiseman-Milburn feedback master equation, which yields an analytic solution in the limit of unit measurement efficiency. Our formalism can smoothly interpolate between continuous-time and discrete-time descriptions of feedback dynamics and we exploit this feature to derive a superior hybrid protocol for arbitrary nonunit measurement efficiency that switches between quantum and semiclassical protocols. Lastly, we show using simulations incorporating experimental imperfections that deterministic entanglement of remote superconducting qubits may be achieved with current technology using the continuous-time feedback protocol alone.« less

Multi-mode sensor processing on a dynamically reconfigurable massively parallel processor array

NASA Astrophysics Data System (ADS)

Chen, Paul; Butts, Mike; Budlong, Brad; Wasson, Paul

2008-04-01

This paper introduces a novel computing architecture that can be reconfigured in real time to adapt on demand to multi-mode sensor platforms' dynamic computational and functional requirements. This 1 teraOPS reconfigurable Massively Parallel Processor Array (MPPA) has 336 32-bit processors. The programmable 32-bit communication fabric provides streamlined inter-processor connections with deterministically high performance. Software programmability, scalability, ease of use, and fast reconfiguration time (ranging from microseconds to milliseconds) are the most significant advantages over FPGAs and DSPs. This paper introduces the MPPA architecture, its programming model, and methods of reconfigurability. An MPPA platform for reconfigurable computing is based on a structural object programming model. Objects are software programs running concurrently on hundreds of 32-bit RISC processors and memories. They exchange data and control through a network of self-synchronizing channels. A common application design pattern on this platform, called a work farm, is a parallel set of worker objects, with one input and one output stream. Statically configured work farms with homogeneous and heterogeneous sets of workers have been used in video compression and decompression, network processing, and graphics applications.

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

PubMed Central

2018-01-01

Single-cell experiments show that gene expression is stochastic and bursty, a feature that can emerge from slow switching between promoter states with different activities. In addition to slow chromatin and/or DNA looping dynamics, one source of long-lived promoter states is the slow binding and unbinding kinetics of transcription factors to promoters, i.e. the non-adiabatic binding regime. Here, we introduce a simple analytical framework, known as a piecewise deterministic Markov process (PDMP), that accurately describes the stochastic dynamics of gene expression in the non-adiabatic regime. We illustrate the utility of the PDMP on a non-trivial dynamical system by analysing the properties of a titration-based oscillator in the non-adiabatic limit. We first show how to transform the underlying chemical master equation into a PDMP where the slow transitions between promoter states are stochastic, but whose rates depend upon the faster deterministic dynamics of the transcription factors regulated by these promoters. We show that the PDMP accurately describes the observed periods of stochastic cycles in activator and repressor-based titration oscillators. We then generalize our PDMP analysis to more complicated versions of titration-based oscillators to explain how multiple binding sites lengthen the period and improve coherence. Last, we show how noise-induced oscillation previously observed in a titration-based oscillator arises from non-adiabatic and discrete binding events at the promoter site. PMID:29386401

Importance sampling with imperfect cloning for the computation of generalized Lyapunov exponents

NASA Astrophysics Data System (ADS)

Anteneodo, Celia; Camargo, Sabrina; Vallejos, Raúl O.

2017-12-01

We revisit the numerical calculation of generalized Lyapunov exponents, L (q ) , in deterministic dynamical systems. The standard method consists of adding noise to the dynamics in order to use importance sampling algorithms. Then L (q ) is obtained by taking the limit noise-amplitude → 0 after the calculation. We focus on a particular method that involves periodic cloning and pruning of a set of trajectories. However, instead of considering a noisy dynamics, we implement an imperfect (noisy) cloning. This alternative method is compared with the standard one and, when possible, with analytical results. As a workbench we use the asymmetric tent map, the standard map, and a system of coupled symplectic maps. The general conclusion of this study is that the imperfect-cloning method performs as well as the standard one, with the advantage of preserving the deterministic dynamics.

Cell-Free Optogenetic Gene Expression System.

PubMed

Jayaraman, Premkumar; Yeoh, Jing Wui; Jayaraman, Sudhaghar; Teh, Ai Ying; Zhang, Jingyun; Poh, Chueh Loo

2018-04-20

Optogenetic tools provide a new and efficient way to dynamically program gene expression with unmatched spatiotemporal precision. To date, their vast potential remains untapped in the field of cell-free synthetic biology, largely due to the lack of simple and efficient light-switchable systems. Here, to bridge the gap between cell-free systems and optogenetics, we studied our previously engineered one component-based blue light-inducible Escherichia coli promoter in a cell-free environment through experimental characterization and mathematical modeling. We achieved >10-fold dynamic expression and demonstrated rapid and reversible activation of the target gene to generate oscillatory response. The deterministic model developed was able to recapitulate the system behavior and helped to provide quantitative insights to optimize dynamic response. This in vitro optogenetic approach could be a powerful new high-throughput screening technology for rapid prototyping of complex biological networks in both space and time without the need for chemical induction.

Improvement and empirical research on chaos control by theory of "chaos + chaos = order".

PubMed

Fulai, Wang

2012-12-01

This paper focuses on advancing the understanding of Parrondian effects and their paradoxical behavior in nonlinear dynamical systems. Some examples are given to show that a dynamics combined by more than two discrete chaotic dynamics in deterministic manners can give rise to order when combined. The chaotic maps in our study are more general than those in the current literatures as far as "chaos + chaos = order" is concerned. Some problems left over in the current literatures are solved. It is proved both theoretically and numerically that, given any m chaotic dynamics generated by the one-dimensional real Mandelbrot maps, it is no possible to get a periodic system when all the m chaotic dynamics are alternated in random manner, but for any integer m(m ≥ 2) a dynamics combined in deterministic manner by m Mandelbrot chaotic dynamics can be found to give rise to a periodic dynamics of m periods. Numerical and mathematical analysis prove that the paradoxical phenomenon of "chaos + chaos = order" also exist in the dynamics generated by non-Mandelbrot maps.

Investing to Survive in a Duopoly Model

NASA Astrophysics Data System (ADS)

Pinto, Alberto A.; Oliveira, Bruno M. P. M.; Ferreira, Fernanda A.; Ferreira, Miguel

We present deterministic dynamics on the production costs of Cournot competitions, based on perfect Nash equilibria of nonlinear R&D investment strategies to reduce the production costs of the firms at every period of the game. We analyse the effects that the R&D investment strategies can have in the profits of the firms along the time. We show that small changes in the initial production costs or small changes in the parameters that determine the efficiency of the R&D programs or of the firms can produce strong economic effects in the long run of the profits of the firms.

A hybrid symplectic principal component analysis and central tendency measure method for detection of determinism in noisy time series with application to mechanomyography

NASA Astrophysics Data System (ADS)

Xie, Hong-Bo; Dokos, Socrates

2013-06-01

We present a hybrid symplectic geometry and central tendency measure (CTM) method for detection of determinism in noisy time series. CTM is effective for detecting determinism in short time series and has been applied in many areas of nonlinear analysis. However, its performance significantly degrades in the presence of strong noise. In order to circumvent this difficulty, we propose to use symplectic principal component analysis (SPCA), a new chaotic signal de-noising method, as the first step to recover the system dynamics. CTM is then applied to determine whether the time series arises from a stochastic process or has a deterministic component. Results from numerical experiments, ranging from six benchmark deterministic models to 1/f noise, suggest that the hybrid method can significantly improve detection of determinism in noisy time series by about 20 dB when the data are contaminated by Gaussian noise. Furthermore, we apply our algorithm to study the mechanomyographic (MMG) signals arising from contraction of human skeletal muscle. Results obtained from the hybrid symplectic principal component analysis and central tendency measure demonstrate that the skeletal muscle motor unit dynamics can indeed be deterministic, in agreement with previous studies. However, the conventional CTM method was not able to definitely detect the underlying deterministic dynamics. This result on MMG signal analysis is helpful in understanding neuromuscular control mechanisms and developing MMG-based engineering control applications.

A hybrid symplectic principal component analysis and central tendency measure method for detection of determinism in noisy time series with application to mechanomyography.

PubMed

Xie, Hong-Bo; Dokos, Socrates

2013-06-01

We present a hybrid symplectic geometry and central tendency measure (CTM) method for detection of determinism in noisy time series. CTM is effective for detecting determinism in short time series and has been applied in many areas of nonlinear analysis. However, its performance significantly degrades in the presence of strong noise. In order to circumvent this difficulty, we propose to use symplectic principal component analysis (SPCA), a new chaotic signal de-noising method, as the first step to recover the system dynamics. CTM is then applied to determine whether the time series arises from a stochastic process or has a deterministic component. Results from numerical experiments, ranging from six benchmark deterministic models to 1/f noise, suggest that the hybrid method can significantly improve detection of determinism in noisy time series by about 20 dB when the data are contaminated by Gaussian noise. Furthermore, we apply our algorithm to study the mechanomyographic (MMG) signals arising from contraction of human skeletal muscle. Results obtained from the hybrid symplectic principal component analysis and central tendency measure demonstrate that the skeletal muscle motor unit dynamics can indeed be deterministic, in agreement with previous studies. However, the conventional CTM method was not able to definitely detect the underlying deterministic dynamics. This result on MMG signal analysis is helpful in understanding neuromuscular control mechanisms and developing MMG-based engineering control applications.

Replacement model of city bus: A dynamic programming approach

NASA Astrophysics Data System (ADS)

Arifin, Dadang; Yusuf, Edhi

2017-06-01

This paper aims to develop a replacement model of city bus vehicles operated in Bandung City. This study is driven from real cases encountered by the Damri Company in the efforts to improve services to the public. The replacement model propounds two policy alternatives: First, to maintain or keep the vehicles, and second is to replace them with new ones taking into account operating costs, revenue, salvage value, and acquisition cost of a new vehicle. A deterministic dynamic programming approach is used to solve the model. The optimization process was heuristically executed using empirical data of Perum Damri. The output of the model is to determine the replacement schedule and the best policy if the vehicle has passed the economic life. Based on the results, the technical life of the bus is approximately 20 years old, while the economic life is an average of 9 (nine) years. It means that after the bus is operated for 9 (nine) years, managers should consider the policy of rejuvenation.

Characterization of chaotic dynamics in the human menstrual cycle

NASA Astrophysics Data System (ADS)

Derry, Gregory; Derry, Paula

2010-03-01

The human menstrual cycle exhibits much unexplained variability, which is typically dismissed as random variation. Given the many delayed nonlinear feedbacks in the reproductive endocrine system, however, the menstrual cycle might well be a nonlinear dynamical system in a chaotic trajectory, and that this instead accounts for the observed variability. Here, we test this hypothesis by performing a time series analysis on data for 7438 menstrual cycles from 38 women in the 20-40 year age range, using the database maintained by the Tremin Research Program on Women's Health. Using phase space reconstruction techniques with a maximum embedding dimension of 6, we find appropriate scaling behavior in the correlation sums for this data, indicating low dimensional deterministic dynamics. A correlation dimension of 2.6 is measured in this scaling regime, and this result is confirmed by recalculation using the Takens estimator. These results may be interpreted as offering an approximation to the fractal dimension of a strange attractor governing the chaotic dynamics of the menstrual cycle.

Complex dynamic in ecological time series

Treesearch

Peter Turchin; Andrew D. Taylor

1992-01-01

Although the possibility of complex dynamical behaviors-limit cycles, quasiperiodic oscillations, and aperiodic chaos-has been recognized theoretically, most ecologists are skeptical of their importance in nature. In this paper we develop a methodology for reconstructing endogenous (or deterministic) dynamics from ecological time series. Our method consists of fitting...

Reinforcement learning for partially observable dynamic processes: adaptive dynamic programming using measured output data.

PubMed

Lewis, F L; Vamvoudakis, Kyriakos G

2011-02-01

Approximate dynamic programming (ADP) is a class of reinforcement learning methods that have shown their importance in a variety of applications, including feedback control of dynamical systems. ADP generally requires full information about the system internal states, which is usually not available in practical situations. In this paper, we show how to implement ADP methods using only measured input/output data from the system. Linear dynamical systems with deterministic behavior are considered herein, which are systems of great interest in the control system community. In control system theory, these types of methods are referred to as output feedback (OPFB). The stochastic equivalent of the systems dealt with in this paper is a class of partially observable Markov decision processes. We develop both policy iteration and value iteration algorithms that converge to an optimal controller that requires only OPFB. It is shown that, similar to Q -learning, the new methods have the important advantage that knowledge of the system dynamics is not needed for the implementation of these learning algorithms or for the OPFB control. Only the order of the system, as well as an upper bound on its "observability index," must be known. The learned OPFB controller is in the form of a polynomial autoregressive moving-average controller that has equivalent performance with the optimal state variable feedback gain.

Active adaptive management for reintroduction of an animal population

USGS Publications Warehouse

Runge, Michael C.

2013-01-01

Captive animals are frequently reintroduced to the wild in the face of uncertainty, but that uncertainty can often be reduced over the course of the reintroduction effort, providing the opportunity for adaptive management. One common uncertainty in reintroductions is the short-term survival rate of released adults (a release cost), an important factor because it can affect whether releasing adults or juveniles is better. Information about this rate can improve the success of the reintroduction program, but does the expected gain offset the costs of obtaining the information? I explored this question for reintroduction of the griffon vulture (Gyps fulvus) by framing the management question as a belief Markov decision process, characterizing uncertainty about release cost with 2 information state variables, and finding the solution using stochastic dynamic programming. For a reintroduction program of fixed length (e.g., 5 years of releases), the optimal policy in the final release year resembles the deterministic solution: release either all adults or all juveniles depending on whether the point estimate for the survival rate in question is above or below a specific threshold. But the optimal policy in the earlier release years 1) includes release of a mixture of juveniles and adults under some circumstances, and 2) recommends release of adults even when the point estimate of survival is much less than the deterministic threshold. These results show that in an iterated decision setting, the optimal decision in early years can be quite different from that in later years because of the value of learning. 

A random walk on water (Henry Darcy Medal Lecture)

NASA Astrophysics Data System (ADS)

Koutsoyiannis, D.

2009-04-01

Randomness and uncertainty had been well appreciated in hydrology and water resources engineering in their initial steps as scientific disciplines. However, this changed through the years and, following other geosciences, hydrology adopted a naïve view of randomness in natural processes. Such a view separates natural phenomena into two mutually exclusive types, random or stochastic, and deterministic. When a classification of a specific process into one of these two types fails, then a separation of the process into two different, usually additive, parts is typically devised, each of which may be further subdivided into subparts (e.g., deterministic subparts such as periodic and aperiodic or trends). This dichotomous logic is typically combined with a manichean perception, in which the deterministic part supposedly represents cause-effect relationships and thus is physics and science (the "good"), whereas randomness has little relationship with science and no relationship with understanding (the "evil"). Probability theory and statistics, which traditionally provided the tools for dealing with randomness and uncertainty, have been regarded by some as the "necessary evil" but not as an essential part of hydrology and geophysics. Some took a step further to banish them from hydrology, replacing them with deterministic sensitivity analysis and fuzzy-logic representations. Others attempted to demonstrate that irregular fluctuations observed in natural processes are au fond manifestations of underlying chaotic deterministic dynamics with low dimensionality, thus attempting to render probabilistic descriptions unnecessary. Some of the above recent developments are simply flawed because they make erroneous use of probability and statistics (which, remarkably, provide the tools for such analyses), whereas the entire underlying logic is just a false dichotomy. To see this, it suffices to recall that Pierre Simon Laplace, perhaps the most famous proponent of determinism in the history of philosophy of science (cf. Laplace's demon), is, at the same time, one of the founders of probability theory, which he regarded as "nothing but common sense reduced to calculation". This harmonizes with James Clerk Maxwell's view that "the true logic for this world is the calculus of Probabilities" and was more recently and epigrammatically formulated in the title of Edwin Thompson Jaynes's book "Probability Theory: The Logic of Science" (2003). Abandoning dichotomous logic, either on ontological or epistemic grounds, we can identify randomness or stochasticity with unpredictability. Admitting that (a) uncertainty is an intrinsic property of nature; (b) causality implies dependence of natural processes in time and thus suggests predictability; but, (c) even the tiniest uncertainty (e.g., in initial conditions) may result in unpredictability after a certain time horizon, we may shape a stochastic representation of natural processes that is consistent with Karl Popper's indeterministic world view. In this representation, probability quantifies uncertainty according to the Kolmogorov system, in which probability is a normalized measure, i.e., a function that maps sets (areas where the initial conditions or the parameter values lie) to real numbers (in the interval [0, 1]). In such a representation, predictability (suggested by deterministic laws) and unpredictability (randomness) coexist, are not separable or additive components, and it is a matter of specifying the time horizon of prediction to decide which of the two dominates. An elementary numerical example has been devised to illustrate the above ideas and demonstrate that they offer a pragmatic and useful guide for practice, rather than just pertaining to philosophical discussions. A chaotic model, with fully and a priori known deterministic dynamics and deterministic inputs (without any random agent), is assumed to represent the hydrological balance in an area partly covered by vegetation. Experimentation with this toy model demonstrates, inter alia, that: (1) for short time horizons the deterministic dynamics is able to give good predictions; but (2) these predictions become extremely inaccurate and useless for long time horizons; (3) for such horizons a naïve statistical prediction (average of past data) which fully neglects the deterministic dynamics is more skilful; and (4) if this statistical prediction, in addition to past data, is combined with the probability theory (the principle of maximum entropy, in particular), it can provide a more informative prediction. Also, the toy model shows that the trajectories of the system state (and derivative properties thereof) do not resemble a regular (e.g., periodic) deterministic process nor a purely random process, but exhibit patterns indicating anti-persistence and persistence (where the latter statistically complies with a Hurst-Kolmogorov behaviour). If the process is averaged over long time scales, the anti-persistent behaviour improves predictability, whereas the persistent behaviour substantially deteriorates it. A stochastic representation of this deterministic system, which incorporates dynamics, is not only possible, but also powerful as it provides good predictions for both short and long horizons and helps to decide on when the deterministic dynamics should be considered or neglected. Obviously, a natural system is extremely more complex than this simple toy model and hence unpredictability is naturally even more prominent in the former. In addition, in a complex natural system, we can never know the exact dynamics and we must infer it from past data, which implies additional uncertainty and an additional role of stochastics in the process of formulating the system equations and estimating the involved parameters. Data also offer the only solid grounds to test any hypothesis about the dynamics, and failure of performing such testing against evidence from data renders the hypothesised dynamics worthless. If this perception of natural phenomena is adequately plausible, then it may help in studying interesting fundamental questions regarding the current state and the trends of hydrological and water resources research and their promising future paths. For instance: (i) Will it ever be possible to achieve a fully "physically based" modelling of hydrological systems that will not depend on data or stochastic representations? (ii) To what extent can hydrological uncertainty be reduced and what are the effective means for such reduction? (iii) Are current stochastic methods in hydrology consistent with observed natural behaviours? What paths should we explore for their advancement? (iv) Can deterministic methods provide solid scientific grounds for water resources engineering and management? In particular, can there be risk-free hydraulic engineering and water management? (v) Is the current (particularly important) interface between hydrology and climate satisfactory?. In particular, should hydrology rely on climate models that are not properly validated (i.e., for periods and scales not used in calibration)? In effect, is the evolution of climate and its impacts on water resources deterministically predictable?

Maxwell Demon Dynamics: Deterministic Chaos, the Szilard Map, and the Intelligence of Thermodynamic Systems

NASA Astrophysics Data System (ADS)

Boyd, Alexander B.; Crutchfield, James P.

2016-05-01

We introduce a deterministic chaotic system—the Szilard map—that encapsulates the measurement, control, and erasure protocol by which Maxwellian demons extract work from a heat reservoir. Implementing the demon's control function in a dynamical embodiment, our construction symmetrizes the demon and the thermodynamic system, allowing one to explore their functionality and recover the fundamental trade-off between the thermodynamic costs of dissipation due to measurement and those due to erasure. The map's degree of chaos—captured by the Kolmogorov-Sinai entropy—is the rate of energy extraction from the heat bath. Moreover, an engine's statistical complexity quantifies the minimum necessary system memory for it to function. In this way, dynamical instability in the control protocol plays an essential and constructive role in intelligent thermodynamic systems.

Chaos emerging in soil failure patterns observed during tillage: Normalized deterministic nonlinear prediction (NDNP) and its application.

PubMed

Sakai, Kenshi; Upadhyaya, Shrinivasa K; Andrade-Sanchez, Pedro; Sviridova, Nina V

2017-03-01

Real-world processes are often combinations of deterministic and stochastic processes. Soil failure observed during farm tillage is one example of this phenomenon. In this paper, we investigated the nonlinear features of soil failure patterns in a farm tillage process. We demonstrate emerging determinism in soil failure patterns from stochastic processes under specific soil conditions. We normalized the deterministic nonlinear prediction considering autocorrelation and propose it as a robust way of extracting a nonlinear dynamical system from noise contaminated motion. Soil is a typical granular material. The results obtained here are expected to be applicable to granular materials in general. From a global scale to nano scale, the granular material is featured in seismology, geotechnology, soil mechanics, and particle technology. The results and discussions presented here are applicable in these wide research areas. The proposed method and our findings are useful with respect to the application of nonlinear dynamics to investigate complex motions generated from granular materials.

Stability analysis of multi-group deterministic and stochastic epidemic models with vaccination rate

NASA Astrophysics Data System (ADS)

Wang, Zhi-Gang; Gao, Rui-Mei; Fan, Xiao-Ming; Han, Qi-Xing

2014-09-01

We discuss in this paper a deterministic multi-group MSIR epidemic model with a vaccination rate, the basic reproduction number ℛ0, a key parameter in epidemiology, is a threshold which determines the persistence or extinction of the disease. By using Lyapunov function techniques, we show if ℛ0 is greater than 1 and the deterministic model obeys some conditions, then the disease will prevail, the infective persists and the endemic state is asymptotically stable in a feasible region. If ℛ0 is less than or equal to 1, then the infective disappear so the disease dies out. In addition, stochastic noises around the endemic equilibrium will be added to the deterministic MSIR model in order that the deterministic model is extended to a system of stochastic ordinary differential equations. In the stochastic version, we carry out a detailed analysis on the asymptotic behavior of the stochastic model. In addition, regarding the value of ℛ0, when the stochastic system obeys some conditions and ℛ0 is greater than 1, we deduce the stochastic system is stochastically asymptotically stable. Finally, the deterministic and stochastic model dynamics are illustrated through computer simulations.

ShareSync: A Solution for Deterministic Data Sharing over Ethernet

NASA Technical Reports Server (NTRS)

Dunn, Daniel J., II; Koons, William A.; Kennedy, Richard D.; Davis, Philip A.

2007-01-01

As part of upgrading the Contact Dynamics Simulation Laboratory (CDSL) at the NASA Marshall Space Flight Center (MSFC), a simple, cost effective method was needed to communicate data among the networked simulation machines and I/O controllers used to run the facility. To fill this need and similar applicable situations, a generic protocol was developed, called ShareSync. ShareSync is a lightweight, real-time, publish-subscribe Ethernet protocol for simple and deterministic data sharing across diverse machines and operating systems. ShareSync provides a simple Application Programming Interface (API) for simulation programmers to incorporate into their code. The protocol is compatible with virtually all Ethernet-capable machines, is flexible enough to support a variety of applications, is fast enough to provide soft real-time determinism, and is a low-cost resource for distributed simulation development, deployment, and maintenance. The first design cycle iteration of ShareSync has been completed, and the protocol has undergone several testing procedures including endurance and benchmarking tests and approaches the 2001ts data synchronization design goal for the CDSL.

Terminal Model Of Newtonian Dynamics

NASA Technical Reports Server (NTRS)

Zak, Michail

1994-01-01

Paper presents study of theory of Newtonian dynamics of terminal attractors and repellers, focusing on issues of reversibility vs. irreversibility and deterministic evolution vs. probabilistic or chaotic evolution of dynamic systems. Theory developed called "terminal dynamics" emphasizes difference between it and classical Newtonian dynamics. Also holds promise for explaining irreversibility, unpredictability, probabilistic behavior, and chaos in turbulent flows, in thermodynamic phenomena, and in other dynamic phenomena and systems.

Parallel Stochastic discrete event simulation of calcium dynamics in neuron.

PubMed

Ishlam Patoary, Mohammad Nazrul; Tropper, Carl; McDougal, Robert A; Zhongwei, Lin; Lytton, William W

2017-09-26

The intra-cellular calcium signaling pathways of a neuron depends on both biochemical reactions and diffusions. Some quasi-isolated compartments (e.g. spines) are so small and calcium concentrations are so low that one extra molecule diffusing in by chance can make a nontrivial difference in its concentration (percentage-wise). These rare events can affect dynamics discretely in such way that they cannot be evaluated by a deterministic simulation. Stochastic models of such a system provide a more detailed understanding of these systems than existing deterministic models because they capture their behavior at a molecular level. Our research focuses on the development of a high performance parallel discrete event simulation environment, Neuron Time Warp (NTW), which is intended for use in the parallel simulation of stochastic reaction-diffusion systems such as intra-calcium signaling. NTW is integrated with NEURON, a simulator which is widely used within the neuroscience community. We simulate two models, a calcium buffer and a calcium wave model. The calcium buffer model is employed in order to verify the correctness and performance of NTW by comparing it to a serial deterministic simulation in NEURON. We also derived a discrete event calcium wave model from a deterministic model using the stochastic IP3R structure.

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

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

Lin, Yen Ting; Buchler, Nicolas E.

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

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

DOE PAGES

Lin, Yen Ting; Buchler, Nicolas E.

2018-01-31

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

Dynamical Motor Control Learned with Deep Deterministic Policy Gradient

PubMed Central

2018-01-01

Conventional models of motor control exploit the spatial representation of the controlled system to generate control commands. Typically, the control command is gained with the feedback state of a specific instant in time, which behaves like an optimal regulator or spatial filter to the feedback state. Yet, recent neuroscience studies found that the motor network may constitute an autonomous dynamical system and the temporal patterns of the control command can be contained in the dynamics of the motor network, that is, the dynamical system hypothesis (DSH). Inspired by these findings, here we propose a computational model that incorporates this neural mechanism, in which the control command could be unfolded from a dynamical controller whose initial state is specified with the task parameters. The model is trained in a trial-and-error manner in the framework of deep deterministic policy gradient (DDPG). The experimental results show that the dynamical controller successfully learns the control policy for arm reaching movements, while the analysis of the internal activities of the dynamical controller provides the computational evidence to the DSH of the neural coding in motor cortices. PMID:29666634

Dynamical Motor Control Learned with Deep Deterministic Policy Gradient.

PubMed

Shi, Haibo; Sun, Yaoru; Li, Jie

2018-01-01

Conventional models of motor control exploit the spatial representation of the controlled system to generate control commands. Typically, the control command is gained with the feedback state of a specific instant in time, which behaves like an optimal regulator or spatial filter to the feedback state. Yet, recent neuroscience studies found that the motor network may constitute an autonomous dynamical system and the temporal patterns of the control command can be contained in the dynamics of the motor network, that is, the dynamical system hypothesis (DSH). Inspired by these findings, here we propose a computational model that incorporates this neural mechanism, in which the control command could be unfolded from a dynamical controller whose initial state is specified with the task parameters. The model is trained in a trial-and-error manner in the framework of deep deterministic policy gradient (DDPG). The experimental results show that the dynamical controller successfully learns the control policy for arm reaching movements, while the analysis of the internal activities of the dynamical controller provides the computational evidence to the DSH of the neural coding in motor cortices.

Probabilistic Design and Analysis Framework

NASA Technical Reports Server (NTRS)

Strack, William C.; Nagpal, Vinod K.

2010-01-01

PRODAF is a software package designed to aid analysts and designers in conducting probabilistic analysis of components and systems. PRODAF can integrate multiple analysis programs to ease the tedious process of conducting a complex analysis process that requires the use of multiple software packages. The work uses a commercial finite element analysis (FEA) program with modules from NESSUS to conduct a probabilistic analysis of a hypothetical turbine blade, disk, and shaft model. PRODAF applies the response surface method, at the component level, and extrapolates the component-level responses to the system level. Hypothetical components of a gas turbine engine are first deterministically modeled using FEA. Variations in selected geometrical dimensions and loading conditions are analyzed to determine the effects of the stress state within each component. Geometric variations include the cord length and height for the blade, inner radius, outer radius, and thickness, which are varied for the disk. Probabilistic analysis is carried out using developing software packages like System Uncertainty Analysis (SUA) and PRODAF. PRODAF was used with a commercial deterministic FEA program in conjunction with modules from the probabilistic analysis program, NESTEM, to perturb loads and geometries to provide a reliability and sensitivity analysis. PRODAF simplified the handling of data among the various programs involved, and will work with many commercial and opensource deterministic programs, probabilistic programs, or modules.

Dynamic Probabilistic Instability of Composite Structures

NASA Technical Reports Server (NTRS)

Chamis, Christos C.

2009-01-01

A computationally effective method is described to evaluate the non-deterministic dynamic instability (probabilistic dynamic buckling) of thin composite shells. The method is a judicious combination of available computer codes for finite element, composite mechanics and probabilistic structural analysis. The solution method is incrementally updated Lagrangian. It is illustrated by applying it to thin composite cylindrical shell subjected to dynamic loads. Both deterministic and probabilistic buckling loads are evaluated to demonstrate the effectiveness of the method. A universal plot is obtained for the specific shell that can be used to approximate buckling loads for different load rates and different probability levels. Results from this plot show that the faster the rate, the higher the buckling load and the shorter the time. The lower the probability, the lower is the buckling load for a specific time. Probabilistic sensitivity results show that the ply thickness, the fiber volume ratio and the fiber longitudinal modulus, dynamic load and loading rate are the dominant uncertainties in that order.

On the number of different dynamics in Boolean networks with deterministic update schedules.

PubMed

Aracena, J; Demongeot, J; Fanchon, E; Montalva, M

2013-04-01

Deterministic Boolean networks are a type of discrete dynamical systems widely used in the modeling of genetic networks. The dynamics of such systems is characterized by the local activation functions and the update schedule, i.e., the order in which the nodes are updated. In this paper, we address the problem of knowing the different dynamics of a Boolean network when the update schedule is changed. We begin by proving that the problem of the existence of a pair of update schedules with different dynamics is NP-complete. However, we show that certain structural properties of the interaction diagraph are sufficient for guaranteeing distinct dynamics of a network. In [1] the authors define equivalence classes which have the property that all the update schedules of a given class yield the same dynamics. In order to determine the dynamics associated to a network, we develop an algorithm to efficiently enumerate the above equivalence classes by selecting a representative update schedule for each class with a minimum number of blocks. Finally, we run this algorithm on the well known Arabidopsis thaliana network to determine the full spectrum of its different dynamics. Copyright © 2013 Elsevier Inc. All rights reserved.

Deterministic chaos in an ytterbium-doped mode-locked fiber laser

NASA Astrophysics Data System (ADS)

Mélo, Lucas B. A.; Palacios, Guillermo F. R.; Carelli, Pedro V.; Acioli, Lúcio H.; Rios Leite, José R.; de Miranda, Marcio H. G.

2018-05-01

We experimentally study the nonlinear dynamics of a femtosecond ytterbium doped mode-locked fiber laser. With the laser operating in the pulsed regime a route to chaos is presented, starting from stable mode-locking, period two, period four, chaos and period three regimes. Return maps and bifurcation diagrams were extracted from time series for each regime. The analysis of the time series with the laser operating in the quasi mode-locked regime presents deterministic chaos described by an unidimensional Rossler map. A positive Lyapunov exponent $\\lambda = 0.14$ confirms the deterministic chaos of the system. We suggest an explanation about the observed map by relating gain saturation and intra-cavity loss.

Thermal treatment of the minority game

NASA Astrophysics Data System (ADS)

Burgos, E.; Ceva, Horacio; Perazzo, R. P.

2002-03-01

We study a cost function for the aggregate behavior of all the agents involved in the minority game (MG) or the bar attendance model (BAM). The cost function allows us to define a deterministic, synchronous dynamic that yields results that have the main relevant features than those of the probabilistic, sequential dynamics used for the MG or the BAM. We define a temperature through a Langevin approach in terms of the fluctuations of the average attendance. We prove that the cost function is an extensive quantity that can play the role of an internal energy of the many-agent system while the temperature so defined is an intensive parameter. We compare the results of the thermal perturbation to the deterministic dynamics and prove that they agree with those obtained with the MG or BAM in the limit of very low temperature.

Thermal treatment of the minority game.

PubMed

Burgos, E; Ceva, Horacio; Perazzo, R P J

2002-03-01

We study a cost function for the aggregate behavior of all the agents involved in the minority game (MG) or the bar attendance model (BAM). The cost function allows us to define a deterministic, synchronous dynamic that yields results that have the main relevant features than those of the probabilistic, sequential dynamics used for the MG or the BAM. We define a temperature through a Langevin approach in terms of the fluctuations of the average attendance. We prove that the cost function is an extensive quantity that can play the role of an internal energy of the many-agent system while the temperature so defined is an intensive parameter. We compare the results of the thermal perturbation to the deterministic dynamics and prove that they agree with those obtained with the MG or BAM in the limit of very low temperature.

Use of recurrence plots in the analysis of pupil diameter dynamics in narcoleptics

NASA Astrophysics Data System (ADS)

Keegan, Andrew P.; Zbilut, J. P.; Merritt, S. L.; Mercer, P. J.

1993-11-01

Recurrence plots were used to evaluate pupil dynamics of subjects with narcolepsy. Preliminary data indicate that this nonlinear method of analyses may be more useful in revealing underlying deterministic differences than traditional methods like FFT and counting statistics.

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

NASA Astrophysics Data System (ADS)

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

2018-07-01

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

The ESPAT tool: a general-purpose DSS shell for solving stochastic optimization problems in complex river-aquifer systems

NASA Astrophysics Data System (ADS)

Macian-Sorribes, Hector; Pulido-Velazquez, Manuel; Tilmant, Amaury

2015-04-01

Stochastic programming methods are better suited to deal with the inherent uncertainty of inflow time series in water resource management. However, one of the most important hurdles in their use in practical implementations is the lack of generalized Decision Support System (DSS) shells, usually based on a deterministic approach. The purpose of this contribution is to present a general-purpose DSS shell, named Explicit Stochastic Programming Advanced Tool (ESPAT), able to build and solve stochastic programming problems for most water resource systems. It implements a hydro-economic approach, optimizing the total system benefits as the sum of the benefits obtained by each user. It has been coded using GAMS, and implements a Microsoft Excel interface with a GAMS-Excel link that allows the user to introduce the required data and recover the results. Therefore, no GAMS skills are required to run the program. The tool is divided into four modules according to its capabilities: 1) the ESPATR module, which performs stochastic optimization procedures in surface water systems using a Stochastic Dual Dynamic Programming (SDDP) approach; 2) the ESPAT_RA module, which optimizes coupled surface-groundwater systems using a modified SDDP approach; 3) the ESPAT_SDP module, capable of performing stochastic optimization procedures in small-size surface systems using a standard SDP approach; and 4) the ESPAT_DET module, which implements a deterministic programming procedure using non-linear programming, able to solve deterministic optimization problems in complex surface-groundwater river basins. The case study of the Mijares river basin (Spain) is used to illustrate the method. It consists in two reservoirs in series, one aquifer and four agricultural demand sites currently managed using historical (XIV century) rights, which give priority to the most traditional irrigation district over the XX century agricultural developments. Its size makes it possible to use either the SDP or the SDDP methods. The independent use of surface and groundwater can be examined with and without the aquifer. The ESPAT_DET, ESPATR and ESPAT_SDP modules were executed for the surface system, while the ESPAT_RA and the ESPAT_DET modules were run for the surface-groundwater system. The surface system's results show a similar performance between the ESPAT_SDP and ESPATR modules, with outperform the one showed by the current policies besides being outperformed by the ESPAT_DET results, which have the advantage of the perfect foresight. The surface-groundwater system's results show a robust situation in which the differences between the module's results and the current policies are lower due the use of pumped groundwater in the XX century crops when surface water is scarce. The results are realistic, with the deterministic optimization outperforming the stochastic one, which at the same time outperforms the current policies; showing that the tool is able to stochastically optimize river-aquifer water resources systems. We are currently working in the application of these tools in the analysis of changes in systems' operation under global change conditions. ACKNOWLEDGEMENT: This study has been partially supported by the IMPADAPT project (CGL2013-48424-C2-1-R) with Spanish MINECO (Ministerio de Economía y Competitividad) funds.

Bayesian deterministic decision making: a normative account of the operant matching law and heavy-tailed reward history dependency of choices.

PubMed

Saito, Hiroshi; Katahira, Kentaro; Okanoya, Kazuo; Okada, Masato

2014-01-01

The decision making behaviors of humans and animals adapt and then satisfy an "operant matching law" in certain type of tasks. This was first pointed out by Herrnstein in his foraging experiments on pigeons. The matching law has been one landmark for elucidating the underlying processes of decision making and its learning in the brain. An interesting question is whether decisions are made deterministically or probabilistically. Conventional learning models of the matching law are based on the latter idea; they assume that subjects learn choice probabilities of respective alternatives and decide stochastically with the probabilities. However, it is unknown whether the matching law can be accounted for by a deterministic strategy or not. To answer this question, we propose several deterministic Bayesian decision making models that have certain incorrect beliefs about an environment. We claim that a simple model produces behavior satisfying the matching law in static settings of a foraging task but not in dynamic settings. We found that the model that has a belief that the environment is volatile works well in the dynamic foraging task and exhibits undermatching, which is a slight deviation from the matching law observed in many experiments. This model also demonstrates the double-exponential reward history dependency of a choice and a heavier-tailed run-length distribution, as has recently been reported in experiments on monkeys.

Quantum demolition filtering and optimal control of unstable systems.

PubMed

Belavkin, V P

2012-11-28

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

Do rational numbers play a role in selection for stochasticity?

PubMed

Sinclair, Robert

2014-01-01

When a given tissue must, to be able to perform its various functions, consist of different cell types, each fairly evenly distributed and with specific probabilities, then there are at least two quite different developmental mechanisms which might achieve the desired result. Let us begin with the case of two cell types, and first imagine that the proportion of numbers of cells of these types should be 1:3. Clearly, a regular structure composed of repeating units of four cells, three of which are of the dominant type, will easily satisfy the requirements, and a deterministic mechanism may lend itself to the task. What if, however, the proportion should be 10:33? The same simple, deterministic approach would now require a structure of repeating units of 43 cells, and this certainly seems to require a far more complex and potentially prohibitive deterministic developmental program. Stochastic development, replacing regular units with random distributions of given densities, might not be evolutionarily competitive in comparison with the deterministic program when the proportions should be 1:3, but it has the property that, whatever developmental mechanism underlies it, its complexity does not need to depend very much upon target cell densities at all. We are immediately led to speculate that proportions which correspond to fractions with large denominators (such as the 33 of 10/33) may be more easily achieved by stochastic developmental programs than by deterministic ones, and this is the core of our thesis: that stochastic development may tend to occur more often in cases involving rational numbers with large denominators. To be imprecise: that simple rationality and determinism belong together, as do irrationality and randomness.

A variational method for analyzing limit cycle oscillations in stochastic hybrid systems

NASA Astrophysics Data System (ADS)

Bressloff, Paul C.; MacLaurin, James

2018-06-01

Many systems in biology can be modeled through ordinary differential equations, which are piece-wise continuous, and switch between different states according to a Markov jump process known as a stochastic hybrid system or piecewise deterministic Markov process (PDMP). In the fast switching limit, the dynamics converges to a deterministic ODE. In this paper, we develop a phase reduction method for stochastic hybrid systems that support a stable limit cycle in the deterministic limit. A classic example is the Morris-Lecar model of a neuron, where the switching Markov process is the number of open ion channels and the continuous process is the membrane voltage. We outline a variational principle for the phase reduction, yielding an exact analytic expression for the resulting phase dynamics. We demonstrate that this decomposition is accurate over timescales that are exponential in the switching rate ɛ-1 . That is, we show that for a constant C, the probability that the expected time to leave an O(a) neighborhood of the limit cycle is less than T scales as T exp (-C a /ɛ ) .

Asteroids - the modern challenge of celestial dynamics

NASA Astrophysics Data System (ADS)

Dikova, Smiliana

2002-11-01

Among the most powerful statements in Science are those that mark absolute limits to knowledge. For example, Relativity and Quantum Theory touched the limits of speed and accuracy. Deterministic Chaos - the new scientific paradigma of our days, also falls in this class theories. Chaos means complexity in space and unpredictability in time. It shows the limit of our basic counting system and leads to a limited predictability of the long time dynamical evolution. Perhaps for that reason, in 1986 Sir James Lighthill remarked for all physicists: "We collectively wish to apologize for having misled the general educated public by spreading ideas about the determinism of systems satisfying Newton's laws of motion that, after 1960, were proved incorrect." Our main thesis is that Asteroid Dynamics is the arena where the drama Chaos versus predictability is initiated and developed. The aim of the present research is to show the way in which Deterministic Chaos restricts the long term dynamical predictability of asteroid motions.

Hardware-efficient Bell state preparation using Quantum Zeno Dynamics in superconducting circuits

NASA Astrophysics Data System (ADS)

Flurin, Emmanuel; Blok, Machiel; Hacohen-Gourgy, Shay; Martin, Leigh S.; Livingston, William P.; Dove, Allison; Siddiqi, Irfan

By preforming a continuous joint measurement on a two qubit system, we restrict the qubit evolution to a chosen subspace of the total Hilbert space. This extension of the quantum Zeno effect, called Quantum Zeno Dynamics, has already been explored in various physical systems such as superconducting cavities, single rydberg atoms, atomic ensembles and Bose Einstein condensates. In this experiment, two superconducting qubits are strongly dispersively coupled to a high-Q cavity (χ >> κ) allowing for the doubly excited state | 11 〉 to be selectively monitored. The Quantum Zeno Dynamics in the complementary subspace enables us to coherently prepare a Bell state. As opposed to dissipation engineering schemes, we emphasize that our protocol is deterministic, does not rely direct coupling between qubits and functions only using single qubit controls and cavity readout. Such Quantum Zeno Dynamics can be generalized to larger Hilbert space enabling deterministic generation of many-body entangled states, and thus realizes a decoherence-free subspace allowing alternative noise-protection schemes.

An Extended Deterministic Dendritic Cell Algorithm for Dynamic Job Shop Scheduling

NASA Astrophysics Data System (ADS)

Qiu, X. N.; Lau, H. Y. K.

The problem of job shop scheduling in a dynamic environment where random perturbation exists in the system is studied. In this paper, an extended deterministic Dendritic Cell Algorithm (dDCA) is proposed to solve such a dynamic Job Shop Scheduling Problem (JSSP) where unexpected events occurred randomly. This algorithm is designed based on dDCA and makes improvements by considering all types of signals and the magnitude of the output values. To evaluate this algorithm, ten benchmark problems are chosen and different kinds of disturbances are injected randomly. The results show that the algorithm performs competitively as it is capable of triggering the rescheduling process optimally with much less run time for deciding the rescheduling action. As such, the proposed algorithm is able to minimize the rescheduling times under the defined objective and to keep the scheduling process stable and efficient.

Mutual Information Rate and Bounds for It

PubMed Central

Baptista, Murilo S.; Rubinger, Rero M.; Viana, Emilson R.; Sartorelli, José C.; Parlitz, Ulrich; Grebogi, Celso

2012-01-01

The amount of information exchanged per unit of time between two nodes in a dynamical network or between two data sets is a powerful concept for analysing complex systems. This quantity, known as the mutual information rate (MIR), is calculated from the mutual information, which is rigorously defined only for random systems. Moreover, the definition of mutual information is based on probabilities of significant events. This work offers a simple alternative way to calculate the MIR in dynamical (deterministic) networks or between two time series (not fully deterministic), and to calculate its upper and lower bounds without having to calculate probabilities, but rather in terms of well known and well defined quantities in dynamical systems. As possible applications of our bounds, we study the relationship between synchronisation and the exchange of information in a system of two coupled maps and in experimental networks of coupled oscillators. PMID:23112809

Self-Organized Dynamic Flocking Behavior from a Simple Deterministic Map

NASA Astrophysics Data System (ADS)

Krueger, Wesley

2007-10-01

Coherent motion exhibiting large-scale order, such as flocking, swarming, and schooling behavior in animals, can arise from simple rules applied to an initial random array of self-driven particles. We present a completely deterministic dynamic map that exhibits emergent, collective, complex motion for a group of particles. Each individual particle is driven with a constant speed in two dimensions adopting the average direction of a fixed set of non-spatially related partners. In addition, the particle changes direction by π as it reaches a circular boundary. The dynamical patterns arising from these rules range from simple circular-type convective motion to highly sophisticated, complex, collective behavior which can be easily interpreted as flocking, schooling, or swarming depending on the chosen parameters. We present the results as a series of short movies and we also explore possible order parameters and correlation functions capable of quantifying the resulting coherence.

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

NASA Astrophysics Data System (ADS)

Belavkin, V. P.

2009-02-01

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

A Scalable Computational Framework for Establishing Long-Term Behavior of Stochastic Reaction Networks

PubMed Central

Khammash, Mustafa

2014-01-01

Reaction networks are systems in which the populations of a finite number of species evolve through predefined interactions. Such networks are found as modeling tools in many biological disciplines such as biochemistry, ecology, epidemiology, immunology, systems biology and synthetic biology. It is now well-established that, for small population sizes, stochastic models for biochemical reaction networks are necessary to capture randomness in the interactions. The tools for analyzing such models, however, still lag far behind their deterministic counterparts. In this paper, we bridge this gap by developing a constructive framework for examining the long-term behavior and stability properties of the reaction dynamics in a stochastic setting. In particular, we address the problems of determining ergodicity of the reaction dynamics, which is analogous to having a globally attracting fixed point for deterministic dynamics. We also examine when the statistical moments of the underlying process remain bounded with time and when they converge to their steady state values. The framework we develop relies on a blend of ideas from probability theory, linear algebra and optimization theory. We demonstrate that the stability properties of a wide class of biological networks can be assessed from our sufficient theoretical conditions that can be recast as efficient and scalable linear programs, well-known for their tractability. It is notably shown that the computational complexity is often linear in the number of species. We illustrate the validity, the efficiency and the wide applicability of our results on several reaction networks arising in biochemistry, systems biology, epidemiology and ecology. The biological implications of the results as well as an example of a non-ergodic biological network are also discussed. PMID:24968191

Controlling transient chaos in deterministic flows with applications to electrical power systems and ecology

NASA Astrophysics Data System (ADS)

Dhamala, Mukeshwar; Lai, Ying-Cheng

1999-02-01

Transient chaos is a common phenomenon in nonlinear dynamics of many physical, biological, and engineering systems. In applications it is often desirable to maintain sustained chaos even in parameter regimes of transient chaos. We address how to sustain transient chaos in deterministic flows. We utilize a simple and practical method, based on extracting the fundamental dynamics from time series, to maintain chaos. The method can result in control of trajectories from almost all initial conditions in the original basin of the chaotic attractor from which transient chaos is created. We apply our method to three problems: (1) voltage collapse in electrical power systems, (2) species preservation in ecology, and (3) elimination of undesirable bursting behavior in a chemical reaction system.

Delayed-feedback chimera states: Forced multiclusters and stochastic resonance

NASA Astrophysics Data System (ADS)

Semenov, V.; Zakharova, A.; Maistrenko, Y.; Schöll, E.

2016-07-01

A nonlinear oscillator model with negative time-delayed feedback is studied numerically under external deterministic and stochastic forcing. It is found that in the unforced system complex partial synchronization patterns like chimera states as well as salt-and-pepper-like solitary states arise on the route from regular dynamics to spatio-temporal chaos. The control of the dynamics by external periodic forcing is demonstrated by numerical simulations. It is shown that one-cluster and multi-cluster chimeras can be achieved by adjusting the external forcing frequency to appropriate resonance conditions. If a stochastic component is superimposed to the deterministic external forcing, chimera states can be induced in a way similar to stochastic resonance, they appear, therefore, in regimes where they do not exist without noise.

Deterministic chaos in entangled eigenstates

NASA Astrophysics Data System (ADS)

Schlegel, K. G.; Förster, S.

2008-05-01

We investigate the problem of deterministic chaos in connection with entangled states using the Bohmian formulation of quantum mechanics. We show for a two particle system in a harmonic oscillator potential, that in a case of entanglement and three energy eigen-values the maximum Lyapunov-parameters of a representative ensemble of trajectories for large times develops to a narrow positive distribution, which indicates nearly complete chaotic dynamics. We also present in short results from two time-dependent systems, the anisotropic and the Rabi oscillator.

Dynamic analysis of a stochastic rumor propagation model

NASA Astrophysics Data System (ADS)

Jia, Fangju; Lv, Guangying

2018-01-01

The rapid development of the Internet, especially the emergence of the social networks, leads rumor propagation into a new media era. In this paper, we are concerned with a stochastic rumor propagation model. Sufficient conditions for extinction and persistence in the mean of the rumor are established. The threshold between persistence in the mean and extinction of the rumor is obtained. Compared with the corresponding deterministic model, the threshold affected by the white noise is smaller than the basic reproduction number R0 of the deterministic system.

Fault Detection for Nonlinear Process With Deterministic Disturbances: A Just-In-Time Learning Based Data Driven Method.

PubMed

Yin, Shen; Gao, Huijun; Qiu, Jianbin; Kaynak, Okyay

2017-11-01

Data-driven fault detection plays an important role in industrial systems due to its applicability in case of unknown physical models. In fault detection, disturbances must be taken into account as an inherent characteristic of processes. Nevertheless, fault detection for nonlinear processes with deterministic disturbances still receive little attention, especially in data-driven field. To solve this problem, a just-in-time learning-based data-driven (JITL-DD) fault detection method for nonlinear processes with deterministic disturbances is proposed in this paper. JITL-DD employs JITL scheme for process description with local model structures to cope with processes dynamics and nonlinearity. The proposed method provides a data-driven fault detection solution for nonlinear processes with deterministic disturbances, and owns inherent online adaptation and high accuracy of fault detection. Two nonlinear systems, i.e., a numerical example and a sewage treatment process benchmark, are employed to show the effectiveness of the proposed method.

Chaos Theory: Implications for Nonlinear Dynamics in Counseling.

ERIC Educational Resources Information Center

Stickel, Sue A.

The purpose of this paper is to explore the implications of chaos theory for counseling. The scientific notion of chaos refers to the tendency of dynamical, nonlinear systems toward irregular, sometimes unpredictable, yet deterministic behavior. Therapists, especially those working from a brief approach, have noted the importance of the client's…

Non-Lipschitzian dynamics for neural net modelling

NASA Technical Reports Server (NTRS)

Zak, Michail

1989-01-01

Failure of the Lipschitz condition in unstable equilibrium points of dynamical systems leads to a multiple-choice response to an initial deterministic input. The evolution of such systems is characterized by a special type of unpredictability measured by unbounded Liapunov exponents. Possible relation of these systems to future neural networks is discussed.

Infinite horizon optimal impulsive control with applications to Internet congestion control

NASA Astrophysics Data System (ADS)

Avrachenkov, Konstantin; Habachi, Oussama; Piunovskiy, Alexey; Zhang, Yi

2015-04-01

We investigate infinite-horizon deterministic optimal control problems with both gradual and impulsive controls, where any finitely many impulses are allowed simultaneously. Both discounted and long-run time-average criteria are considered. We establish very general and at the same time natural conditions, under which the dynamic programming approach results in an optimal feedback policy. The established theoretical results are applied to the Internet congestion control, and by solving analytically and nontrivially the underlying optimal control problems, we obtain a simple threshold-based active queue management scheme, which takes into account the main parameters of the transmission control protocols, and improves the fairness among the connections in a given network.

Measures of thermodynamic irreversibility in deterministic and stochastic dynamics

NASA Astrophysics Data System (ADS)

Ford, Ian J.

2015-07-01

It is generally observed that if a dynamical system is sufficiently complex, then as time progresses it will share out energy and other properties amongst its component parts to eliminate any initial imbalances, retaining only fluctuations. This is known as energy dissipation and it is closely associated with the concept of thermodynamic irreversibility, measured by the increase in entropy according to the second law. It is of interest to quantify such behaviour from a dynamical rather than a thermodynamic perspective and to this end stochastic entropy production and the time-integrated dissipation function have been introduced as analogous measures of irreversibility, principally for stochastic and deterministic dynamics, respectively. We seek to compare these measures. First we modify the dissipation function to allow it to measure irreversibility in situations where the initial probability density function (pdf) of the system is asymmetric as well as symmetric in velocity. We propose that it tests for failure of what we call the obversibility of the system, to be contrasted with reversibility, the failure of which is assessed by stochastic entropy production. We note that the essential difference between stochastic entropy production and the time-integrated modified dissipation function lies in the sequence of procedures undertaken in the associated tests of irreversibility. We argue that an assumed symmetry of the initial pdf with respect to velocity inversion (within a framework of deterministic dynamics) can be incompatible with the Past Hypothesis, according to which there should be a statistical distinction between the behaviour of certain properties of an isolated system as it evolves into the far future and the remote past. Imposing symmetry on a velocity distribution is acceptable for many applications of statistical physics, but can introduce difficulties when discussing irreversible behaviour.

Multiscale Hy3S: hybrid stochastic simulation for supercomputers.

PubMed

Salis, Howard; Sotiropoulos, Vassilios; Kaznessis, Yiannis N

2006-02-24

Stochastic simulation has become a useful tool to both study natural biological systems and design new synthetic ones. By capturing the intrinsic molecular fluctuations of "small" systems, these simulations produce a more accurate picture of single cell dynamics, including interesting phenomena missed by deterministic methods, such as noise-induced oscillations and transitions between stable states. However, the computational cost of the original stochastic simulation algorithm can be high, motivating the use of hybrid stochastic methods. Hybrid stochastic methods partition the system into multiple subsets and describe each subset as a different representation, such as a jump Markov, Poisson, continuous Markov, or deterministic process. By applying valid approximations and self-consistently merging disparate descriptions, a method can be considerably faster, while retaining accuracy. In this paper, we describe Hy3S, a collection of multiscale simulation programs. Building on our previous work on developing novel hybrid stochastic algorithms, we have created the Hy3S software package to enable scientists and engineers to both study and design extremely large well-mixed biological systems with many thousands of reactions and chemical species. We have added adaptive stochastic numerical integrators to permit the robust simulation of dynamically stiff biological systems. In addition, Hy3S has many useful features, including embarrassingly parallelized simulations with MPI; special discrete events, such as transcriptional and translation elongation and cell division; mid-simulation perturbations in both the number of molecules of species and reaction kinetic parameters; combinatorial variation of both initial conditions and kinetic parameters to enable sensitivity analysis; use of NetCDF optimized binary format to quickly read and write large datasets; and a simple graphical user interface, written in Matlab, to help users create biological systems and analyze data. We demonstrate the accuracy and efficiency of Hy3S with examples, including a large-scale system benchmark and a complex bistable biochemical network with positive feedback. The software itself is open-sourced under the GPL license and is modular, allowing users to modify it for their own purposes. Hy3S is a powerful suite of simulation programs for simulating the stochastic dynamics of networks of biochemical reactions. Its first public version enables computational biologists to more efficiently investigate the dynamics of realistic biological systems.

Protein Aggregation/Folding: The Role of Deterministic Singularities of Sequence Hydrophobicity as Determined by Nonlinear Signal Analysis of Acylphosphatase and Aβ(1–40)

PubMed Central

Zbilut, Joseph P.; Colosimo, Alfredo; Conti, Filippo; Colafranceschi, Mauro; Manetti, Cesare; Valerio, MariaCristina; Webber, Charles L.; Giuliani, Alessandro

2003-01-01

The problem of protein folding vs. aggregation was investigated in acylphosphatase and the amyloid protein Aβ(1–40) by means of nonlinear signal analysis of their chain hydrophobicity. Numerical descriptors of recurrence patterns provided the basis for statistical evaluation of folding/aggregation distinctive features. Static and dynamic approaches were used to elucidate conditions coincident with folding vs. aggregation using comparisons with known protein secondary structure classifications, site-directed mutagenesis studies of acylphosphatase, and molecular dynamics simulations of amyloid protein, Aβ(1–40). The results suggest that a feature derived from principal component space characterized by the smoothness of singular, deterministic hydrophobicity patches plays a significant role in the conditions governing protein aggregation. PMID:14645049

Forecasting transitions in systems with high-dimensional stochastic complex dynamics: a linear stability analysis of the tangled nature model.

PubMed

Cairoli, Andrea; Piovani, Duccio; Jensen, Henrik Jeldtoft

2014-12-31

We propose a new procedure to monitor and forecast the onset of transitions in high-dimensional complex systems. We describe our procedure by an application to the tangled nature model of evolutionary ecology. The quasistable configurations of the full stochastic dynamics are taken as input for a stability analysis by means of the deterministic mean-field equations. Numerical analysis of the high-dimensional stability matrix allows us to identify unstable directions associated with eigenvalues with a positive real part. The overlap of the instantaneous configuration vector of the full stochastic system with the eigenvectors of the unstable directions of the deterministic mean-field approximation is found to be a good early warning of the transitions occurring intermittently.

Computer modeling of dynamic necking in bars

NASA Astrophysics Data System (ADS)

Partom, Yehuda; Lindenfeld, Avishay

2017-06-01

Necking of thin bodies (bars, plates, shells) is one form of strain localization in ductile materials that may lead to fracture. The phenomenon of necking has been studied extensively, initially for quasistatic loading and then also for dynamic loading. Nevertheless, many issues concerning necking are still unclear. Among these are: 1) is necking a random or deterministic process; 2) how does the specimen choose the final neck location; 3) to what extent do perturbations (material or geometrical) influence the neck forming process; and 4) how do various parameters (material, geometrical, loading) influence the neck forming process. Here we address these issues and others using computer simulations with a hydrocode. Among other things we find that: 1) neck formation is a deterministic process, and by changing one of the parameters influencing it monotonously, the final neck location moves monotonously as well; 2) the final neck location is sensitive to the radial velocity of the end boundaries, and as motion of these boundaries is not fully controlled in tests, this may be the reason why neck formation is sometimes regarded as a random process; and 3) neck formation is insensitive to small perturbations, which is probably why it is a deterministic process.

Disentangling the stochastic behavior of complex time series

NASA Astrophysics Data System (ADS)

Anvari, Mehrnaz; Tabar, M. Reza Rahimi; Peinke, Joachim; Lehnertz, Klaus

2016-10-01

Complex systems involving a large number of degrees of freedom, generally exhibit non-stationary dynamics, which can result in either continuous or discontinuous sample paths of the corresponding time series. The latter sample paths may be caused by discontinuous events - or jumps - with some distributed amplitudes, and disentangling effects caused by such jumps from effects caused by normal diffusion processes is a main problem for a detailed understanding of stochastic dynamics of complex systems. Here we introduce a non-parametric method to address this general problem. By means of a stochastic dynamical jump-diffusion modelling, we separate deterministic drift terms from different stochastic behaviors, namely diffusive and jumpy ones, and show that all of the unknown functions and coefficients of this modelling can be derived directly from measured time series. We demonstrate appli- cability of our method to empirical observations by a data-driven inference of the deterministic drift term and of the diffusive and jumpy behavior in brain dynamics from ten epilepsy patients. Particularly these different stochastic behaviors provide extra information that can be regarded valuable for diagnostic purposes.

More reliable forecasts with less precise computations: a fast-track route to cloud-resolved weather and climate simulators?

PubMed Central

Palmer, T. N.

2014-01-01

This paper sets out a new methodological approach to solving the equations for simulating and predicting weather and climate. In this approach, the conventionally hard boundary between the dynamical core and the sub-grid parametrizations is blurred. This approach is motivated by the relatively shallow power-law spectrum for atmospheric energy on scales of hundreds of kilometres and less. It is first argued that, because of this, the closure schemes for weather and climate simulators should be based on stochastic–dynamic systems rather than deterministic formulae. Second, as high-wavenumber elements of the dynamical core will necessarily inherit this stochasticity during time integration, it is argued that the dynamical core will be significantly over-engineered if all computations, regardless of scale, are performed completely deterministically and if all variables are represented with maximum numerical precision (in practice using double-precision floating-point numbers). As the era of exascale computing is approached, an energy- and computationally efficient approach to cloud-resolved weather and climate simulation is described where determinism and numerical precision are focused on the largest scales only. PMID:24842038

More reliable forecasts with less precise computations: a fast-track route to cloud-resolved weather and climate simulators?

PubMed

Palmer, T N

2014-06-28

This paper sets out a new methodological approach to solving the equations for simulating and predicting weather and climate. In this approach, the conventionally hard boundary between the dynamical core and the sub-grid parametrizations is blurred. This approach is motivated by the relatively shallow power-law spectrum for atmospheric energy on scales of hundreds of kilometres and less. It is first argued that, because of this, the closure schemes for weather and climate simulators should be based on stochastic-dynamic systems rather than deterministic formulae. Second, as high-wavenumber elements of the dynamical core will necessarily inherit this stochasticity during time integration, it is argued that the dynamical core will be significantly over-engineered if all computations, regardless of scale, are performed completely deterministically and if all variables are represented with maximum numerical precision (in practice using double-precision floating-point numbers). As the era of exascale computing is approached, an energy- and computationally efficient approach to cloud-resolved weather and climate simulation is described where determinism and numerical precision are focused on the largest scales only.

Noise-induced transitions and shifts in a climate-vegetation feedback model.

PubMed

Alexandrov, Dmitri V; Bashkirtseva, Irina A; Ryashko, Lev B

2018-04-01

Motivated by the extremely important role of the Earth's vegetation dynamics in climate changes, we study the stochastic variability of a simple climate-vegetation system. In the case of deterministic dynamics, the system has one stable equilibrium and limit cycle or two stable equilibria corresponding to two opposite (cold and warm) climate-vegetation states. These states are divided by a separatrix going across a point of unstable equilibrium. Some possible stochastic scenarios caused by different externally induced natural and anthropogenic processes inherit properties of deterministic behaviour and drastically change the system dynamics. We demonstrate that the system transitions across its separatrix occur with increasing noise intensity. The climate-vegetation system therewith fluctuates, transits and localizes in the vicinity of its attractor. We show that this phenomenon occurs within some critical range of noise intensities. A noise-induced shift into the range of smaller global average temperatures corresponding to substantial oscillations of the Earth's vegetation cover is revealed. Our analysis demonstrates that the climate-vegetation interactions essentially contribute to climate dynamics and should be taken into account in more precise and complex models of climate variability.

Quantitative analysis of random ameboid motion

NASA Astrophysics Data System (ADS)

Bödeker, H. U.; Beta, C.; Frank, T. D.; Bodenschatz, E.

2010-04-01

We quantify random migration of the social ameba Dictyostelium discoideum. We demonstrate that the statistics of cell motion can be described by an underlying Langevin-type stochastic differential equation. An analytic expression for the velocity distribution function is derived. The separation into deterministic and stochastic parts of the movement shows that the cells undergo a damped motion with multiplicative noise. Both contributions to the dynamics display a distinct response to external physiological stimuli. The deterministic component depends on the developmental state and ambient levels of signaling substances, while the stochastic part does not.

Diffusion in Deterministic Interacting Lattice Systems

NASA Astrophysics Data System (ADS)

Medenjak, Marko; Klobas, Katja; Prosen, Tomaž

2017-09-01

We study reversible deterministic dynamics of classical charged particles on a lattice with hard-core interaction. It is rigorously shown that the system exhibits three types of transport phenomena, ranging from ballistic, through diffusive to insulating. By obtaining an exact expressions for the current time-autocorrelation function we are able to calculate the linear response transport coefficients, such as the diffusion constant and the Drude weight. Additionally, we calculate the long-time charge profile after an inhomogeneous quench and obtain diffusive profilewith the Green-Kubo diffusion constant. Exact analytical results are corroborated by Monte Carlo simulations.

The threshold of a stochastic delayed SIR epidemic model with vaccination

NASA Astrophysics Data System (ADS)

Liu, Qun; Jiang, Daqing

2016-11-01

In this paper, we study the threshold dynamics of a stochastic delayed SIR epidemic model with vaccination. We obtain sufficient conditions for extinction and persistence in the mean of the epidemic. The threshold between persistence in the mean and extinction of the stochastic system is also obtained. Compared with the corresponding deterministic model, the threshold affected by the white noise is smaller than the basic reproduction number Rbar0 of the deterministic system. Results show that time delay has important effects on the persistence and extinction of the epidemic.

Knapsack - TOPSIS Technique for Vertical Handover in Heterogeneous Wireless Network

PubMed Central

2015-01-01

In a heterogeneous wireless network, handover techniques are designed to facilitate anywhere/anytime service continuity for mobile users. Consistent best-possible access to a network with widely varying network characteristics requires seamless mobility management techniques. Hence, the vertical handover process imposes important technical challenges. Handover decisions are triggered for continuous connectivity of mobile terminals. However, bad network selection and overload conditions in the chosen network can cause fallout in the form of handover failure. In order to maintain the required Quality of Service during the handover process, decision algorithms should incorporate intelligent techniques. In this paper, a new and efficient vertical handover mechanism is implemented using a dynamic programming method from the operation research discipline. This dynamic programming approach, which is integrated with the Technique to Order Preference by Similarity to Ideal Solution (TOPSIS) method, provides the mobile user with the best handover decisions. Moreover, in this proposed handover algorithm a deterministic approach which divides the network into zones is incorporated into the network server in order to derive an optimal solution. The study revealed that this method is found to achieve better performance and QoS support to users and greatly reduce the handover failures when compared to the traditional TOPSIS method. The decision arrived at the zone gateway using this operational research analytical method (known as the dynamic programming knapsack approach together with Technique to Order Preference by Similarity to Ideal Solution) yields remarkably better results in terms of the network performance measures such as throughput and delay. PMID:26237221

Knapsack--TOPSIS Technique for Vertical Handover in Heterogeneous Wireless Network.

PubMed

Malathy, E M; Muthuswamy, Vijayalakshmi

2015-01-01

In a heterogeneous wireless network, handover techniques are designed to facilitate anywhere/anytime service continuity for mobile users. Consistent best-possible access to a network with widely varying network characteristics requires seamless mobility management techniques. Hence, the vertical handover process imposes important technical challenges. Handover decisions are triggered for continuous connectivity of mobile terminals. However, bad network selection and overload conditions in the chosen network can cause fallout in the form of handover failure. In order to maintain the required Quality of Service during the handover process, decision algorithms should incorporate intelligent techniques. In this paper, a new and efficient vertical handover mechanism is implemented using a dynamic programming method from the operation research discipline. This dynamic programming approach, which is integrated with the Technique to Order Preference by Similarity to Ideal Solution (TOPSIS) method, provides the mobile user with the best handover decisions. Moreover, in this proposed handover algorithm a deterministic approach which divides the network into zones is incorporated into the network server in order to derive an optimal solution. The study revealed that this method is found to achieve better performance and QoS support to users and greatly reduce the handover failures when compared to the traditional TOPSIS method. The decision arrived at the zone gateway using this operational research analytical method (known as the dynamic programming knapsack approach together with Technique to Order Preference by Similarity to Ideal Solution) yields remarkably better results in terms of the network performance measures such as throughput and delay.

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.

Low-frequency fluctuations in vertical cavity lasers: Experiments versus Lang-Kobayashi dynamics

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

Torcini, Alessandro; Istituto Nazionale di Fisica Nucleare, Sezione di Firenze, via Sansone 1, 50019 Sesto Fiorentino; Barland, Stephane

2006-12-15

The limits of applicability of the Lang-Kobayashi (LK) model for a semiconductor laser with optical feedback are analyzed. The model equations, equipped with realistic values of the parameters, are investigated below the solitary laser threshold where low-frequency fluctuations (LFF's) are usually observed. The numerical findings are compared with experimental data obtained for the selected polarization mode from a vertical cavity surface emitting laser (VCSEL) subject to polarization selective external feedback. The comparison reveals the bounds within which the dynamics of the LK model can be considered as realistic. In particular, it clearly demonstrates that the deterministic LK model, for realisticmore » values of the linewidth enhancement factor {alpha}, reproduces the LFF's only as a transient dynamics towards one of the stationary modes with maximal gain. A reasonable reproduction of real data from VCSEL's can be obtained only by considering the noisy LK or alternatively deterministic LK model for extremely high {alpha} values.« less

Uncertain dynamic analysis for rigid-flexible mechanisms with random geometry and material properties

NASA Astrophysics Data System (ADS)

Wu, Jinglai; Luo, Zhen; Zhang, Nong; Zhang, Yunqing; Walker, Paul D.

2017-02-01

This paper proposes an uncertain modelling and computational method to analyze dynamic responses of rigid-flexible multibody systems (or mechanisms) with random geometry and material properties. Firstly, the deterministic model for the rigid-flexible multibody system is built with the absolute node coordinate formula (ANCF), in which the flexible parts are modeled by using ANCF elements, while the rigid parts are described by ANCF reference nodes (ANCF-RNs). Secondly, uncertainty for the geometry of rigid parts is expressed as uniform random variables, while the uncertainty for the material properties of flexible parts is modeled as a continuous random field, which is further discretized to Gaussian random variables using a series expansion method. Finally, a non-intrusive numerical method is developed to solve the dynamic equations of systems involving both types of random variables, which systematically integrates the deterministic generalized-α solver with Latin Hypercube sampling (LHS) and Polynomial Chaos (PC) expansion. The benchmark slider-crank mechanism is used as a numerical example to demonstrate the characteristics of the proposed method.

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

PubMed

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

2014-10-01

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

Time step rescaling recovers continuous-time dynamical properties for discrete-time Langevin integration of nonequilibrium systems.

PubMed

Sivak, David A; Chodera, John D; Crooks, Gavin E

2014-06-19

When simulating molecular systems using deterministic equations of motion (e.g., Newtonian dynamics), such equations are generally numerically integrated according to a well-developed set of algorithms that share commonly agreed-upon desirable properties. However, for stochastic equations of motion (e.g., Langevin dynamics), there is still broad disagreement over which integration algorithms are most appropriate. While multiple desiderata have been proposed throughout the literature, consensus on which criteria are important is absent, and no published integration scheme satisfies all desiderata simultaneously. Additional nontrivial complications stem from simulating systems driven out of equilibrium using existing stochastic integration schemes in conjunction with recently developed nonequilibrium fluctuation theorems. Here, we examine a family of discrete time integration schemes for Langevin dynamics, assessing how each member satisfies a variety of desiderata that have been enumerated in prior efforts to construct suitable Langevin integrators. We show that the incorporation of a novel time step rescaling in the deterministic updates of position and velocity can correct a number of dynamical defects in these integrators. Finally, we identify a particular splitting (related to the velocity Verlet discretization) that has essentially universally appropriate properties for the simulation of Langevin dynamics for molecular systems in equilibrium, nonequilibrium, and path sampling contexts.

Scoping analysis of the Advanced Test Reactor using SN2ND

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

Wolters, E.; Smith, M.; SC)

2012-07-26

A detailed set of calculations was carried out for the Advanced Test Reactor (ATR) using the SN2ND solver of the UNIC code which is part of the SHARP multi-physics code being developed under the Nuclear Energy Advanced Modeling and Simulation (NEAMS) program in DOE-NE. The primary motivation of this work is to assess whether high fidelity deterministic transport codes can tackle coupled dynamics simulations of the ATR. The successful use of such codes in a coupled dynamics simulation can impact what experiments are performed and what power levels are permitted during those experiments at the ATR. The advantages of themore » SN2ND solver over comparable neutronics tools are its superior parallel performance and demonstrated accuracy on large scale homogeneous and heterogeneous reactor geometries. However, it should be noted that virtually no effort from this project was spent constructing a proper cross section generation methodology for the ATR usable in the SN2ND solver. While attempts were made to use cross section data derived from SCALE, the minimal number of compositional cross section sets were generated to be consistent with the reference Monte Carlo input specification. The accuracy of any deterministic transport solver is impacted by such an approach and clearly it causes substantial errors in this work. The reasoning behind this decision is justified given the overall funding dedicated to the task (two months) and the real focus of the work: can modern deterministic tools actually treat complex facilities like the ATR with heterogeneous geometry modeling. SN2ND has been demonstrated to solve problems with upwards of one trillion degrees of freedom which translates to tens of millions of finite elements, hundreds of angles, and hundreds of energy groups, resulting in a very high-fidelity model of the system unachievable by most deterministic transport codes today. A space-angle convergence study was conducted to determine the meshing and angular cubature requirements for the ATR, and also to demonstrate the feasibility of performing this analysis with a deterministic transport code capable of modeling heterogeneous geometries. The work performed indicates that a minimum of 260,000 linear finite elements combined with a L3T11 cubature (96 angles on the sphere) is required for both eigenvalue and flux convergence of the ATR. A critical finding was that the fuel meat and water channels must each be meshed with at least 3 'radial zones' for accurate flux convergence. A small number of 3D calculations were also performed to show axial mesh and eigenvalue convergence for a full core problem. Finally, a brief analysis was performed with different cross sections sets generated from DRAGON and SCALE, and the findings show that more effort will be required to improve the multigroup cross section generation process. The total number of degrees of freedom for a converged 27 group, 2D ATR problem is {approx}340 million. This number increases to {approx}25 billion for a 3D ATR problem. This scoping study shows that both 2D and 3D calculations are well within the capabilities of the current SN2ND solver, given the availability of a large-scale computing center such as BlueGene/P. However, dynamics calculations are not realistic without the implementation of improvements in the solver.« less

Development of a Probabilistic Component Mode Synthesis Method for the Analysis of Non-Deterministic Substructures

NASA Technical Reports Server (NTRS)

Brown, Andrew M.; Ferri, Aldo A.

1995-01-01

Standard methods of structural dynamic analysis assume that the structural characteristics are deterministic. Recognizing that these characteristics are actually statistical in nature, researchers have recently developed a variety of methods that use this information to determine probabilities of a desired response characteristic, such as natural frequency, without using expensive Monte Carlo simulations. One of the problems in these methods is correctly identifying the statistical properties of primitive variables such as geometry, stiffness, and mass. This paper presents a method where the measured dynamic properties of substructures are used instead as the random variables. The residual flexibility method of component mode synthesis is combined with the probabilistic methods to determine the cumulative distribution function of the system eigenvalues. A simple cantilever beam test problem is presented that illustrates the theory.

Stochastic population dynamic models as probability networks

Treesearch

M.E. and D.C. Lee Borsuk

2009-01-01

The dynamics of a population and its response to environmental change depend on the balance of birth, death and age-at-maturity, and there have been many attempts to mathematically model populations based on these characteristics. Historically, most of these models were deterministic, meaning that the results were strictly determined by the equations of the model and...

Evaluation of Fast-Time Wake Vortex Models using Wake Encounter Flight Test Data

NASA Technical Reports Server (NTRS)

Ahmad, Nashat N.; VanValkenburg, Randal L.; Bowles, Roland L.; Limon Duparcmeur, Fanny M.; Gloudesman, Thijs; van Lochem, Sander; Ras, Eelco

2014-01-01

This paper describes a methodology for the integration and evaluation of fast-time wake models with flight data. The National Aeronautics and Space Administration conducted detailed flight tests in 1995 and 1997 under the Aircraft Vortex Spacing System Program to characterize wake vortex decay and wake encounter dynamics. In this study, data collected during Flight 705 were used to evaluate NASA's fast-time wake transport and decay models. Deterministic and Monte-Carlo simulations were conducted to define wake hazard bounds behind the wake generator. The methodology described in this paper can be used for further validation of fast-time wake models using en-route flight data, and for determining wake turbulence constraints in the design of air traffic management concepts.

FRACOR-software toolbox for deterministic mapping of fracture corridors in oil fields on AutoCAD platform

NASA Astrophysics Data System (ADS)

Ozkaya, Sait I.

2018-03-01

Fracture corridors are interconnected large fractures in a narrow sub vertical tabular array, which usually traverse entire reservoir vertically and extended for several hundreds of meters laterally. Fracture corridors with their huge conductivities constitute an important element of many fractured reservoirs. Unlike small diffuse fractures, actual fracture corridors must be mapped deterministically for simulation or field development purposes. Fracture corridors can be identified and quantified definitely with borehole image logs and well testing. However, there are rarely sufficient image logs or well tests, and it is necessary to utilize various fracture corridor indicators with varying degrees of reliability. Integration of data from many different sources, in turn, requires a platform with powerful editing and layering capability. Available commercial reservoir characterization software packages, with layering and editing capabilities, can be cost intensive. CAD packages are far more affordable and may easily acquire the versatility and power of commercial software packages with addition of a small software toolbox. The objective of this communication is to present FRACOR, a software toolbox which enables deterministic 2D fracture corridor mapping and modeling on AutoCAD platform. The FRACOR toolbox is written in AutoLISPand contains several independent routines to import and integrate available fracture corridor data from an oil field, and export results as text files. The resulting fracture corridor maps consists mainly of fracture corridors with different confidence levels from combination of static and dynamic data and exclusion zones where no fracture corridor can exist. The exported text file of fracture corridors from FRACOR can be imported into an upscaling programs to generate fracture grid for dual porosity simulation or used for field development and well planning.

Realistic Simulation for Body Area and Body-To-Body Networks

PubMed Central

Alam, Muhammad Mahtab; Ben Hamida, Elyes; Ben Arbia, Dhafer; Maman, Mickael; Mani, Francesco; Denis, Benoit; D’Errico, Raffaele

2016-01-01

In this paper, we present an accurate and realistic simulation for body area networks (BAN) and body-to-body networks (BBN) using deterministic and semi-deterministic approaches. First, in the semi-deterministic approach, a real-time measurement campaign is performed, which is further characterized through statistical analysis. It is able to generate link-correlated and time-varying realistic traces (i.e., with consistent mobility patterns) for on-body and body-to-body shadowing and fading, including body orientations and rotations, by means of stochastic channel models. The full deterministic approach is particularly targeted to enhance IEEE 802.15.6 proposed channel models by introducing space and time variations (i.e., dynamic distances) through biomechanical modeling. In addition, it helps to accurately model the radio link by identifying the link types and corresponding path loss factors for line of sight (LOS) and non-line of sight (NLOS). This approach is particularly important for links that vary over time due to mobility. It is also important to add that the communication and protocol stack, including the physical (PHY), medium access control (MAC) and networking models, is developed for BAN and BBN, and the IEEE 802.15.6 compliance standard is provided as a benchmark for future research works of the community. Finally, the two approaches are compared in terms of the successful packet delivery ratio, packet delay and energy efficiency. The results show that the semi-deterministic approach is the best option; however, for the diversity of the mobility patterns and scenarios applicable, biomechanical modeling and the deterministic approach are better choices. PMID:27104537

Realistic Simulation for Body Area and Body-To-Body Networks.

PubMed

Alam, Muhammad Mahtab; Ben Hamida, Elyes; Ben Arbia, Dhafer; Maman, Mickael; Mani, Francesco; Denis, Benoit; D'Errico, Raffaele

2016-04-20

In this paper, we present an accurate and realistic simulation for body area networks (BAN) and body-to-body networks (BBN) using deterministic and semi-deterministic approaches. First, in the semi-deterministic approach, a real-time measurement campaign is performed, which is further characterized through statistical analysis. It is able to generate link-correlated and time-varying realistic traces (i.e., with consistent mobility patterns) for on-body and body-to-body shadowing and fading, including body orientations and rotations, by means of stochastic channel models. The full deterministic approach is particularly targeted to enhance IEEE 802.15.6 proposed channel models by introducing space and time variations (i.e., dynamic distances) through biomechanical modeling. In addition, it helps to accurately model the radio link by identifying the link types and corresponding path loss factors for line of sight (LOS) and non-line of sight (NLOS). This approach is particularly important for links that vary over time due to mobility. It is also important to add that the communication and protocol stack, including the physical (PHY), medium access control (MAC) and networking models, is developed for BAN and BBN, and the IEEE 802.15.6 compliance standard is provided as a benchmark for future research works of the community. Finally, the two approaches are compared in terms of the successful packet delivery ratio, packet delay and energy efficiency. The results show that the semi-deterministic approach is the best option; however, for the diversity of the mobility patterns and scenarios applicable, biomechanical modeling and the deterministic approach are better choices.

Two Strain Dengue Model with Temporary Cross Immunity and Seasonality

NASA Astrophysics Data System (ADS)

Aguiar, Maíra; Ballesteros, Sebastien; Stollenwerk, Nico

2010-09-01

Models on dengue fever epidemiology have previously shown critical fluctuations with power law distributions and also deterministic chaos in some parameter regions due to the multi-strain structure of the disease pathogen. In our first model including well known biological features, we found a rich dynamical structure including limit cycles, symmetry breaking bifurcations, torus bifurcations, coexisting attractors including isola solutions and deterministic chaos (as indicated by positive Lyapunov exponents) in a much larger parameter region, which is also biologically more plausible than the previous results of other researches. Based on these findings we will investigate the model structures further including seasonality.

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"

Evaluation of the selection methods used in the exIWO algorithm based on the optimization of multidimensional functions

NASA Astrophysics Data System (ADS)

Kostrzewa, Daniel; Josiński, Henryk

2016-06-01

The expanded Invasive Weed Optimization algorithm (exIWO) is an optimization metaheuristic modelled on the original IWO version inspired by dynamic growth of weeds colony. The authors of the present paper have modified the exIWO algorithm introducing a set of both deterministic and non-deterministic strategies of individuals' selection. The goal of the project was to evaluate the modified exIWO by testing its usefulness for multidimensional numerical functions optimization. The optimized functions: Griewank, Rastrigin, and Rosenbrock are frequently used as benchmarks because of their characteristics.

Two Strain Dengue Model with Temporary Cross Immunity and Seasonality

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

Aguiar, Maira; Ballesteros, Sebastien; Stollenwerk, Nico

Models on dengue fever epidemiology have previously shown critical fluctuations with power law distributions and also deterministic chaos in some parameter regions due to the multi-strain structure of the disease pathogen. In our first model including well known biological features, we found a rich dynamical structure including limit cycles, symmetry breaking bifurcations, torus bifurcations, coexisting attractors including isola solutions and deterministic chaos (as indicated by positive Lyapunov exponents) in a much larger parameter region, which is also biologically more plausible than the previous results of other researches. Based on these findings we will investigate the model structures further including seasonality.

How synapses can enhance sensibility of a neural network

NASA Astrophysics Data System (ADS)

Protachevicz, P. R.; Borges, F. S.; Iarosz, K. C.; Caldas, I. L.; Baptista, M. S.; Viana, R. L.; Lameu, E. L.; Macau, E. E. N.; Batista, A. M.

2018-02-01

In this work, we study the dynamic range in a neural network modelled by cellular automaton. We consider deterministic and non-deterministic rules to simulate electrical and chemical synapses. Chemical synapses have an intrinsic time-delay and are susceptible to parameter variations guided by learning Hebbian rules of behaviour. The learning rules are related to neuroplasticity that describes change to the neural connections in the brain. Our results show that chemical synapses can abruptly enhance sensibility of the neural network, a manifestation that can become even more predominant if learning rules of evolution are applied to the chemical synapses.

Chaotic dynamics and control of deterministic ratchets.

PubMed

Family, Fereydoon; Larrondo, H A; Zarlenga, D G; Arizmendi, C M

2005-11-30

Deterministic ratchets, in the inertial and also in the overdamped limit, have a very complex dynamics, including chaotic motion. This deterministically induced chaos mimics, to some extent, the role of noise, changing, on the other hand, some of the basic properties of thermal ratchets; for example, inertial ratchets can exhibit multiple reversals in the current direction. The direction depends on the amount of friction and inertia, which makes it especially interesting for technological applications such as biological particle separation. We overview in this work different strategies to control the current of inertial ratchets. The control parameters analysed are the strength and frequency of the periodic external force, the strength of the quenched noise that models a non-perfectly-periodic potential, and the mass of the particles. Control mechanisms are associated with the fractal nature of the basins of attraction of the mean velocity attractors. The control of the overdamped motion of noninteracting particles in a rocking periodic asymmetric potential is also reviewed. The analysis is focused on synchronization of the motion of the particles with the external sinusoidal driving force. Two cases are considered: a perfect lattice without disorder and a lattice with noncorrelated quenched noise. The amplitude of the driving force and the strength of the quenched noise are used as control parameters.

Ultrafast Magnetization Manipulation Using Single Femtosecond Light and Hot-Electron Pulses.

PubMed

Xu, Yong; Deb, Marwan; Malinowski, Grégory; Hehn, Michel; Zhao, Weisheng; Mangin, Stéphane

2017-11-01

Current-induced magnetization manipulation is a key issue for spintronic applications. This manipulation must be fast, deterministic, and nondestructive in order to function in device applications. Therefore, single- electronic-pulse-driven deterministic switching of the magnetization on the picosecond timescale represents a major step toward future developments of ultrafast spintronic systems. Here, the ultrafast magnetization dynamics in engineered Gd x [FeCo] 1- x -based structures are studied to compare the effect of femtosecond laser and hot-electron pulses. It is demonstrated that a single femtosecond hot-electron pulse causes deterministic magnetization reversal in either Gd-rich and FeCo-rich alloys similarly to a femtosecond laser pulse. In addition, it is shown that the limiting factor of such manipulation for perpendicular magnetized films arises from the formation of a multidomain state due to dipolar interactions. By performing time-resolved measurements under various magnetic fields, it is demonstrated that the same magnetization dynamics are observed for both light and hot-electron excitation, and that the full magnetization reversal takes place within 40 ps. The efficiency of the ultrafast current-induced magnetization manipulation is enhanced due to the ballistic transport of hot electrons before reaching the GdFeCo magnetic layer. © 2017 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Speculative behavior and asset price dynamics.

PubMed

Westerhoff, Frank

2003-07-01

This paper deals with speculative trading. Guided by empirical observations, a nonlinear deterministic asset pricing model is developed in which traders repeatedly choose between technical and fundamental analysis to determine their orders. The interaction between the trading rules produces complex dynamics. The model endogenously replicates the stylized facts of excess volatility, high trading volumes, shifts in the level of asset prices, and volatility clustering.

Chaos in plasma simulation and experiment

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

Watts, C.; Newman, D.E.; Sprott, J.C.

1993-09-01

We investigate the possibility that chaos and simple determinism are governing the dynamics of reversed field pinch (RFP) plasmas using data from both numerical simulations and experiment. A large repertoire of nonlinear analysis techniques is used to identify low dimensional chaos. These tools include phase portraits and Poincard sections, correlation dimension, the spectrum of Lyapunov exponents and short term predictability. In addition, nonlinear noise reduction techniques are applied to the experimental data in an attempt to extract any underlying deterministic dynamics. Two model systems are used to simulate the plasma dynamics. These are -the DEBS code, which models global RFPmore » dynamics, and the dissipative trapped electron mode (DTEM) model, which models drift wave turbulence. Data from both simulations show strong indications of low,dimensional chaos and simple determinism. Experimental data were obtained from the Madison Symmetric Torus RFP and consist of a wide array of both global and local diagnostic signals. None of the signals shows any indication of low dimensional chaos or other simple determinism. Moreover, most of the analysis tools indicate the experimental system is very high dimensional with properties similar to noise. Nonlinear noise reduction is unsuccessful at extracting an underlying deterministic system.« less

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

PubMed

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

2012-10-07

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

Dynamical behavior of lean swirling premixed flame generated by change in gravitational orientation

NASA Astrophysics Data System (ADS)

Gotoda, Hiroshi; Miyano, Takaya; Shepherd, Ian

2010-11-01

The dynamic behavior of flame front instability in lean swirling premixed flame generated by the effect of gravitational orientation has been experimentally investigated in this work. When the gravitational direction is changed relative to the flame front, i.e., in inverted gravity, an unstably fluctuating flame (unstable flame) is formed in a limited domain of equivalence ratio and swirl number (Gotoda. H et al., Physical Review E, vol. 81, 026211, 2010). The time history of flame front fluctuations show that in the buoyancy-dominated region, chaotic irregular fluctuation with low frequencies is superimposed on the dominant periodic oscillation of the unstable flame. This periodic oscillation is produced by unstable large-scale vortex motion in combustion products generated by a change in the buoyancy/swirl interaction due to the inversion of gravitational orientation. As a result, the dynamic behavior of the unstable flame becomes low-dimensional deterministic chaos. Its dynamics maintains low-dimensional deterministic chaos even in the momentum-dominated region, in which vortex breakdown in the combustion products clearly occurs. These results were clearly demonstrated by the use of nonlinear time series analysis based on chaos theory, which has not been widely applied to the investigation of combustion phenomena.

Hyperchaotic Dynamics for Light Polarization in a Laser Diode

NASA Astrophysics Data System (ADS)

Bonatto, Cristian

2018-04-01

It is shown that a highly randomlike behavior of light polarization states in the output of a free-running laser diode, covering the whole Poincaré sphere, arises as a result from a fully deterministic nonlinear process, which is characterized by a hyperchaotic dynamics of two polarization modes nonlinearly coupled with a semiconductor medium, inside the optical cavity. A number of statistical distributions were found to describe the deterministic data of the low-dimensional nonlinear flow, such as lognormal distribution for the light intensity, Gaussian distributions for the electric field components and electron densities, Rice and Rayleigh distributions, and Weibull and negative exponential distributions, for the modulus and intensity of the orthogonal linear components of the electric field, respectively. The presented results could be relevant for the generation of single units of compact light source devices to be used in low-dimensional optical hyperchaos-based applications.

Stochastic inference with spiking neurons in the high-conductance state

NASA Astrophysics Data System (ADS)

Petrovici, Mihai A.; Bill, Johannes; Bytschok, Ilja; Schemmel, Johannes; Meier, Karlheinz

2016-10-01

The highly variable dynamics of neocortical circuits observed in vivo have been hypothesized to represent a signature of ongoing stochastic inference but stand in apparent contrast to the deterministic response of neurons measured in vitro. Based on a propagation of the membrane autocorrelation across spike bursts, we provide an analytical derivation of the neural activation function that holds for a large parameter space, including the high-conductance state. On this basis, we show how an ensemble of leaky integrate-and-fire neurons with conductance-based synapses embedded in a spiking environment can attain the correct firing statistics for sampling from a well-defined target distribution. For recurrent networks, we examine convergence toward stationarity in computer simulations and demonstrate sample-based Bayesian inference in a mixed graphical model. This points to a new computational role of high-conductance states and establishes a rigorous link between deterministic neuron models and functional stochastic dynamics on the network level.

A Surrogate Technique for Investigating Deterministic Dynamics in Discrete Human Movement.

PubMed

Taylor, Paul G; Small, Michael; Lee, Kwee-Yum; Landeo, Raul; O'Meara, Damien M; Millett, Emma L

2016-10-01

Entropy is an effective tool for investigation of human movement variability. However, before applying entropy, it can be beneficial to employ analyses to confirm that observed data are not solely the result of stochastic processes. This can be achieved by contrasting observed data with that produced using surrogate methods. Unlike continuous movement, no appropriate method has been applied to discrete human movement. This article proposes a novel surrogate method for discrete movement data, outlining the processes for determining its critical values. The proposed technique reliably generated surrogates for discrete joint angle time series, destroying fine-scale dynamics of the observed signal, while maintaining macro structural characteristics. Comparison of entropy estimates indicated observed signals had greater regularity than surrogates and were not only the result of stochastic but also deterministic processes. The proposed surrogate method is both a valid and reliable technique to investigate determinism in other discrete human movement time series.

Dynamic speckle - Interferometry of micro-displacements

NASA Astrophysics Data System (ADS)

Vladimirov, A. P.

2012-06-01

The problem of the dynamics of speckles in the image plane of the object, caused by random movements of scattering centers is solved. We consider three cases: 1) during the observation the points move at random, but constant speeds, and 2) the relative displacement of any pair of points is a continuous random process, and 3) the motion of the centers is the sum of a deterministic movement and random displacement. For the cases 1) and 2) the characteristics of temporal and spectral autocorrelation function of the radiation intensity can be used for determining of individually and the average relative displacement of the centers, their dispersion and the relaxation time. For the case 3) is showed that under certain conditions, the optical signal contains a periodic component, the number of periods is proportional to the derivations of the deterministic displacements. The results of experiments conducted to test and application of theory are given.

Survivability of Deterministic Dynamical Systems

PubMed Central

Hellmann, Frank; Schultz, Paul; Grabow, Carsten; Heitzig, Jobst; Kurths, Jürgen

2016-01-01

The notion of a part of phase space containing desired (or allowed) states of a dynamical system is important in a wide range of complex systems research. It has been called the safe operating space, the viability kernel or the sunny region. In this paper we define the notion of survivability: Given a random initial condition, what is the likelihood that the transient behaviour of a deterministic system does not leave a region of desirable states. We demonstrate the utility of this novel stability measure by considering models from climate science, neuronal networks and power grids. We also show that a semi-analytic lower bound for the survivability of linear systems allows a numerically very efficient survivability analysis in realistic models of power grids. Our numerical and semi-analytic work underlines that the type of stability measured by survivability is not captured by common asymptotic stability measures. PMID:27405955

Habitat connectivity and in-stream vegetation control temporal variability of benthic invertebrate communities.

PubMed

Huttunen, K-L; Mykrä, H; Oksanen, J; Astorga, A; Paavola, R; Muotka, T

2017-05-03

One of the key challenges to understanding patterns of β diversity is to disentangle deterministic patterns from stochastic ones. Stochastic processes may mask the influence of deterministic factors on community dynamics, hindering identification of the mechanisms causing variation in community composition. We studied temporal β diversity (among-year dissimilarity) of macroinvertebrate communities in near-pristine boreal streams across 14 years. To assess whether the observed β diversity deviates from that expected by chance, and to identify processes (deterministic vs. stochastic) through which different explanatory factors affect community variability, we used a null model approach. We observed that at the majority of sites temporal β diversity was low indicating high community stability. When stochastic variation was unaccounted for, connectivity was the only variable explaining temporal β diversity, with weakly connected sites exhibiting higher community variability through time. After accounting for stochastic effects, connectivity lost importance, suggesting that it was related to temporal β diversity via random colonization processes. Instead, β diversity was best explained by in-stream vegetation, community variability decreasing with increasing bryophyte cover. These results highlight the potential of stochastic factors to dampen the influence of deterministic processes, affecting our ability to understand and predict changes in biological communities through time.

Relevance of deterministic chaos theory to studies in functioning of dynamical systems

NASA Astrophysics Data System (ADS)

Glagolev, S. N.; Bukhonova, S. M.; Chikina, E. D.

2018-03-01

The paper considers chaotic behavior of dynamical systems typical for social and economic processes. Approaches to analysis and evaluation of system development processes are studies from the point of view of controllability and determinateness. Explanations are given for necessity to apply non-standard mathematical tools to explain states of dynamical social and economic systems on the basis of fractal theory. Features of fractal structures, such as non-regularity, self-similarity, dimensionality and fractionality are considered.

Spatial dynamics of invasion: the geometry of introduced species.

PubMed

Korniss, Gyorgy; Caraco, Thomas

2005-03-07

Many exotic species combine low probability of establishment at each introduction with rapid population growth once introduction does succeed. To analyse this phenomenon, we note that invaders often cluster spatially when rare, and consequently an introduced exotic's population dynamics should depend on locally structured interactions. Ecological theory for spatially structured invasion relies on deterministic approximations, and determinism does not address the observed uncertainty of the exotic-introduction process. We take a new approach to the population dynamics of invasion and, by extension, to the general question of invasibility in any spatial ecology. We apply the physical theory for nucleation of spatial systems to a lattice-based model of competition between plant species, a resident and an invader, and the analysis reaches conclusions that differ qualitatively from the standard ecological theories. Nucleation theory distinguishes between dynamics of single- and multi-cluster invasion. Low introduction rates and small system size produce single-cluster dynamics, where success or failure of introduction is inherently stochastic. Single-cluster invasion occurs only if the cluster reaches a critical size, typically preceded by a number of failed attempts. For this case, we identify the functional form of the probability distribution of time elapsing until invasion succeeds. Although multi-cluster invasion for sufficiently large systems exhibits spatial averaging and almost-deterministic dynamics of the global densities, an analytical approximation from nucleation theory, known as Avrami's law, describes our simulation results far better than standard ecological approximations.

Absorbing phase transitions in deterministic fixed-energy sandpile models

NASA Astrophysics Data System (ADS)

Park, Su-Chan

2018-03-01

We investigate the origin of the difference, which was noticed by Fey et al. [Phys. Rev. Lett. 104, 145703 (2010), 10.1103/PhysRevLett.104.145703], between the steady state density of an Abelian sandpile model (ASM) and the transition point of its corresponding deterministic fixed-energy sandpile model (DFES). Being deterministic, the configuration space of a DFES can be divided into two disjoint classes such that every configuration in one class should evolve into one of absorbing states, whereas no configurations in the other class can reach an absorbing state. Since the two classes are separated in terms of toppling dynamics, the system can be made to exhibit an absorbing phase transition (APT) at various points that depend on the initial probability distribution of the configurations. Furthermore, we show that in general the transition point also depends on whether an infinite-size limit is taken before or after the infinite-time limit. To demonstrate, we numerically study the two-dimensional DFES with Bak-Tang-Wiesenfeld toppling rule (BTW-FES). We confirm that there are indeed many thresholds. Nonetheless, the critical phenomena at various transition points are found to be universal. We furthermore discuss a microscopic absorbing phase transition, or a so-called spreading dynamics, of the BTW-FES, to find that the phase transition in this setting is related to the dynamical isotropic percolation process rather than self-organized criticality. In particular, we argue that choosing recurrent configurations of the corresponding ASM as an initial configuration does not allow for a nontrivial APT in the DFES.

Successional dynamics in Neotropical forests are as uncertain as they are predictable

PubMed Central

Norden, Natalia; Angarita, Héctor A.; Bongers, Frans; Martínez-Ramos, Miguel; Granzow-de la Cerda, Iñigo; van Breugel, Michiel; Lebrija-Trejos, Edwin; Meave, Jorge A.; Vandermeer, John; Williamson, G. Bruce; Finegan, Bryan; Mesquita, Rita; Chazdon, Robin L.

2015-01-01

Although forest succession has traditionally been approached as a deterministic process, successional trajectories of vegetation change vary widely, even among nearby stands with similar environmental conditions and disturbance histories. Here, we provide the first attempt, to our knowledge, to quantify predictability and uncertainty during succession based on the most extensive long-term datasets ever assembled for Neotropical forests. We develop a novel approach that integrates deterministic and stochastic components into different candidate models describing the dynamical interactions among three widely used and interrelated forest attributes—stem density, basal area, and species density. Within each of the seven study sites, successional trajectories were highly idiosyncratic, even when controlling for prior land use, environment, and initial conditions in these attributes. Plot factors were far more important than stand age in explaining successional trajectories. For each site, the best-fit model was able to capture the complete set of time series in certain attributes only when both the deterministic and stochastic components were set to similar magnitudes. Surprisingly, predictability of stem density, basal area, and species density did not show consistent trends across attributes, study sites, or land use history, and was independent of plot size and time series length. The model developed here represents the best approach, to date, for characterizing autogenic successional dynamics and demonstrates the low predictability of successional trajectories. These high levels of uncertainty suggest that the impacts of allogenic factors on rates of change during tropical forest succession are far more pervasive than previously thought, challenging the way ecologists view and investigate forest regeneration. PMID:26080411

Successional dynamics in Neotropical forests are as uncertain as they are predictable.

PubMed

Norden, Natalia; Angarita, Héctor A; Bongers, Frans; Martínez-Ramos, Miguel; Granzow-de la Cerda, Iñigo; van Breugel, Michiel; Lebrija-Trejos, Edwin; Meave, Jorge A; Vandermeer, John; Williamson, G Bruce; Finegan, Bryan; Mesquita, Rita; Chazdon, Robin L

2015-06-30

Although forest succession has traditionally been approached as a deterministic process, successional trajectories of vegetation change vary widely, even among nearby stands with similar environmental conditions and disturbance histories. Here, we provide the first attempt, to our knowledge, to quantify predictability and uncertainty during succession based on the most extensive long-term datasets ever assembled for Neotropical forests. We develop a novel approach that integrates deterministic and stochastic components into different candidate models describing the dynamical interactions among three widely used and interrelated forest attributes--stem density, basal area, and species density. Within each of the seven study sites, successional trajectories were highly idiosyncratic, even when controlling for prior land use, environment, and initial conditions in these attributes. Plot factors were far more important than stand age in explaining successional trajectories. For each site, the best-fit model was able to capture the complete set of time series in certain attributes only when both the deterministic and stochastic components were set to similar magnitudes. Surprisingly, predictability of stem density, basal area, and species density did not show consistent trends across attributes, study sites, or land use history, and was independent of plot size and time series length. The model developed here represents the best approach, to date, for characterizing autogenic successional dynamics and demonstrates the low predictability of successional trajectories. These high levels of uncertainty suggest that the impacts of allogenic factors on rates of change during tropical forest succession are far more pervasive than previously thought, challenging the way ecologists view and investigate forest regeneration.

Absorbing phase transitions in deterministic fixed-energy sandpile models.

PubMed

Park, Su-Chan

2018-03-01

We investigate the origin of the difference, which was noticed by Fey et al. [Phys. Rev. Lett. 104, 145703 (2010)PRLTAO0031-900710.1103/PhysRevLett.104.145703], between the steady state density of an Abelian sandpile model (ASM) and the transition point of its corresponding deterministic fixed-energy sandpile model (DFES). Being deterministic, the configuration space of a DFES can be divided into two disjoint classes such that every configuration in one class should evolve into one of absorbing states, whereas no configurations in the other class can reach an absorbing state. Since the two classes are separated in terms of toppling dynamics, the system can be made to exhibit an absorbing phase transition (APT) at various points that depend on the initial probability distribution of the configurations. Furthermore, we show that in general the transition point also depends on whether an infinite-size limit is taken before or after the infinite-time limit. To demonstrate, we numerically study the two-dimensional DFES with Bak-Tang-Wiesenfeld toppling rule (BTW-FES). We confirm that there are indeed many thresholds. Nonetheless, the critical phenomena at various transition points are found to be universal. We furthermore discuss a microscopic absorbing phase transition, or a so-called spreading dynamics, of the BTW-FES, to find that the phase transition in this setting is related to the dynamical isotropic percolation process rather than self-organized criticality. In particular, we argue that choosing recurrent configurations of the corresponding ASM as an initial configuration does not allow for a nontrivial APT in the DFES.

Deterministic chaos in atmospheric radon dynamics

NASA Astrophysics Data System (ADS)

Cuculeanu, Vasile; Lupu, Alexandru

2001-08-01

The correlation dimension and Lyapunov exponents have been calculated for two time series of atmospheric radon daughter concentrations obtained from four daily measurements during the period 1993-1996. A number of about 6000 activity concentration values of 222Rn and 220Rn daughters have been used. The measuring method is based on aerosol collection on filters. In order to determine the filter activity, a low background gross beta measuring device with Geiger-Müller counter tubes in anticoincidence was used. The small noninteger value of the correlation dimension (≃2.2) and the existence of a positive Lyapunov exponent prove that deterministic chaos is present in the time series of atmospheric 220Rn daughters. This shows that a simple diffusion equation with a parameterized turbulent diffusion coefficient is insufficient for describing the dynamics in the near-ground layer where turbulence is not fully developed and coherent structures dominate. The analysis of 222Rn series confirms that the dynamics of the boundary layer cannot be described by a system of ordinary differential equations with a low number of independent variables.

Estimation of beam material random field properties via sensitivity-based model updating using experimental frequency response functions

NASA Astrophysics Data System (ADS)

Machado, M. R.; Adhikari, S.; Dos Santos, J. M. C.; Arruda, J. R. F.

2018-03-01

Structural parameter estimation is affected not only by measurement noise but also by unknown uncertainties which are present in the system. Deterministic structural model updating methods minimise the difference between experimentally measured data and computational prediction. Sensitivity-based methods are very efficient in solving structural model updating problems. Material and geometrical parameters of the structure such as Poisson's ratio, Young's modulus, mass density, modal damping, etc. are usually considered deterministic and homogeneous. In this paper, the distributed and non-homogeneous characteristics of these parameters are considered in the model updating. The parameters are taken as spatially correlated random fields and are expanded in a spectral Karhunen-Loève (KL) decomposition. Using the KL expansion, the spectral dynamic stiffness matrix of the beam is expanded as a series in terms of discretized parameters, which can be estimated using sensitivity-based model updating techniques. Numerical and experimental tests involving a beam with distributed bending rigidity and mass density are used to verify the proposed method. This extension of standard model updating procedures can enhance the dynamic description of structural dynamic models.

Necessary conditions for the emergence of homochirality via autocatalytic self-replication

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

Stich, Michael; Ribó, Josep M.; Blackmond, Donna G., E-mail: blackmond@scripps.edu

We analyze a recent proposal for spontaneous mirror symmetry breaking based on the coupling of first-order enantioselective autocatalysis and direct production of the enantiomers that invokes a critical role for intrinsic reaction noise. For isolated systems, the racemic state is the unique stable outcome for both stochastic and deterministic dynamics when the system is in compliance with the constraints dictated by the thermodynamics of chemical reaction processes. In open systems, the racemic outcome also results for both stochastic and deterministic dynamics when driving the autocatalysis unidirectionally by external reagents. Nonracemic states can result in the latter only if the reversemore » reactions are strictly zero: these are kinetically controlled outcomes for small populations and volumes, and can be simulated by stochastic dynamics. However, the stability of the thermodynamic limit proves that the racemic outcome is the unique stable state for strictly irreversible externally driven autocatalysis. These findings contradict the suggestion that the inhibition requirement of the Frank autocatalytic model for the emergence of homochirality may be relaxed in a noise-induced mechanism.« less

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

PubMed Central

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

2014-01-01

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

A nonlinear dynamic age-structured model of e-commerce in spain: Stability analysis of the equilibrium by delay and stochastic perturbations

NASA Astrophysics Data System (ADS)

Burgos, C.; Cortés, J.-C.; Shaikhet, L.; Villanueva, R.-J.

2018-11-01

First, we propose a deterministic age-structured epidemiological model to study the diffusion of e-commerce in Spain. Afterwards, we determine the parameters (death, birth and growth rates) of the underlying demographic model as well as the parameters (transmission of the use of e-commerce rates) of the proposed epidemiological model that best fit real data retrieved from the Spanish National Statistical Institute. Motivated by the two following facts: first the dynamics of acquiring the use of a new technology as e-commerce is mainly driven by the feedback after interacting with our peers (family, friends, mates, mass media, etc.), hence having a certain delay, and second the inherent uncertainty of sampled real data and the social complexity of the phenomena under analysis, we introduce aftereffect and stochastic perturbations in the initial deterministic model. This leads to a delayed stochastic model for e-commerce. We then investigate sufficient conditions in order to guarantee the stability in probability of the equilibrium point of the dynamic e-commerce delayed stochastic model. Our theoretical findings are numerically illustrated using real data.

Uncertain dynamical systems: A differential game approach

NASA Technical Reports Server (NTRS)

Gutman, S.

1976-01-01

A class of dynamical systems in a conflict situation is formulated and discussed, and the formulation is applied to the study of an important class of systems in the presence of uncertainty. The uncertainty is deterministic and the only assumption is that its value belongs to a known compact set. Asymptotic stability is fully discussed with application to variable structure and model reference control systems.

A nonlinear dynamical system for combustion instability in a pulse model combustor

NASA Astrophysics Data System (ADS)

Takagi, Kazushi; Gotoda, Hiroshi

2016-11-01

We theoretically and numerically study the bifurcation phenomena of nonlinear dynamical system describing combustion instability in a pulse model combustor on the basis of dynamical system theory and complex network theory. The dynamical behavior of pressure fluctuations undergoes a significant transition from steady-state to deterministic chaos via the period-doubling cascade process known as Feigenbaum scenario with decreasing the characteristic flow time. Recurrence plots and recurrence networks analysis we adopted in this study can quantify the significant changes in dynamic behavior of combustion instability that cannot be captured in the bifurcation diagram.

Characterization of normality of chaotic systems including prediction and detection of anomalies

NASA Astrophysics Data System (ADS)

Engler, Joseph John

Accurate prediction and control pervades domains such as engineering, physics, chemistry, and biology. Often, it is discovered that the systems under consideration cannot be well represented by linear, periodic nor random data. It has been shown that these systems exhibit deterministic chaos behavior. Deterministic chaos describes systems which are governed by deterministic rules but whose data appear to be random or quasi-periodic distributions. Deterministically chaotic systems characteristically exhibit sensitive dependence upon initial conditions manifested through rapid divergence of states initially close to one another. Due to this characterization, it has been deemed impossible to accurately predict future states of these systems for longer time scales. Fortunately, the deterministic nature of these systems allows for accurate short term predictions, given the dynamics of the system are well understood. This fact has been exploited in the research community and has resulted in various algorithms for short term predictions. Detection of normality in deterministically chaotic systems is critical in understanding the system sufficiently to able to predict future states. Due to the sensitivity to initial conditions, the detection of normal operational states for a deterministically chaotic system can be challenging. The addition of small perturbations to the system, which may result in bifurcation of the normal states, further complicates the problem. The detection of anomalies and prediction of future states of the chaotic system allows for greater understanding of these systems. The goal of this research is to produce methodologies for determining states of normality for deterministically chaotic systems, detection of anomalous behavior, and the more accurate prediction of future states of the system. Additionally, the ability to detect subtle system state changes is discussed. The dissertation addresses these goals by proposing new representational techniques and novel prediction methodologies. The value and efficiency of these methods are explored in various case studies. Presented is an overview of chaotic systems with examples taken from the real world. A representation schema for rapid understanding of the various states of deterministically chaotic systems is presented. This schema is then used to detect anomalies and system state changes. Additionally, a novel prediction methodology which utilizes Lyapunov exponents to facilitate longer term prediction accuracy is presented and compared with other nonlinear prediction methodologies. These novel methodologies are then demonstrated on applications such as wind energy, cyber security and classification of social networks.

Deterministic bead-in-droplet ejection utilizing an integrated plug-in bead dispenser for single bead-based applications

NASA Astrophysics Data System (ADS)

Kim, Hojin; Choi, In Ho; Lee, Sanghyun; Won, Dong-Joon; Oh, Yong Suk; Kwon, Donghoon; Sung, Hyung Jin; Jeon, Sangmin; Kim, Joonwon

2017-04-01

This paper presents a deterministic bead-in-droplet ejection (BIDE) technique that regulates the precise distribution of microbeads in an ejected droplet. The deterministic BIDE was realized through the effective integration of a microfluidic single-particle handling technique with a liquid dispensing system. The integrated bead dispenser facilitates the transfer of the desired number of beads into a dispensing volume and the on-demand ejection of bead-encapsulated droplets. Single bead-encapsulated droplets were ejected every 3 s without any failure. Multiple-bead dispensing with deterministic control of the number of beads was demonstrated to emphasize the originality and quality of the proposed dispensing technique. The dispenser was mounted using a plug-socket type connection, and the dispensing process was completely automated using a programmed sequence without any microscopic observation. To demonstrate a potential application of the technique, bead-based streptavidin-biotin binding assay in an evaporating droplet was conducted using ultralow numbers of beads. The results evidenced the number of beads in the droplet crucially influences the reliability of the assay. Therefore, the proposed deterministic bead-in-droplet technology can be utilized to deliver desired beads onto a reaction site, particularly to reliably and efficiently enrich and detect target biomolecules.

Deterministic bead-in-droplet ejection utilizing an integrated plug-in bead dispenser for single bead-based applications.

PubMed

Kim, Hojin; Choi, In Ho; Lee, Sanghyun; Won, Dong-Joon; Oh, Yong Suk; Kwon, Donghoon; Sung, Hyung Jin; Jeon, Sangmin; Kim, Joonwon

2017-04-10

This paper presents a deterministic bead-in-droplet ejection (BIDE) technique that regulates the precise distribution of microbeads in an ejected droplet. The deterministic BIDE was realized through the effective integration of a microfluidic single-particle handling technique with a liquid dispensing system. The integrated bead dispenser facilitates the transfer of the desired number of beads into a dispensing volume and the on-demand ejection of bead-encapsulated droplets. Single bead-encapsulated droplets were ejected every 3 s without any failure. Multiple-bead dispensing with deterministic control of the number of beads was demonstrated to emphasize the originality and quality of the proposed dispensing technique. The dispenser was mounted using a plug-socket type connection, and the dispensing process was completely automated using a programmed sequence without any microscopic observation. To demonstrate a potential application of the technique, bead-based streptavidin-biotin binding assay in an evaporating droplet was conducted using ultralow numbers of beads. The results evidenced the number of beads in the droplet crucially influences the reliability of the assay. Therefore, the proposed deterministic bead-in-droplet technology can be utilized to deliver desired beads onto a reaction site, particularly to reliably and efficiently enrich and detect target biomolecules.

Deterministic bead-in-droplet ejection utilizing an integrated plug-in bead dispenser for single bead–based applications

PubMed Central

Kim, Hojin; Choi, In Ho; Lee, Sanghyun; Won, Dong-Joon; Oh, Yong Suk; Kwon, Donghoon; Sung, Hyung Jin; Jeon, Sangmin; Kim, Joonwon

2017-01-01

This paper presents a deterministic bead-in-droplet ejection (BIDE) technique that regulates the precise distribution of microbeads in an ejected droplet. The deterministic BIDE was realized through the effective integration of a microfluidic single-particle handling technique with a liquid dispensing system. The integrated bead dispenser facilitates the transfer of the desired number of beads into a dispensing volume and the on-demand ejection of bead-encapsulated droplets. Single bead–encapsulated droplets were ejected every 3 s without any failure. Multiple-bead dispensing with deterministic control of the number of beads was demonstrated to emphasize the originality and quality of the proposed dispensing technique. The dispenser was mounted using a plug-socket type connection, and the dispensing process was completely automated using a programmed sequence without any microscopic observation. To demonstrate a potential application of the technique, bead-based streptavidin–biotin binding assay in an evaporating droplet was conducted using ultralow numbers of beads. The results evidenced the number of beads in the droplet crucially influences the reliability of the assay. Therefore, the proposed deterministic bead-in-droplet technology can be utilized to deliver desired beads onto a reaction site, particularly to reliably and efficiently enrich and detect target biomolecules. PMID:28393911

On problems of analyzing aerodynamic properties of blunted rotary bodies with small random surface distortions under supersonic and hypersonic flows

NASA Astrophysics Data System (ADS)

Degtyar, V. G.; Kalashnikov, S. T.; Mokin, Yu. A.

2017-10-01

The paper considers problems of analyzing aerodynamic properties (ADP) of reenetry vehicles (RV) as blunted rotary bodies with small random surface distortions. The interactions of math simulation of surface distortions, selection of tools for predicting ADPs of shaped bodies, evaluation of different-type ADP variations and their adaptation for dynamic problems are analyzed. The possibilities of deterministic and probabilistic approaches to evaluation of ADP variations are considered. The practical value of the probabilistic approach is demonstrated. The examples of extremal deterministic evaluations of ADP variations for a sphere and a sharp cone are given.

Deterministic quantum controlled-PHASE gates based on non-Markovian environments

NASA Astrophysics Data System (ADS)

Zhang, Rui; Chen, Tian; Wang, Xiang-Bin

2017-12-01

We study the realization of the quantum controlled-PHASE gate in an atom-cavity system beyond the Markovian approximation. The general description of the dynamics for the atom-cavity system without any approximation is presented. When the spectral density of the reservoir has the Lorentz form, by making use of the memory backflow from the reservoir, we can always construct the deterministic quantum controlled-PHASE gate between a photon and an atom, no matter the atom-cavity coupling strength is weak or strong. While, the phase shift in the output pulse hinders the implementation of quantum controlled-PHASE gates in the sub-Ohmic, Ohmic or super-Ohmic reservoirs.

Detecting determinism from point processes.

PubMed

Andrzejak, Ralph G; Mormann, Florian; Kreuz, Thomas

2014-12-01

The detection of a nonrandom structure from experimental data can be crucial for the classification, understanding, and interpretation of the generating process. We here introduce a rank-based nonlinear predictability score to detect determinism from point process data. Thanks to its modular nature, this approach can be adapted to whatever signature in the data one considers indicative of deterministic structure. After validating our approach using point process signals from deterministic and stochastic model dynamics, we show an application to neuronal spike trains recorded in the brain of an epilepsy patient. While we illustrate our approach in the context of temporal point processes, it can be readily applied to spatial point processes as well.

Phase ordering in disordered and inhomogeneous systems

NASA Astrophysics Data System (ADS)

Corberi, Federico; Zannetti, Marco; Lippiello, Eugenio; Burioni, Raffaella; Vezzani, Alessandro

2015-06-01

We study numerically the coarsening dynamics of the Ising model on a regular lattice with random bonds and on deterministic fractal substrates. We propose a unifying interpretation of the phase-ordering processes based on two classes of dynamical behaviors characterized by different growth laws of the ordered domain size, namely logarithmic or power law, respectively. It is conjectured that the interplay between these dynamical classes is regulated by the same topological feature that governs the presence or the absence of a finite-temperature phase transition.

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...

On the performance of updating Stochastic Dynamic Programming policy using Ensemble Streamflow Prediction in a snow-covered region

NASA Astrophysics Data System (ADS)

Martin, A.; Pascal, C.; Leconte, R.

2014-12-01

Stochastic Dynamic Programming (SDP) is known to be an effective technique to find the optimal operating policy of hydropower systems. In order to improve the performance of SDP, this project evaluates the impact of re-updating the policy at every time step by using Ensemble Streamflow Prediction (ESP). We present a case study of the Kemano's hydropower system on the Nechako River in British Columbia, Canada. Managed by Rio Tinto Alcan (RTA), this system is subject to large streamflow volumes in spring due to important amount of snow depth during the winter season. Therefore, the operating policy should not only maximize production but also minimize the risk of flooding. The hydrological behavior of the system is simulated with CEQUEAU, a distributed and deterministic hydrological model developed by the Institut national de la recherche scientifique - Eau, Terre et Environnement (INRS-ETE) in Quebec, Canada. On each decision time step, CEQUEAU is used to generate ESP scenarios based on historical meteorological sequences and the current state of the hydrological model. These scenarios are used into the SDP to optimize the new release policy for the next time steps. This routine is then repeated over the entire simulation period. Results are compared with those obtained by using SDP on historical inflow scenarios.

A novel approach based on preference-based index for interval bilevel linear programming problem.

PubMed

Ren, Aihong; Wang, Yuping; Xue, Xingsi

2017-01-01

This paper proposes a new methodology for solving the interval bilevel linear programming problem in which all coefficients of both objective functions and constraints are considered as interval numbers. In order to keep as much uncertainty of the original constraint region as possible, the original problem is first converted into an interval bilevel programming problem with interval coefficients in both objective functions only through normal variation of interval number and chance-constrained programming. With the consideration of different preferences of different decision makers, the concept of the preference level that the interval objective function is preferred to a target interval is defined based on the preference-based index. Then a preference-based deterministic bilevel programming problem is constructed in terms of the preference level and the order relation [Formula: see text]. Furthermore, the concept of a preference δ -optimal solution is given. Subsequently, the constructed deterministic nonlinear bilevel problem is solved with the help of estimation of distribution algorithm. Finally, several numerical examples are provided to demonstrate the effectiveness of the proposed approach.

Fractional dynamics of globally slow transcription and its impact on deterministic genetic oscillation.

PubMed

Wei, Kun; Gao, Shilong; Zhong, Suchuan; Ma, Hong

2012-01-01

In dynamical systems theory, a system which can be described by differential equations is called a continuous dynamical system. In studies on genetic oscillation, most deterministic models at early stage are usually built on ordinary differential equations (ODE). Therefore, gene transcription which is a vital part in genetic oscillation is presupposed to be a continuous dynamical system by default. However, recent studies argued that discontinuous transcription might be more common than continuous transcription. In this paper, by appending the inserted silent interval lying between two neighboring transcriptional events to the end of the preceding event, we established that the running time for an intact transcriptional event increases and gene transcription thus shows slow dynamics. By globally replacing the original time increment for each state increment by a larger one, we introduced fractional differential equations (FDE) to describe such globally slow transcription. The impact of fractionization on genetic oscillation was then studied in two early stage models--the Goodwin oscillator and the Rössler oscillator. By constructing a "dual memory" oscillator--the fractional delay Goodwin oscillator, we suggested that four general requirements for generating genetic oscillation should be revised to be negative feedback, sufficient nonlinearity, sufficient memory and proper balancing of timescale. The numerical study of the fractional Rössler oscillator implied that the globally slow transcription tends to lower the chance of a coupled or more complex nonlinear genetic oscillatory system behaving chaotically.

The futility of utility: how market dynamics marginalize Adam Smith

NASA Astrophysics Data System (ADS)

McCauley, Joseph L.

2000-10-01

Economic theorizing is based on the postulated, nonempiric notion of utility. Economists assume that prices, dynamics, and market equilibria are supposed to be derived from utility. The results are supposed to represent mathematically the stabilizing action of Adam Smith's invisible hand. In deterministic excess demand dynamics I show the following. A utility function generally does not exist mathematically due to nonintegrable dynamics when production/investment are accounted for, resolving Mirowski's thesis. Price as a function of demand does not exist mathematically either. All equilibria are unstable. I then explain how deterministic chaos can be distinguished from random noise at short times. In the generalization to liquid markets and finance theory described by stochastic excess demand dynamics, I also show the following. Market price distributions cannot be rescaled to describe price movements as ‘equilibrium’ fluctuations about a systematic drift in price. Utility maximization does not describe equilibrium. Maximization of the Gibbs entropy of the observed price distribution of an asset would describe equilibrium, if equilibrium could be achieved, but equilibrium does not describe real, liquid markets (stocks, bonds, foreign exchange). There are three inconsistent definitions of equilibrium used in economics and finance, only one of which is correct. Prices in unregulated free markets are unstable against both noise and rising or falling expectations: Adam Smith's stabilizing invisible hand does not exist, either in mathematical models of liquid market data, or in real market data.

Deterministic Role of Collision Cascade Density in Radiation Defect Dynamics in Si

NASA Astrophysics Data System (ADS)

Wallace, J. B.; Aji, L. B. Bayu; Shao, L.; Kucheyev, S. O.

2018-05-01

The formation of stable radiation damage in solids often proceeds via complex dynamic annealing (DA) processes, involving point defect migration and interaction. The dependence of DA on irradiation conditions remains poorly understood even for Si. Here, we use a pulsed ion beam method to study defect interaction dynamics in Si bombarded in the temperature range from ˜-30 ° C to 210 °C with ions in a wide range of masses, from Ne to Xe, creating collision cascades with different densities. We demonstrate that the complexity of the influence of irradiation conditions on defect dynamics can be reduced to a deterministic effect of a single parameter, the average cascade density, calculated by taking into account the fractal nature of collision cascades. For each ion species, the DA rate exhibits two well-defined Arrhenius regions where different DA mechanisms dominate. These two regions intersect at a critical temperature, which depends linearly on the cascade density. The low-temperature DA regime is characterized by an activation energy of ˜0.1 eV , independent of the cascade density. The high-temperature regime, however, exhibits a change in the dominant DA process for cascade densities above ˜0.04 at.%, evidenced by an increase in the activation energy. These results clearly demonstrate a crucial role of the collision cascade density and can be used to predict radiation defect dynamics in Si.

A stochastic-field description of finite-size spiking neural networks

PubMed Central

Longtin, André

2017-01-01

Neural network dynamics are governed by the interaction of spiking neurons. Stochastic aspects of single-neuron dynamics propagate up to the network level and shape the dynamical and informational properties of the population. Mean-field models of population activity disregard the finite-size stochastic fluctuations of network dynamics and thus offer a deterministic description of the system. Here, we derive a stochastic partial differential equation (SPDE) describing the temporal evolution of the finite-size refractory density, which represents the proportion of neurons in a given refractory state at any given time. The population activity—the density of active neurons per unit time—is easily extracted from this refractory density. The SPDE includes finite-size effects through a two-dimensional Gaussian white noise that acts both in time and along the refractory dimension. For an infinite number of neurons the standard mean-field theory is recovered. A discretization of the SPDE along its characteristic curves allows direct simulations of the activity of large but finite spiking networks; this constitutes the main advantage of our approach. Linearizing the SPDE with respect to the deterministic asynchronous state allows the theoretical investigation of finite-size activity fluctuations. In particular, analytical expressions for the power spectrum and autocorrelation of activity fluctuations are obtained. Moreover, our approach can be adapted to incorporate multiple interacting populations and quasi-renewal single-neuron dynamics. PMID:28787447

Deterministic Role of Collision Cascade Density in Radiation Defect Dynamics in Si.

PubMed

Wallace, J B; Aji, L B Bayu; Shao, L; Kucheyev, S O

2018-05-25

The formation of stable radiation damage in solids often proceeds via complex dynamic annealing (DA) processes, involving point defect migration and interaction. The dependence of DA on irradiation conditions remains poorly understood even for Si. Here, we use a pulsed ion beam method to study defect interaction dynamics in Si bombarded in the temperature range from ∼-30 °C to 210 °C with ions in a wide range of masses, from Ne to Xe, creating collision cascades with different densities. We demonstrate that the complexity of the influence of irradiation conditions on defect dynamics can be reduced to a deterministic effect of a single parameter, the average cascade density, calculated by taking into account the fractal nature of collision cascades. For each ion species, the DA rate exhibits two well-defined Arrhenius regions where different DA mechanisms dominate. These two regions intersect at a critical temperature, which depends linearly on the cascade density. The low-temperature DA regime is characterized by an activation energy of ∼0.1  eV, independent of the cascade density. The high-temperature regime, however, exhibits a change in the dominant DA process for cascade densities above ∼0.04 at.%, evidenced by an increase in the activation energy. These results clearly demonstrate a crucial role of the collision cascade density and can be used to predict radiation defect dynamics in Si.

Molecules with an induced dipole moment in a stochastic electric field.

PubMed

Band, Y B; Ben-Shimol, Y

2013-10-01

The mean-field dynamics of a molecule with an induced dipole moment (e.g., a homonuclear diatomic molecule) in a deterministic and a stochastic (fluctuating) electric field is solved to obtain the decoherence properties of the system. The average (over fluctuations) electric dipole moment and average angular momentum as a function of time for a Gaussian white noise electric field are determined via perturbative and nonperturbative solutions in the fluctuating field. In the perturbative solution, the components of the average electric dipole moment and the average angular momentum along the deterministic electric field direction do not decay to zero, despite fluctuations in all three components of the electric field. This is in contrast to the decay of the average over fluctuations of a magnetic moment in a Gaussian white noise magnetic field. In the nonperturbative solution, the component of the average electric dipole moment and the average angular momentum in the deterministic electric field direction also decay to zero.

Nonclassical point of view of the Brownian motion generation via fractional deterministic model

NASA Astrophysics Data System (ADS)

Gilardi-Velázquez, H. E.; Campos-Cantón, E.

In this paper, we present a dynamical system based on the Langevin equation without stochastic term and using fractional derivatives that exhibit properties of Brownian motion, i.e. a deterministic model to generate Brownian motion is proposed. The stochastic process is replaced by considering an additional degree of freedom in the second-order Langevin equation. Thus, it is transformed into a system of three first-order linear differential equations, additionally α-fractional derivative are considered which allow us to obtain better statistical properties. Switching surfaces are established as a part of fluctuating acceleration. The final system of three α-order linear differential equations does not contain a stochastic term, so the system generates motion in a deterministic way. Nevertheless, from the time series analysis, we found that the behavior of the system exhibits statistics properties of Brownian motion, such as, a linear growth in time of mean square displacement, a Gaussian distribution. Furthermore, we use the detrended fluctuation analysis to prove the Brownian character of this motion.

Distinct Sources of Deterministic and Stochastic Components of Action Timing Decisions in Rodent Frontal Cortex.

PubMed

Murakami, Masayoshi; Shteingart, Hanan; Loewenstein, Yonatan; Mainen, Zachary F

2017-05-17

The selection and timing of actions are subject to determinate influences such as sensory cues and internal state as well as to effectively stochastic variability. Although stochastic choice mechanisms are assumed by many theoretical models, their origin and mechanisms remain poorly understood. Here we investigated this issue by studying how neural circuits in the frontal cortex determine action timing in rats performing a waiting task. Electrophysiological recordings from two regions necessary for this behavior, medial prefrontal cortex (mPFC) and secondary motor cortex (M2), revealed an unexpected functional dissociation. Both areas encoded deterministic biases in action timing, but only M2 neurons reflected stochastic trial-by-trial fluctuations. This differential coding was reflected in distinct timescales of neural dynamics in the two frontal cortical areas. These results suggest a two-stage model in which stochastic components of action timing decisions are injected by circuits downstream of those carrying deterministic bias signals. Copyright © 2017 Elsevier Inc. All rights reserved.

Stability analysis and application of a mathematical cholera model.

PubMed

Liao, Shu; Wang, Jin

2011-07-01

In this paper, we conduct a dynamical analysis of the deterministic cholera model proposed in [9]. We study the stability of both the disease-free and endemic equilibria so as to explore the complex epidemic and endemic dynamics of the disease. We demonstrate a real-world application of this model by investigating the recent cholera outbreak in Zimbabwe. Meanwhile, we present numerical simulation results to verify the analytical predictions.

Hybrid models for chemical reaction networks: Multiscale theory and application to gene regulatory systems.

PubMed

Winkelmann, Stefanie; Schütte, Christof

2017-09-21

Well-mixed stochastic chemical kinetics are properly modeled by the chemical master equation (CME) and associated Markov jump processes in molecule number space. If the reactants are present in large amounts, however, corresponding simulations of the stochastic dynamics become computationally expensive and model reductions are demanded. The classical model reduction approach uniformly rescales the overall dynamics to obtain deterministic systems characterized by ordinary differential equations, the well-known mass action reaction rate equations. For systems with multiple scales, there exist hybrid approaches that keep parts of the system discrete while another part is approximated either using Langevin dynamics or deterministically. This paper aims at giving a coherent overview of the different hybrid approaches, focusing on their basic concepts and the relation between them. We derive a novel general description of such hybrid models that allows expressing various forms by one type of equation. We also check in how far the approaches apply to model extensions of the CME for dynamics which do not comply with the central well-mixed condition and require some spatial resolution. A simple but meaningful gene expression system with negative self-regulation is analysed to illustrate the different approximation qualities of some of the hybrid approaches discussed. Especially, we reveal the cause of error in the case of small volume approximations.

Non-Deterministic Modelling of Food-Web Dynamics

PubMed Central

Planque, Benjamin; Lindstrøm, Ulf; Subbey, Sam

2014-01-01

A novel approach to model food-web dynamics, based on a combination of chance (randomness) and necessity (system constraints), was presented by Mullon et al. in 2009. Based on simulations for the Benguela ecosystem, they concluded that observed patterns of ecosystem variability may simply result from basic structural constraints within which the ecosystem functions. To date, and despite the importance of these conclusions, this work has received little attention. The objective of the present paper is to replicate this original model and evaluate the conclusions that were derived from its simulations. For this purpose, we revisit the equations and input parameters that form the structure of the original model and implement a comparable simulation model. We restate the model principles and provide a detailed account of the model structure, equations, and parameters. Our model can reproduce several ecosystem dynamic patterns: pseudo-cycles, variation and volatility, diet, stock-recruitment relationships, and correlations between species biomass series. The original conclusions are supported to a large extent by the current replication of the model. Model parameterisation and computational aspects remain difficult and these need to be investigated further. Hopefully, the present contribution will make this approach available to a larger research community and will promote the use of non-deterministic-network-dynamics models as ‘null models of food-webs’ as originally advocated. PMID:25299245

Chaos and simple determinism in reversed field pinch plasmas: Nonlinear analysis of numerical simulation and experimental data

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

Watts, Christopher A.

In this dissertation the possibility that chaos and simple determinism are governing the dynamics of reversed field pinch (RFP) plasmas is investigated. To properly assess this possibility, data from both numerical simulations and experiment are analyzed. A large repertoire of nonlinear analysis techniques is used to identify low dimensional chaos in the data. These tools include phase portraits and Poincare sections, correlation dimension, the spectrum of Lyapunov exponents and short term predictability. In addition, nonlinear noise reduction techniques are applied to the experimental data in an attempt to extract any underlying deterministic dynamics. Two model systems are used to simulatemore » the plasma dynamics. These are the DEBS code, which models global RFP dynamics, and the dissipative trapped electron mode (DTEM) model, which models drift wave turbulence. Data from both simulations show strong indications of low dimensional chaos and simple determinism. Experimental date were obtained from the Madison Symmetric Torus RFP and consist of a wide array of both global and local diagnostic signals. None of the signals shows any indication of low dimensional chaos or low simple determinism. Moreover, most of the analysis tools indicate the experimental system is very high dimensional with properties similar to noise. Nonlinear noise reduction is unsuccessful at extracting an underlying deterministic system.« less

Understanding the transmission dynamics of respiratory syncytial virus using multiple time series and nested models.

PubMed

White, L J; Mandl, J N; Gomes, M G M; Bodley-Tickell, A T; Cane, P A; Perez-Brena, P; Aguilar, J C; Siqueira, M M; Portes, S A; Straliotto, S M; Waris, M; Nokes, D J; Medley, G F

2007-09-01

The nature and role of re-infection and partial immunity are likely to be important determinants of the transmission dynamics of human respiratory syncytial virus (hRSV). We propose a single model structure that captures four possible host responses to infection and subsequent reinfection: partial susceptibility, altered infection duration, reduced infectiousness and temporary immunity (which might be partial). The magnitude of these responses is determined by four homotopy parameters, and by setting some of these parameters to extreme values we generate a set of eight nested, deterministic transmission models. In order to investigate hRSV transmission dynamics, we applied these models to incidence data from eight international locations. Seasonality is included as cyclic variation in transmission. Parameters associated with the natural history of the infection were assumed to be independent of geographic location, while others, such as those associated with seasonality, were assumed location specific. Models incorporating either of the two extreme assumptions for immunity (none or solid and lifelong) were unable to reproduce the observed dynamics. Model fits with either waning or partial immunity to disease or both were visually comparable. The best fitting structure was a lifelong partial immunity to both disease and infection. Observed patterns were reproduced by stochastic simulations using the parameter values estimated from the deterministic models.

Hybrid models for chemical reaction networks: Multiscale theory and application to gene regulatory systems

NASA Astrophysics Data System (ADS)

Winkelmann, Stefanie; Schütte, Christof

2017-09-01

Well-mixed stochastic chemical kinetics are properly modeled by the chemical master equation (CME) and associated Markov jump processes in molecule number space. If the reactants are present in large amounts, however, corresponding simulations of the stochastic dynamics become computationally expensive and model reductions are demanded. The classical model reduction approach uniformly rescales the overall dynamics to obtain deterministic systems characterized by ordinary differential equations, the well-known mass action reaction rate equations. For systems with multiple scales, there exist hybrid approaches that keep parts of the system discrete while another part is approximated either using Langevin dynamics or deterministically. This paper aims at giving a coherent overview of the different hybrid approaches, focusing on their basic concepts and the relation between them. We derive a novel general description of such hybrid models that allows expressing various forms by one type of equation. We also check in how far the approaches apply to model extensions of the CME for dynamics which do not comply with the central well-mixed condition and require some spatial resolution. A simple but meaningful gene expression system with negative self-regulation is analysed to illustrate the different approximation qualities of some of the hybrid approaches discussed. Especially, we reveal the cause of error in the case of small volume approximations.

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

PubMed

Tsiliyannis, C A

2011-11-01

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

Dynamic Stability of Uncertain Laminated Beams Under Subtangential Loads

NASA Technical Reports Server (NTRS)

Goyal, Vijay K.; Kapania, Rakesh K.; Adelman, Howard (Technical Monitor); Horta, Lucas (Technical Monitor)

2002-01-01

Because of the inherent complexity of fiber-reinforced laminated composites, it can be challenging to manufacture composite structures according to their exact design specifications, resulting in unwanted material and geometric uncertainties. In this research, we focus on the deterministic and probabilistic stability analysis of laminated structures subject to subtangential loading, a combination of conservative and nonconservative tangential loads, using the dynamic criterion. Thus a shear-deformable laminated beam element, including warping effects, is derived to study the deterministic and probabilistic response of laminated beams. This twenty-one degrees of freedom element can be used for solving both static and dynamic problems. In the first-order shear deformable model used here we have employed a more accurate method to obtain the transverse shear correction factor. The dynamic version of the principle of virtual work for laminated composites is expressed in its nondimensional form and the element tangent stiffness and mass matrices are obtained using analytical integration The stability is studied by giving the structure a small disturbance about an equilibrium configuration, and observing if the resulting response remains small. In order to study the dynamic behavior by including uncertainties into the problem, three models were developed: Exact Monte Carlo Simulation, Sensitivity Based Monte Carlo Simulation, and Probabilistic FEA. These methods were integrated into the developed finite element analysis. Also, perturbation and sensitivity analysis have been used to study nonconservative problems, as well as to study the stability analysis, using the dynamic criterion.

Relation Between the Cell Volume and the Cell Cycle Dynamics in Mammalian cell

NASA Astrophysics Data System (ADS)

Magno, A. C. G.; Oliveira, I. L.; Hauck, J. V. S.

2016-08-01

The main goal of this work is to add and analyze an equation that represents the volume in a dynamical model of the mammalian cell cycle proposed by Gérard and Goldbeter (2011) [1]. The cell division occurs when the cyclinB/Cdkl complex is totally degraded (Tyson and Novak, 2011)[2] and it reaches a minimum value. At this point, the cell is divided into two newborn daughter cells and each one will contain the half of the cytoplasmic content of the mother cell. The equations of our base model are only valid if the cell volume, where the reactions occur, is constant. Whether the cell volume is not constant, that is, the rate of change of its volume with respect to time is explicitly taken into account in the mathematical model, then the equations of the original model are no longer valid. Therefore, every equations were modified from the mass conservation principle for considering a volume that changes with time. Through this approach, the cell volume affects all model variables. Two different dynamic simulation methods were accomplished: deterministic and stochastic. In the stochastic simulation, the volume affects every model's parameters which have molar unit, whereas in the deterministic one, it is incorporated into the differential equations. In deterministic simulation, the biochemical species may be in concentration units, while in stochastic simulation such species must be converted to number of molecules which are directly proportional to the cell volume. In an effort to understand the influence of the new equation a stability analysis was performed. This elucidates how the growth factor impacts the stability of the model's limit cycles. In conclusion, a more precise model, in comparison to the base model, was created for the cell cycle as it now takes into consideration the cell volume variation

Detailed numerical investigation of the dissipative stochastic mechanics based neuron model.

PubMed

Güler, Marifi

2008-10-01

Recently, a physical approach for the description of neuronal dynamics under the influence of ion channel noise was proposed in the realm of dissipative stochastic mechanics (Güler, Phys Rev E 76:041918, 2007). Led by the presence of a multiple number of gates in an ion channel, the approach establishes a viewpoint that ion channels are exposed to two kinds of noise: the intrinsic noise, associated with the stochasticity in the movement of gating particles between the inner and the outer faces of the membrane, and the topological noise, associated with the uncertainty in accessing the permissible topological states of open gates. Renormalizations of the membrane capacitance and of a membrane voltage dependent potential function were found to arise from the mutual interaction of the two noisy systems. The formalism therein was scrutinized using a special membrane with some tailored properties giving the Rose-Hindmarsh dynamics in the deterministic limit. In this paper, the resultant computational neuron model of the above approach is investigated in detail numerically for its dynamics using time-independent input currents. The following are the major findings obtained. The intrinsic noise gives rise to two significant coexisting effects: it initiates spiking activity even in some range of input currents for which the corresponding deterministic model is quiet and causes bursting in some other range of input currents for which the deterministic model fires tonically. The renormalization corrections are found to augment the above behavioral transitions from quiescence to spiking and from tonic firing to bursting, and, therefore, the bursting activity is found to take place in a wider range of input currents for larger values of the correction coefficients. Some findings concerning the diffusive behavior in the voltage space are also reported.

Deterministic and stochastic models for middle east respiratory syndrome (MERS)

NASA Astrophysics Data System (ADS)

Suryani, Dessy Rizki; Zevika, Mona; Nuraini, Nuning

2018-03-01

World Health Organization (WHO) data stated that since September 2012, there were 1,733 cases of Middle East Respiratory Syndrome (MERS) with 628 death cases that occurred in 27 countries. MERS was first identified in Saudi Arabia in 2012 and the largest cases of MERS outside Saudi Arabia occurred in South Korea in 2015. MERS is a disease that attacks the respiratory system caused by infection of MERS-CoV. MERS-CoV transmission occurs directly through direct contact between infected individual with non-infected individual or indirectly through contaminated object by the free virus. Suspected, MERS can spread quickly because of the free virus in environment. Mathematical modeling is used to illustrate the transmission of MERS disease using deterministic model and stochastic model. Deterministic model is used to investigate the temporal dynamic from the system to analyze the steady state condition. Stochastic model approach using Continuous Time Markov Chain (CTMC) is used to predict the future states by using random variables. From the models that were built, the threshold value for deterministic models and stochastic models obtained in the same form and the probability of disease extinction can be computed by stochastic model. Simulations for both models using several of different parameters are shown, and the probability of disease extinction will be compared with several initial conditions.

76 FR 72220 - Incorporation of Risk Management Concepts in Regulatory Programs

Federal Register 2010, 2011, 2012, 2013, 2014

2011-11-22

... and support the adoption of improved designs or processes. \\1\\ A deterministic approach to regulation... longstanding goal to move toward more risk-informed, performance- based approaches in its regulatory programs... regulatory approach that would continue to ensure the safe and secure use of nuclear material. As part of...

Coupled replicator equations for the dynamics of learning in multiagent systems

NASA Astrophysics Data System (ADS)

Sato, Yuzuru; Crutchfield, James P.

2003-01-01

Starting with a group of reinforcement-learning agents we derive coupled replicator equations that describe the dynamics of collective learning in multiagent systems. We show that, although agents model their environment in a self-interested way without sharing knowledge, a game dynamics emerges naturally through environment-mediated interactions. An application to rock-scissors-paper game interactions shows that the collective learning dynamics exhibits a diversity of competitive and cooperative behaviors. These include quasiperiodicity, stable limit cycles, intermittency, and deterministic chaos—behaviors that should be expected in heterogeneous multiagent systems described by the general replicator equations we derive.

Coexistence and chaos in complex ecologies [rapid communication

NASA Astrophysics Data System (ADS)

Sprott, J. C.; Vano, J. A.; Wildenberg, J. C.; Anderson, M. B.; Noel, J. K.

2005-02-01

Many complex dynamical systems in ecology, economics, neurology, and elsewhere, in which agents compete for limited resources, exhibit apparently chaotic fluctuations. This Letter proposes a purely deterministic mechanism for evolving robustly but weakly chaotic systems that exhibit adaptation, self-organization, sporadic volatility, and punctuated equilibria.

Deterministic and stochastic algorithms for resolving the flow fields in ducts and networks using energy minimization

NASA Astrophysics Data System (ADS)

Sochi, Taha

2016-09-01

Several deterministic and stochastic multi-variable global optimization algorithms (Conjugate Gradient, Nelder-Mead, Quasi-Newton and global) are investigated in conjunction with energy minimization principle to resolve the pressure and volumetric flow rate fields in single ducts and networks of interconnected ducts. The algorithms are tested with seven types of fluid: Newtonian, power law, Bingham, Herschel-Bulkley, Ellis, Ree-Eyring and Casson. The results obtained from all those algorithms for all these types of fluid agree very well with the analytically derived solutions as obtained from the traditional methods which are based on the conservation principles and fluid constitutive relations. The results confirm and generalize the findings of our previous investigations that the energy minimization principle is at the heart of the flow dynamics systems. The investigation also enriches the methods of computational fluid dynamics for solving the flow fields in tubes and networks for various types of Newtonian and non-Newtonian fluids.

Prediction of the Arctic Oscillation in Boreal Winter by Dynamical Seasonal Forecasting Systems

NASA Technical Reports Server (NTRS)

Kang, Daehyun; Lee, Myong-In; Im, Jungho; Kim, Daehyun; Kim, Hye-Mi; Kang, Hyun-Suk; Shubert, Siegfried D.; Arriba, Albertom; MacLachlan, Craig

2013-01-01

This study assesses the prediction skill of the boreal winter Arctic Oscillation (AO) in the state-of-the-art dynamical ensemble prediction systems (EPSs): the UKMO GloSea4, the NCEP CFSv2, and the NASA GEOS-5. Long-term reforecasts made with the EPSs are used to evaluate representations of the AO, and to examine skill scores for the deterministic and probabilistic forecast of the AO index. The reforecasts reproduce the observed changes in the large-scale patterns of the Northern Hemispheric surface temperature, upper-level wind, and precipitation according to the AO phase. Results demonstrate that all EPSs have better prediction skill than the persistence prediction for lead times up to 3-month, suggesting a great potential for skillful prediction of the AO and the associated climate anomalies in seasonal time scale. It is also found that the deterministic and probabilistic forecast skill of the AO in the recent period (1997-2010) is higher than that in the earlier period (1983-1996).

Topological chaos of the spatial prisoner's dilemma game on regular networks.

PubMed

Jin, Weifeng; Chen, Fangyue

2016-02-21

The spatial version of evolutionary prisoner's dilemma on infinitely large regular lattice with purely deterministic strategies and no memories among players is investigated in this paper. Based on the statistical inferences, it is pertinent to confirm that the frequency of cooperation for characterizing its macroscopic behaviors is very sensitive to the initial conditions, which is the most practically significant property of chaos. Its intrinsic complexity is then justified on firm ground from the theory of symbolic dynamics; that is, this game is topologically mixing and possesses positive topological entropy on its subsystems. It is demonstrated therefore that its frequency of cooperation could not be adopted by simply averaging over several steps after the game reaches the equilibrium state. Furthermore, the chaotically changing spatial patterns via empirical observations can be defined and justified in view of symbolic dynamics. It is worth mentioning that the procedure proposed in this work is also applicable to other deterministic spatial evolutionary games therein. Copyright © 2015 Elsevier Ltd. All rights reserved.

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.

Amplification of intrinsic fluctuations by the Lorenz equations

NASA Astrophysics Data System (ADS)

Fox, Ronald F.; Elston, T. C.

1993-07-01

Macroscopic systems (e.g., hydrodynamics, chemical reactions, electrical circuits, etc.) manifest intrinsic fluctuations of molecular and thermal origin. When the macroscopic dynamics is deterministically chaotic, the intrinsic fluctuations may become amplified by several orders of magnitude. Numerical studies of this phenomenon are presented in detail for the Lorenz model. Amplification to macroscopic scales is exhibited, and quantitative methods (binning and a difference-norm) are presented for measuring macroscopically subliminal amplification effects. In order to test the quality of the numerical results, noise induced chaos is studied around a deterministically nonchaotic state, where the scaling law relating the Lyapunov exponent to noise strength obtained for maps is confirmed for the Lorenz model, a system of ordinary differential equations.

Distance estimation and collision prediction for on-line robotic motion planning

NASA Technical Reports Server (NTRS)

Kyriakopoulos, K. J.; Saridis, G. N.

1992-01-01

An efficient method for computing the minimum distance and predicting collisions between moving objects is presented. This problem is incorporated into the framework of an in-line motion-planning algorithm to satisfy collision avoidance between a robot and moving objects modeled as convex polyhedra. In the beginning, the deterministic problem where the information about the objects is assumed to be certain is examined. L(1) or L(infinity) norms are used to represent distance and the problem becomes a linear programming problem. The stochastic problem is formulated where the uncertainty is induced by sensing and the unknown dynamics of the moving obstacles. Two problems are considered: First, filtering of the distance between the robot and the moving object at the present time. Second, prediction of the minimum distance in the future in order to predict the collision time.

Composite load spectra for select space propulsion structural components

NASA Technical Reports Server (NTRS)

Newell, J. F.; Kurth, R. E.; Ho, H.

1991-01-01

The objective of this program is to develop generic load models with multiple levels of progressive sophistication to simulate the composite (combined) load spectra that are induced in space propulsion system components, representative of Space Shuttle Main Engines (SSME), such as transfer ducts, turbine blades, and liquid oxygen posts and system ducting. The first approach will consist of using state of the art probabilistic methods to describe the individual loading conditions and combinations of these loading conditions to synthesize the composite load spectra simulation. The second approach will consist of developing coupled models for composite load spectra simulation which combine the deterministic models for composite load dynamic, acoustic, high pressure, and high rotational speed, etc., load simulation using statistically varying coefficients. These coefficients will then be determined using advanced probabilistic simulation methods with and without strategically selected experimental data.

Invited Review: A review of deterministic effects in cyclic variability of internal combustion engines

DOE PAGES

Finney, Charles E.; Kaul, Brian C.; Daw, C. Stuart; ...

2015-02-18

Here we review developments in the understanding of cycle to cycle variability in internal combustion engines, with a focus on spark-ignited and premixed combustion conditions. Much of the research on cyclic variability has focused on stochastic aspects, that is, features that can be modeled as inherently random with no short term predictability. In some cases, models of this type appear to work very well at describing experimental observations, but the lack of predictability limits control options. Also, even when the statistical properties of the stochastic variations are known, it can be very difficult to discern their underlying physical causes andmore » thus mitigate them. Some recent studies have demonstrated that under some conditions, cyclic combustion variations can have a relatively high degree of low dimensional deterministic structure, which implies some degree of predictability and potential for real time control. These deterministic effects are typically more pronounced near critical stability limits (e.g. near tipping points associated with ignition or flame propagation) such during highly dilute fueling or near the onset of homogeneous charge compression ignition. We review recent progress in experimental and analytical characterization of cyclic variability where low dimensional, deterministic effects have been observed. We describe some theories about the sources of these dynamical features and discuss prospects for interactive control and improved engine designs. In conclusion, taken as a whole, the research summarized here implies that the deterministic component of cyclic variability will become a pivotal issue (and potential opportunity) as engine manufacturers strive to meet aggressive emissions and fuel economy regulations in the coming decades.« less

Deterministic influences exceed dispersal effects on hydrologically-connected microbiomes: Deterministic assembly of hyporheic microbiomes

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

Graham, Emily B.; Crump, Alex R.; Resch, Charles T.

2017-03-28

Subsurface zones of groundwater and surface water mixing (hyporheic zones) are regions of enhanced rates of biogeochemical cycling, yet ecological processes governing hyporheic microbiome composition and function through space and time remain unknown. We sampled attached and planktonic microbiomes in the Columbia River hyporheic zone across seasonal hydrologic change, and employed statistical null models to infer mechanisms generating temporal changes in microbiomes within three hydrologically-connected, physicochemically-distinct geographic zones (inland, nearshore, river). We reveal that microbiomes remain dissimilar through time across all zones and habitat types (attached vs. planktonic) and that deterministic assembly processes regulate microbiome composition in all data subsets.more » The consistent presence of heterotrophic taxa and members of the Planctomycetes-Verrucomicrobia-Chlamydiae (PVC) superphylum nonetheless suggests common selective pressures for physiologies represented in these groups. Further, co-occurrence networks were used to provide insight into taxa most affected by deterministic assembly processes. We identified network clusters to represent groups of organisms that correlated with seasonal and physicochemical change. Extended network analyses identified keystone taxa within each cluster that we propose are central in microbiome composition and function. Finally, the abundance of one network cluster of nearshore organisms exhibited a seasonal shift from heterotrophic to autotrophic metabolisms and correlated with microbial metabolism, possibly indicating an ecological role for these organisms as foundational species in driving biogeochemical reactions within the hyporheic zone. Taken together, our research demonstrates a predominant role for deterministic assembly across highly-connected environments and provides insight into niche dynamics associated with seasonal changes in hyporheic microbiome composition and metabolism.« less

Theory and applications of a deterministic approximation to the coalescent model

PubMed Central

Jewett, Ethan M.; Rosenberg, Noah A.

2014-01-01

Under the coalescent model, the random number nt of lineages ancestral to a sample is nearly deterministic as a function of time when nt is moderate to large in value, and it is well approximated by its expectation E[nt]. In turn, this expectation is well approximated by simple deterministic functions that are easy to compute. Such deterministic functions have been applied to estimate allele age, effective population size, and genetic diversity, and they have been used to study properties of models of infectious disease dynamics. Although a number of simple approximations of E[nt] have been derived and applied to problems of population-genetic inference, the theoretical accuracy of the formulas and the inferences obtained using these approximations is not known, and the range of problems to which they can be applied is not well understood. Here, we demonstrate general procedures by which the approximation nt ≈ E[nt] can be used to reduce the computational complexity of coalescent formulas, and we show that the resulting approximations converge to their true values under simple assumptions. Such approximations provide alternatives to exact formulas that are computationally intractable or numerically unstable when the number of sampled lineages is moderate or large. We also extend an existing class of approximations of E[nt] to the case of multiple populations of time-varying size with migration among them. Our results facilitate the use of the deterministic approximation nt ≈ E[nt] for deriving functionally simple, computationally efficient, and numerically stable approximations of coalescent formulas under complicated demographic scenarios. PMID:24412419

Geometric Universality in Brain Allosteric Protein Dynamics: Complex Hydrophobic Transformation Predicts Mutual Recognition by Polypeptides and Proteins,

DTIC Science & Technology

1986-10-01

organic acids using the Hammett equation , has been called the hydrophobic effect.’ Water adjusts its geometry to maximize the number of intact hydrogen...understanding both structural stability with respect to the underlying equations (not initial values) and phase transitions in these dynamical hierarchies...for quantitative characterization. Although the complicated behavior is gen- erated by deterministic equations , its description in entropies leads to

Approximate Dynamic Programming: Combining Regional and Local State Following Approximations.

PubMed

Deptula, Patryk; Rosenfeld, Joel A; Kamalapurkar, Rushikesh; Dixon, Warren E

2018-06-01

An infinite-horizon optimal regulation problem for a control-affine deterministic system is solved online using a local state following (StaF) kernel and a regional model-based reinforcement learning (R-MBRL) method to approximate the value function. Unlike traditional methods such as R-MBRL that aim to approximate the value function over a large compact set, the StaF kernel approach aims to approximate the value function in a local neighborhood of the state that travels within a compact set. In this paper, the value function is approximated using a state-dependent convex combination of the StaF-based and the R-MBRL-based approximations. As the state enters a neighborhood containing the origin, the value function transitions from being approximated by the StaF approach to the R-MBRL approach. Semiglobal uniformly ultimately bounded (SGUUB) convergence of the system states to the origin is established using a Lyapunov-based analysis. Simulation results are provided for two, three, six, and ten-state dynamical systems to demonstrate the scalability and performance of the developed method.

PROCEEDINGS OF THE SYMPOSIUM ON SYSTEM THEORY, NEW YORK, N. Y. APRIL 20, 21, 22 1965. VOLUME XV.

DTIC Science & Technology

The papers presented at the symposium may be grouped as follows: (1) What is system theory ; (2) Representations of systems; (3) System dynamics; (4...Non-deterministic systems; (5) Optimal systems; and (6) Applications of system theory .

Using Probabilistic Information in Solving Resource Allocation Problems for a Decentralized Firm

DTIC Science & Technology

1978-09-01

deterministic equivalent form of HIQ’s problem (5) by an approach similar to the one used in stochastic programming with simple recourse. See Ziemba [38) or, in...1964). 38. Ziemba , W.T., "Stochastic Programs with Simple Recourse," Technical Report 72-15, Stanford University, Department of Operations Research

Deterministic Line-Shape Programming of Silicon Nanowires for Extremely Stretchable Springs and Electronics.

PubMed

Xue, Zhaoguo; Sun, Mei; Dong, Taige; Tang, Zhiqiang; Zhao, Yaolong; Wang, Junzhuan; Wei, Xianlong; Yu, Linwei; Chen, Qing; Xu, Jun; Shi, Yi; Chen, Kunji; Roca I Cabarrocas, Pere

2017-12-13

Line-shape engineering is a key strategy to endow extra stretchability to 1D silicon nanowires (SiNWs) grown with self-assembly processes. We here demonstrate a deterministic line-shape programming of in-plane SiNWs into extremely stretchable springs or arbitrary 2D patterns with the aid of indium droplets that absorb amorphous Si precursor thin film to produce ultralong c-Si NWs along programmed step edges. A reliable and faithful single run growth of c-SiNWs over turning tracks with different local curvatures has been established, while high resolution transmission electron microscopy analysis reveals a high quality monolike crystallinity in the line-shaped engineered SiNW springs. Excitingly, in situ scanning electron microscopy stretching and current-voltage characterizations also demonstrate a superelastic and robust electric transport carried by the SiNW springs even under large stretching of more than 200%. We suggest that this highly reliable line-shape programming approach holds a strong promise to extend the mature c-Si technology into the development of a new generation of high performance biofriendly and stretchable electronics.

Ecological Succession Pattern of Fungal Community in Soil along a Retreating Glacier

PubMed Central

Tian, Jianqing; Qiao, Yuchen; Wu, Bing; Chen, Huai; Li, Wei; Jiang, Na; Zhang, Xiaoling; Liu, Xingzhong

2017-01-01

Accelerated by global climate changing, retreating glaciers leave behind soil chronosequences of primary succession. Current knowledge of primary succession is mainly from studies of vegetation dynamics, whereas information about belowground microbes remains unclear. Here, we combined shifts in community assembly processes with microbial primary succession to better understand mechanisms governing the stochastic/deterministic balance. We investigated fungal succession and community assembly via high-throughput sequencing along a well-established glacier forefront chronosequence that spans 2–188 years of deglaciation. Shannon diversity and evenness peaked at a distance of 370 m and declined afterwards. The response of fungal diversity to distance varied in different phyla. Basidiomycota Shannon diversity significantly decreased with distance, while the pattern of Rozellomycota Shannon diversity was unimodal. Abundance of most frequencies OTU2 (Cryptococcus terricola) increased with successional distance, whereas that of OTU65 (Tolypocladium tundrense) decreased. Based on null deviation analyses, composition of the fungal community was initially governed by deterministic processes strongly but later less deterministic processes. Our results revealed that distance, altitude, soil microbial biomass carbon, soil microbial biomass nitrogen and NH4+–N significantly correlated with fungal community composition along the chronosequence. These results suggest that the drivers of fungal community are dynamics in a glacier chronosequence, that may relate to fungal ecophysiological traits and adaptation in an evolving ecosystem. The information will provide understanding the mechanistic underpinnings of microbial community assembly during ecosystem succession under different scales and scenario. PMID:28649234

Ecological Succession Pattern of Fungal Community in Soil along a Retreating Glacier.

PubMed

Tian, Jianqing; Qiao, Yuchen; Wu, Bing; Chen, Huai; Li, Wei; Jiang, Na; Zhang, Xiaoling; Liu, Xingzhong

2017-01-01

Accelerated by global climate changing, retreating glaciers leave behind soil chronosequences of primary succession. Current knowledge of primary succession is mainly from studies of vegetation dynamics, whereas information about belowground microbes remains unclear. Here, we combined shifts in community assembly processes with microbial primary succession to better understand mechanisms governing the stochastic/deterministic balance. We investigated fungal succession and community assembly via high-throughput sequencing along a well-established glacier forefront chronosequence that spans 2-188 years of deglaciation. Shannon diversity and evenness peaked at a distance of 370 m and declined afterwards. The response of fungal diversity to distance varied in different phyla. Basidiomycota Shannon diversity significantly decreased with distance, while the pattern of Rozellomycota Shannon diversity was unimodal. Abundance of most frequencies OTU2 ( Cryptococcus terricola ) increased with successional distance, whereas that of OTU65 ( Tolypocladium tundrense ) decreased. Based on null deviation analyses, composition of the fungal community was initially governed by deterministic processes strongly but later less deterministic processes. Our results revealed that distance, altitude, soil microbial biomass carbon, soil microbial biomass nitrogen and [Formula: see text]-N significantly correlated with fungal community composition along the chronosequence. These results suggest that the drivers of fungal community are dynamics in a glacier chronosequence, that may relate to fungal ecophysiological traits and adaptation in an evolving ecosystem. The information will provide understanding the mechanistic underpinnings of microbial community assembly during ecosystem succession under different scales and scenario.

Nonlinear unitary quantum collapse model with self-generated noise

NASA Astrophysics Data System (ADS)

Geszti, Tamás

2018-04-01

Collapse models including some external noise of unknown origin are routinely used to describe phenomena on the quantum-classical border; in particular, quantum measurement. Although containing nonlinear dynamics and thereby exposed to the possibility of superluminal signaling in individual events, such models are widely accepted on the basis of fully reproducing the non-signaling statistical predictions of quantum mechanics. Here we present a deterministic nonlinear model without any external noise, in which randomness—instead of being universally present—emerges in the measurement process, from deterministic irregular dynamics of the detectors. The treatment is based on a minimally nonlinear von Neumann equation for a Stern–Gerlach or Bell-type measuring setup, containing coordinate and momentum operators in a self-adjoint skew-symmetric, split scalar product structure over the configuration space. The microscopic states of the detectors act as a nonlocal set of hidden parameters, controlling individual outcomes. The model is shown to display pumping of weights between setup-defined basis states, with a single winner randomly selected and the rest collapsing to zero. Environmental decoherence has no role in the scenario. Through stochastic modelling, based on Pearle’s ‘gambler’s ruin’ scheme, outcome probabilities are shown to obey Born’s rule under a no-drift or ‘fair-game’ condition. This fully reproduces quantum statistical predictions, implying that the proposed non-linear deterministic model satisfies the non-signaling requirement. Our treatment is still vulnerable to hidden signaling in individual events, which remains to be handled by future research.

Resilience and vulnerability to a natural hazard: A mathematical framework based on viability theory

NASA Astrophysics Data System (ADS)

Rougé, Charles; Mathias, Jean-Denis; Deffuant, Guillaume

2013-04-01

This deals with the response of a coupled human and natural system (CHANS) to a natural hazard by using the concepts of resilience and vulnerability within the mathematical framework of viability theory. This theory applies to time-evolving systems such as CHANS and assumes that their desirable properties can be defined as a subset of their state space. Policies can also apply to influence the dynamics of such systems: viability theory aims at finding the policies which keep the properties of a controlled dynamical system for so long as no disturbance hits it. The states of the system such that the properties are guaranteed constitute what is called the viability kernel. This viability framework has been extended to describe the response to a perturbation such as a natural hazard. Resilience describes the capacity of the CHANS to recover by getting back in the viability kernel, where its properties are guaranteed until the onset of the next major event. Defined for a given controlled trajectory that the system may take after the event ends, resilience is (a) whether the system comes back to the viability kernel within a given budget such as a time constraint, but also (b) a decreasing function of vulnerability. Computed for a given trajectory as well, vulnerability is a measure of the consequence of violating a property. We propose a family of functions from which cost functions and other vulnerability indicators can be derived for a certain trajectory. There can be several vulnerability functions, representing for instance social, economic or ecological vulnerability, and each representing the violation of an associated property, but these functions need to be ultimately aggregated as a single indicator. Computing the resilience and vulnerability of a trajectory enables the viability framework to describe the response of both deterministic and stochastic systems to hazards. In the deterministic case, there is only one response trajectory for a given action policy, and methods exist to find the actions which yield the most resilient trajectory, namely the least vulnerable trajectory for which recovery is complete. In the stochastic case however, there is a range of possible trajectories. Statistics can be derived from the probability distribution of the resilience and vulnerability of the trajectories. Dynamic programming methods can then yield either the policies that maximize the probability of being resilient by achieving recovery within a given time horizon, or these which minimize a given vulnerability statistic. These objectives are different and can be in contradiction, so that trade-offs may have to be considered between them. The approach is illustrated in both the deterministic and stochastic cases through a simple model of lake eutrophication, for which the desirable ecological properties of the lake conflict with the economic interest of neighboring farmers.

Elliptical quantum dots as on-demand single photons sources with deterministic polarization states

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

Teng, Chu-Hsiang; Demory, Brandon; Ku, Pei-Cheng, E-mail: peicheng@umich.edu

In quantum information, control of the single photon's polarization is essential. Here, we demonstrate single photon generation in a pre-programmed and deterministic polarization state, on a chip-scale platform, utilizing site-controlled elliptical quantum dots (QDs) synthesized by a top-down approach. The polarization from the QD emission is found to be linear with a high degree of linear polarization and parallel to the long axis of the ellipse. Single photon emission with orthogonal polarizations is achieved, and the dependence of the degree of linear polarization on the QD geometry is analyzed.

The "Chaos" Pattern in Piaget's Theory of Cognitive Development.

ERIC Educational Resources Information Center

Lindsay, Jean S.

Piaget's theory of the cognitive development of the child is related to the recently developed non-linear "chaos" model. The term "chaos" refers to the tendency of dynamical, non-linear systems toward irregular, sometimes unpredictable, deterministic behavior. Piaget identified this same pattern in his model of cognitive…

Teaching Deterministic Chaos through Music.

ERIC Educational Resources Information Center

Chacon, R.; And Others

1992-01-01

Presents music education as a setting for teaching nonlinear dynamics and chaotic behavior connected with fixed-point and limit-cycle attractors. The aim is not music composition but a first approach to an interdisciplinary tool suitable for a single-session class, at either the secondary or undergraduate level, for the introduction of these…

Chaos without nonlinear dynamics.

PubMed

Corron, Ned J; Hayes, Scott T; Pethel, Shawn D; Blakely, Jonathan N

2006-07-14

A linear, second-order filter driven by randomly polarized pulses is shown to generate a waveform that is chaotic under time reversal. That is, the filter output exhibits determinism and a positive Lyapunov exponent when viewed backward in time. The filter is demonstrated experimentally using a passive electronic circuit, and the resulting waveform exhibits a Lorenz-like butterfly structure. This phenomenon suggests that chaos may be connected to physical theories whose underlying framework is not that of a traditional deterministic nonlinear dynamical system.

Deterministic representation of chaos with application to turbulence

NASA Technical Reports Server (NTRS)

Zak, M.

1987-01-01

Chaotic motions of nonlinear dynamical systems are decomposed into mean components and fluctuations. The approach is based upon the concept that the fluctuations driven by the instability of the original (unperturbed) motion grow until a new stable state is approached. The Reynolds-type equations written for continuous as well as for finite-degrees-of-freedom dynamical systems are closed by using this stabilization principle. The theory is applied to conservative systems, to strange attractors and to turbulent motions.

A theory for El Nino and the Southern Oscillation

NASA Technical Reports Server (NTRS)

Cane, M. A.; Zebiak, S. E.

1985-01-01

A coupled atmosphere-ocean model is presented for El Nino and the Southern Oscillation that reproduces its major features, including its recurrence at irregular intervals. The interannual El Nino-Southern Oscillation cycle is maintained by deterministic interactions in the tropical Pacific region. Ocean dynamics alter sea-surface temperature, changing the atmospheric heating; the resulting changes in surface wind alter the ocean dynamics. Annually varying mean conditions largely determine the spatial pattern and temporal evolution of El Nino events.

Dynamical Localization for Unitary Anderson Models

NASA Astrophysics Data System (ADS)

Hamza, Eman; Joye, Alain; Stolz, Günter

2009-11-01

This paper establishes dynamical localization properties of certain families of unitary random operators on the d-dimensional lattice in various regimes. These operators are generalizations of one-dimensional physical models of quantum transport and draw their name from the analogy with the discrete Anderson model of solid state physics. They consist in a product of a deterministic unitary operator and a random unitary operator. The deterministic operator has a band structure, is absolutely continuous and plays the role of the discrete Laplacian. The random operator is diagonal with elements given by i.i.d. random phases distributed according to some absolutely continuous measure and plays the role of the random potential. In dimension one, these operators belong to the family of CMV-matrices in the theory of orthogonal polynomials on the unit circle. We implement the method of Aizenman-Molchanov to prove exponential decay of the fractional moments of the Green function for the unitary Anderson model in the following three regimes: In any dimension, throughout the spectrum at large disorder and near the band edges at arbitrary disorder and, in dimension one, throughout the spectrum at arbitrary disorder. We also prove that exponential decay of fractional moments of the Green function implies dynamical localization, which in turn implies spectral localization. These results complete the analogy with the self-adjoint case where dynamical localization is known to be true in the same three regimes.

Allee effects and the spatial dynamics of a locally endangered butterfly, the high brown fritillary (Argynnis adippe).

PubMed

Bonsall, Michael B; Dooley, Claire A; Kasparson, Anna; Brereton, Tom; Roy, David B; Thomas, Jeremy A

2014-01-01

Conservation of endangered species necessitates a full appreciation of the ecological processes affecting the regulation, limitation, and persistence of populations. These processes are influenced by birth, death, and dispersal events, and characterizing them requires careful accounting of both the deterministic and stochastic processes operating at both local and regional population levels. We combined ecological theory and observations on Allee effects by linking mathematical analysis and the spatial and temporal population dynamics patterns of a highly endangered butterfly, the high brown fritillary, Argynnis adippe. Our theoretical analysis showed that the role of density-dependent feedbacks in the presence of local immigration can influence the strength of Allee effects. Linking this theory to the analysis of the population data revealed strong evidence for both negative density dependence and Allee effects at the landscape or regional scale. These regional dynamics are predicted to be highly influenced by immigration. Using a Bayesian state-space approach, we characterized the local-scale births, deaths, and dispersal effects together with measurement and process uncertainty in the metapopulation. Some form of an Allee effect influenced almost three-quarters of these local populations. Our joint analysis of the deterministic and stochastic dynamics suggests that a conservation priority for this species would be to increase resource availability in currently occupied and, more importantly, in unoccupied sites.

Superfluid in a shaken optical lattice: quantum critical dynamics and topological defect engineering

NASA Astrophysics Data System (ADS)

Gaj, Anita; Feng, Lei; Clark, Logan W.; Chin, Cheng

2017-04-01

We present our recent studies of non-equilibrium dynamics in Bose-Einstein condensates using the shaken optical lattice. By increasing the shaking amplitude we observe a quantum phase transition from an ordinary superfluid to an effectively ferromagnetic superfluid composed of discrete domains with different quasi-momentum. We investigate the critical dynamics during which the domain structure and domain walls emerge. We demonstrate the use of a digital micromirror device to deterministically create desired domain structure. Using this technique we develop a clearer picture of the quantum critical dynamics at early times and its impact on the domain structure long after the transition.

Impacts of Considering Climate Variability on Investment Decisions in Ethiopia

NASA Astrophysics Data System (ADS)

Strzepek, K.; Block, P.; Rosegrant, M.; Diao, X.

2005-12-01

In Ethiopia, climate extremes, inducing droughts or floods, are not unusual. Monitoring the effects of these extremes, and climate variability in general, is critical for economic prediction and assessment of the country's future welfare. The focus of this study involves adding climate variability to a deterministic, mean climate-driven agro-economic model, in an attempt to understand its effects and degree of influence on general economic prediction indicators for Ethiopia. Four simulations are examined, including a baseline simulation and three investment strategies: simulations of irrigation investment, roads investment, and a combination investment of both irrigation and roads. The deterministic model is transformed into a stochastic model by dynamically adding year-to-year climate variability through climate-yield factors. Nine sets of actual, historic, variable climate data are individually assembled and implemented into the 12-year stochastic model simulation, producing an ensemble of economic prediction indicators. This ensemble allows for a probabilistic approach to planning and policy making, allowing decision makers to consider risk. The economic indicators from the deterministic and stochastic approaches, including rates of return to investments, are significantly different. The predictions of the deterministic model appreciably overestimate the future welfare of Ethiopia; the predictions of the stochastic model, utilizing actual climate data, tend to give a better semblance of what may be expected. Inclusion of climate variability is vital for proper analysis of the predictor values from this agro-economic model.

Cascaded Kalman and particle filters for photogrammetry based gyroscope drift and robot attitude estimation.

PubMed

Sadaghzadeh N, Nargess; Poshtan, Javad; Wagner, Achim; Nordheimer, Eugen; Badreddin, Essameddin

2014-03-01

Based on a cascaded Kalman-Particle Filtering, gyroscope drift and robot attitude estimation method is proposed in this paper. Due to noisy and erroneous measurements of MEMS gyroscope, it is combined with Photogrammetry based vision navigation scenario. Quaternions kinematics and robot angular velocity dynamics with augmented drift dynamics of gyroscope are employed as system state space model. Nonlinear attitude kinematics, drift and robot angular movement dynamics each in 3 dimensions result in a nonlinear high dimensional system. To reduce the complexity, we propose a decomposition of system to cascaded subsystems and then design separate cascaded observers. This design leads to an easier tuning and more precise debugging from the perspective of programming and such a setting is well suited for a cooperative modular system with noticeably reduced computation time. Kalman Filtering (KF) is employed for the linear and Gaussian subsystem consisting of angular velocity and drift dynamics together with gyroscope measurement. The estimated angular velocity is utilized as input of the second Particle Filtering (PF) based observer in two scenarios of stochastic and deterministic inputs. Simulation results are provided to show the efficiency of the proposed method. Moreover, the experimental results based on data from a 3D MEMS IMU and a 3D camera system are used to demonstrate the efficiency of the method. © 2013 ISA Published by ISA All rights reserved.

Developing Stochastic Models as Inputs for High-Frequency Ground Motion Simulations

NASA Astrophysics Data System (ADS)

Savran, William Harvey

High-frequency ( 10 Hz) deterministic ground motion simulations are challenged by our understanding of the small-scale structure of the earth's crust and the rupture process during an earthquake. We will likely never obtain deterministic models that can accurately describe these processes down to the meter scale length required for broadband wave propagation. Instead, we can attempt to explain the behavior, in a statistical sense, by including stochastic models defined by correlations observed in the natural earth and through physics based simulations of the earthquake rupture process. Toward this goal, we develop stochastic models to address both of the primary considerations for deterministic ground motion simulations: namely, the description of the material properties in the crust, and broadband earthquake source descriptions. Using borehole sonic log data recorded in Los Angeles basin, we estimate the spatial correlation structure of the small-scale fluctuations in P-wave velocities by determining the best-fitting parameters of a von Karman correlation function. We find that Hurst exponents, nu, between 0.0-0.2, vertical correlation lengths, az, of 15-150m, an standard deviation, sigma of about 5% characterize the variability in the borehole data. Usin these parameters, we generated a stochastic model of velocity and density perturbations and combined with leading seismic velocity models to perform a validation exercise for the 2008, Chino Hills, CA using heterogeneous media. We find that models of velocity and density perturbations can have significant effects on the wavefield at frequencies as low as 0.3 Hz, with ensemble median values of various ground motion metrics varying up to +/-50%, at certain stations, compared to those computed solely from the CVM. Finally, we develop a kinematic rupture generator based on dynamic rupture simulations on geometrically complex faults. We analyze 100 dynamic rupture simulations on strike-slip faults ranging from Mw 6.4-7.2. We find that our dynamic simulations follow empirical scaling relationships for inter-plate strike-slip events, and provide source spectra comparable with an o -2 model. Our rupture generator reproduces GMPE medians and intra-event standard deviations spectral accelerations for an ensemble of 10 Hz fully-deterministic ground motion simulations, as compared to NGA West2 GMPE relationships up to 0.2 seconds.

Deterministic time-reversible thermostats: chaos, ergodicity, and the zeroth law of thermodynamics

NASA Astrophysics Data System (ADS)

Patra, Puneet Kumar; Sprott, Julien Clinton; Hoover, William Graham; Griswold Hoover, Carol

2015-09-01

The relative stability and ergodicity of deterministic time-reversible thermostats, both singly and in coupled pairs, are assessed through their Lyapunov spectra. Five types of thermostat are coupled to one another through a single Hooke's-law harmonic spring. The resulting dynamics shows that three specific thermostat types, Hoover-Holian, Ju-Bulgac, and Martyna-Klein-Tuckerman, have very similar Lyapunov spectra in their equilibrium four-dimensional phase spaces and when coupled in equilibrium or nonequilibrium pairs. All three of these oscillator-based thermostats are shown to be ergodic, with smooth analytic Gaussian distributions in their extended phase spaces (coordinate, momentum, and two control variables). Evidently these three ergodic and time-reversible thermostat types are particularly useful as statistical-mechanical thermometers and thermostats. Each of them generates Gibbs' universal canonical distribution internally as well as for systems to which they are coupled. Thus they obey the zeroth law of thermodynamics, as a good heat bath should. They also provide dissipative heat flow with relatively small nonlinearity when two or more such temperature baths interact and provide useful deterministic replacements for the stochastic Langevin equation.

Programming with non-heap memory in the real time specification for Java

NASA Technical Reports Server (NTRS)

Bollella, G.; Canham, T.; Carson, V.; Champlin, V.; Dvorak, D.; Giovannoni, B.; Indictor, M.; Meyer, K.; Reinholtz, A.; Murray, K.

2003-01-01

The Real-Time Specification for Java (RTSJ) provides facilities for deterministic, real-time execution in a language that is otherwise subject to variable latencies in memory allocation and garbage collection.

Dynamic Routing of Aircraft in the Presence of Adverse Weather Using a POMDP Framework

NASA Technical Reports Server (NTRS)

Balaban, Edward; Roychoudhury, Indranil; Spirkovska, Lilly; Sankararaman, Shankar; Kulkarni, Chetan; Arnon, Tomer

2017-01-01

Each year weather-related airline delays result in hundreds of millions of dollars in additional fuel burn, maintenance, and lost revenue, not to mention passenger inconvenience. The current approaches for aircraft route planning in the presence of adverse weather still mainly rely on deterministic methods. In contrast, this work aims to deal with the problem using a Partially Observable Markov Decision Processes (POMDPs) framework, which allows for reasoning over uncertainty (including uncertainty in weather evolution over time) and results in solutions that are more robust to disruptions. The POMDP-based decision support system is demonstrated on several scenarios involving convective weather cells and is benchmarked against a deterministic planning system with functionality similar to those currently in use or under development.

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

Broken flow symmetry explains the dynamics of small particles in deterministic lateral displacement arrays.

PubMed

Kim, Sung-Cheol; Wunsch, Benjamin H; Hu, Huan; Smith, Joshua T; Austin, Robert H; Stolovitzky, Gustavo

2017-06-27

Deterministic lateral displacement (DLD) is a technique for size fractionation of particles in continuous flow that has shown great potential for biological applications. Several theoretical models have been proposed, but experimental evidence has demonstrated that a rich class of intermediate migration behavior exists, which is not predicted. We present a unified theoretical framework to infer the path of particles in the whole array on the basis of trajectories in a unit cell. This framework explains many of the unexpected particle trajectories reported and can be used to design arrays for even nanoscale particle fractionation. We performed experiments that verify these predictions and used our model to develop a condenser array that achieves full particle separation with a single fluidic input.

Time series analyses of breathing patterns of lung cancer patients using nonlinear dynamical system theory.

PubMed

Tewatia, D K; Tolakanahalli, R P; Paliwal, B R; Tomé, W A

2011-04-07

The underlying requirements for successful implementation of any efficient tumour motion management strategy are regularity and reproducibility of a patient's breathing pattern. The physiological act of breathing is controlled by multiple nonlinear feedback and feed-forward couplings. It would therefore be appropriate to analyse the breathing pattern of lung cancer patients in the light of nonlinear dynamical system theory. The purpose of this paper is to analyse the one-dimensional respiratory time series of lung cancer patients based on nonlinear dynamics and delay coordinate state space embedding. It is very important to select a suitable pair of embedding dimension 'm' and time delay 'τ' when performing a state space reconstruction. Appropriate time delay and embedding dimension were obtained using well-established methods, namely mutual information and the false nearest neighbour method, respectively. Establishing stationarity and determinism in a given scalar time series is a prerequisite to demonstrating that the nonlinear dynamical system that gave rise to the scalar time series exhibits a sensitive dependence on initial conditions, i.e. is chaotic. Hence, once an appropriate state space embedding of the dynamical system has been reconstructed, we show that the time series of the nonlinear dynamical systems under study are both stationary and deterministic in nature. Once both criteria are established, we proceed to calculate the largest Lyapunov exponent (LLE), which is an invariant quantity under time delay embedding. The LLE for all 16 patients is positive, which along with stationarity and determinism establishes the fact that the time series of a lung cancer patient's breathing pattern is not random or irregular, but rather it is deterministic in nature albeit chaotic. These results indicate that chaotic characteristics exist in the respiratory waveform and techniques based on state space dynamics should be employed for tumour motion management.

A Comparison of Deterministic and Stochastic Modeling Approaches for Biochemical Reaction Systems: On Fixed Points, Means, and Modes.

PubMed

Hahl, Sayuri K; Kremling, Andreas

2016-01-01

In the mathematical modeling of biochemical reactions, a convenient standard approach is to use ordinary differential equations (ODEs) that follow the law of mass action. However, this deterministic ansatz is based on simplifications; in particular, it neglects noise, which is inherent to biological processes. In contrast, the stochasticity of reactions is captured in detail by the discrete chemical master equation (CME). Therefore, the CME is frequently applied to mesoscopic systems, where copy numbers of involved components are small and random fluctuations are thus significant. Here, we compare those two common modeling approaches, aiming at identifying parallels and discrepancies between deterministic variables and possible stochastic counterparts like the mean or modes of the state space probability distribution. To that end, a mathematically flexible reaction scheme of autoregulatory gene expression is translated into the corresponding ODE and CME formulations. We show that in the thermodynamic limit, deterministic stable fixed points usually correspond well to the modes in the stationary probability distribution. However, this connection might be disrupted in small systems. The discrepancies are characterized and systematically traced back to the magnitude of the stoichiometric coefficients and to the presence of nonlinear reactions. These factors are found to synergistically promote large and highly asymmetric fluctuations. As a consequence, bistable but unimodal, and monostable but bimodal systems can emerge. This clearly challenges the role of ODE modeling in the description of cellular signaling and regulation, where some of the involved components usually occur in low copy numbers. Nevertheless, systems whose bimodality originates from deterministic bistability are found to sustain a more robust separation of the two states compared to bimodal, but monostable systems. In regulatory circuits that require precise coordination, ODE modeling is thus still expected to provide relevant indications on the underlying dynamics.

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

NASA Astrophysics Data System (ADS)

Antoine, Xavier; Duboscq, Romain

2015-08-01

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

High-resolution mapping of bifurcations in nonlinear biochemical circuits

NASA Astrophysics Data System (ADS)

Genot, A. J.; Baccouche, A.; Sieskind, R.; Aubert-Kato, N.; Bredeche, N.; Bartolo, J. F.; Taly, V.; Fujii, T.; Rondelez, Y.

2016-08-01

Analog molecular circuits can exploit the nonlinear nature of biochemical reaction networks to compute low-precision outputs with fewer resources than digital circuits. This analog computation is similar to that employed by gene-regulation networks. Although digital systems have a tractable link between structure and function, the nonlinear and continuous nature of analog circuits yields an intricate functional landscape, which makes their design counter-intuitive, their characterization laborious and their analysis delicate. Here, using droplet-based microfluidics, we map with high resolution and dimensionality the bifurcation diagrams of two synthetic, out-of-equilibrium and nonlinear programs: a bistable DNA switch and a predator-prey DNA oscillator. The diagrams delineate where function is optimal, dynamics bifurcates and models fail. Inverse problem solving on these large-scale data sets indicates interference from enzymatic coupling. Additionally, data mining exposes the presence of rare, stochastically bursting oscillators near deterministic bifurcations.

A Novel Biobjective Risk-Based Model for Stochastic Air Traffic Network Flow Optimization Problem.

PubMed

Cai, Kaiquan; Jia, Yaoguang; Zhu, Yanbo; Xiao, Mingming

2015-01-01

Network-wide air traffic flow management (ATFM) is an effective way to alleviate demand-capacity imbalances globally and thereafter reduce airspace congestion and flight delays. The conventional ATFM models assume the capacities of airports or airspace sectors are all predetermined. However, the capacity uncertainties due to the dynamics of convective weather may make the deterministic ATFM measures impractical. This paper investigates the stochastic air traffic network flow optimization (SATNFO) problem, which is formulated as a weighted biobjective 0-1 integer programming model. In order to evaluate the effect of capacity uncertainties on ATFM, the operational risk is modeled via probabilistic risk assessment and introduced as an extra objective in SATNFO problem. Computation experiments using real-world air traffic network data associated with simulated weather data show that presented model has far less constraints compared to stochastic model with nonanticipative constraints, which means our proposed model reduces the computation complexity.

Distance estimation and collision prediction for on-line robotic motion planning

NASA Technical Reports Server (NTRS)

Kyriakopoulos, K. J.; Saridis, G. N.

1991-01-01

An efficient method for computing the minimum distance and predicting collisions between moving objects is presented. This problem has been incorporated in the framework of an in-line motion planning algorithm to satisfy collision avoidance between a robot and moving objects modeled as convex polyhedra. In the beginning the deterministic problem, where the information about the objects is assumed to be certain is examined. If instead of the Euclidean norm, L(sub 1) or L(sub infinity) norms are used to represent distance, the problem becomes a linear programming problem. The stochastic problem is formulated, where the uncertainty is induced by sensing and the unknown dynamics of the moving obstacles. Two problems are considered: (1) filtering of the minimum distance between the robot and the moving object, at the present time; and (2) prediction of the minimum distance in the future, in order to predict possible collisions with the moving obstacles and estimate the collision time.

Interactive Reliability Model for Whisker-toughened Ceramics

NASA Technical Reports Server (NTRS)

Palko, Joseph L.

1993-01-01

Wider use of ceramic matrix composites (CMC) will require the development of advanced structural analysis technologies. The use of an interactive model to predict the time-independent reliability of a component subjected to multiaxial loads is discussed. The deterministic, three-parameter Willam-Warnke failure criterion serves as the theoretical basis for the reliability model. The strength parameters defining the model are assumed to be random variables, thereby transforming the deterministic failure criterion into a probabilistic criterion. The ability of the model to account for multiaxial stress states with the same unified theory is an improvement over existing models. The new model was coupled with a public-domain finite element program through an integrated design program. This allows a design engineer to predict the probability of failure of a component. A simple structural problem is analyzed using the new model, and the results are compared to existing models.

Coherent Two-Mode Dynamics of a Nanowire Force Sensor

NASA Astrophysics Data System (ADS)

Braakman, Floris R.; Rossi, Nicola; Tütüncüoglu, Gözde; Morral, Anna Fontcuberta i.; Poggio, Martino

2018-05-01

Classically coherent dynamics analogous to those of quantum two-level systems are studied in the setting of force sensing. We demonstrate quantitative control over the coupling between two orthogonal mechanical modes of a nanowire cantilever through measurement of avoided crossings as we deterministically position the nanowire inside an electric field. Furthermore, we demonstrate Rabi oscillations between the two mechanical modes in the strong-coupling regime. These results give prospects of implementing coherent two-mode control techniques for force-sensing signal enhancement.

Synchronisation of chaos and its applications

NASA Astrophysics Data System (ADS)

Eroglu, Deniz; Lamb, Jeroen S. W.; Pereira, Tiago

2017-07-01

Dynamical networks are important models for the behaviour of complex systems, modelling physical, biological and societal systems, including the brain, food webs, epidemic disease in populations, power grids and many other. Such dynamical networks can exhibit behaviour in which deterministic chaos, exhibiting unpredictability and disorder, coexists with synchronisation, a classical paradigm of order. We survey the main theory behind complete, generalised and phase synchronisation phenomena in simple as well as complex networks and discuss applications to secure communications, parameter estimation and the anticipation of chaos.

Effects of noise on a computational model for disease states of mood disorders

NASA Astrophysics Data System (ADS)

Tobias Huber, Martin; Krieg, Jürgen-Christian; Braun, Hans Albert; Moss, Frank

2000-03-01

Nonlinear dynamics are currently proposed to explain the progressive course of recurrent mood disorders starting with isolated episodes and ending with accelerated irregular (``chaotic") mood fluctuations. Such a low-dimensional disease model is attractive because of its principal accordance with biological disease models, i.e. the kindling and biological rhythms model. However, most natural systems are nonlinear and noisy and several studies in the neuro- and physical sciences have demonstrated interesting cooperative behaviors arising from interacting random and deterministic dynamics. Here, we consider the effects of noise on a recent neurodynamical model for the timecourse of affective disorders (Huber et al.: Biological Psychiatry 1999;46:256-262). We describe noise effects on temporal patterns and mean episode frequencies of various in computo disease states. Our simulations demonstrate that noise can cause unstructured randomness or can maximize periodic order. The frequency of episode occurence can increase with noise but it can also remain unaffected or even can decrease. We show further that noise can make visible bifurcations before they would normally occur under deterministic conditions and we quantify this behavior with a recently developed statistical method. All these effects depend critically on both, the dynamic state and the noise intensity. Implications for neurobiology and course of mood disorders are discussed.

Universal dynamics and deterministic switching of dissipative Kerr solitons in optical microresonators

NASA Astrophysics Data System (ADS)

Guo, H.; Karpov, M.; Lucas, E.; Kordts, A.; Pfeiffer, M. H. P.; Brasch, V.; Lihachev, G.; Lobanov, V. E.; Gorodetsky, M. L.; Kippenberg, T. J.

2017-01-01

Temporal dissipative Kerr solitons in optical microresonators enable the generation of ultrashort pulses and low-noise frequency combs at microwave repetition rates. They have been demonstrated in a growing number of microresonator platforms, enabling chip-scale frequency combs, optical synthesis of low-noise microwaves and multichannel coherent communications. In all these applications, accessing and maintaining a single-soliton state is a key requirement--one that remains an outstanding challenge. Here, we study the dynamics of multiple-soliton states and report the discovery of a simple mechanism that deterministically switches the soliton state by reducing the number of solitons one by one. We demonstrate this control in Si3N4 and MgF2 resonators and, moreover, we observe a secondary peak to emerge in the response of the system to a pump modulation, an effect uniquely associated with the soliton regime. Exploiting this feature, we map the multi-stability diagram of a microresonator experimentally. Our measurements show the physical mechanism of the soliton switching and provide insight into soliton dynamics in microresonators. The technique provides a method to sequentially reduce, monitor and stabilize an arbitrary state with solitons, in particular allowing for feedback stabilization of single-soliton states, which is necessary for practical applications.

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.

Generation of Werner states via collective decay of coherently driven atoms

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

Agarwal, Girish S.; Kapale, Kishore T.

2006-02-15

We show deterministic generation of Werner states as a steady state of the collective decay dynamics of a pair of neutral atoms coupled to a leaky cavity and strong coherent drive. We also show how the scheme can be extended to generate a 2N-particle analogue of the bipartite Werner states.

The Signal Importance of Noise

ERIC Educational Resources Information Center

Macy, Michael; Tsvetkova, Milena

2015-01-01

Noise is widely regarded as a residual category--the unexplained variance in a linear model or the random disturbance of a predictable pattern. Accordingly, formal models often impose the simplifying assumption that the world is noise-free and social dynamics are deterministic. Where noise is assigned causal importance, it is often assumed to be a…

Persistence and memory timescales in root-zone soil moisture dynamics

Treesearch

Khaled Ghannam; Taro Nakai; Athanasios Paschalis; Andrew C. Oishi; Ayumi Kotani; Yasunori Igarashi; Tomo' omi Kumagai; Gabriel G. Katul

2016-01-01

The memory timescale that characterizes root-zone soil moisture remains the dominant measure in seasonal forecasts of land-climate interactions. This memory is a quasi-deterministic timescale associated with the losses (e.g., evapotranspiration) from the soil column and is often interpreted as persistence in soil moisture states. Persistence, however,...

Computational analysis of the roles of biochemical reactions in anomalous diffusion dynamics

NASA Astrophysics Data System (ADS)

Naruemon, Rueangkham; Charin, Modchang

2016-04-01

Most biochemical processes in cells are usually modeled by reaction-diffusion (RD) equations. In these RD models, the diffusive process is assumed to be Gaussian. However, a growing number of studies have noted that intracellular diffusion is anomalous at some or all times, which may result from a crowded environment and chemical kinetics. This work aims to computationally study the effects of chemical reactions on the diffusive dynamics of RD systems by using both stochastic and deterministic algorithms. Numerical method to estimate the mean-square displacement (MSD) from a deterministic algorithm is also investigated. Our computational results show that anomalous diffusion can be solely due to chemical reactions. The chemical reactions alone can cause anomalous sub-diffusion in the RD system at some or all times. The time-dependent anomalous diffusion exponent is found to depend on many parameters, including chemical reaction rates, reaction orders, and chemical concentrations. Project supported by the Thailand Research Fund and Mahidol University (Grant No. TRG5880157), the Thailand Center of Excellence in Physics (ThEP), CHE, Thailand, and the Development Promotion of Science and Technology.

Correlated disorder in the Kuramoto model: Effects on phase coherence, finite-size scaling, and dynamic fluctuations.

PubMed

Hong, Hyunsuk; O'Keeffe, Kevin P; Strogatz, Steven H

2016-10-01

We consider a mean-field model of coupled phase oscillators with quenched disorder in the natural frequencies and coupling strengths. A fraction p of oscillators are positively coupled, attracting all others, while the remaining fraction 1-p are negatively coupled, repelling all others. The frequencies and couplings are deterministically chosen in a manner which correlates them, thereby correlating the two types of disorder in the model. We first explore the effect of this correlation on the system's phase coherence. We find that there is a critical width γ c in the frequency distribution below which the system spontaneously synchronizes. Moreover, this γ c is independent of p. Hence, our model and the traditional Kuramoto model (recovered when p = 1) have the same critical width γ c . We next explore the critical behavior of the system by examining the finite-size scaling and the dynamic fluctuation of the traditional order parameter. We find that the model belongs to the same universality class as the Kuramoto model with deterministically (not randomly) chosen natural frequencies for the case of p < 1.

Emergence of chaos in a spatially confined reactive system

NASA Astrophysics Data System (ADS)

Voorsluijs, Valérie; De Decker, Yannick

2016-11-01

In spatially restricted media, interactions between particles and local fluctuations of density can lead to important deviations of the dynamics from the unconfined, deterministic picture. In this context, we investigated how molecular crowding can affect the emergence of chaos in small reactive systems. We developed to this end an amended version of the Willamowski-Rössler model, where we account for the impenetrability of the reactive species. We analyzed the deterministic kinetics of this model and studied it with spatially-extended stochastic simulations in which the mobility of particles is included explicitly. We show that homogeneous fluctuations can lead to a destruction of chaos through a fluctuation-induced collision between chaotic trajectories and absorbing states. However, an interplay between the size of the system and the mobility of particles can counterbalance this effect so that chaos can indeed be found when particles diffuse slowly. This unexpected effect can be traced back to the emergence of spatial correlations which strongly affect the dynamics. The mobility of particles effectively acts as a new bifurcation parameter, enabling the system to switch from stationary states to absorbing states, oscillations or chaos.

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.

Dynamically consistent parameterization of mesoscale eddies. Part III: Deterministic approach

NASA Astrophysics Data System (ADS)

Berloff, Pavel

2018-07-01

This work continues development of dynamically consistent parameterizations for representing mesoscale eddy effects in non-eddy-resolving and eddy-permitting ocean circulation models and focuses on the classical double-gyre problem, in which the main dynamic eddy effects maintain eastward jet extension of the western boundary currents and its adjacent recirculation zones via eddy backscatter mechanism. Despite its fundamental importance, this mechanism remains poorly understood, and in this paper we, first, study it and, then, propose and test its novel parameterization. We start by decomposing the reference eddy-resolving flow solution into the large-scale and eddy components defined by spatial filtering, rather than by the Reynolds decomposition. Next, we find that the eastward jet and its recirculations are robustly present not only in the large-scale flow itself, but also in the rectified time-mean eddies, and in the transient rectified eddy component, which consists of highly anisotropic ribbons of the opposite-sign potential vorticity anomalies straddling the instantaneous eastward jet core and being responsible for its continuous amplification. The transient rectified component is separated from the flow by a novel remapping method. We hypothesize that the above three components of the eastward jet are ultimately driven by the small-scale transient eddy forcing via the eddy backscatter mechanism, rather than by the mean eddy forcing and large-scale nonlinearities. We verify this hypothesis by progressively turning down the backscatter and observing the induced flow anomalies. The backscatter analysis leads us to formulating the key eddy parameterization hypothesis: in an eddy-permitting model at least partially resolved eddy backscatter can be significantly amplified to improve the flow solution. Such amplification is a simple and novel eddy parameterization framework implemented here in terms of local, deterministic flow roughening controlled by single parameter. We test the parameterization skills in an hierarchy of non-eddy-resolving and eddy-permitting modifications of the original model and demonstrate, that indeed it can be highly efficient for restoring the eastward jet extension and its adjacent recirculation zones. The new deterministic parameterization framework not only combines remarkable simplicity with good performance but also is dynamically transparent, therefore, it provides a powerful alternative to the common eddy diffusion and emerging stochastic parameterizations.

Failed rib region prediction in a human body model during crash events with precrash braking.

PubMed

Guleyupoglu, B; Koya, B; Barnard, R; Gayzik, F S

2018-02-28

The objective of this study is 2-fold. We used a validated human body finite element model to study the predicted chest injury (focusing on rib fracture as a function of element strain) based on varying levels of simulated precrash braking. Furthermore, we compare deterministic and probabilistic methods of rib injury prediction in the computational model. The Global Human Body Models Consortium (GHBMC) M50-O model was gravity settled in the driver position of a generic interior equipped with an advanced 3-point belt and airbag. Twelve cases were investigated with permutations for failure, precrash braking system, and crash severity. The severities used were median (17 kph), severe (34 kph), and New Car Assessment Program (NCAP; 56.4 kph). Cases with failure enabled removed rib cortical bone elements once 1.8% effective plastic strain was exceeded. Alternatively, a probabilistic framework found in the literature was used to predict rib failure. Both the probabilistic and deterministic methods take into consideration location (anterior, lateral, and posterior). The deterministic method is based on a rubric that defines failed rib regions dependent on a threshold for contiguous failed elements. The probabilistic method depends on age-based strain and failure functions. Kinematics between both methods were similar (peak max deviation: ΔX head = 17 mm; ΔZ head = 4 mm; ΔX thorax = 5 mm; ΔZ thorax = 1 mm). Seat belt forces at the time of probabilistic failed region initiation were lower than those at deterministic failed region initiation. The probabilistic method for rib fracture predicted more failed regions in the rib (an analog for fracture) than the deterministic method in all but 1 case where they were equal. The failed region patterns between models are similar; however, there are differences that arise due to stress reduced from element elimination that cause probabilistic failed regions to continue to rise after no deterministic failed region would be predicted. Both the probabilistic and deterministic methods indicate similar trends with regards to the effect of precrash braking; however, there are tradeoffs. The deterministic failed region method is more spatially sensitive to failure and is more sensitive to belt loads. The probabilistic failed region method allows for increased capability in postprocessing with respect to age. The probabilistic failed region method predicted more failed regions than the deterministic failed region method due to force distribution differences.

Nonlinear phenomena in the vocalizations of North Atlantic right whales (Eubalaena glacialis) and killer whales (Orcinus orca).

PubMed

Tyson, Reny B; Nowacek, Douglas P; Miller, Patrick J O

2007-09-01

Nonlinear phenomena or nonlinearities in animal vocalizations include features such as subharmonics, deterministic chaos, biphonation, and frequency jumps that until recently were generally ignored in acoustic analyses. Recent documentation of these phenomena in several species suggests that they may play a communicative role, though the exact function is still under investigation. Here, qualitative descriptions and quantitative analyses of nonlinearities in the vocalizations of killer whales (Orcinus orca) and North Atlantic right whales (Eubalaena glacialis) are provided. All four nonlinear features were present in both species, with at least one feature occurring in 92.4% of killer and 65.7% of right whale vocalizations analyzed. Occurrence of biphonation varied the most between species, being present in 89.0% of killer whale vocalizations and only 20.4% of right whale vocalizations. Because deterministic chaos is qualitatively and quantitatively different than random or Gaussian noise, a program (TISEAN) designed specifically to identify deterministic chaos to confirm the presence of this nonlinearity was used. All segments tested in this software indicate that both species do indeed exhibit deterministic chaos. The results of this study provide confirmation that such features are common in the vocalizations of cetacean species and lay the groundwork for future studies.

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

PubMed Central

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

2014-01-01

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

Inference of Epidemiological Dynamics Based on Simulated Phylogenies Using Birth-Death and Coalescent Models

PubMed Central

Boskova, Veronika; Bonhoeffer, Sebastian; Stadler, Tanja

2014-01-01

Quantifying epidemiological dynamics is crucial for understanding and forecasting the spread of an epidemic. The coalescent and the birth-death model are used interchangeably to infer epidemiological parameters from the genealogical relationships of the pathogen population under study, which in turn are inferred from the pathogen genetic sequencing data. To compare the performance of these widely applied models, we performed a simulation study. We simulated phylogenetic trees under the constant rate birth-death model and the coalescent model with a deterministic exponentially growing infected population. For each tree, we re-estimated the epidemiological parameters using both a birth-death and a coalescent based method, implemented as an MCMC procedure in BEAST v2.0. In our analyses that estimate the growth rate of an epidemic based on simulated birth-death trees, the point estimates such as the maximum a posteriori/maximum likelihood estimates are not very different. However, the estimates of uncertainty are very different. The birth-death model had a higher coverage than the coalescent model, i.e. contained the true value in the highest posterior density (HPD) interval more often (2–13% vs. 31–75% error). The coverage of the coalescent decreases with decreasing basic reproductive ratio and increasing sampling probability of infecteds. We hypothesize that the biases in the coalescent are due to the assumption of deterministic rather than stochastic population size changes. Both methods performed reasonably well when analyzing trees simulated under the coalescent. The methods can also identify other key epidemiological parameters as long as one of the parameters is fixed to its true value. In summary, when using genetic data to estimate epidemic dynamics, our results suggest that the birth-death method will be less sensitive to population fluctuations of early outbreaks than the coalescent method that assumes a deterministic exponentially growing infected population. PMID:25375100

Deterministic processes guide long-term synchronised population dynamics in replicate anaerobic digesters

PubMed Central

Vanwonterghem, Inka; Jensen, Paul D; Dennis, Paul G; Hugenholtz, Philip; Rabaey, Korneel; Tyson, Gene W

2014-01-01

A replicate long-term experiment was conducted using anaerobic digestion (AD) as a model process to determine the relative role of niche and neutral theory on microbial community assembly, and to link community dynamics to system performance. AD is performed by a complex network of microorganisms and process stability relies entirely on the synergistic interactions between populations belonging to different functional guilds. In this study, three independent replicate anaerobic digesters were seeded with the same diverse inoculum, supplied with a model substrate, α-cellulose, and operated for 362 days at a 10-day hydraulic residence time under mesophilic conditions. Selective pressure imposed by the operational conditions and model substrate caused large reproducible changes in community composition including an overall decrease in richness in the first month of operation, followed by synchronised population dynamics that correlated with changes in reactor performance. This included the synchronised emergence and decline of distinct Ruminococcus phylotypes at day 148, and emergence of a Clostridium and Methanosaeta phylotype at day 178, when performance became stable in all reactors. These data suggest that many dynamic functional niches are predictably filled by phylogenetically coherent populations over long time scales. Neutral theory would predict that a complex community with a high degree of recognised functional redundancy would lead to stochastic changes in populations and community divergence over time. We conclude that deterministic processes may play a larger role in microbial community dynamics than currently appreciated, and under controlled conditions it may be possible to reliably predict community structural and functional changes over time. PMID:24739627

Stochastic gain in finite populations

NASA Astrophysics Data System (ADS)

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

2008-08-01

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

A Deterministic and Random Propagation Study with the Design of an Open Path 320 GHz to 340 GHz Transmissometer

NASA Astrophysics Data System (ADS)

Scally, Lawrence J.

This program was implemented by Lawrence J. Scally for a Ph.D. under the EECE department at the University of Colorado at Boulder with most funding provided by the U.S. Army. Professor Gasiewski is the advisor and guider for the entire program; he has a strong history decades ago in this type of program. This program is developing a more advanced than previous years transmissometer, called Terahertz Atmospheric and Ionospheric Propagation, Absorption and Scattering System (TAIPAS), on an open path between the University of Colorado EE building roof and the mesa on owned by National Institute of Standards and Technology (NIST); NIST has invested money, location and support for the program. Besides designing and building the transmissometer, that has never be accomplished at this level, the system also analyzes the atmospheric propagation of frequencies by scanning between 320 GHz and 340 GHz, which includes the peak absorption frequency at 325.1529 GHz due to water absorption. The processing and characterization of the deterministic and random propagation characteristics of the atmosphere in the real world was significantly started; this will be executed with varies aerosols for decades on the permanently mounted system that is accessible 24/7 via a network over the CU Virtual Private Network (VPN).

Reliability-based structural optimization: A proposed analytical-experimental study

NASA Technical Reports Server (NTRS)

Stroud, W. Jefferson; Nikolaidis, Efstratios

1993-01-01

An analytical and experimental study for assessing the potential of reliability-based structural optimization is proposed and described. In the study, competing designs obtained by deterministic and reliability-based optimization are compared. The experimental portion of the study is practical because the structure selected is a modular, actively and passively controlled truss that consists of many identical members, and because the competing designs are compared in terms of their dynamic performance and are not destroyed if failure occurs. The analytical portion of this study is illustrated on a 10-bar truss example. In the illustrative example, it is shown that reliability-based optimization can yield a design that is superior to an alternative design obtained by deterministic optimization. These analytical results provide motivation for the proposed study, which is underway.

Additivity Principle in High-Dimensional Deterministic Systems

NASA Astrophysics Data System (ADS)

Saito, Keiji; Dhar, Abhishek

2011-12-01

The additivity principle (AP), conjectured by Bodineau and Derrida [Phys. Rev. Lett. 92, 180601 (2004)PRLTAO0031-900710.1103/PhysRevLett.92.180601], is discussed for the case of heat conduction in three-dimensional disordered harmonic lattices to consider the effects of deterministic dynamics, higher dimensionality, and different transport regimes, i.e., ballistic, diffusive, and anomalous transport. The cumulant generating function (CGF) for heat transfer is accurately calculated and compared with the one given by the AP. In the diffusive regime, we find a clear agreement with the conjecture even if the system is high dimensional. Surprisingly, even in the anomalous regime the CGF is also well fitted by the AP. Lower-dimensional systems are also studied and the importance of three dimensionality for the validity is stressed.

Broken flow symmetry explains the dynamics of small particles in deterministic lateral displacement arrays

PubMed Central

Kim, Sung-Cheol; Wunsch, Benjamin H.; Hu, Huan; Smith, Joshua T.; Stolovitzky, Gustavo

2017-01-01

Deterministic lateral displacement (DLD) is a technique for size fractionation of particles in continuous flow that has shown great potential for biological applications. Several theoretical models have been proposed, but experimental evidence has demonstrated that a rich class of intermediate migration behavior exists, which is not predicted. We present a unified theoretical framework to infer the path of particles in the whole array on the basis of trajectories in a unit cell. This framework explains many of the unexpected particle trajectories reported and can be used to design arrays for even nanoscale particle fractionation. We performed experiments that verify these predictions and used our model to develop a condenser array that achieves full particle separation with a single fluidic input. PMID:28607075

Evidence for deterministic chaos in aperiodic oscillations of acute lymphoblastic leukemia cells in long-term culture

NASA Astrophysics Data System (ADS)

Lambrou, George I.; Chatziioannou, Aristotelis; Vlahopoulos, Spiros; Moschovi, Maria; Chrousos, George P.

Biological systems are dynamic and possess properties that depend on two key elements: initial conditions and the response of the system over time. Conceptualizing this on tumor models will influence conclusions drawn with regard to disease initiation and progression. Alterations in initial conditions dynamically reshape the properties of proliferating tumor cells. The present work aims to test the hypothesis of Wolfrom et al., that proliferation shows evidence for deterministic chaos in a manner such that subtle differences in the initial conditions give rise to non-linear response behavior of the system. Their hypothesis, tested on adherent Fao rat hepatoma cells, provides evidence that these cells manifest aperiodic oscillations in their proliferation rate. We have tested this hypothesis with some modifications to the proposed experimental setup. We have used the acute lymphoblastic leukemia cell line CCRF-CEM, as it provides an excellent substrate for modeling proliferation dynamics. Measurements were taken at time points varying from 24h to 48h, extending the assayed populations beyond that of previous published reports that dealt with the complex dynamic behavior of animal cell populations. We conducted flow cytometry studies to examine the apoptotic and necrotic rate of the system, as well as DNA content changes of the cells over time. The cells exhibited a proliferation rate of nonlinear nature, as this rate presented oscillatory behavior. The obtained data have been fit in known models of growth, such as logistic and Gompertzian growth.

Distinguishing Error from Chaos in Ecological Time Series

NASA Astrophysics Data System (ADS)

Sugihara, George; Grenfell, Bryan; May, Robert M.

1990-11-01

Over the years, there has been much discussion about the relative importance of environmental and biological factors in regulating natural populations. Often it is thought that environmental factors are associated with stochastic fluctuations in population density, and biological ones with deterministic regulation. We revisit these ideas in the light of recent work on chaos and nonlinear systems. We show that completely deterministic regulatory factors can lead to apparently random fluctuations in population density, and we then develop a new method (that can be applied to limited data sets) to make practical distinctions between apparently noisy dynamics produced by low-dimensional chaos and population variation that in fact derives from random (high-dimensional)noise, such as environmental stochasticity or sampling error. To show its practical use, the method is first applied to models where the dynamics are known. We then apply the method to several sets of real data, including newly analysed data on the incidence of measles in the United Kingdom. Here the additional problems of secular trends and spatial effects are explored. In particular, we find that on a city-by-city scale measles exhibits low-dimensional chaos (as has previously been found for measles in New York City), whereas on a larger, country-wide scale the dynamics appear as a noisy two-year cycle. In addition to shedding light on the basic dynamics of some nonlinear biological systems, this work dramatizes how the scale on which data is collected and analysed can affect the conclusions drawn.

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.

Random yet deterministic: convergent immunoglobulin responses to influenza.

PubMed

Martins, Andrew J; Tsang, John S

2014-09-01

B cell clonal expansion is a hallmark of host-defense and vaccination responses. Given the vast immunoglobulin repertoire, individuals may expand B cells carrying largely distinct immunoglobulin genes following antigenic challenge. Using immunoglobulin-repertoire sequencing to dynamically track responses to influenza vaccination, Jackson et al. find evidence of convergent immunoglobulin responses across individuals. Published by Elsevier Ltd.

Neural nets with terminal chaos for simulation of non-deterministic patterns

NASA Technical Reports Server (NTRS)

Zak, Michail

1993-01-01

Models for simulating some aspects of neural intelligence are presented and discussed. Special attention is given to terminal neurodynamics as a particular architecture of terminal dynamics suitable for modeling information flows. Applications of terminal chaos to information fusion as well as to planning and modeling coordination among neurons in biological systems are disussed.

An Adjoint State Method for Three-Dimensional Transmission Traveltime Tomography Using First-Arrivals

DTIC Science & Technology

2006-01-30

detail next. 3.2 Fast Sweeping Method for Equation (1) The fast sweeping method was originated in Boue and Dupis [5], its first PDE formulation was in...Geophysics, 50:903–923, 1985. [5] M. Boue and P. Dupuis. Markov chain approximations for deterministic control prob- lems with affine dynamics and

Nonlinear forecasting as a way of distinguishing chaos from measurement error in time series

NASA Astrophysics Data System (ADS)

Sugihara, George; May, Robert M.

1990-04-01

An approach is presented for making short-term predictions about the trajectories of chaotic dynamical systems. The method is applied to data on measles, chickenpox, and marine phytoplankton populations, to show how apparent noise associated with deterministic chaos can be distinguished from sampling error and other sources of externally induced environmental noise.

Acceptability of the Kalman filter to monitor pronghorn population size

Treesearch

Raymond L. Czaplewski

1986-01-01

Pronghorn antelope are important components of grassland and steppe ecosystems in Wyoming. Monitoring data on the size and population dynamics of these herds are expensive and gathered only a few times each year. Reliable data include estimates of animals harvested and proportion of bucks, does, and fawns. A deterministic simulation model has been used to improve...

Using State-Space Model with Regime Switching to Represent the Dynamics of Facial Electromyography (EMG) Data

ERIC Educational Resources Information Center

Yang, Manshu; Chow, Sy-Miin

2010-01-01

Facial electromyography (EMG) is a useful physiological measure for detecting subtle affective changes in real time. A time series of EMG data contains bursts of electrical activity that increase in magnitude when the pertinent facial muscles are activated. Whereas previous methods for detecting EMG activation are often based on deterministic or…

Geometrical families of mechanically stable granular packings

NASA Astrophysics Data System (ADS)

Gao, Guo-Jie; Blawzdziewicz, Jerzy; O'Hern, Corey S.

2009-12-01

We enumerate and classify nearly all of the possible mechanically stable (MS) packings of bidipserse mixtures of frictionless disks in small sheared systems. We find that MS packings form continuous geometrical families, where each family is defined by its particular network of particle contacts. We also monitor the dynamics of MS packings along geometrical families by applying quasistatic simple shear strain at zero pressure. For small numbers of particles (N<16) , we find that the dynamics is deterministic and highly contracting. That is, if the system is initialized in a MS packing at a given shear strain, it will quickly lock into a periodic orbit at subsequent shear strain, and therefore sample only a very small fraction of the possible MS packings in steady state. In studies with N>16 , we observe an increase in the period and random splittings of the trajectories caused by bifurcations in configuration space. We argue that the ratio of the splitting and contraction rates in large systems will determine the distribution of MS-packing geometrical families visited in steady state. This work is part of our long-term research program to develop a master-equation formalism to describe macroscopic slowly driven granular systems in terms of collections of small subsystems.

Efficient computation of optimal actions.

PubMed

Todorov, Emanuel

2009-07-14

Optimal choice of actions is a fundamental problem relevant to fields as diverse as neuroscience, psychology, economics, computer science, and control engineering. Despite this broad relevance the abstract setting is similar: we have an agent choosing actions over time, an uncertain dynamical system whose state is affected by those actions, and a performance criterion that the agent seeks to optimize. Solving problems of this kind remains hard, in part, because of overly generic formulations. Here, we propose a more structured formulation that greatly simplifies the construction of optimal control laws in both discrete and continuous domains. An exhaustive search over actions is avoided and the problem becomes linear. This yields algorithms that outperform Dynamic Programming and Reinforcement Learning, and thereby solve traditional problems more efficiently. Our framework also enables computations that were not possible before: composing optimal control laws by mixing primitives, applying deterministic methods to stochastic systems, quantifying the benefits of error tolerance, and inferring goals from behavioral data via convex optimization. Development of a general class of easily solvable problems tends to accelerate progress--as linear systems theory has done, for example. Our framework may have similar impact in fields where optimal choice of actions is relevant.

Exact and approximate stochastic simulation of intracellular calcium dynamics.

PubMed

Wieder, Nicolas; Fink, Rainer H A; Wegner, Frederic von

2011-01-01

In simulations of chemical systems, the main task is to find an exact or approximate solution of the chemical master equation (CME) that satisfies certain constraints with respect to computation time and accuracy. While Brownian motion simulations of single molecules are often too time consuming to represent the mesoscopic level, the classical Gillespie algorithm is a stochastically exact algorithm that provides satisfying results in the representation of calcium microdomains. Gillespie's algorithm can be approximated via the tau-leap method and the chemical Langevin equation (CLE). Both methods lead to a substantial acceleration in computation time and a relatively small decrease in accuracy. Elimination of the noise terms leads to the classical, deterministic reaction rate equations (RRE). For complex multiscale systems, hybrid simulations are increasingly proposed to combine the advantages of stochastic and deterministic algorithms. An often used exemplary cell type in this context are striated muscle cells (e.g., cardiac and skeletal muscle cells). The properties of these cells are well described and they express many common calcium-dependent signaling pathways. The purpose of the present paper is to provide an overview of the aforementioned simulation approaches and their mutual relationships in the spectrum ranging from stochastic to deterministic algorithms.

Local-scale Partitioning of Functional and Phylogenetic Beta Diversity in a Tropical Tree Assemblage.

PubMed

Yang, Jie; Swenson, Nathan G; Zhang, Guocheng; Ci, Xiuqin; Cao, Min; Sha, Liqing; Li, Jie; Ferry Slik, J W; Lin, Luxiang

2015-08-03

The relative degree to which stochastic and deterministic processes underpin community assembly is a central problem in ecology. Quantifying local-scale phylogenetic and functional beta diversity may shed new light on this problem. We used species distribution, soil, trait and phylogenetic data to quantify whether environmental distance, geographic distance or their combination are the strongest predictors of phylogenetic and functional beta diversity on local scales in a 20-ha tropical seasonal rainforest dynamics plot in southwest China. The patterns of phylogenetic and functional beta diversity were generally consistent. The phylogenetic and functional dissimilarity between subplots (10 × 10 m, 20 × 20 m, 50 × 50 m and 100 × 100 m) was often higher than that expected by chance. The turnover of lineages and species function within habitats was generally slower than that across habitats. Partitioning the variation in phylogenetic and functional beta diversity showed that environmental distance was generally a better predictor of beta diversity than geographic distance thereby lending relatively more support for deterministic environmental filtering over stochastic processes. Overall, our results highlight that deterministic processes play a stronger role than stochastic processes in structuring community composition in this diverse assemblage of tropical trees.

Deterministic direct reprogramming of somatic cells to pluripotency.

PubMed

Rais, Yoach; Zviran, Asaf; Geula, Shay; Gafni, Ohad; Chomsky, Elad; Viukov, Sergey; Mansour, Abed AlFatah; Caspi, Inbal; Krupalnik, Vladislav; Zerbib, Mirie; Maza, Itay; Mor, Nofar; Baran, Dror; Weinberger, Leehee; Jaitin, Diego A; Lara-Astiaso, David; Blecher-Gonen, Ronnie; Shipony, Zohar; Mukamel, Zohar; Hagai, Tzachi; Gilad, Shlomit; Amann-Zalcenstein, Daniela; Tanay, Amos; Amit, Ido; Novershtern, Noa; Hanna, Jacob H

2013-10-03

Somatic cells can be inefficiently and stochastically reprogrammed into induced pluripotent stem (iPS) cells by exogenous expression of Oct4 (also called Pou5f1), Sox2, Klf4 and Myc (hereafter referred to as OSKM). The nature of the predominant rate-limiting barrier(s) preventing the majority of cells to successfully and synchronously reprogram remains to be defined. Here we show that depleting Mbd3, a core member of the Mbd3/NuRD (nucleosome remodelling and deacetylation) repressor complex, together with OSKM transduction and reprogramming in naive pluripotency promoting conditions, result in deterministic and synchronized iPS cell reprogramming (near 100% efficiency within seven days from mouse and human cells). Our findings uncover a dichotomous molecular function for the reprogramming factors, serving to reactivate endogenous pluripotency networks while simultaneously directly recruiting the Mbd3/NuRD repressor complex that potently restrains the reactivation of OSKM downstream target genes. Subsequently, the latter interactions, which are largely depleted during early pre-implantation development in vivo, lead to a stochastic and protracted reprogramming trajectory towards pluripotency in vitro. The deterministic reprogramming approach devised here offers a novel platform for the dissection of molecular dynamics leading to establishing pluripotency at unprecedented flexibility and resolution.

Stochastic oscillations in models of epidemics on a network of cities

NASA Astrophysics Data System (ADS)

Rozhnova, G.; Nunes, A.; McKane, A. J.

2011-11-01

We carry out an analytic investigation of stochastic oscillations in a susceptible-infected-recovered model of disease spread on a network of n cities. In the model a fraction fjk of individuals from city k commute to city j, where they may infect, or be infected by, others. Starting from a continuous-time Markov description of the model the deterministic equations, which are valid in the limit when the population of each city is infinite, are recovered. The stochastic fluctuations about the fixed point of these equations are derived by use of the van Kampen system-size expansion. The fixed point structure of the deterministic equations is remarkably simple: A unique nontrivial fixed point always exists and has the feature that the fraction of susceptible, infected, and recovered individuals is the same for each city irrespective of its size. We find that the stochastic fluctuations have an analogously simple dynamics: All oscillations have a single frequency, equal to that found in the one-city case. We interpret this phenomenon in terms of the properties of the spectrum of the matrix of the linear approximation of the deterministic equations at the fixed point.

Time Correlations in Mode Hopping of Coupled Oscillators

NASA Astrophysics Data System (ADS)

Heltberg, Mathias L.; Krishna, Sandeep; Jensen, Mogens H.

2017-05-01

We study the dynamics in a system of coupled oscillators when Arnold Tongues overlap. By varying the initial conditions, the deterministic system can be attracted to different limit cycles. Adding noise, the mode hopping between different states become a dominating part of the dynamics. We simplify the system through a Poincare section, and derive a 1D model to describe the dynamics. We explain that for some parameter values of the external oscillator, the time distribution of occupancy in a state is exponential and thus memoryless. In the general case, on the other hand, it is a sum of exponential distributions characteristic of a system with time correlations.

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.

Chaotic Ising-like dynamics in traffic signals

PubMed Central

Suzuki, Hideyuki; Imura, Jun-ichi; Aihara, Kazuyuki

2013-01-01

The green and red lights of a traffic signal can be viewed as the up and down states of an Ising spin. Moreover, traffic signals in a city interact with each other, if they are controlled in a decentralised way. In this paper, a simple model of such interacting signals on a finite-size two-dimensional lattice is shown to have Ising-like dynamics that undergoes a ferromagnetic phase transition. Probabilistic behaviour of the model is realised by chaotic billiard dynamics that arises from coupled non-chaotic elements. This purely deterministic model is expected to serve as a starting point for considering statistical mechanics of traffic signals. PMID:23350034

Cancer dormancy and criticality from a game theory perspective.

PubMed

Wu, Amy; Liao, David; Kirilin, Vlamimir; Lin, Ke-Chih; Torga, Gonzalo; Qu, Junle; Liu, Liyu; Sturm, James C; Pienta, Kenneth; Austin, Robert

2018-01-01

The physics of cancer dormancy, the time between initial cancer treatment and re-emergence after a protracted period, is a puzzle. Cancer cells interact with host cells via complex, non-linear population dynamics, which can lead to very non-intuitive but perhaps deterministic and understandable progression dynamics of cancer and dormancy. We explore here the dynamics of host-cancer cell populations in the presence of (1) payoffs gradients and (2) perturbations due to cell migration. We determine to what extent the time-dependence of the populations can be quantitively understood in spite of the underlying complexity of the individual agents and model the phenomena of dormancy.

Toward an Integrated Design, Inspection and Redundancy Research Program.

DTIC Science & Technology

1984-01-01

William Creelman William H. Silcox National Marine Service Standard Oil Company of California St. Louis, Missouri San Francisco, California .-- N...develop physical models and generic tools for analyzing the effects of redundancy, reserve strength, and residual strength on the system behavior of marine...probabilistic analyses to be applicable to real-world problems, this program needs to provide - the deterministic physical models and generic tools upon

End of inevitability: programming and reprogramming.

PubMed

Turksen, Kursad

2013-08-01

Stem cell commitment and differentiation leading to functional cell types and organs has generally been considered unidirectional and deterministic. Starting first with a landmark study 50 years ago, and now with more recent observations, this paradigm has been challenged, necessitating a rethink of what constitutes both programming and reprogramming processes, and how we can use this new understanding for new approaches to drug discovery and regenerative medicine.

Trajectory design for the Deep Space Program Science Experiment (DSPSE) mission

NASA Astrophysics Data System (ADS)

Carrington, D.; Carrico, J.; Jen, J.; Roberts, C.; Seacord, A.; Sharer, P.; Newman, L.; Richon, K.; Kaufman, B.; Middour, J.

In 1994, the Deep Space Program Science Experiment (DSPSE) spacecraft will become the first spacecraft to perform, in succession, both a lunar orbiting mission and a deep-space asteroid encounter mission. The primary mission objective is to perform a long-duration flight-test of various new-technology lightweight components, such as sensors, in a deep-space environment. The mission has two secondary science objectives: to provide high-resolution imaging of the entire lunar surface for mapping purposes and flyby imaging of the asteroid 1620 Geographos. The DSPSE mission is sponsored by the Strategic Defense Initiative Organization (SDIO). As prime contractor, the Naval Research Laboratory (NRL) is building the spacecraft and will conduct mission operations. The Goddard Space Flight Center's (GSFC) Flight Dynamics Division is supporting NRL in the areas of The Deep Space Network (DSN) will provide tracking support. The DSPSE mission will begin with a launch from the Western Test Range in late January 1994. Following a minimum 1.5-day stay in a low-Earth parking orbit, a solid kick motor burn will boost DSPSE into an 18-day, 2.5-revolution phasing orbit transfer trajectory to the Moon. Two burns to insert DSPSE into a lunar polar orbit suitable for the mapping mission will be followed by mapping orbit maintenance and adjustment operations over a period of 2 sidereal months. In May 1994, a lunar orbit departure maneuver, in conjunction with a lunar swingby 26 days later, will propel DSPSE onto a heliocentric transfer that will intercept Geographos on September 1, 1994. This paper presents the characteristics, deterministic delta-Vs, and design details of each trajectory phase of this unique mission, together with the requirements, constraints, and design considerations to which each phase is subject. Numerous trajectory plots and tables of significant trajectory events are included. Following a discussion of the results of a preliminary launch window analysis, a summary of the deterministic impulsive delta-V budget required to establish the baseline mission trajectory design is presented.

Probabilistic analysis of the torsional effects on the tall building resistance due to earthquake even

NASA Astrophysics Data System (ADS)

Králik, Juraj; Králik, Juraj

2017-07-01

The paper presents the results from the deterministic and probabilistic analysis of the accidental torsional effect of reinforced concrete tall buildings due to earthquake even. The core-column structural system was considered with various configurations in plane. The methodology of the seismic analysis of the building structures in Eurocode 8 and JCSS 2000 is discussed. The possibilities of the utilization the LHS method to analyze the extensive and robust tasks in FEM is presented. The influence of the various input parameters (material, geometry, soil, masses and others) is considered. The deterministic and probability analysis of the seismic resistance of the structure was calculated in the ANSYS program.

First-passage problems: A probabilistic dynamic analysis for degraded structures

NASA Technical Reports Server (NTRS)

Shiao, Michael C.; Chamis, Christos C.

1990-01-01

Structures subjected to random excitations with uncertain system parameters degraded by surrounding environments (a random time history) are studied. Methods are developed to determine the statistics of dynamic responses, such as the time-varying mean, the standard deviation, the autocorrelation functions, and the joint probability density function of any response and its derivative. Moreover, the first-passage problems with deterministic and stationary/evolutionary random barriers are evaluated. The time-varying (joint) mean crossing rate and the probability density function of the first-passage time for various random barriers are derived.

Numerical modeling of the transmission dynamics of drug-sensitive and drug-resistant HSV-2

NASA Astrophysics Data System (ADS)

Gumel, A. B.

2001-03-01

A competitive finite-difference method will be constructed and used to solve a modified deterministic model for the spread of herpes simplex virus type-2 (HSV-2) within a given population. The model monitors the transmission dynamics and control of drug-sensitive and drug-resistant HSV-2. Unlike the fourth-order Runge-Kutta method (RK4), which fails when the discretization parameters exceed certain values, the novel numerical method to be developed in this paper gives convergent results for all parameter values.

A Simple Mechanism for Cooperation in the Well-Mixed Prisoner's Dilemma Game

NASA Astrophysics Data System (ADS)

Perc, Matjaž

2008-11-01

I show that the addition of Gaussian noise to the payoffs is able to stabilize cooperation in well-mixed populations, where individuals play the prisoner's dilemma game. The impact of stochasticity on the evolutionary dynamics can be expressed deterministically via a simple small-noise expansion of multiplicative noisy terms. In particular, cooperation emerges as a stable noise-induced steady state in the replicator dynamics. Due to the generality of the employed theoretical framework, presented results should prove valuable in various scientific disciplines, ranging from economy to ecology.

Chaotic itinerancy in the oscillator neural network without Lyapunov functions.

PubMed

Uchiyama, Satoki; Fujisaka, Hirokazu

2004-09-01

Chaotic itinerancy (CI), which is defined as an incessant spontaneous switching phenomenon among attractor ruins in deterministic dynamical systems without Lyapunov functions, is numerically studied in the case of an oscillator neural network model. The model is the pseudoinverse-matrix version of the previous model [S. Uchiyama and H. Fujisaka, Phys. Rev. E 65, 061912 (2002)] that was studied theoretically with the aid of statistical neurodynamics. It is found that CI in neural nets can be understood as the intermittent dynamics of weakly destabilized chaotic retrieval solutions. Copyright 2004 American Institute of Physics

Parameter estimation for stiff deterministic dynamical systems via ensemble Kalman filter

NASA Astrophysics Data System (ADS)

Arnold, Andrea; Calvetti, Daniela; Somersalo, Erkki

2014-10-01

A commonly encountered problem in numerous areas of applications is to estimate the unknown coefficients of a dynamical system from direct or indirect observations at discrete times of some of the components of the state vector. A related problem is to estimate unobserved components of the state. An egregious example of such a problem is provided by metabolic models, in which the numerous model parameters and the concentrations of the metabolites in tissue are to be estimated from concentration data in the blood. A popular method for addressing similar questions in stochastic and turbulent dynamics is the ensemble Kalman filter (EnKF), a particle-based filtering method that generalizes classical Kalman filtering. In this work, we adapt the EnKF algorithm for deterministic systems in which the numerical approximation error is interpreted as a stochastic drift with variance based on classical error estimates of numerical integrators. This approach, which is particularly suitable for stiff systems where the stiffness may depend on the parameters, allows us to effectively exploit the parallel nature of particle methods. Moreover, we demonstrate how spatial prior information about the state vector, which helps the stability of the computed solution, can be incorporated into the filter. The viability of the approach is shown by computed examples, including a metabolic system modeling an ischemic episode in skeletal muscle, with a high number of unknown parameters.

Diffusive and subdiffusive dynamics of indoor microclimate: a time series modeling.

PubMed

Maciejewska, Monika; Szczurek, Andrzej; Sikora, Grzegorz; Wyłomańska, Agnieszka

2012-09-01

The indoor microclimate is an issue in modern society, where people spend about 90% of their time indoors. Temperature and relative humidity are commonly used for its evaluation. In this context, the two parameters are usually considered as behaving in the same manner, just inversely correlated. This opinion comes from observation of the deterministic components of temperature and humidity time series. We focus on the dynamics and the dependency structure of the time series of these parameters, without deterministic components. Here we apply the mean square displacement, the autoregressive integrated moving average (ARIMA), and the methodology for studying anomalous diffusion. The analyzed data originated from five monitoring locations inside a modern office building, covering a period of nearly one week. It was found that the temperature data exhibited a transition between diffusive and subdiffusive behavior, when the building occupancy pattern changed from the weekday to the weekend pattern. At the same time the relative humidity consistently showed diffusive character. Also the structures of the dependencies of the temperature and humidity data sets were different, as shown by the different structures of the ARIMA models which were found appropriate. In the space domain, the dynamics and dependency structure of the particular parameter were preserved. This work proposes an approach to describe the very complex conditions of indoor air and it contributes to the improvement of the representative character of microclimate monitoring.

Constructing networks from a dynamical system perspective for multivariate nonlinear time series.

PubMed

Nakamura, Tomomichi; Tanizawa, Toshihiro; Small, Michael

2016-03-01

We describe a method for constructing networks for multivariate nonlinear time series. We approach the interaction between the various scalar time series from a deterministic dynamical system perspective and provide a generic and algorithmic test for whether the interaction between two measured time series is statistically significant. The method can be applied even when the data exhibit no obvious qualitative similarity: a situation in which the naive method utilizing the cross correlation function directly cannot correctly identify connectivity. To establish the connectivity between nodes we apply the previously proposed small-shuffle surrogate (SSS) method, which can investigate whether there are correlation structures in short-term variabilities (irregular fluctuations) between two data sets from the viewpoint of deterministic dynamical systems. The procedure to construct networks based on this idea is composed of three steps: (i) each time series is considered as a basic node of a network, (ii) the SSS method is applied to verify the connectivity between each pair of time series taken from the whole multivariate time series, and (iii) the pair of nodes is connected with an undirected edge when the null hypothesis cannot be rejected. The network constructed by the proposed method indicates the intrinsic (essential) connectivity of the elements included in the system or the underlying (assumed) system. The method is demonstrated for numerical data sets generated by known systems and applied to several experimental time series.

Comparison of Dynamical Behaviors Between Monofunctional and Bifunctional Two-Component Signaling Modules

NASA Astrophysics Data System (ADS)

Yang, Xiyan; Wu, Yahao; Yuan, Zhanjiang

2015-06-01

Two-component signaling modules exist extensively in bacteria and microbes. These modules can be, based on their distinct network structures, divided into two types: the monofunctional system (denoted by MFS) where the sensor kinase (SK) modulates only phosphorylation of the response regulator (RR), and the bifunctional system (denoted by BFS) where the SK catalyzes both phosphorylation and dephosphorylation of the RR. Here, we analyze dynamical behaviors of these two systems based on stability theory, focusing on differences between them. The analysis of the deterministic behavior indicates that there is no difference between the two modules, that is, each system has the unique stable steady state. However, there are significant differences in stochastic behavior between them. Specifically, if the mean phosphorylated SK level is kept the same for the two modules, then the variance and the Fano factor for the phosphorylated RR in the BFS are always no less than those in the MFS, indicating that bifunctionality always enhances fluctuations. The correlation between the phosphorylated SK and the phosphorylated RR in the BFS is always positive mainly due to competition between system components, but this correlation in the MFS may be positive, almost zero, or negative, depending on the ratio between two rate constants. Our overall analysis indicates that differences between dynamical behaviors of monofunctional and bifunctional signaling modules are mainly in the stochastic rather than deterministic aspect.

Linear and nonlinear dynamics of liquid planetary cores

NASA Astrophysics Data System (ADS)

Lathrop, D. P.

2013-12-01

This is the 50th anniversary of Ed Lorenz brilliant paper "Deterministic Nonperiodic Flow.'' Lorenz's work, along with many other founders' efforts, gave rise to the study of nonlinear dynamics. That field has allowed us to move beyond simple linear characterizations of nature, and to open up a deeper understanding of the Earth, other planets, and stars. Of the many things that make the Earth a habitable home, one is the existence of a planetary magnetic field generated in our liquid iron outer core. The generation process is known to be strongly nonlinear, and thereby almost certainly turbulent. Yet it is not a simple homogeneous isotropic turbulent flow, but is instead heavily modified by rotation and magnetic forces. We attempt to better understand the Earth's core using a three-meter liquid sodium laboratory model of the core. Our work in sodium in this system has just begun. The system exhibits a variety of behaviors with at least twelve different states, drawing different amounts of power, and causing varying levels of magnetic field amplification. In some states, rotation and magnetic fields cause the dynamics to simplify relative to more general turbulent flows in comparable conditions. Acknowledgements: I gratefully acknowledge my collaborators Daniel Zimmerman, Santiago Triana, Donald Martin, Nolan Balew, Henri-Claude Nataf, and Barbara Brawn-Cinani, and funding from the National Science Foundation Earth Sciences Instrumentation and Geophysics programs.

Anderson transition in a three-dimensional kicked rotor

NASA Astrophysics Data System (ADS)

Wang, Jiao; García-García, Antonio M.

2009-03-01

We investigate Anderson localization in a three-dimensional (3D) kicked rotor. By a finite-size scaling analysis we identify a mobility edge for a certain value of the kicking strength k=kc . For k>kc dynamical localization does not occur, all eigenstates are delocalized and the spectral correlations are well described by Wigner-Dyson statistics. This can be understood by mapping the kicked rotor problem onto a 3D Anderson model (AM) where a band of metallic states exists for sufficiently weak disorder. Around the critical region k≈kc we carry out a detailed study of the level statistics and quantum diffusion. In agreement with the predictions of the one parameter scaling theory (OPT) and with previous numerical simulations, the number variance is linear, level repulsion is still observed, and quantum diffusion is anomalous with ⟨p2⟩∝t2/3 . We note that in the 3D kicked rotor the dynamics is not random but deterministic. In order to estimate the differences between these two situations we have studied a 3D kicked rotor in which the kinetic term of the associated evolution matrix is random. A detailed numerical comparison shows that the differences between the two cases are relatively small. However in the deterministic case only a small set of irrational periods was used. A qualitative analysis of a much larger set suggests that deviations between the random and the deterministic kicked rotor can be important for certain choices of periods. Heuristically it is expected that localization effects will be weaker in a nonrandom potential since destructive interference will be less effective to arrest quantum diffusion. However we have found that certain choices of irrational periods enhance Anderson localization effects.

Soil erosion assessment - Mind the gap

NASA Astrophysics Data System (ADS)

Kim, Jongho; Ivanov, Valeriy Y.; Fatichi, Simone

2016-12-01

Accurate assessment of erosion rates remains an elusive problem because soil loss is strongly nonunique with respect to the main drivers. In addressing the mechanistic causes of erosion responses, we discriminate between macroscale effects of external factors - long studied and referred to as "geomorphic external variability", and microscale effects, introduced as "geomorphic internal variability." The latter source of erosion variations represents the knowledge gap, an overlooked but vital element of geomorphic response, significantly impacting the low predictability skill of deterministic models at field-catchment scales. This is corroborated with experiments using a comprehensive physical model that dynamically updates the soil mass and particle composition. As complete knowledge of microscale conditions for arbitrary location and time is infeasible, we propose that new predictive frameworks of soil erosion should embed stochastic components in deterministic assessments of external and internal types of geomorphic variability.

Inconsistent Investment and Consumption Problems

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

Kronborg, Morten Tolver, E-mail: mtk@atp.dk; Steffensen, Mogens, E-mail: mogens@math.ku.dk

In a traditional Black–Scholes market we develop a verification theorem for a general class of investment and consumption problems where the standard dynamic programming principle does not hold. The theorem is an extension of the standard Hamilton–Jacobi–Bellman equation in the form of a system of non-linear differential equations. We derive the optimal investment and consumption strategy for a mean-variance investor without pre-commitment endowed with labor income. In the case of constant risk aversion it turns out that the optimal amount of money to invest in stocks is independent of wealth. The optimal consumption strategy is given as a deterministic bang-bangmore » strategy. In order to have a more realistic model we allow the risk aversion to be time and state dependent. Of special interest is the case were the risk aversion is inversely proportional to present wealth plus the financial value of future labor income net of consumption. Using the verification theorem we give a detailed analysis of this problem. It turns out that the optimal amount of money to invest in stocks is given by a linear function of wealth plus the financial value of future labor income net of consumption. The optimal consumption strategy is again given as a deterministic bang-bang strategy. We also calculate, for a general time and state dependent risk aversion function, the optimal investment and consumption strategy for a mean-standard deviation investor without pre-commitment. In that case, it turns out that it is optimal to take no risk at all.« less

From qualitative data to quantitative models: analysis of the phage shock protein stress response in Escherichia coli

PubMed Central

2011-01-01

Background Bacteria have evolved a rich set of mechanisms for sensing and adapting to adverse conditions in their environment. These are crucial for their survival, which requires them to react to extracellular stresses such as heat shock, ethanol treatment or phage infection. Here we focus on studying the phage shock protein (Psp) stress response in Escherichia coli induced by a phage infection or other damage to the bacterial membrane. This system has not yet been theoretically modelled or analysed in silico. Results We develop a model of the Psp response system, and illustrate how such models can be constructed and analyzed in light of available sparse and qualitative information in order to generate novel biological hypotheses about their dynamical behaviour. We analyze this model using tools from Petri-net theory and study its dynamical range that is consistent with currently available knowledge by conditioning model parameters on the available data in an approximate Bayesian computation (ABC) framework. Within this ABC approach we analyze stochastic and deterministic dynamics. This analysis allows us to identify different types of behaviour and these mechanistic insights can in turn be used to design new, more detailed and time-resolved experiments. Conclusions We have developed the first mechanistic model of the Psp response in E. coli. This model allows us to predict the possible qualitative stochastic and deterministic dynamic behaviours of key molecular players in the stress response. Our inferential approach can be applied to stress response and signalling systems more generally: in the ABC framework we can condition mathematical models on qualitative data in order to delimit e.g. parameter ranges or the qualitative system dynamics in light of available end-point or qualitative information. PMID:21569396

A robust multi-objective global supplier selection model under currency fluctuation and price discount

NASA Astrophysics Data System (ADS)

Zarindast, Atousa; Seyed Hosseini, Seyed Mohamad; Pishvaee, Mir Saman

2017-06-01

Robust supplier selection problem, in a scenario-based approach has been proposed, when the demand and exchange rates are subject to uncertainties. First, a deterministic multi-objective mixed integer linear programming is developed; then, the robust counterpart of the proposed mixed integer linear programming is presented using the recent extension in robust optimization theory. We discuss decision variables, respectively, by a two-stage stochastic planning model, a robust stochastic optimization planning model which integrates worst case scenario in modeling approach and finally by equivalent deterministic planning model. The experimental study is carried out to compare the performances of the three models. Robust model resulted in remarkable cost saving and it illustrated that to cope with such uncertainties, we should consider them in advance in our planning. In our case study different supplier were selected due to this uncertainties and since supplier selection is a strategic decision, it is crucial to consider these uncertainties in planning approach.

Simple deterministic models and applications. Comment on "Coupled disease-behavior dynamics on complex networks: A review" by Z. Wang et al.

NASA Astrophysics Data System (ADS)

Yang, Hyun Mo

2015-12-01

Currently, discrete modellings are largely accepted due to the access to computers with huge storage capacity and high performance processors and easy implementation of algorithms, allowing to develop and simulate increasingly sophisticated models. Wang et al. [7] present a review of dynamics in complex networks, focusing on the interaction between disease dynamics and human behavioral and social dynamics. By doing an extensive review regarding to the human behavior responding to disease dynamics, the authors briefly describe the complex dynamics found in the literature: well-mixed populations networks, where spatial structure can be neglected, and other networks considering heterogeneity on spatially distributed populations. As controlling mechanisms are implemented, such as social distancing due 'social contagion', quarantine, non-pharmaceutical interventions and vaccination, adaptive behavior can occur in human population, which can be easily taken into account in the dynamics formulated by networked populations.

Multiscale simulations of anisotropic particles combining molecular dynamics and Green's function reaction dynamics

NASA Astrophysics Data System (ADS)

Vijaykumar, Adithya; Ouldridge, Thomas E.; ten Wolde, Pieter Rein; Bolhuis, Peter G.

2017-03-01

The modeling of complex reaction-diffusion processes in, for instance, cellular biochemical networks or self-assembling soft matter can be tremendously sped up by employing a multiscale algorithm which combines the mesoscopic Green's Function Reaction Dynamics (GFRD) method with explicit stochastic Brownian, Langevin, or deterministic molecular dynamics to treat reactants at the microscopic scale [A. Vijaykumar, P. G. Bolhuis, and P. R. ten Wolde, J. Chem. Phys. 143, 214102 (2015)]. Here we extend this multiscale MD-GFRD approach to include the orientational dynamics that is crucial to describe the anisotropic interactions often prevalent in biomolecular systems. We present the novel algorithm focusing on Brownian dynamics only, although the methodology is generic. We illustrate the novel algorithm using a simple patchy particle model. After validation of the algorithm, we discuss its performance. The rotational Brownian dynamics MD-GFRD multiscale method will open up the possibility for large scale simulations of protein signalling networks.

Deterministic Chaos: Proposal of an Informal Educational Activity Aimed at High School Students

ERIC Educational Resources Information Center

Greco, Valeria; Spagnolo, Salvatore

2016-01-01

Chaos theory is not present in the Italian school curricula and textbooks in spite of being present in many topics of classical physics and in everyday life. Chaotic dynamics, in fact, are involved in phenomena easily accessible to everyone or in events experienced by most people in their lives (the dripping of a faucet which keeps people awoken…

Effects of structural error on the estimates of parameters of dynamical systems

NASA Technical Reports Server (NTRS)

Hadaegh, F. Y.; Bekey, G. A.

1986-01-01

In this paper, the notion of 'near-equivalence in probability' is introduced for identifying a system in the presence of several error sources. Following some basic definitions, necessary and sufficient conditions for the identifiability of parameters are given. The effects of structural error on the parameter estimates for both the deterministic and stochastic cases are considered.

Dynamic Routing and Coordination in Multi-Agent Networks

DTIC Science & Technology

2016-06-10

SECURITY CLASSIFICATION OF: Supported by this project, we designed innovative routing, planning and coordination strategies for robotic networks and...tasks partitioned among robots , in what order are they to be performed, and along which deterministic routes or according to which stochastic rules do...individual robots move. The fundamental novelties and our recent breakthroughs supported by this project are manifold: (1) the application 1

Separation of red blood cells in deep deterministic lateral displacement devices

NASA Astrophysics Data System (ADS)

Kabacaoglu, Gokberk; Biros, George

2017-11-01

Microfluidic cell separation techniques are of great interest since they help rapid medical diagnoses and tests. Deterministic lateral displacement (DLD) is one of them. A DLD device consists of arrays of pillars. Main flow and alignment of the pillars define two different directions. Size-based separation of rigid spherical particles is possible as they follow one of these directions depending on their sizes. However, the separation of non-spherical deformable particles such as red blood cells (RBCs) is more complicated than that due to their intricate dynamics. We study the separation of RBCs in DLD using an in-house integral equation solver. We systematically investigate the effects of the interior fluid viscosity and the membrane elasticity of an RBC on its behavior. These mechanical properties of a cell determine its deformability, which can be altered by several diseases. We particularly consider deep devices in which an RBC can show rich dynamics such as tank-treading and tumbling. It turns out that strong hydrodynamic lift force moves the tank-treading cells along the pillars and downward force leads the tumbling ones to move with the flow. Thereby, deformability-based separation of RBCs is possible.

Phenotypic switching of populations of cells in a stochastic environment

NASA Astrophysics Data System (ADS)

Hufton, Peter G.; Lin, Yen Ting; Galla, Tobias

2018-02-01

In biology phenotypic switching is a common bet-hedging strategy in the face of uncertain environmental conditions. Existing mathematical models often focus on periodically changing environments to determine the optimal phenotypic response. We focus on the case in which the environment switches randomly between discrete states. Starting from an individual-based model we derive stochastic differential equations to describe the dynamics, and obtain analytical expressions for the mean instantaneous growth rates based on the theory of piecewise-deterministic Markov processes. We show that optimal phenotypic responses are non-trivial for slow and intermediate environmental processes, and systematically compare the cases of periodic and random environments. The best response to random switching is more likely to be heterogeneity than in the case of deterministic periodic environments, net growth rates tend to be higher under stochastic environmental dynamics. The combined system of environment and population of cells can be interpreted as host-pathogen interaction, in which the host tries to choose environmental switching so as to minimise growth of the pathogen, and in which the pathogen employs a phenotypic switching optimised to increase its growth rate. We discuss the existence of Nash-like mutual best-response scenarios for such host-pathogen games.

Stochastic mixed-mode oscillations in a three-species predator-prey model

NASA Astrophysics Data System (ADS)

Sadhu, Susmita; Kuehn, Christian

2018-03-01

The effect of demographic stochasticity, in the form of Gaussian white noise, in a predator-prey model with one fast and two slow variables is studied. We derive the stochastic differential equations (SDEs) from a discrete model. For suitable parameter values, the deterministic drift part of the model admits a folded node singularity and exhibits a singular Hopf bifurcation. We focus on the parameter regime near the Hopf bifurcation, where small amplitude oscillations exist as stable dynamics in the absence of noise. In this regime, the stochastic model admits noise-driven mixed-mode oscillations (MMOs), which capture the intermediate dynamics between two cycles of population outbreaks. We perform numerical simulations to calculate the distribution of the random number of small oscillations between successive spikes for varying noise intensities and distance to the Hopf bifurcation. We also study the effect of noise on a suitable Poincaré map. Finally, we prove that the stochastic model can be transformed into a normal form near the folded node, which can be linked to recent results on the interplay between deterministic and stochastic small amplitude oscillations. The normal form can also be used to study the parameter influence on the noise level near folded singularities.

Experimental study and simulation of space charge stimulated discharge

NASA Astrophysics Data System (ADS)

Noskov, M. D.; Malinovski, A. S.; Cooke, C. M.; Wright, K. A.; Schwab, A. J.

2002-11-01

The electrical discharge of volume distributed space charge in poly(methylmethacrylate) (PMMA) has been investigated both experimentally and by computer simulation. The experimental space charge was implanted in dielectric samples by exposure to a monoenergetic electron beam of 3 MeV. Electrical breakdown through the implanted space charge region within the sample was initiated by a local electric field enhancement applied to the sample surface. A stochastic-deterministic dynamic model for electrical discharge was developed and used in a computer simulation of these breakdowns. The model employs stochastic rules to describe the physical growth of the discharge channels, and deterministic laws to describe the electric field, the charge, and energy dynamics within the discharge channels and the dielectric. Simulated spatial-temporal and current characteristics of the expanding discharge structure during physical growth are quantitatively compared with the experimental data to confirm the discharge model. It was found that a single fixed set of physically based dielectric parameter values was adequate to simulate the complete family of experimental space charge discharges in PMMA. It is proposed that such a set of parameters also provides a useful means to quantify the breakdown properties of other dielectrics.

A deterministic mathematical model for bidirectional excluded flow with Langmuir kinetics.

PubMed

Zarai, Yoram; Margaliot, Michael; Tuller, Tamir

2017-01-01

In many important cellular processes, including mRNA translation, gene transcription, phosphotransfer, and intracellular transport, biological "particles" move along some kind of "tracks". The motion of these particles can be modeled as a one-dimensional movement along an ordered sequence of sites. The biological particles (e.g., ribosomes or RNAPs) have volume and cannot surpass one another. In some cases, there is a preferred direction of movement along the track, but in general the movement may be bidirectional, and furthermore the particles may attach or detach from various regions along the tracks. We derive a new deterministic mathematical model for such transport phenomena that may be interpreted as a dynamic mean-field approximation of an important model from mechanical statistics called the asymmetric simple exclusion process (ASEP) with Langmuir kinetics. Using tools from the theory of monotone dynamical systems and contraction theory we show that the model admits a unique steady-state, and that every solution converges to this steady-state. Furthermore, we show that the model entrains (or phase locks) to periodic excitations in any of its forward, backward, attachment, or detachment rates. We demonstrate an application of this phenomenological transport model for analyzing ribosome drop off in mRNA translation.

The giant acoustic atom - a single quantum system with a deterministic time delay

NASA Astrophysics Data System (ADS)

Guo, Lingzhen; Grimsmo, Arne; Frisk Kockum, Anton; Pletyukhov, Mikhail; Johansson, Göran

2017-04-01

We investigate the quantum dynamics of a single transmon qubit coupled to surface acoustic waves (SAWs) via two distant connection points. Since the acoustic speed is five orders of magnitude slower than the speed of light, the travelling time between the two connection points needs to be taken into account. Therefore, we treat the transmon qubit as a giant atom with a deterministic time delay. We find that the spontaneous emission of the system, formed by the giant atom and the SAWs between its connection points, initially follows a polynomial decay law instead of an exponential one, as would be the case for a small atom. We obtain exact analytical results for the scattering properties of the giant atom up to two-phonon processes by using a diagrammatic approach. The time delay gives rise to novel features in the reflection, transmission, power spectra, and second-order correlation functions of the system. Furthermore, we find the short-time dynamics of the giant atom for arbitrary drive strength by a numerically exact method for open quantum systems with a finite-time-delay feedback loop. L. G. acknowledges financial support from Carl-Zeiss Stiftung (0563-2.8/508/2).

Exploration of cellular reaction systems.

PubMed

Kirkilionis, Markus

2010-01-01

We discuss and review different ways to map cellular components and their temporal interaction with other such components to different non-spatially explicit mathematical models. The essential choices made in the literature are between discrete and continuous state spaces, between rule and event-based state updates and between deterministic and stochastic series of such updates. The temporal modelling of cellular regulatory networks (dynamic network theory) is compared with static network approaches in two first introductory sections on general network modelling. We concentrate next on deterministic rate-based dynamic regulatory networks and their derivation. In the derivation, we include methods from multiscale analysis and also look at structured large particles, here called macromolecular machines. It is clear that mass-action systems and their derivatives, i.e. networks based on enzyme kinetics, play the most dominant role in the literature. The tools to analyse cellular reaction networks are without doubt most complete for mass-action systems. We devote a long section at the end of the review to make a comprehensive review of related tools and mathematical methods. The emphasis is to show how cellular reaction networks can be analysed with the help of different associated graphs and the dissection into modules, i.e. sub-networks.

Deterministic chaos and fractal complexity in the dynamics of cardiovascular behavior: perspectives on a new frontier.

PubMed

Sharma, Vijay

2009-09-10

Physiological systems such as the cardiovascular system are capable of five kinds of behavior: equilibrium, periodicity, quasi-periodicity, deterministic chaos and random behavior. Systems adopt one or more these behaviors depending on the function they have evolved to perform. The emerging mathematical concepts of fractal mathematics and chaos theory are extending our ability to study physiological behavior. Fractal geometry is observed in the physical structure of pathways, networks and macroscopic structures such the vasculature and the His-Purkinje network of the heart. Fractal structure is also observed in processes in time, such as heart rate variability. Chaos theory describes the underlying dynamics of the system, and chaotic behavior is also observed at many levels, from effector molecules in the cell to heart function and blood pressure. This review discusses the role of fractal structure and chaos in the cardiovascular system at the level of the heart and blood vessels, and at the cellular level. Key functional consequences of these phenomena are highlighted, and a perspective provided on the possible evolutionary origins of chaotic behavior and fractal structure. The discussion is non-mathematical with an emphasis on the key underlying concepts.

Deterministic Chaos and Fractal Complexity in the Dynamics of Cardiovascular Behavior: Perspectives on a New Frontier

PubMed Central

Sharma, Vijay

2009-01-01

Physiological systems such as the cardiovascular system are capable of five kinds of behavior: equilibrium, periodicity, quasi-periodicity, deterministic chaos and random behavior. Systems adopt one or more these behaviors depending on the function they have evolved to perform. The emerging mathematical concepts of fractal mathematics and chaos theory are extending our ability to study physiological behavior. Fractal geometry is observed in the physical structure of pathways, networks and macroscopic structures such the vasculature and the His-Purkinje network of the heart. Fractal structure is also observed in processes in time, such as heart rate variability. Chaos theory describes the underlying dynamics of the system, and chaotic behavior is also observed at many levels, from effector molecules in the cell to heart function and blood pressure. This review discusses the role of fractal structure and chaos in the cardiovascular system at the level of the heart and blood vessels, and at the cellular level. Key functional consequences of these phenomena are highlighted, and a perspective provided on the possible evolutionary origins of chaotic behavior and fractal structure. The discussion is non-mathematical with an emphasis on the key underlying concepts. PMID:19812706

Deterministic ripple-spreading model for complex networks.

PubMed

Hu, Xiao-Bing; Wang, Ming; Leeson, Mark S; Hines, Evor L; Di Paolo, Ezequiel

2011-04-01

This paper proposes a deterministic complex network model, which is inspired by the natural ripple-spreading phenomenon. The motivations and main advantages of the model are the following: (i) The establishment of many real-world networks is a dynamic process, where it is often observed that the influence of a few local events spreads out through nodes, and then largely determines the final network topology. Obviously, this dynamic process involves many spatial and temporal factors. By simulating the natural ripple-spreading process, this paper reports a very natural way to set up a spatial and temporal model for such complex networks. (ii) Existing relevant network models are all stochastic models, i.e., with a given input, they cannot output a unique topology. Differently, the proposed ripple-spreading model can uniquely determine the final network topology, and at the same time, the stochastic feature of complex networks is captured by randomly initializing ripple-spreading related parameters. (iii) The proposed model can use an easily manageable number of ripple-spreading related parameters to precisely describe a network topology, which is more memory efficient when compared with traditional adjacency matrix or similar memory-expensive data structures. (iv) The ripple-spreading model has a very good potential for both extensions and applications.

Negative mobility of a Brownian particle: Strong damping regime

NASA Astrophysics Data System (ADS)

Słapik, A.; Łuczka, J.; Spiechowicz, J.

2018-02-01

We study impact of inertia on directed transport of a Brownian particle under non-equilibrium conditions: the particle moves in a one-dimensional periodic and symmetric potential, is driven by both an unbiased time-periodic force and a constant force, and is coupled to a thermostat of temperature T. Within selected parameter regimes this system exhibits negative mobility, which means that the particle moves in the direction opposite to the direction of the constant force. It is known that in such a setup the inertial term is essential for the emergence of negative mobility and it cannot be detected in the limiting case of overdamped dynamics. We analyse inertial effects and show that negative mobility can be observed even in the strong damping regime. We determine the optimal dimensionless mass for the presence of negative mobility and reveal three mechanisms standing behind this anomaly: deterministic chaotic, thermal noise induced and deterministic non-chaotic. The last origin has never been reported. It may provide guidance to the possibility of observation of negative mobility for strongly damped dynamics which is of fundamental importance from the point of view of biological systems, all of which in situ operate in fluctuating environments.

Effects of delay and noise in a negative feedback regulatory motif

NASA Astrophysics Data System (ADS)

Palassini, Matteo; Dies, Marta

2009-03-01

The small copy number of the molecules involved in gene regulation can induce nontrivial stochastic phenomena such as noise-induced oscillations. An often neglected aspect of regulation dynamics are the delays involved in transcription and translation. Delays introduce analytical and computational complications because the dynamics is non-Markovian. We study the interplay of noise and delays in a negative feedback model of the p53 core regulatory network. Recent experiments have found pronounced oscillations in the concentrations of proteins p53 and Mdm2 in individual cells subjected to DNA damage. Similar oscillations occur in the Hes-1 and NK-kB systems, and in circadian rhythms. Several mechanisms have been proposed to explain this oscillatory behaviour, such as deterministic limit cycles, with and without delay, or noise-induced excursions in excitable models. We consider a generic delayed Master Equation incorporating the activation of Mdm2 by p53 and the Mdm2-promoted degradation of p53. In the deterministic limit and for large delays, the model shows a Hopf bifurcation. Via exact stochastic simulations, we find strong noise-induced oscillations well outside the limit-cycle region. We propose that this may be a generic mechanism for oscillations in gene regulatory systems.

Generic Kalman Filter Software

NASA Technical Reports Server (NTRS)

Lisano, Michael E., II; Crues, Edwin Z.

2005-01-01

The Generic Kalman Filter (GKF) software provides a standard basis for the development of application-specific Kalman-filter programs. Historically, Kalman filters have been implemented by customized programs that must be written, coded, and debugged anew for each unique application, then tested and tuned with simulated or actual measurement data. Total development times for typical Kalman-filter application programs have ranged from months to weeks. The GKF software can simplify the development process and reduce the development time by eliminating the need to re-create the fundamental implementation of the Kalman filter for each new application. The GKF software is written in the ANSI C programming language. It contains a generic Kalman-filter-development directory that, in turn, contains a code for a generic Kalman filter function; more specifically, it contains a generically designed and generically coded implementation of linear, linearized, and extended Kalman filtering algorithms, including algorithms for state- and covariance-update and -propagation functions. The mathematical theory that underlies the algorithms is well known and has been reported extensively in the open technical literature. Also contained in the directory are a header file that defines generic Kalman-filter data structures and prototype functions and template versions of application-specific subfunction and calling navigation/estimation routine code and headers. Once the user has provided a calling routine and the required application-specific subfunctions, the application-specific Kalman-filter software can be compiled and executed immediately. During execution, the generic Kalman-filter function is called from a higher-level navigation or estimation routine that preprocesses measurement data and post-processes output data. The generic Kalman-filter function uses the aforementioned data structures and five implementation- specific subfunctions, which have been developed by the user on the basis of the aforementioned templates. The GKF software can be used to develop many different types of unfactorized Kalman filters. A developer can choose to implement either a linearized or an extended Kalman filter algorithm, without having to modify the GKF software. Control dynamics can be taken into account or neglected in the filter-dynamics model. Filter programs developed by use of the GKF software can be made to propagate equations of motion for linear or nonlinear dynamical systems that are deterministic or stochastic. In addition, filter programs can be made to operate in user-selectable "covariance analysis" and "propagation-only" modes that are useful in design and development stages.

Deriving quantitative dynamics information for proteins and RNAs using ROTDIF with a graphical user interface.

PubMed

Berlin, Konstantin; Longhini, Andrew; Dayie, T Kwaku; Fushman, David

2013-12-01

To facilitate rigorous analysis of molecular motions in proteins, DNA, and RNA, we present a new version of ROTDIF, a program for determining the overall rotational diffusion tensor from single- or multiple-field nuclear magnetic resonance relaxation data. We introduce four major features that expand the program's versatility and usability. The first feature is the ability to analyze, separately or together, (13)C and/or (15)N relaxation data collected at a single or multiple fields. A significant improvement in the accuracy compared to direct analysis of R2/R1 ratios, especially critical for analysis of (13)C relaxation data, is achieved by subtracting high-frequency contributions to relaxation rates. The second new feature is an improved method for computing the rotational diffusion tensor in the presence of biased errors, such as large conformational exchange contributions, that significantly enhances the accuracy of the computation. The third new feature is the integration of the domain alignment and docking module for relaxation-based structure determination of multi-domain systems. Finally, to improve accessibility to all the program features, we introduced a graphical user interface that simplifies and speeds up the analysis of the data. Written in Java, the new ROTDIF can run on virtually any computer platform. In addition, the new ROTDIF achieves an order of magnitude speedup over the previous version by implementing a more efficient deterministic minimization algorithm. We not only demonstrate the improvement in accuracy and speed of the new algorithm for synthetic and experimental (13)C and (15)N relaxation data for several proteins and nucleic acids, but also show that careful analysis required especially for characterizing RNA dynamics allowed us to uncover subtle conformational changes in RNA as a function of temperature that were opaque to previous analysis.

Renewable energy in electric utility capacity planning: a decomposition approach with application to a Mexican utility

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

Staschus, K.

1985-01-01

In this dissertation, efficient algorithms for electric-utility capacity expansion planning with renewable energy are developed. The algorithms include a deterministic phase that quickly finds a near-optimal expansion plan using derating and a linearized approximation to the time-dependent availability of nondispatchable energy sources. A probabilistic second phase needs comparatively few computer-time consuming probabilistic simulation iterations to modify this solution towards the optimal expansion plan. For the deterministic first phase, two algorithms, based on a Lagrangian Dual decomposition and a Generalized Benders Decomposition, are developed. The probabilistic second phase uses a Generalized Benders Decomposition approach. Extensive computational tests of the algorithms aremore » reported. Among the deterministic algorithms, the one based on Lagrangian Duality proves fastest. The two-phase approach is shown to save up to 80% in computing time as compared to a purely probabilistic algorithm. The algorithms are applied to determine the optimal expansion plan for the Tijuana-Mexicali subsystem of the Mexican electric utility system. A strong recommendation to push conservation programs in the desert city of Mexicali results from this implementation.« less

A cost-effectiveness analysis of two different antimicrobial stewardship programs.

PubMed

Okumura, Lucas Miyake; Riveros, Bruno Salgado; Gomes-da-Silva, Monica Maria; Veroneze, Izelandia

2016-01-01

There is a lack of formal economic analysis to assess the efficiency of antimicrobial stewardship programs. Herein, we conducted a cost-effectiveness study to assess two different strategies of Antimicrobial Stewardship Programs. A 30-day Markov model was developed to analyze how cost-effective was a Bundled Antimicrobial Stewardship implemented in a university hospital in Brazil. Clinical data derived from a historical cohort that compared two different strategies of antimicrobial stewardship programs and had 30-day mortality as main outcome. Selected costs included: workload, cost of defined daily doses, length of stay, laboratory and imaging resources used to diagnose infections. Data were analyzed by deterministic and probabilistic sensitivity analysis to assess model's robustness, tornado diagram and Cost-Effectiveness Acceptability Curve. Bundled Strategy was more expensive (Cost difference US$ 2119.70), however, it was more efficient (US$ 27,549.15 vs 29,011.46). Deterministic and probabilistic sensitivity analysis suggested that critical variables did not alter final Incremental Cost-Effectiveness Ratio. Bundled Strategy had higher probabilities of being cost-effective, which was endorsed by cost-effectiveness acceptability curve. As health systems claim for efficient technologies, this study conclude that Bundled Antimicrobial Stewardship Program was more cost-effective, which means that stewardship strategies with such characteristics would be of special interest in a societal and clinical perspective. Copyright © 2016 Elsevier Editora Ltda. All rights reserved.

Grid integration and smart grid implementation of emerging technologies in electric power systems through approximate dynamic programming

NASA Astrophysics Data System (ADS)

Xiao, Jingjie

A key hurdle for implementing real-time pricing of electricity is a lack of consumers' responses. Solutions to overcome the hurdle include the energy management system that automatically optimizes household appliance usage such as plug-in hybrid electric vehicle charging (and discharging with vehicle-to-grid) via a two-way communication with the grid. Real-time pricing, combined with household automation devices, has a potential to accommodate an increasing penetration of plug-in hybrid electric vehicles. In addition, the intelligent energy controller on the consumer-side can help increase the utilization rate of the intermittent renewable resource, as the demand can be managed to match the output profile of renewables, thus making the intermittent resource such as wind and solar more economically competitive in the long run. One of the main goals of this dissertation is to present how real-time retail pricing, aided by control automation devices, can be integrated into the wholesale electricity market under various uncertainties through approximate dynamic programming. What distinguishes this study from the existing work in the literature is that whole- sale electricity prices are endogenously determined as we solve a system operator's economic dispatch problem on an hourly basis over the entire optimization horizon. This modeling and algorithm framework will allow a feedback loop between electricity prices and electricity consumption to be fully captured. While we are interested in a near-optimal solution using approximate dynamic programming; deterministic linear programming benchmarks are use to demonstrate the quality of our solutions. The other goal of the dissertation is to use this framework to provide numerical evidence to the debate on whether real-time pricing is superior than the current flat rate structure in terms of both economic and environmental impacts. For this purpose, the modeling and algorithm framework is tested on a large-scale test case with hundreds of power plants based on data available for California, making our findings useful for policy makers, system operators and utility companies to gain a concrete understanding on the scale of the impact with real-time pricing.

Matrix Population Model for Estimating Effects from Time-Varying Aquatic Exposures: Technical Documentation

EPA Science Inventory

The Office of Pesticide Programs models daily aquatic pesticide exposure values for 30 years in its risk assessments. However, only a fraction of that information is typically used in these assessments. The population model employed herein is a deterministic, density-dependent pe...

Probabilistic structural analysis methods for space transportation propulsion systems

NASA Technical Reports Server (NTRS)

Chamis, C. C.; Moore, N.; Anis, C.; Newell, J.; Nagpal, V.; Singhal, S.

1991-01-01

Information on probabilistic structural analysis methods for space propulsion systems is given in viewgraph form. Information is given on deterministic certification methods, probability of failure, component response analysis, stress responses for 2nd stage turbine blades, Space Shuttle Main Engine (SSME) structural durability, and program plans. .

Optimization strategies based on sequential quadratic programming applied for a fermentation process for butanol production.

PubMed

Pinto Mariano, Adriano; Bastos Borba Costa, Caliane; de Franceschi de Angelis, Dejanira; Maugeri Filho, Francisco; Pires Atala, Daniel Ibraim; Wolf Maciel, Maria Regina; Maciel Filho, Rubens

2009-11-01

In this work, the mathematical optimization of a continuous flash fermentation process for the production of biobutanol was studied. The process consists of three interconnected units, as follows: fermentor, cell-retention system (tangential microfiltration), and vacuum flash vessel (responsible for the continuous recovery of butanol from the broth). The objective of the optimization was to maximize butanol productivity for a desired substrate conversion. Two strategies were compared for the optimization of the process. In one of them, the process was represented by a deterministic model with kinetic parameters determined experimentally and, in the other, by a statistical model obtained using the factorial design technique combined with simulation. For both strategies, the problem was written as a nonlinear programming problem and was solved with the sequential quadratic programming technique. The results showed that despite the very similar solutions obtained with both strategies, the problems found with the strategy using the deterministic model, such as lack of convergence and high computational time, make the use of the optimization strategy with the statistical model, which showed to be robust and fast, more suitable for the flash fermentation process, being recommended for real-time applications coupling optimization and control.

Atmospheric Downscaling using Genetic Programming

NASA Astrophysics Data System (ADS)

Zerenner, Tanja; Venema, Victor; Simmer, Clemens

2013-04-01

Coupling models for the different components of the Soil-Vegetation-Atmosphere-System requires up-and downscaling procedures. Subject of our work is the downscaling scheme used to derive high resolution forcing data for land-surface and subsurface models from coarser atmospheric model output. The current downscaling scheme [Schomburg et. al. 2010, 2012] combines a bi-quadratic spline interpolation, deterministic rules and autoregressive noise. For the development of the scheme, training and validation data sets have been created by carrying out high-resolution runs of the atmospheric model. The deterministic rules in this scheme are partly based on known physical relations and partly determined by an automated search for linear relationships between the high resolution fields of the atmospheric model output and high resolution data on surface characteristics. Up to now deterministic rules are available for downscaling surface pressure and partially, depending on the prevailing weather conditions, for near surface temperature and radiation. Aim of our work is to improve those rules and to find deterministic rules for the remaining variables, which require downscaling, e.g. precipitation or near surface specifc humidity. To accomplish that, we broaden the search by allowing for interdependencies between different atmospheric parameters, non-linear relations, non-local and time-lagged relations. To cope with the vast number of possible solutions, we use genetic programming, a method from machine learning, which is based on the principles of natural evolution. We are currently working with GPLAB, a Genetic Programming toolbox for Matlab. At first we have tested the GP system to retrieve the known physical rule for downscaling surface pressure, i.e. the hydrostatic equation, from our training data. We have found this to be a simple task to the GP system. Furthermore we have improved accuracy and efficiency of the GP solution by implementing constant variation and optimization as genetic operators. Next we have worked on an improvement of the downscaling rule for the two-meter-temperature. We have added an if-function with four input arguments to the function set. Since this has shown to increase bloat we have additionally modified our fitness function by including penalty terms for both the size of the solutions and the number intron nodes, i.e program parts that are never evaluated. Starting from the known downscaling rule for the two-meter temperature, which linearly exploits the orography anomalies allowed or disallowed by a certain temperature gradient, our GP system has been able to find an improvement. The rule produced by the GP clearly shows a better performance concerning the reproduced small-scale variability.

Ikeda-like chaos on a dynamically filtered supercontinuum light source

NASA Astrophysics Data System (ADS)

Chembo, Yanne K.; Jacquot, Maxime; Dudley, John M.; Larger, Laurent

2016-08-01

We demonstrate temporal chaos in a color-selection mechanism from the visible spectrum of a supercontinuum light source. The color-selection mechanism is governed by an acousto-optoelectronic nonlinear delayed-feedback scheme modeled by an Ikeda-like equation. Initially motivated by the design of a broad audience live demonstrator in the framework of the International Year of Light 2015, the setup also provides a different experimental tool to investigate the dynamical complexity of delayed-feedback dynamics. Deterministic hyperchaos is analyzed here from the experimental time series. A projection method identifies the delay parameter, for which the chaotic strange attractor originally evolving in an infinite-dimensional phase space can be revealed in a two-dimensional subspace.

Influence of changes in initial conditions for the simulation of dynamic systems

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

Kotyrba, Martin

2015-03-10

Chaos theory is a field of study in mathematics, with applications in several disciplines including meteorology, sociology, physics, engineering, economics, biology, and philosophy. Chaos theory studies the behavior of dynamical systems that are highly sensitive to initial conditions—a paradigm popularly referred to as the butterfly effect. Small differences in initial conditions field widely diverging outcomes for such dynamical systems, rendering long-term prediction impossible in general. This happens even though these systems are deterministic, meaning that their future behavior is fully determined by their initial conditions, with no random elements involved. In this paperinfluence of changes in initial conditions will bemore » presented for the simulation of Lorenz system.« less

Dynamic principle for ensemble control tools.

PubMed

Samoletov, A; Vasiev, B

2017-11-28

Dynamical equations describing physical systems in contact with a thermal bath are commonly extended by mathematical tools called "thermostats." These tools are designed for sampling ensembles in statistical mechanics. Here we propose a dynamic principle underlying a range of thermostats which is derived using fundamental laws of statistical physics and ensures invariance of the canonical measure. The principle covers both stochastic and deterministic thermostat schemes. Our method has a clear advantage over a range of proposed and widely used thermostat schemes that are based on formal mathematical reasoning. Following the derivation of the proposed principle, we show its generality and illustrate its applications including design of temperature control tools that differ from the Nosé-Hoover-Langevin scheme.

The integrated model for solving the single-period deterministic inventory routing problem

NASA Astrophysics Data System (ADS)

Rahim, Mohd Kamarul Irwan Abdul; Abidin, Rahimi; Iteng, Rosman; Lamsali, Hendrik

2016-08-01

This paper discusses the problem of efficiently managing inventory and routing problems in a two-level supply chain system. Vendor Managed Inventory (VMI) policy is an integrating decisions between a supplier and his customers. We assumed that the demand at each customer is stationary and the warehouse is implementing a VMI. The objective of this paper is to minimize the inventory and the transportation costs of the customers for a two-level supply chain. The problem is to determine the delivery quantities, delivery times and routes to the customers for the single-period deterministic inventory routing problem (SP-DIRP) system. As a result, a linear mixed-integer program is developed for the solutions of the SP-DIRP problem.

Self-organization of complex networks as a dynamical system

NASA Astrophysics Data System (ADS)

Aoki, Takaaki; Yawata, Koichiro; Aoyagi, Toshio

2015-01-01

To understand the dynamics of real-world networks, we investigate a mathematical model of the interplay between the dynamics of random walkers on a weighted network and the link weights driven by a resource carried by the walkers. Our numerical studies reveal that, under suitable conditions, the co-evolving dynamics lead to the emergence of stationary power-law distributions of the resource and link weights, while the resource quantity at each node ceaselessly changes with time. We analyze the network organization as a deterministic dynamical system and find that the system exhibits multistability, with numerous fixed points, limit cycles, and chaotic states. The chaotic behavior of the system leads to the continual changes in the microscopic network dynamics in the absence of any external random noises. We conclude that the intrinsic interplay between the states of the nodes and network reformation constitutes a major factor in the vicissitudes of real-world networks.

Self-organization of complex networks as a dynamical system.

PubMed

Aoki, Takaaki; Yawata, Koichiro; Aoyagi, Toshio

2015-01-01

To understand the dynamics of real-world networks, we investigate a mathematical model of the interplay between the dynamics of random walkers on a weighted network and the link weights driven by a resource carried by the walkers. Our numerical studies reveal that, under suitable conditions, the co-evolving dynamics lead to the emergence of stationary power-law distributions of the resource and link weights, while the resource quantity at each node ceaselessly changes with time. We analyze the network organization as a deterministic dynamical system and find that the system exhibits multistability, with numerous fixed points, limit cycles, and chaotic states. The chaotic behavior of the system leads to the continual changes in the microscopic network dynamics in the absence of any external random noises. We conclude that the intrinsic interplay between the states of the nodes and network reformation constitutes a major factor in the vicissitudes of real-world networks.

Deterministic Execution of Ptides Programs

DTIC Science & Technology

2013-05-15

at a time no later than 30+1+5 = 36. Assume the maximum clock synchronization error is . Therefore, the AddSubtract adder must delay processing the...the synchronization of the platform real- time clock to its peers in other system platforms. The portions of PtidyOS code that implement access to the...interesting opportunities for future research. References [1] Y. Zhao, E. A. Lee, and J. Liu, “A programming model for time - synchronized distributed real

A generic methodology for the optimisation of sewer systems using stochastic programming and self-optimizing control.

PubMed

Mauricio-Iglesias, Miguel; Montero-Castro, Ignacio; Mollerup, Ane L; Sin, Gürkan

2015-05-15

The design of sewer system control is a complex task given the large size of the sewer networks, the transient dynamics of the water flow and the stochastic nature of rainfall. This contribution presents a generic methodology for the design of a self-optimising controller in sewer systems. Such controller is aimed at keeping the system close to the optimal performance, thanks to an optimal selection of controlled variables. The definition of an optimal performance was carried out by a two-stage optimisation (stochastic and deterministic) to take into account both the overflow during the current rain event as well as the expected overflow given the probability of a future rain event. The methodology is successfully applied to design an optimising control strategy for a subcatchment area in Copenhagen. The results are promising and expected to contribute to the advance of the operation and control problem of sewer systems. Copyright © 2015 Elsevier Ltd. All rights reserved.

A fuzzy reinforcement learning approach to power control in wireless transmitters.

PubMed

Vengerov, David; Bambos, Nicholas; Berenji, Hamid R

2005-08-01

We address the issue of power-controlled shared channel access in wireless networks supporting packetized data traffic. We formulate this problem using the dynamic programming framework and present a new distributed fuzzy reinforcement learning algorithm (ACFRL-2) capable of adequately solving a class of problems to which the power control problem belongs. Our experimental results show that the algorithm converges almost deterministically to a neighborhood of optimal parameter values, as opposed to a very noisy stochastic convergence of earlier algorithms. The main tradeoff facing a transmitter is to balance its current power level with future backlog in the presence of stochastically changing interference. Simulation experiments demonstrate that the ACFRL-2 algorithm achieves significant performance gains over the standard power control approach used in CDMA2000. Such a large improvement is explained by the fact that ACFRL-2 allows transmitters to learn implicit coordination policies, which back off under stressful channel conditions as opposed to engaging in escalating "power wars."

Stochastic modelling of microstructure formation in solidification processes

NASA Astrophysics Data System (ADS)

Nastac, Laurentiu; Stefanescu, Doru M.

1997-07-01

To relax many of the assumptions used in continuum approaches, a general stochastic model has been developed. The stochastic model can be used not only for an accurate description of the fraction of solid evolution, and therefore accurate cooling curves, but also for simulation of microstructure formation in castings. The advantage of using the stochastic approach is to give a time- and space-dependent description of solidification processes. Time- and space-dependent processes can also be described by partial differential equations. Unlike a differential formulation which, in most cases, has to be transformed into a difference equation and solved numerically, the stochastic approach is essentially a direct numerical algorithm. The stochastic model is comprehensive, since the competition between various phases is considered. Furthermore, grain impingement is directly included through the structure of the model. In the present research, all grain morphologies are simulated with this procedure. The relevance of the stochastic approach is that the simulated microstructures can be directly compared with microstructures obtained from experiments. The computer becomes a `dynamic metallographic microscope'. A comparison between deterministic and stochastic approaches has been performed. An important objective of this research was to answer the following general questions: (1) `Would fully deterministic approaches continue to be useful in solidification modelling?' and (2) `Would stochastic algorithms be capable of entirely replacing purely deterministic models?'

Deterministic delivery of remote entanglement on a quantum network.

PubMed

Humphreys, Peter C; Kalb, Norbert; Morits, Jaco P J; Schouten, Raymond N; Vermeulen, Raymond F L; Twitchen, Daniel J; Markham, Matthew; Hanson, Ronald

2018-06-01

Large-scale quantum networks promise to enable secure communication, distributed quantum computing, enhanced sensing and fundamental tests of quantum mechanics through the distribution of entanglement across nodes 1-7 . Moving beyond current two-node networks 8-13 requires the rate of entanglement generation between nodes to exceed the decoherence (loss) rate of the entanglement. If this criterion is met, intrinsically probabilistic entangling protocols can be used to provide deterministic remote entanglement at pre-specified times. Here we demonstrate this using diamond spin qubit nodes separated by two metres. We realize a fully heralded single-photon entanglement protocol that achieves entangling rates of up to 39 hertz, three orders of magnitude higher than previously demonstrated two-photon protocols on this platform 14 . At the same time, we suppress the decoherence rate of remote-entangled states to five hertz through dynamical decoupling. By combining these results with efficient charge-state control and mitigation of spectral diffusion, we deterministically deliver a fresh remote state with an average entanglement fidelity of more than 0.5 at every clock cycle of about 100 milliseconds without any pre- or post-selection. These results demonstrate a key building block for extended quantum networks and open the door to entanglement distribution across multiple remote nodes.

A deterministic model of electron transport for electron probe microanalysis

NASA Astrophysics Data System (ADS)

Bünger, J.; Richter, S.; Torrilhon, M.

2018-01-01

Within the last decades significant improvements in the spatial resolution of electron probe microanalysis (EPMA) were obtained by instrumental enhancements. In contrast, the quantification procedures essentially remained unchanged. As the classical procedures assume either homogeneity or a multi-layered structure of the material, they limit the spatial resolution of EPMA. The possibilities of improving the spatial resolution through more sophisticated quantification procedures are therefore almost untouched. We investigate a new analytical model (M 1-model) for the quantification procedure based on fast and accurate modelling of electron-X-ray-matter interactions in complex materials using a deterministic approach to solve the electron transport equations. We outline the derivation of the model from the Boltzmann equation for electron transport using the method of moments with a minimum entropy closure and present first numerical results for three different test cases (homogeneous, thin film and interface). Taking Monte Carlo as a reference, the results for the three test cases show that the M 1-model is able to reproduce the electron dynamics in EPMA applications very well. Compared to classical analytical models like XPP and PAP, the M 1-model is more accurate and far more flexible, which indicates the potential of deterministic models of electron transport to further increase the spatial resolution of EPMA.

Comparison of Four Probabilistic Models (CARES, Calendex, ConsEspo, SHEDS) to Estimate Aggregate Residential Exposures to Pesticides

EPA Science Inventory

Two deterministic models (US EPA’s Office of Pesticide Programs Residential Standard Operating Procedures (OPP Residential SOPs) and Draft Protocol for Measuring Children’s Non-Occupational Exposure to Pesticides by all Relevant Pathways (Draft Protocol)) and four probabilistic mo...

Tipping point analysis of atmospheric oxygen concentration

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

Livina, V. N.; Forbes, A. B.; Vaz Martins, T. M.

2015-03-15

We apply tipping point analysis to nine observational oxygen concentration records around the globe, analyse their dynamics and perform projections under possible future scenarios, leading to oxygen deficiency in the atmosphere. The analysis is based on statistical physics framework with stochastic modelling, where we represent the observed data as a composition of deterministic and stochastic components estimated from the observed data using Bayesian and wavelet techniques.

Phase space reconstruction and estimation of the largest Lyapunov exponent for gait kinematic data

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

Josiński, Henryk; Świtoński, Adam; Silesian University of Technology, Akademicka 16, 44-100 Gliwice

The authors describe an example of application of nonlinear time series analysis directed at identifying the presence of deterministic chaos in human motion data by means of the largest Lyapunov exponent. The method was previously verified on the basis of a time series constructed from the numerical solutions of both the Lorenz and the Rössler nonlinear dynamical systems.

Nonlinear dynamics of laser systems with elements of a chaos: Advanced computational code

NASA Astrophysics Data System (ADS)

Buyadzhi, V. V.; Glushkov, A. V.; Khetselius, O. Yu; Kuznetsova, A. A.; Buyadzhi, A. A.; Prepelitsa, G. P.; Ternovsky, V. B.

2017-10-01

A general, uniform chaos-geometric computational approach to analysis, modelling and prediction of the non-linear dynamics of quantum and laser systems (laser and quantum generators system etc) with elements of the deterministic chaos is briefly presented. The approach is based on using the advanced generalized techniques such as the wavelet analysis, multi-fractal formalism, mutual information approach, correlation integral analysis, false nearest neighbour algorithm, the Lyapunov’s exponents analysis, and surrogate data method, prediction models etc There are firstly presented the numerical data on the topological and dynamical invariants (in particular, the correlation, embedding, Kaplan-York dimensions, the Lyapunov’s exponents, Kolmogorov’s entropy and other parameters) for laser system (the semiconductor GaAs/GaAlAs laser with a retarded feedback) dynamics in a chaotic and hyperchaotic regimes.

Multi-scale dynamical behavior of spatially distributed systems: a deterministic point of view

NASA Astrophysics Data System (ADS)

Mangiarotti, S.; Le Jean, F.; Drapeau, L.; Huc, M.

2015-12-01

Physical and biophysical systems are spatially distributed systems. Their behavior can be observed or modelled spatially at various resolutions. In this work, a deterministic point of view is adopted to analyze multi-scale behavior taking a set of ordinary differential equation (ODE) as elementary part of the system.To perform analyses, scenes of study are thus generated based on ensembles of identical elementary ODE systems. Without any loss of generality, their dynamics is chosen chaotic in order to ensure sensitivity to initial conditions, that is, one fundamental property of atmosphere under instable conditions [1]. The Rössler system [2] is used for this purpose for both its topological and algebraic simplicity [3,4].Two cases are thus considered: the chaotic oscillators composing the scene of study are taken either independent, or in phase synchronization. Scale behaviors are analyzed considering the scene of study as aggregations (basically obtained by spatially averaging the signal) or as associations (obtained by concatenating the time series). The global modeling technique is used to perform the numerical analyses [5].One important result of this work is that, under phase synchronization, a scene of aggregated dynamics can be approximated by the elementary system composing the scene, but modifying its parameterization [6]. This is shown based on numerical analyses. It is then demonstrated analytically and generalized to a larger class of ODE systems. Preliminary applications to cereal crops observed from satellite are also presented.[1] Lorenz, Deterministic nonperiodic flow. J. Atmos. Sci., 20, 130-141 (1963).[2] Rössler, An equation for continuous chaos, Phys. Lett. A, 57, 397-398 (1976).[3] Gouesbet & Letellier, Global vector-field reconstruction by using a multivariate polynomial L2 approximation on nets, Phys. Rev. E 49, 4955-4972 (1994).[4] Letellier, Roulin & Rössler, Inequivalent topologies of chaos in simple equations, Chaos, Solitons & Fractals, 28, 337-360 (2006).[5] Mangiarotti, Coudret, Drapeau, & Jarlan, Polynomial search and global modeling, Phys. Rev. E 86(4), 046205 (2012).[6] Mangiarotti, Modélisation globale et Caractérisation Topologique de dynamiques environnementales. Habilitation à Diriger des Recherches, Univ. Toulouse 3 (2014).

Scale-invariance underlying the logistic equation and its social applications

NASA Astrophysics Data System (ADS)

Hernando, A.; Plastino, A.

2013-01-01

On the basis of dynamical principles we i) advance a derivation of the Logistic Equation (LE), widely employed (among multiple applications) in the simulation of population growth, and ii) demonstrate that scale-invariance and a mean-value constraint are sufficient and necessary conditions for obtaining it. We also generalize the LE to multi-component systems and show that the above dynamical mechanisms underlie a large number of scale-free processes. Examples are presented regarding city-populations, diffusion in complex networks, and popularity of technological products, all of them obeying the multi-component logistic equation in an either stochastic or deterministic way.

Fractional dynamics using an ensemble of classical trajectories

NASA Astrophysics Data System (ADS)

Sun, Zhaopeng; Dong, Hao; Zheng, Yujun

2018-01-01

A trajectory-based formulation for fractional dynamics is presented and the trajectories are generated deterministically. In this theoretical framework, we derive a new class of estimators in terms of confluent hypergeometric function (F11) to represent the Riesz fractional derivative. Using this method, the simulation of free and confined Lévy flight are in excellent agreement with the exact numerical and analytical results. In addition, the barrier crossing in a bistable potential driven by Lévy noise of index α is investigated. In phase space, the behavior of trajectories reveal the feature of Lévy flight in a better perspective.

Use of recurrence plot and recurrence quantification analysis in Taiwan unemployment rate time series

NASA Astrophysics Data System (ADS)

Chen, Wei-Shing

2011-04-01

The aim of the article is to answer the question if the Taiwan unemployment rate dynamics is generated by a non-linear deterministic dynamic process. This paper applies a recurrence plot and recurrence quantification approach based on the analysis of non-stationary hidden transition patterns of the unemployment rate of Taiwan. The case study uses the time series data of the Taiwan’s unemployment rate during the period from 1978/01 to 2010/06. The results show that recurrence techniques are able to identify various phases in the evolution of unemployment transition in Taiwan.

Detection of "noisy" chaos in a time series

NASA Technical Reports Server (NTRS)

Chon, K. H.; Kanters, J. K.; Cohen, R. J.; Holstein-Rathlou, N. H.

1997-01-01

Time series from biological system often displays fluctuations in the measured variables. Much effort has been directed at determining whether this variability reflects deterministic chaos, or whether it is merely "noise". The output from most biological systems is probably the result of both the internal dynamics of the systems, and the input to the system from the surroundings. This implies that the system should be viewed as a mixed system with both stochastic and deterministic components. We present a method that appears to be useful in deciding whether determinism is present in a time series, and if this determinism has chaotic attributes. The method relies on fitting a nonlinear autoregressive model to the time series followed by an estimation of the characteristic exponents of the model over the observed probability distribution of states for the system. The method is tested by computer simulations, and applied to heart rate variability data.

Catching a quantum jump in mid-flight

NASA Astrophysics Data System (ADS)

Minev, Z. K.; Mundhada, S. O.; Zalys-Geller, E.; Shankar, S.; Rheinhold, P.; Frunzio, L.; Schoelkopf, R. J.; Mirrahimi, M.; Devoret, M. H.

Quantum jumps provide a fundamental manifestation of the interplay between coherent dynamics and strong continuous measurements. Interestingly, the modern theoretical vantage point of quantum trajectories (Carmichael, 1993) suggests that the jump is not instantaneous, but rather smooth, coherent, and under the right conditions may present a deterministic character. We revisit the original observation of quantum jumps in a V-type, three-level atom (Berquist, 1986; Sauter, 1986), in order to ``deterministically'' catch the jump in mid-flight. We have designed and operated a V-type superconducting artificial atom with the 3 needed levels: G (for Ground), B (for Bright), and D (for Dark). The atom is coupled to a continuously monitored microwave mode that can distinguish B from the manifold formed by G and D, but without distinguishing G from D. We will present preliminary results showing how this experiment can be realized. Work supported by: ARO, ONR, AFOSR and YINQE. Discussions with H. Carmichael are gratefully acknowledged.

Forbidden patterns in financial time series

NASA Astrophysics Data System (ADS)

Zanin, Massimiliano

2008-03-01

The existence of forbidden patterns, i.e., certain missing sequences in a given time series, is a recently proposed instrument of potential application in the study of time series. Forbidden patterns are related to the permutation entropy, which has the basic properties of classic chaos indicators, such as Lyapunov exponent or Kolmogorov entropy, thus allowing to separate deterministic (usually chaotic) from random series; however, it requires fewer values of the series to be calculated, and it is suitable for using with small datasets. In this paper, the appearance of forbidden patterns is studied in different economical indicators such as stock indices (Dow Jones Industrial Average and Nasdaq Composite), NYSE stocks (IBM and Boeing), and others (ten year Bond interest rate), to find evidence of deterministic behavior in their evolutions. Moreover, the rate of appearance of the forbidden patterns is calculated, and some considerations about the underlying dynamics are suggested.

Converting differential-equation models of biological systems to membrane computing.

PubMed

Muniyandi, Ravie Chandren; Zin, Abdullah Mohd; Sanders, J W

2013-12-01

This paper presents a method to convert the deterministic, continuous representation of a biological system by ordinary differential equations into a non-deterministic, discrete membrane computation. The dynamics of the membrane computation is governed by rewrite rules operating at certain rates. That has the advantage of applying accurately to small systems, and to expressing rates of change that are determined locally, by region, but not necessary globally. Such spatial information augments the standard differentiable approach to provide a more realistic model. A biological case study of the ligand-receptor network of protein TGF-β is used to validate the effectiveness of the conversion method. It demonstrates the sense in which the behaviours and properties of the system are better preserved in the membrane computing model, suggesting that the proposed conversion method may prove useful for biological systems in particular. Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.

Hill functions for stochastic gene regulatory networks from master equations with split nodes and time-scale separation

NASA Astrophysics Data System (ADS)

Lipan, Ovidiu; Ferwerda, Cameron

2018-02-01

The deterministic Hill function depends only on the average values of molecule numbers. To account for the fluctuations in the molecule numbers, the argument of the Hill function needs to contain the means, the standard deviations, and the correlations. Here we present a method that allows for stochastic Hill functions to be constructed from the dynamical evolution of stochastic biocircuits with specific topologies. These stochastic Hill functions are presented in a closed analytical form so that they can be easily incorporated in models for large genetic regulatory networks. Using a repressive biocircuit as an example, we show by Monte Carlo simulations that the traditional deterministic Hill function inaccurately predicts time of repression by an order of two magnitudes. However, the stochastic Hill function was able to capture the fluctuations and thus accurately predicted the time of repression.

Deterministic entanglement generation from driving through quantum phase transitions.

PubMed

Luo, Xin-Yu; Zou, Yi-Quan; Wu, Ling-Na; Liu, Qi; Han, Ming-Fei; Tey, Meng Khoon; You, Li

2017-02-10

Many-body entanglement is often created through the system evolution, aided by nonlinear interactions between the constituting particles. These very dynamics, however, can also lead to fluctuations and degradation of the entanglement if the interactions cannot be controlled. Here, we demonstrate near-deterministic generation of an entangled twin-Fock condensate of ~11,000 atoms by driving a arubidium-87 Bose-Einstein condensate undergoing spin mixing through two consecutive quantum phase transitions (QPTs). We directly observe number squeezing of 10.7 ± 0.6 decibels and normalized collective spin length of 0.99 ± 0.01. Together, these observations allow us to infer an entanglement-enhanced phase sensitivity of ~6 decibels beyond the standard quantum limit and an entanglement breadth of ~910 atoms. Our work highlights the power of generating large-scale useful entanglement by taking advantage of the different entanglement landscapes separated by QPTs. Copyright © 2017, American Association for the Advancement of Science.

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.

Unifying Complexity and Information

NASA Astrophysics Data System (ADS)

Ke, Da-Guan

2013-04-01

Complex systems, arising in many contexts in the computer, life, social, and physical sciences, have not shared a generally-accepted complexity measure playing a fundamental role as the Shannon entropy H in statistical mechanics. Superficially-conflicting criteria of complexity measurement, i.e. complexity-randomness (C-R) relations, have given rise to a special measure intrinsically adaptable to more than one criterion. However, deep causes of the conflict and the adaptability are not much clear. Here I trace the root of each representative or adaptable measure to its particular universal data-generating or -regenerating model (UDGM or UDRM). A representative measure for deterministic dynamical systems is found as a counterpart of the H for random process, clearly redefining the boundary of different criteria. And a specific UDRM achieving the intrinsic adaptability enables a general information measure that ultimately solves all major disputes. This work encourages a single framework coving deterministic systems, statistical mechanics and real-world living organisms.

The forecasting research of early warning systems for atmospheric pollutants: A case in Yangtze River Delta region

NASA Astrophysics Data System (ADS)

Song, Yiliao; Qin, Shanshan; Qu, Jiansheng; Liu, Feng

2015-10-01

The issue of air quality regarding PM pollution levels in China is a focus of public attention. To address that issue, to date, a series of studies is in progress, including PM monitoring programs, PM source apportionment, and the enactment of new ambient air quality index standards. However, related research concerning computer modeling for PM future trends estimation is rare, despite its significance to forecasting and early warning systems. Thereby, a study regarding deterministic and interval forecasts of PM is performed. In this study, data on hourly and 12 h-averaged air pollutants are applied to forecast PM concentrations within the Yangtze River Delta (YRD) region of China. The characteristics of PM emissions have been primarily examined and analyzed using different distribution functions. To improve the distribution fitting that is crucial for estimating PM levels, an artificial intelligence algorithm is incorporated to select the optimal parameters. Following that step, an ANF model is used to conduct deterministic forecasts of PM. With the identified distributions and deterministic forecasts, different levels of PM intervals are estimated. The results indicate that the lognormal or gamma distributions are highly representative of the recorded PM data with a goodness-of-fit R2 of approximately 0.998. Furthermore, the results of the evaluation metrics (MSE, MAPE and CP, AW) also show high accuracy within the deterministic and interval forecasts of PM, indicating that this method enables the informative and effective quantification of future PM trends.

Analysis of whisker-toughened CMC structural components using an interactive reliability model

NASA Technical Reports Server (NTRS)

Duffy, Stephen F.; Palko, Joseph L.

1992-01-01

Realizing wider utilization of ceramic matrix composites (CMC) requires the development of advanced structural analysis technologies. This article focuses on the use of interactive reliability models to predict component probability of failure. The deterministic William-Warnke failure criterion serves as theoretical basis for the reliability model presented here. The model has been implemented into a test-bed software program. This computer program has been coupled to a general-purpose finite element program. A simple structural problem is presented to illustrate the reliability model and the computer algorithm.

Regional synchrony in full-scale activated sludge bioreactors due to deterministic microbial community assembly

PubMed Central

Griffin, James S; Wells, George F

2017-01-01

Seasonal community structure and regionally synchronous population dynamics have been observed in natural microbial ecosystems, but have not been well documented in wastewater treatment bioreactors. Few studies of community dynamics in full-scale activated sludge systems facing similar meteorological conditions have been done to compare the importance of deterministic and neutral community assembly mechanisms. We subjected weekly activated sludge samples from six regional full-scale bioreactors at four wastewater treatment plants obtained over 1 year to Illumina sequencing of 16S ribosomal RNA genes, resulting in a library of over 17 million sequences. All samples derived from reactors treating primarily municipal wastewater. Despite variation in operational characteristics and location, communities displayed temporal synchrony at the individual operational taxonomic unit (OTU), broad phylogenetic affiliation and community-wide scale. Bioreactor communities were dominated by 134 abundant and highly regionally synchronized OTU populations that accounted for over 50% of the total reads. Non-core OTUs displayed abundance-dependent population synchrony. Alpha diversity varied by reactor, but showed a highly reproducible and synchronous seasonal fluctuation. Community similarity was dominated by seasonal changes, but individual reactors maintained minor stable differences after 1 year. Finally, the impacts of mass migration driven by direct biomass transfers between reactors was investigated, but had no significant effect on community similarity or diversity in the sink community. Our results show that population dynamics in activated sludge bioreactors are consistent with niche-driven assembly guided by seasonal temperature fluctuations. PMID:27996980

Stochastic amplification and signaling in enzymatic futile cycles through noise-induced bistability with oscillations

NASA Astrophysics Data System (ADS)

Samoilov, Michael; Plyasunov, Sergey; Arkin, Adam P.

2005-02-01

Stochastic effects in biomolecular systems have now been recognized as a major physiologically and evolutionarily important factor in the development and function of many living organisms. Nevertheless, they are often thought of as providing only moderate refinements to the behaviors otherwise predicted by the classical deterministic system description. In this work we show by using both analytical and numerical investigation that at least in one ubiquitous class of (bio)chemical-reaction mechanisms, enzymatic futile cycles, the external noise may induce a bistable oscillatory (dynamic switching) behavior that is both quantitatively and qualitatively different from what is predicted or possible deterministically. We further demonstrate that the noise required to produce these distinct properties can itself be caused by a set of auxiliary chemical reactions, making it feasible for biological systems of sufficient complexity to generate such behavior internally. This new stochastic dynamics then serves to confer additional functional modalities on the enzymatic futile cycle mechanism that include stochastic amplification and signaling, the characteristics of which could be controlled by both the type and parameters of the driving noise. Hence, such noise-induced phenomena may, among other roles, potentially offer a novel type of control mechanism in pathways that contain these cycles and the like units. In particular, observations of endogenous or externally driven noise-induced dynamics in regulatory networks may thus provide additional insight into their topology, structure, and kinetics. network motif | signal transduction | chemical reaction | synthetic biology | systems biology

A Probabilistic, Dynamic, and Attribute-wise Model of Intertemporal Choice

PubMed Central

Dai, Junyi; Busemeyer, Jerome R.

2014-01-01

Most theoretical and empirical research on intertemporal choice assumes a deterministic and static perspective, leading to the widely adopted delay discounting models. As a form of preferential choice, however, intertemporal choice may be generated by a stochastic process that requires some deliberation time to reach a decision. We conducted three experiments to investigate how choice and decision time varied as a function of manipulations designed to examine the delay duration effect, the common difference effect, and the magnitude effect in intertemporal choice. The results, especially those associated with the delay duration effect, challenged the traditional deterministic and static view and called for alternative approaches. Consequently, various static or dynamic stochastic choice models were explored and fit to the choice data, including alternative-wise models derived from the traditional exponential or hyperbolic discount function and attribute-wise models built upon comparisons of direct or relative differences in money and delay. Furthermore, for the first time, dynamic diffusion models, such as those based on decision field theory, were also fit to the choice and response time data simultaneously. The results revealed that the attribute-wise diffusion model with direct differences, power transformations of objective value and time, and varied diffusion parameter performed the best and could account for all three intertemporal effects. In addition, the empirical relationship between choice proportions and response times was consistent with the prediction of diffusion models and thus favored a stochastic choice process for intertemporal choice that requires some deliberation time to make a decision. PMID:24635188

Dynamics of the double-crested cormorant population on Lake Ontario

USGS Publications Warehouse

Blackwell, Bradley F.; Stapanian, Martin A.; Weseloh, D.V. Chip

2002-01-01

After nearly 30 years of recolonization and expansion across North America, the double-crested cormorant (Phalacrocorax auritus) occupies the role of a perceived and, in some situations, realized threat to fish stocks and other resources. However, population data necessary to plan, defend, and implement management of this species are few. Our purpose was to gain insight into the relative contribution of various population parameters to the overall rate of population growth and identify data needs critical to improving our understanding of the dynamics of double-crested cormorant populations. We demonstrated the construction of a biologically reasonable representation of cormorant population growth on Lake Ontario (1979-2000) by referencing literature values for fertility, age at first breeding, and survival. These parameters were incorporated into a deterministic stage-classified matrix model. By calculating the elasticity of matrix elements (i.e., statgspecific fertility and survival), we found that cormorant population growth on Lake Ontario was most sensitive to survival of birds about to turn age 3 and older. Finally, we demonstrated how this information could be used to evaluate management scenarios and direct future research by simulating potential environmental effects on fertility and survival, as well as a 5-year egg-oiling program. We also demonstrated that survival of older birds exerts more effective population control than changes in fertility.

A deterministic model predicts the properties of stochastic calcium oscillations in airway smooth muscle cells.

PubMed

Cao, Pengxing; Tan, Xiahui; Donovan, Graham; Sanderson, Michael J; Sneyd, James

2014-08-01

The inositol trisphosphate receptor ([Formula: see text]) is one of the most important cellular components responsible for oscillations in the cytoplasmic calcium concentration. Over the past decade, two major questions about the [Formula: see text] have arisen. Firstly, how best should the [Formula: see text] be modeled? In other words, what fundamental properties of the [Formula: see text] allow it to perform its function, and what are their quantitative properties? Secondly, although calcium oscillations are caused by the stochastic opening and closing of small numbers of [Formula: see text], is it possible for a deterministic model to be a reliable predictor of calcium behavior? Here, we answer these two questions, using airway smooth muscle cells (ASMC) as a specific example. Firstly, we show that periodic calcium waves in ASMC, as well as the statistics of calcium puffs in other cell types, can be quantitatively reproduced by a two-state model of the [Formula: see text], and thus the behavior of the [Formula: see text] is essentially determined by its modal structure. The structure within each mode is irrelevant for function. Secondly, we show that, although calcium waves in ASMC are generated by a stochastic mechanism, [Formula: see text] stochasticity is not essential for a qualitative prediction of how oscillation frequency depends on model parameters, and thus deterministic [Formula: see text] models demonstrate the same level of predictive capability as do stochastic models. We conclude that, firstly, calcium dynamics can be accurately modeled using simplified [Formula: see text] models, and, secondly, to obtain qualitative predictions of how oscillation frequency depends on parameters it is sufficient to use a deterministic model.

Analytical results for the statistical distribution related to a memoryless deterministic walk: dimensionality effect and mean-field models.

PubMed

Terçariol, César Augusto Sangaletti; Martinez, Alexandre Souto

2005-08-01

Consider a medium characterized by N points whose coordinates are randomly generated by a uniform distribution along the edges of a unitary d-dimensional hypercube. A walker leaves from each point of this disordered medium and moves according to the deterministic rule to go to the nearest point which has not been visited in the preceding mu steps (deterministic tourist walk). Each trajectory generated by this dynamics has an initial nonperiodic part of t steps (transient) and a final periodic part of p steps (attractor). The neighborhood rank probabilities are parametrized by the normalized incomplete beta function Id= I1/4 [1/2, (d+1) /2] . The joint distribution S(N) (mu,d) (t,p) is relevant, and the marginal distributions previously studied are particular cases. We show that, for the memory-less deterministic tourist walk in the euclidean space, this distribution is Sinfinity(1,d) (t,p) = [Gamma (1+ I(-1)(d)) (t+ I(-1)(d) ) /Gamma(t+p+ I(-1)(d)) ] delta(p,2), where t=0, 1,2, ... infinity, Gamma(z) is the gamma function and delta(i,j) is the Kronecker delta. The mean-field models are the random link models, which correspond to d-->infinity, and the random map model which, even for mu=0 , presents nontrivial cycle distribution [ S(N)(0,rm) (p) proportional to p(-1) ] : S(N)(0,rm) (t,p) =Gamma(N)/ {Gamma[N+1- (t+p) ] N( t+p)}. The fundamental quantities are the number of explored points n(e)=t+p and Id. Although the obtained distributions are simple, they do not follow straightforwardly and they have been validated by numerical experiments.

Novel metaheuristic for parameter estimation in nonlinear dynamic biological systems

PubMed Central

Rodriguez-Fernandez, Maria; Egea, Jose A; Banga, Julio R

2006-01-01

Background We consider the problem of parameter estimation (model calibration) in nonlinear dynamic models of biological systems. Due to the frequent ill-conditioning and multi-modality of many of these problems, traditional local methods usually fail (unless initialized with very good guesses of the parameter vector). In order to surmount these difficulties, global optimization (GO) methods have been suggested as robust alternatives. Currently, deterministic GO methods can not solve problems of realistic size within this class in reasonable computation times. In contrast, certain types of stochastic GO methods have shown promising results, although the computational cost remains large. Rodriguez-Fernandez and coworkers have presented hybrid stochastic-deterministic GO methods which could reduce computation time by one order of magnitude while guaranteeing robustness. Our goal here was to further reduce the computational effort without loosing robustness. Results We have developed a new procedure based on the scatter search methodology for nonlinear optimization of dynamic models of arbitrary (or even unknown) structure (i.e. black-box models). In this contribution, we describe and apply this novel metaheuristic, inspired by recent developments in the field of operations research, to a set of complex identification problems and we make a critical comparison with respect to the previous (above mentioned) successful methods. Conclusion Robust and efficient methods for parameter estimation are of key importance in systems biology and related areas. The new metaheuristic presented in this paper aims to ensure the proper solution of these problems by adopting a global optimization approach, while keeping the computational effort under reasonable values. This new metaheuristic was applied to a set of three challenging parameter estimation problems of nonlinear dynamic biological systems, outperforming very significantly all the methods previously used for these benchmark problems. PMID:17081289

Novel metaheuristic for parameter estimation in nonlinear dynamic biological systems.

PubMed

Rodriguez-Fernandez, Maria; Egea, Jose A; Banga, Julio R

2006-11-02

We consider the problem of parameter estimation (model calibration) in nonlinear dynamic models of biological systems. Due to the frequent ill-conditioning and multi-modality of many of these problems, traditional local methods usually fail (unless initialized with very good guesses of the parameter vector). In order to surmount these difficulties, global optimization (GO) methods have been suggested as robust alternatives. Currently, deterministic GO methods can not solve problems of realistic size within this class in reasonable computation times. In contrast, certain types of stochastic GO methods have shown promising results, although the computational cost remains large. Rodriguez-Fernandez and coworkers have presented hybrid stochastic-deterministic GO methods which could reduce computation time by one order of magnitude while guaranteeing robustness. Our goal here was to further reduce the computational effort without loosing robustness. We have developed a new procedure based on the scatter search methodology for nonlinear optimization of dynamic models of arbitrary (or even unknown) structure (i.e. black-box models). In this contribution, we describe and apply this novel metaheuristic, inspired by recent developments in the field of operations research, to a set of complex identification problems and we make a critical comparison with respect to the previous (above mentioned) successful methods. Robust and efficient methods for parameter estimation are of key importance in systems biology and related areas. The new metaheuristic presented in this paper aims to ensure the proper solution of these problems by adopting a global optimization approach, while keeping the computational effort under reasonable values. This new metaheuristic was applied to a set of three challenging parameter estimation problems of nonlinear dynamic biological systems, outperforming very significantly all the methods previously used for these benchmark problems.

Integrating the effects of forest cover on slope stability in a deterministic landslide susceptibility model (TRIGRS 2.0)

NASA Astrophysics Data System (ADS)

Zieher, T.; Rutzinger, M.; Bremer, M.; Meissl, G.; Geitner, C.

2014-12-01

The potentially stabilizing effects of forest cover in respect of slope stability have been the subject of many studies in the recent past. Hence, the effects of trees are also considered in many deterministic landslide susceptibility models. TRIGRS 2.0 (Transient Rainfall Infiltration and Grid-Based Regional Slope-Stability; USGS) is a dynamic, physically-based model designed to estimate shallow landslide susceptibility in space and time. In the original version the effects of forest cover are not considered. As for further studies in Vorarlberg (Austria) TRIGRS 2.0 is intended to be applied in selected catchments that are densely forested, the effects of trees on slope stability were implemented in the model. Besides hydrological impacts such as interception or transpiration by tree canopies and stems, root cohesion directly influences the stability of slopes especially in case of shallow landslides while the additional weight superimposed by trees is of minor relevance. Detailed data on tree positions and further attributes such as tree height and diameter at breast height were derived throughout the study area (52 km²) from high-resolution airborne laser scanning data. Different scenarios were computed for spruce (Picea abies) in the study area. Root cohesion was estimated area-wide based on published correlations between root reinforcement and distance to tree stems depending on the stem diameter at breast height. In order to account for decreasing root cohesion with depth an exponential distribution was assumed and implemented in the model. Preliminary modelling results show that forest cover can have positive effects on slope stability yet strongly depending on tree age and stand structure. This work has been conducted within C3S-ISLS, which is funded by the Austrian Climate and Energy Fund, 5th ACRP Program.

Dynamical Epidemic Suppression Using Stochastic Prediction and Control

DTIC Science & Technology

2004-10-28

initial probability density function (PDF), p: D C R2 -- R, is defined by the stochastic Frobenius - Perron For deterministic systems, normal methods of...induced chaos. To analyze the qualitative change, we apply the technique of the stochastic Frobenius - Perron operator [L. Billings et al., Phys. Rev. Lett...transition matrix describing the probability of transport from one region of phase space to another, which approximates the stochastic Frobenius - Perron

Aging by epigenetics-A consequence of chromatin damage?

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

Sedivy, John M.; Banumathy, Gowrishankar; Adams, Peter D.

Chromatin structure is not fixed. Instead, chromatin is dynamic and is subject to extensive developmental and age-associated remodeling. In some cases, this remodeling appears to counter the aging and age-associated diseases, such as cancer, and extend organismal lifespan. However, stochastic non-deterministic changes in chromatin structure might, over time, also contribute to the break down of nuclear, cell and tissue function, and consequently aging and age-associated diseases.

Chaotic behavior in Malaysian stock market: A study with recurrence quantification analysis

NASA Astrophysics Data System (ADS)

Niu, Betty Voon Wan; Noorani, Mohd Salmi Md; Jaaman, Saiful Hafizah

2016-11-01

The dynamics of stock market has been questioned for decades. Its behavior appeared random yet some found it behaves as chaos. Up to 5000 daily adjusted closing data of FTSE Bursa Malaysia Kuala Lumpur Composite Index (KLSE) was investigated through recurrence plot and recurrence quantification analysis. Results were compared between stochastic system, chaotic system and deterministic system. Results show that KLSE daily adjusted closing data behaves chaotically.

Modeling the hysteretic moisture and temperature responses of soil carbon decomposition resulting from organo-mineral interactions

NASA Astrophysics Data System (ADS)

Tang, J.; Riley, W. J.

2017-12-01

Most existing soil carbon cycle models have modeled the moisture and temperature dependence of soil respiration using deterministic response functions. However, empirical data suggest abundant variability in both of these dependencies. We here use the recently developed SUPECA (Synthesizing Unit and Equilibrium Chemistry Approximation) theory and a published dynamic energy budget based microbial model to investigate how soil carbon decomposition responds to changes in soil moisture and temperature under the influence of organo-mineral interactions. We found that both the temperature and moisture responses are hysteretic and cannot be represented by deterministic functions. We then evaluate how the multi-scale variability in temperature and moisture forcing affect soil carbon decomposition. Our results indicate that when the model is run in scenarios mimicking laboratory incubation experiments, the often-observed temperature and moisture response functions can be well reproduced. However, when such response functions are used for model extrapolation involving more transient variability in temperature and moisture forcing (as found in real ecosystems), the dynamic model that explicitly accounts for hysteresis in temperature and moisture dependency produces significantly different estimations of soil carbon decomposition, suggesting there are large biases in models that do not resolve such hysteresis. We call for more studies on organo-mineral interactions to improve modeling of such hysteresis.

Dynamical Systems Theory in Quantitative Psychology and Cognitive Science: A Fair Discrimination between Deterministic and Statistical Counterparts is Required.

PubMed

Gadomski, Adam; Ausloos, Marcel; Casey, Tahlia

2017-04-01

This article addresses a set of observations framed in both deterministic as well as statistical formal guidelines. It operates within the framework of nonlinear dynamical systems theory (NDS). It is argued that statistical approaches can manifest themselves ambiguously, creating practical discrepancies in psychological and cognitive data analyses both quantitatively and qualitatively. This is sometimes termed in literature as 'questionable research practices.' This communication points to the demand for a deeper awareness of the data 'initial conditions, allowing to focus on pertinent evolution constraints in such systems.' It also considers whether the exponential (Malthus-type) or the algebraic (Pareto-type) statistical distribution ought to be effectively considered in practical interpretations. The role of repetitive specific behaviors by patients seeking treatment is examined within the NDS frame. The significance of these behaviors, involving a certain memory effect seems crucial in determining a patient's progression or regression. With this perspective, it is discussed how a sensitively applied hazardous or triggering factor can be helpful for well-controlled psychological strategic treatments; those attributable to obsessive-compulsive disorders or self-injurious behaviors are recalled in particular. There are both inherent criticality- and complexity-exploiting (reduced-variance based) relations between a therapist and a patient that can be intrinsically included in NDS theory.

Guidance and Control strategies for aerospace vehicles

NASA Technical Reports Server (NTRS)

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

1989-01-01

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

Analyzing simulation-based PRA data through traditional and topological clustering: A BWR station blackout case study

DOE PAGES

Maljovec, D.; Liu, S.; Wang, B.; ...

2015-07-14

Here, dynamic probabilistic risk assessment (DPRA) methodologies couple system simulator codes (e.g., RELAP and MELCOR) with simulation controller codes (e.g., RAVEN and ADAPT). Whereas system simulator codes model system dynamics deterministically, simulation controller codes introduce both deterministic (e.g., system control logic and operating procedures) and stochastic (e.g., component failures and parameter uncertainties) elements into the simulation. Typically, a DPRA is performed by sampling values of a set of parameters and simulating the system behavior for that specific set of parameter values. For complex systems, a major challenge in using DPRA methodologies is to analyze the large number of scenarios generated,more » where clustering techniques are typically employed to better organize and interpret the data. In this paper, we focus on the analysis of two nuclear simulation datasets that are part of the risk-informed safety margin characterization (RISMC) boiling water reactor (BWR) station blackout (SBO) case study. We provide the domain experts a software tool that encodes traditional and topological clustering techniques within an interactive analysis and visualization environment, for understanding the structures of such high-dimensional nuclear simulation datasets. We demonstrate through our case study that both types of clustering techniques complement each other for enhanced structural understanding of the data.« less

Changes of soil prokaryotic communities after clear-cutting in a karst forest: evidences for cutting-based disturbance promoting deterministic processes.

PubMed

Zhang, Xiao; Liu, Shirong; Li, Xiangzhen; Wang, Jingxin; Ding, Qiong; Wang, Hui; Tian, Chao; Yao, Minjie; An, Jiaxing; Huang, Yongtao

2016-03-01

To understand the temporal responses of soil prokaryotic communities to clear-cutting disturbance, we examined the changes in soil bacterial and archaeal community composition, structure and diversity along a chronosequence of forest successional restoration using high-throughput 16S rRNA gene sequencing. Our results demonstrated that clear-cutting significantly altered soil bacterial community structure, while no significant shifts of soil archaeal communities were observed. The hypothesis that soil bacterial communities would become similar to those of surrounding intact primary forest with natural regeneration was supported by the shifts in the bacterial community composition and structure. Bacterial community diversity patterns induced by clear-cutting were consistent with the intermediate disturbance hypothesis. Dynamics of bacterial communities was mostly driven by soil properties, which collectively explained more than 70% of the variation in bacterial community composition. Community assembly data revealed that clear-cutting promoted the importance of the deterministic processes in shaping bacterial communities, coinciding with the resultant low resource environments. But assembly processes in the secondary forest returned a similar level compared to the intact primary forest. These findings suggest that bacterial community dynamics may be predictable during the natural recovery process. © FEMS 2016. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

MICRO-U 70.1: Training Model of an Instructional Institution, Users Manual.

ERIC Educational Resources Information Center

Springer, Colby H.

MICRO-U is a student demand driven deterministic model. Student enrollment, by degree program, is used to develop an Instructional Work Load Matrix. Linear equations using Weekly Student Contact Hours (WSCH), Full Time Equivalent (FTE) students, FTE faculty, and number of disciplines determine library, central administration, and physical plant…

Influence of demographic changes on the impact of vaccination against varicella and herpes zoster in Germany - a mathematical modelling study.

PubMed

Horn, Johannes; Damm, Oliver; Greiner, Wolfgang; Hengel, Hartmut; Kretzschmar, Mirjam E; Siedler, Anette; Ultsch, Bernhard; Weidemann, Felix; Wichmann, Ole; Karch, André; Mikolajczyk, Rafael T

2018-01-09

Epidemiological studies suggest that reduced exposure to varicella might lead to an increased risk for herpes zoster (HZ). Reduction of exposure to varicella is a consequence of varicella vaccination but also of demographic changes. We analyzed how the combination of vaccination programs and demographic dynamics will affect the epidemiology of varicella and HZ in Germany over the next 50 years. We used a deterministic dynamic compartmental model to assess the impact of different varicella and HZ vaccination strategies on varicella and HZ epidemiology in three demographic scenarios, namely the projected population for Germany, the projected population additionally accounting for increased immigration as observed in 2015/2016, and a stationary population. Projected demographic changes alone result in an increase of annual HZ cases by 18.3% and a decrease of varicella cases by 45.7% between 1990 and 2060. Independently of the demographic scenario, varicella vaccination reduces the cumulative number of varicella cases until 2060 by approximately 70%, but also increases HZ cases by 10%. Unlike the currently licensed live attenuated HZ vaccine, the new subunit vaccine candidate might completely counteract this effect. Relative vaccine effects were consistent across all demographic scenarios. Demographic dynamics will be a major determinant of HZ epidemiology in the next 50 years. While stationary population models are appropriate for assessing vaccination impact, models incorporating realistic population structures allow a direct comparison to surveillance data and can thus provide additional input for immunization decision-making and resource planning.

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

High dynamic range infrared radiometry and imaging

NASA Technical Reports Server (NTRS)

Coon, Darryl D.; Karunasiri, R. P. G.; Bandara, K. M. S. V.

1988-01-01

The use is described of cryogenically cooled, extrinsic silicon infrared detectors in an unconventional mode of operation which offers an unusually large dynamic range. The system performs intensity-to-frequency conversion at the focal plane via simple circuits with very low power consumption. The incident IR intensity controls the repetition rate of short duration output pulses over a pulse rate dynamic range of about 10(6). Theory indicates the possibility of monotonic and approx. linear response over the full dynamic range. A comparison between the theoretical and the experimental results shows that the model provides a reasonably good description of experimental data. Some measurements of survivability with a very intense IR source were made on these devices and found to be very encouraging. Evidence continues to indicate that some variations in interpulse time intervals are deterministic rather than probabilistic.

Robust Programming Problems Based on the Mean-Variance Model Including Uncertainty Factors

NASA Astrophysics Data System (ADS)

Hasuike, Takashi; Ishii, Hiroaki

2009-01-01

This paper considers robust programming problems based on the mean-variance model including uncertainty sets and fuzzy factors. Since these problems are not well-defined problems due to fuzzy factors, it is hard to solve them directly. Therefore, introducing chance constraints, fuzzy goals and possibility measures, the proposed models are transformed into the deterministic equivalent problems. Furthermore, in order to solve these equivalent problems efficiently, the solution method is constructed introducing the mean-absolute deviation and doing the equivalent transformations.

Hpm of Estrogen Model on the Dynamics of Breast Cancer

NASA Astrophysics Data System (ADS)

Govindarajan, A.; Balamuralitharan, S.; Sundaresan, T.

2018-04-01

We enhance a deterministic mathematical model involving universal dynamics on breast cancer with immune response. This is population model so includes Normal cells class, Tumor cells, Immune cells and Estrogen. The eects regarding Estrogen are below incorporated in the model. The effects show to that amount the arrival of greater Estrogen increases the danger over growing breast cancer. Furthermore, approximate solution regarding nonlinear differential equations is arrived by Homotopy Perturbation Method (HPM). Hes HPM is good and correct technique after solve nonlinear differential equation directly. Approximate solution learnt with the support of that method is suitable same as like the actual results in accordance with this models.

Backward bifurcation and optimal control of Plasmodium Knowlesi malaria

NASA Astrophysics Data System (ADS)

Abdullahi, Mohammed Baba; Hasan, Yahya Abu; Abdullah, Farah Aini

2014-07-01

A deterministic model for the transmission dynamics of Plasmodium Knowlesi malaria with direct transmission is developed. The model is analyzed using dynamical system techniques and it shows that the backward bifurcation occurs for some range of parameters. The model is extended to assess the impact of time dependent preventive (biological and chemical control) against the mosquitoes and vaccination for susceptible humans, while treatment for infected humans. The existence of optimal control is established analytically by the use of optimal control theory. Numerical simulations of the problem, suggest that applying the four control measure can effectively reduce if not eliminate the spread of Plasmodium Knowlesi in a community.

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

Khrennikov, Andrei; Volovich, Yaroslav

We analyze dynamical consequences of a conjecture that there exists a fundamental (indivisible) quant of time. In particular we study the problem of discrete energy levels of hydrogen atom. We are able to reconstruct potential which in discrete time formalism leads to energy levels of unperturbed hydrogen atom. We also consider linear energy levels of quantum harmonic oscillator and show how they are produced in the discrete time formalism. More generally, we show that in discrete time formalism finite motion in central potential leads to discrete energy spectrum, the property which is common for quantum mechanical theory. Thus deterministic (butmore » discrete time{exclamation_point}) dynamics is compatible with discrete energy levels.« less

Greed, fear and stock market dynamics

NASA Astrophysics Data System (ADS)

Westerhoff, Frank H.

2004-11-01

We present a behavioral stock market model in which traders are driven by greed and fear. In general, the agents optimistically believe in rising markets and thus buy stocks. But if stock prices change too abruptly, they panic and sell stocks. Our model mimics some stylized facts of stock market dynamics: (1) stock prices increase over time, (2) stock markets sometimes crash, (3) stock prices show little pair correlation between successive daily changes, and (4) periods of low volatility alternate with periods of high volatility. A strong feature of the model is that stock prices completely evolve according to a deterministic low-dimensional nonlinear law of motion.

Programmable superpositions of Ising configurations

NASA Astrophysics Data System (ADS)

Sieberer, Lukas M.; Lechner, Wolfgang

2018-05-01

We present a framework to prepare superpositions of bit strings, i.e., many-body spin configurations, with deterministic programmable probabilities. The spin configurations are encoded in the degenerate ground states of the lattice-gauge representation of an all-to-all connected Ising spin glass. The ground-state manifold is invariant under variations of the gauge degrees of freedom, which take the form of four-body parity constraints. Our framework makes use of these degrees of freedom by individually tuning them to dynamically prepare programmable superpositions. The dynamics combines an adiabatic protocol with controlled diabatic transitions. We derive an effective model that allows one to determine the control parameters efficiently even for large system sizes.

A model for a spatially structured metapopulation accounting for within patch dynamics.

PubMed

Smith, Andrew G; McVinish, Ross; Pollett, Philip K

2014-01-01

We develop a stochastic metapopulation model that accounts for spatial structure as well as within patch dynamics. Using a deterministic approximation derived from a functional law of large numbers, we develop conditions for extinction and persistence of the metapopulation in terms of the birth, death and migration parameters. Interestingly, we observe the Allee effect in a metapopulation comprising two patches of greatly different sizes, despite there being decreasing patch specific per-capita birth rates. We show that the Allee effect is due to the way the migration rates depend on the population density of the patches. Copyright © 2013 Elsevier Inc. All rights reserved.

Some remarks on the compatibility between determinism and unpredictability.

PubMed

Franceschelli, Sara

2012-09-01

Determinism and unpredictability are compatible since deterministic flows can produce, if sensitive to initial conditions, unpredictable behaviors. Within this perspective, the notion of scenario to chaos transition offers a new form of predictability for the behavior of sensitive to initial condition systems under the variation of a control parameter. In this paper I first shed light on the genesis of this notion, based on a dynamical systems approach and on considerations of structural stability. I then suggest a link to the figure of epigenetic landscape, partially inspired by a dynamical systems perspective, and offering a theoretical framework to apprehend developmental noise. Copyright © 2012 Elsevier Ltd. All rights reserved.

Aperiodic dynamics in a deterministic adaptive network model of attitude formation in social groups

NASA Astrophysics Data System (ADS)

Ward, Jonathan A.; Grindrod, Peter

2014-07-01

Adaptive network models, in which node states and network topology coevolve, arise naturally in models of social dynamics that incorporate homophily and social influence. Homophily relates the similarity between pairs of nodes' states to their network coupling strength, whilst social influence causes coupled nodes' states to convergence. In this paper we propose a deterministic adaptive network model of attitude formation in social groups that includes these effects, and in which the attitudinal dynamics are represented by an activato-inhibitor process. We illustrate that consensus, corresponding to all nodes adopting the same attitudinal state and being fully connected, may destabilise via Turing instability, giving rise to aperiodic dynamics with sensitive dependence on initial conditions. These aperiodic dynamics correspond to the formation and dissolution of sub-groups that adopt contrasting attitudes. We discuss our findings in the context of cultural polarisation phenomena. Social influence. This reflects the fact that people tend to modify their behaviour and attitudes in response to the opinions of others [22-26]. We model social influence via diffusion: agents adjust their state according to a weighted sum (dictated by the evolving network) of the differences between their state and the states of their neighbours. Homophily. This relates the similarity of individuals' states to their frequency and strength of interaction [27]. Thus in our model, homophily drives the evolution of the weighted ‘social' network. A precise formulation of our model is given in Section 2. Social influence and homophily underpin models of social dynamics [21], which cover a wide range of sociological phenomena, including the diffusion of innovations [28-32], complex contagions [33-36], collective action [37-39], opinion dynamics [19,20,40,10,11,13,15,41,16], the emergence of social norms [42-44], group stability [45], social differentiation [46] and, of particular relevance here, cultural dissemination [47,12,48].Combining the effects of social influence and homophily naturally gives rise to an adaptive network, since social influence causes the states of agents that are strongly connected to become more similar, while homophily strengthens connections between agents whose states are already similar.1

Stochastic dynamic modeling of regular and slow earthquakes

NASA Astrophysics Data System (ADS)

Aso, N.; Ando, R.; Ide, S.

2017-12-01

Both regular and slow earthquakes are slip phenomena on plate boundaries and are simulated by a (quasi-)dynamic modeling [Liu and Rice, 2005]. In these numerical simulations, spatial heterogeneity is usually considered not only for explaining real physical properties but also for evaluating the stability of the calculations or the sensitivity of the results on the condition. However, even though we discretize the model space with small grids, heterogeneity at smaller scales than the grid size is not considered in the models with deterministic governing equations. To evaluate the effect of heterogeneity at the smaller scales we need to consider stochastic interactions between slip and stress in a dynamic modeling. Tidal stress is known to trigger or affect both regular and slow earthquakes [Yabe et al., 2015; Ide et al., 2016], and such an external force with fluctuation can also be considered as a stochastic external force. A healing process of faults may also be stochastic, so we introduce stochastic friction law. In the present study, we propose a stochastic dynamic model to explain both regular and slow earthquakes. We solve mode III problem, which corresponds to the rupture propagation along the strike direction. We use BIEM (boundary integral equation method) scheme to simulate slip evolution, but we add stochastic perturbations in the governing equations, which is usually written in a deterministic manner. As the simplest type of perturbations, we adopt Gaussian deviations in the formulation of the slip-stress kernel, external force, and friction. By increasing the amplitude of perturbations of the slip-stress kernel, we reproduce complicated rupture process of regular earthquakes including unilateral and bilateral ruptures. By perturbing external force, we reproduce slow rupture propagation at a scale of km/day. The slow propagation generated by a combination of fast interaction at S-wave velocity is analogous to the kinetic theory of gasses: thermal diffusion appears much slower than the particle velocity of each molecule. The concept of stochastic triggering originates in the Brownian walk model [Ide, 2008], and the present study introduces the stochastic dynamics into dynamic simulations. The stochastic dynamic model has the potential to explain both regular and slow earthquakes more realistically.

Probabilistic Analysis of a SiC/SiC Ceramic Matrix Composite Turbine Vane

NASA Technical Reports Server (NTRS)

Murthy, Pappu L. N.; Nemeth, Noel N.; Brewer, David N.; Mital, Subodh

2004-01-01

To demonstrate the advanced composite materials technology under development within the Ultra-Efficient Engine Technology (UEET) Program, it was planned to fabricate, test, and analyze a turbine vane made entirely of silicon carbide-fiber-reinforced silicon carbide matrix composite (SiC/SiC CMC) material. The objective was to utilize a five-harness satin weave melt-infiltrated (MI) SiC/SiC composite material developed under this program to design and fabricate a stator vane that can endure 1000 hours of engine service conditions. The vane was designed such that the expected maximum stresses were kept within the proportional limit strength of the material. Any violation of this design requirement was considered as the failure. This report presents results of a probabilistic analysis and reliability assessment of the vane. Probability of failure to meet the design requirements was computed. In the analysis, material properties, strength, and pressure loading were considered as random variables. The pressure loads were considered normally distributed with a nominal variation. A temperature profile on the vane was obtained by performing a computational fluid dynamics (CFD) analysis and was assumed to be deterministic. The results suggest that for the current vane design, the chance of not meeting design requirements is about 1.6 percent.

Chaos-order transition in foraging behavior of ants.

PubMed

Li, Lixiang; Peng, Haipeng; Kurths, Jürgen; Yang, Yixian; Schellnhuber, Hans Joachim

2014-06-10

The study of the foraging behavior of group animals (especially ants) is of practical ecological importance, but it also contributes to the development of widely applicable optimization problem-solving techniques. Biologists have discovered that single ants exhibit low-dimensional deterministic-chaotic activities. However, the influences of the nest, ants' physical abilities, and ants' knowledge (or experience) on foraging behavior have received relatively little attention in studies of the collective behavior of ants. This paper provides new insights into basic mechanisms of effective foraging for social insects or group animals that have a home. We propose that the whole foraging process of ants is controlled by three successive strategies: hunting, homing, and path building. A mathematical model is developed to study this complex scheme. We show that the transition from chaotic to periodic regimes observed in our model results from an optimization scheme for group animals with a home. According to our investigation, the behavior of such insects is not represented by random but rather deterministic walks (as generated by deterministic dynamical systems, e.g., by maps) in a random environment: the animals use their intelligence and experience to guide them. The more knowledge an ant has, the higher its foraging efficiency is. When young insects join the collective to forage with old and middle-aged ants, it benefits the whole colony in the long run. The resulting strategy can even be optimal.

Hybrid Forecasting of Daily River Discharges Considering Autoregressive Heteroscedasticity

NASA Astrophysics Data System (ADS)

Szolgayová, Elena Peksová; Danačová, Michaela; Komorniková, Magda; Szolgay, Ján

2017-06-01

It is widely acknowledged that in the hydrological and meteorological communities, there is a continuing need to improve the quality of quantitative rainfall and river flow forecasts. A hybrid (combined deterministic-stochastic) modelling approach is proposed here that combines the advantages offered by modelling the system dynamics with a deterministic model and a deterministic forecasting error series with a data-driven model in parallel. Since the processes to be modelled are generally nonlinear and the model error series may exhibit nonstationarity and heteroscedasticity, GARCH-type nonlinear time series models are considered here. The fitting, forecasting and simulation performance of such models have to be explored on a case-by-case basis. The goal of this paper is to test and develop an appropriate methodology for model fitting and forecasting applicable for daily river discharge forecast error data from the GARCH family of time series models. We concentrated on verifying whether the use of a GARCH-type model is suitable for modelling and forecasting a hydrological model error time series on the Hron and Morava Rivers in Slovakia. For this purpose we verified the presence of heteroscedasticity in the simulation error series of the KLN multilinear flow routing model; then we fitted the GARCH-type models to the data and compared their fit with that of an ARMA - type model. We produced one-stepahead forecasts from the fitted models and again provided comparisons of the model's performance.

Computing rates of Markov models of voltage-gated ion channels by inverting partial differential equations governing the probability density functions of the conducting and non-conducting states.

PubMed

Tveito, Aslak; Lines, Glenn T; Edwards, Andrew G; McCulloch, Andrew

2016-07-01

Markov models are ubiquitously used to represent the function of single ion channels. However, solving the inverse problem to construct a Markov model of single channel dynamics from bilayer or patch-clamp recordings remains challenging, particularly for channels involving complex gating processes. Methods for solving the inverse problem are generally based on data from voltage clamp measurements. Here, we describe an alternative approach to this problem based on measurements of voltage traces. The voltage traces define probability density functions of the functional states of an ion channel. These probability density functions can also be computed by solving a deterministic system of partial differential equations. The inversion is based on tuning the rates of the Markov models used in the deterministic system of partial differential equations such that the solution mimics the properties of the probability density function gathered from (pseudo) experimental data as well as possible. The optimization is done by defining a cost function to measure the difference between the deterministic solution and the solution based on experimental data. By evoking the properties of this function, it is possible to infer whether the rates of the Markov model are identifiable by our method. We present applications to Markov model well-known from the literature. Copyright © 2016 The Authors. Published by Elsevier Inc. All rights reserved.

Chaos–order transition in foraging behavior of ants

PubMed Central

Li, Lixiang; Peng, Haipeng; Kurths, Jürgen; Yang, Yixian; Schellnhuber, Hans Joachim

2014-01-01

The study of the foraging behavior of group animals (especially ants) is of practical ecological importance, but it also contributes to the development of widely applicable optimization problem-solving techniques. Biologists have discovered that single ants exhibit low-dimensional deterministic-chaotic activities. However, the influences of the nest, ants’ physical abilities, and ants’ knowledge (or experience) on foraging behavior have received relatively little attention in studies of the collective behavior of ants. This paper provides new insights into basic mechanisms of effective foraging for social insects or group animals that have a home. We propose that the whole foraging process of ants is controlled by three successive strategies: hunting, homing, and path building. A mathematical model is developed to study this complex scheme. We show that the transition from chaotic to periodic regimes observed in our model results from an optimization scheme for group animals with a home. According to our investigation, the behavior of such insects is not represented by random but rather deterministic walks (as generated by deterministic dynamical systems, e.g., by maps) in a random environment: the animals use their intelligence and experience to guide them. The more knowledge an ant has, the higher its foraging efficiency is. When young insects join the collective to forage with old and middle-aged ants, it benefits the whole colony in the long run. The resulting strategy can even be optimal. PMID:24912159

Second Cancers After Fractionated Radiotherapy: Stochastic Population Dynamics Effects

NASA Technical Reports Server (NTRS)

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

2007-01-01

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

Enumeration and extension of non-equivalent deterministic update schedules in Boolean networks.

PubMed

Palma, Eduardo; Salinas, Lilian; Aracena, Julio

2016-03-01

Boolean networks (BNs) are commonly used to model genetic regulatory networks (GRNs). Due to the sensibility of the dynamical behavior to changes in the updating scheme (order in which the nodes of a network update their state values), it is increasingly common to use different updating rules in the modeling of GRNs to better capture an observed biological phenomenon and thus to obtain more realistic models.In Aracena et al. equivalence classes of deterministic update schedules in BNs, that yield exactly the same dynamical behavior of the network, were defined according to a certain label function on the arcs of the interaction digraph defined for each scheme. Thus, the interaction digraph so labeled (update digraphs) encode the non-equivalent schemes. We address the problem of enumerating all non-equivalent deterministic update schedules of a given BN. First, we show that it is an intractable problem in general. To solve it, we first construct an algorithm that determines the set of update digraphs of a BN. For that, we use divide and conquer methodology based on the structural characteristics of the interaction digraph. Next, for each update digraph we determine a scheme associated. This algorithm also works in the case where there is a partial knowledge about the relative order of the updating of the states of the nodes. We exhibit some examples of how the algorithm works on some GRNs published in the literature. An executable file of the UpdateLabel algorithm made in Java and the files with the outputs of the algorithms used with the GRNs are available at: www.inf.udec.cl/ ∼lilian/UDE/ CONTACT: lilisalinas@udec.cl Supplementary data are available at Bioinformatics online. © The Author 2015. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

Genetic algorithms using SISAL parallel programming language

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

Tejada, S.

1994-05-06

Genetic algorithms are a mathematical optimization technique developed by John Holland at the University of Michigan [1]. The SISAL programming language possesses many of the characteristics desired to implement genetic algorithms. SISAL is a deterministic, functional programming language which is inherently parallel. Because SISAL is functional and based on mathematical concepts, genetic algorithms can be efficiently translated into the language. Several of the steps involved in genetic algorithms, such as mutation, crossover, and fitness evaluation, can be parallelized using SISAL. In this paper I will l discuss the implementation and performance of parallel genetic algorithms in SISAL.

Modeling of Electrical Cable Failure in a Dynamic Assessment of Fire Risk

NASA Astrophysics Data System (ADS)

Bucknor, Matthew D.

Fires at a nuclear power plant are a safety concern because of their potential to defeat the redundant safety features that provide a high level of assurance of the ability to safely shutdown the plant. One of the added complexities of providing protection against fires is the need to determine the likelihood of electrical cable failure which can lead to the loss of the ability to control or spurious actuation of equipment that is required for safe shutdown. A number of plants are now transitioning from their deterministic fire protection programs to a risk-informed, performance based fire protection program according to the requirements of National Fire Protection Association (NFPA) 805. Within a risk-informed framework, credit can be taken for the analysis of fire progression within a fire zone that was not permissible within the deterministic framework of a 10 CFR 50.48 Appendix R safe shutdown analysis. To perform the analyses required for the transition, plants need to be able to demonstrate with some level of assurance that cables related to safe shutdown equipment will not be compromised during postulated fire scenarios. This research contains the development of new cable failure models that have the potential to more accurately predict electrical cable failure in common cable bundle configurations. Methods to determine the thermal properties of the new models from empirical data are presented along with comparisons between the new models and existing techniques used in the nuclear industry today. A Dynamic Event Tree (DET) methodology is also presented which allows for the proper treatment of uncertainties associated with fire brigade intervention and its effects on cable failure analysis. Finally a shielding analysis is performed to determine the effects on the temperature response of a cable bundle that is shielded from a fire source by an intervening object such as another cable tray. The results from the analyses demonstrate that models of similar complexity to existing cable failure techniques and tuned to empirical data can better approximate the temperature response of a cables located in tightly packed cable bundles. The new models also provide a way to determine the conditions insides a cable bundle which allows for separate treatment of cables on the interior of the bundle from cables on the exterior of the bundle. The results from the DET analysis show that the overall assessed probability of cable failure can be significantly reduced by more realistically accounting for the influence that the fire brigade has on a fire progression scenario. The shielding analysis results demonstrate a significant reduction in the temperature response of a shielded versus a non-shielded cable bundle; however the computational cost of using a fire progression model that can capture these effects may be prohibitive for performing DET analyses with currently available computational fluid dynamics models and computational resources.

Seasonally forced disease dynamics explored as switching between attractors

NASA Astrophysics Data System (ADS)

Keeling, Matt J.; Rohani, Pejman; Grenfell, Bryan T.

2001-01-01

Biological phenomena offer a rich diversity of problems that can be understood using mathematical techniques. Three key features common to many biological systems are temporal forcing, stochasticity and nonlinearity. Here, using simple disease models compared to data, we examine how these three factors interact to produce a range of complicated dynamics. The study of disease dynamics has been amongst the most theoretically developed areas of mathematical biology; simple models have been highly successful in explaining the dynamics of a wide variety of diseases. Models of childhood diseases incorporate seasonal variation in contact rates due to the increased mixing during school terms compared to school holidays. This ‘binary’ nature of the seasonal forcing results in dynamics that can be explained as switching between two nonlinear spiral sinks. Finally, we consider the stability of the attractors to understand the interaction between the deterministic dynamics and demographic and environmental stochasticity. Throughout attention is focused on the behaviour of measles, whooping cough and rubella.

Universality in survivor distributions: Characterizing the winners of competitive dynamics

NASA Astrophysics Data System (ADS)

Luck, J. M.; Mehta, A.

2015-11-01

We investigate the survivor distributions of a spatially extended model of competitive dynamics in different geometries. The model consists of a deterministic dynamical system of individual agents at specified nodes, which might or might not survive the predatory dynamics: all stochasticity is brought in by the initial state. Every such initial state leads to a unique and extended pattern of survivors and nonsurvivors, which is known as an attractor of the dynamics. We show that the number of such attractors grows exponentially with system size, so that their exact characterization is limited to only very small systems. Given this, we construct an analytical approach based on inhomogeneous mean-field theory to calculate survival probabilities for arbitrary networks. This powerful (albeit approximate) approach shows how universality arises in survivor distributions via a key concept—the dynamical fugacity. Remarkably, in the large-mass limit, the survivor probability of a node becomes independent of network geometry and assumes a simple form which depends only on its mass and degree.

A Vertically Lagrangian Finite-Volume Dynamical Core for Global Models

NASA Technical Reports Server (NTRS)

Lin, Shian-Jiann

2003-01-01

A finite-volume dynamical core with a terrain-following Lagrangian control-volume discretization is described. The vertically Lagrangian discretization reduces the dimensionality of the physical problem from three to two with the resulting dynamical system closely resembling that of the shallow water dynamical system. The 2D horizontal-to-Lagrangian-surface transport and dynamical processes are then discretized using the genuinely conservative flux-form semi-Lagrangian algorithm. Time marching is split- explicit, with large-time-step for scalar transport, and small fractional time step for the Lagrangian dynamics, which permits the accurate propagation of fast waves. A mass, momentum, and total energy conserving algorithm is developed for mapping the state variables periodically from the floating Lagrangian control-volume to an Eulerian terrain-following coordinate for dealing with physical parameterizations and to prevent severe distortion of the Lagrangian surfaces. Deterministic baroclinic wave growth tests and long-term integrations using the Held-Suarez forcing are presented. Impact of the monotonicity constraint is discussed.

Large-Amplitude Forced Response of Dynamic Systems

DTIC Science & Technology

1992-11-01

Blacksburg, VA, June 25-27, 1990. 11. A. Abou- Rayan , A. H. Nayfeh, D. T. Mook, and M. A. Nayfeh, "Nonlinear Analysis of a Parametrically Excited...34 62nd Shock and Vibration Symposium, Springfield, VA, October 29-31, 1991. 23. A. Abou- Rayan , A. H. Nayfeh, D. T. Mook, and M. A. Nayfeh...Mechanics, Virginia Polytechnic Institute and State University, Blacksburg, VA, 1991. 6. A. Abou- Rayan , Ph.D., "Deterministic and Stochastic Responses

Final Report for Dynamic Models for Causal Analysis of Panel Data. Models for Change in Quantitative Variables, Part I Deterministic Models. Part II, Chapter 3.

ERIC Educational Resources Information Center

Hannan, Michael T.

This document is part of a series of chapters described in SO 011 759. Addressing the question of effective models to measure change and the change process, the author suggests that linear structural equation systems may be viewed as steady state outcomes of continuous-change models and have rich sociological grounding. Two interpretations of the…

Studies on a Novel Neuro-dynamic Model for Prediction Learning of Fluctuated Data Streams: Beyond Dichotomy between Probabilistic and Deterministic Models

DTIC Science & Technology

2014-11-04

learning by robots as well as video image understanding by accumulated learning of the exemplars are discussed. 15. SUBJECT TERMS Cognitive ...learning to predict perceptual streams or encountering events by acquiring internal models is indispensable for intelligent or cognitive systems because...various cognitive functions are based on this compentency including goal-directed planning, mental simulation and recognition of the current situation

Distributed Time Synchronization Algorithms and Opinion Dynamics

NASA Astrophysics Data System (ADS)

Manita, Anatoly; Manita, Larisa

2018-01-01

We propose new deterministic and stochastic models for synchronization of clocks in nodes of distributed networks. An external accurate time server is used to ensure convergence of the node clocks to the exact time. These systems have much in common with mathematical models of opinion formation in multiagent systems. There is a direct analogy between the time server/node clocks pair in asynchronous networks and the leader/follower pair in the context of social network models.

A Tutorial on Parallel and Concurrent Programming in Haskell

NASA Astrophysics Data System (ADS)

Peyton Jones, Simon; Singh, Satnam

This practical tutorial introduces the features available in Haskell for writing parallel and concurrent programs. We first describe how to write semi-explicit parallel programs by using annotations to express opportunities for parallelism and to help control the granularity of parallelism for effective execution on modern operating systems and processors. We then describe the mechanisms provided by Haskell for writing explicitly parallel programs with a focus on the use of software transactional memory to help share information between threads. Finally, we show how nested data parallelism can be used to write deterministically parallel programs which allows programmers to use rich data types in data parallel programs which are automatically transformed into flat data parallel versions for efficient execution on multi-core processors.

Digital Practices and Literacy Identities in English Education: From Deterministic Discourses to a Dialectic Framework

ERIC Educational Resources Information Center

Ortega, Leticia E.

2008-01-01

My research explores the challenges and questions that pre-service teachers in two English Education programs confronted with respect to the role of technology in their professional practices and identities. It is evident from the data that the decision to incorporate different technologies in their professional practices implied much more than…

Detecting nonlinear dynamics of functional connectivity

NASA Astrophysics Data System (ADS)

LaConte, Stephen M.; Peltier, Scott J.; Kadah, Yasser; Ngan, Shing-Chung; Deshpande, Gopikrishna; Hu, Xiaoping

2004-04-01

Functional magnetic resonance imaging (fMRI) is a technique that is sensitive to correlates of neuronal activity. The application of fMRI to measure functional connectivity of related brain regions across hemispheres (e.g. left and right motor cortices) has great potential for revealing fundamental physiological brain processes. Primarily, functional connectivity has been characterized by linear correlations in resting-state data, which may not provide a complete description of its temporal properties. In this work, we broaden the measure of functional connectivity to study not only linear correlations, but also those arising from deterministic, non-linear dynamics. Here the delta-epsilon approach is extended and applied to fMRI time series. The method of delays is used to reconstruct the joint system defined by a reference pixel and a candidate pixel. The crux of this technique relies on determining whether the candidate pixel provides additional information concerning the time evolution of the reference. As in many correlation-based connectivity studies, we fix the reference pixel. Every brain location is then used as a candidate pixel to estimate the spatial pattern of deterministic coupling with the reference. Our results indicate that measured connectivity is often emphasized in the motor cortex contra-lateral to the reference pixel, demonstrating the suitability of this approach for functional connectivity studies. In addition, discrepancies with traditional correlation analysis provide initial evidence for non-linear dynamical properties of resting-state fMRI data. Consequently, the non-linear characterization provided from our approach may provide a more complete description of the underlying physiology and brain function measured by this type of data.

Effect of dilution in asymmetric recurrent neural networks.

PubMed

Folli, Viola; Gosti, Giorgio; Leonetti, Marco; Ruocco, Giancarlo

2018-04-16

We study with numerical simulation the possible limit behaviors of synchronous discrete-time deterministic recurrent neural networks composed of N binary neurons as a function of a network's level of dilution and asymmetry. The network dilution measures the fraction of neuron couples that are connected, and the network asymmetry measures to what extent the underlying connectivity matrix is asymmetric. For each given neural network, we study the dynamical evolution of all the different initial conditions, thus characterizing the full dynamical landscape without imposing any learning rule. Because of the deterministic dynamics, each trajectory converges to an attractor, that can be either a fixed point or a limit cycle. These attractors form the set of all the possible limit behaviors of the neural network. For each network we then determine the convergence times, the limit cycles' length, the number of attractors, and the sizes of the attractors' basin. We show that there are two network structures that maximize the number of possible limit behaviors. The first optimal network structure is fully-connected and symmetric. On the contrary, the second optimal network structure is highly sparse and asymmetric. The latter optimal is similar to what observed in different biological neuronal circuits. These observations lead us to hypothesize that independently from any given learning model, an efficient and effective biologic network that stores a number of limit behaviors close to its maximum capacity tends to develop a connectivity structure similar to one of the optimal networks we found. Copyright © 2018 The Author(s). Published by Elsevier Ltd.. All rights reserved.

The Nonstationary Dynamics of Fitness Distributions: Asexual Model with Epistasis and Standing Variation

PubMed Central

Martin, Guillaume; Roques, Lionel

2016-01-01

Various models describe asexual evolution by mutation, selection, and drift. Some focus directly on fitness, typically modeling drift but ignoring or simplifying both epistasis and the distribution of mutation effects (traveling wave models). Others follow the dynamics of quantitative traits determining fitness (Fisher’s geometric model), imposing a complex but fixed form of mutation effects and epistasis, and often ignoring drift. In all cases, predictions are typically obtained in high or low mutation rate limits and for long-term stationary regimes, thus losing information on transient behaviors and the effect of initial conditions. Here, we connect fitness-based and trait-based models into a single framework, and seek explicit solutions even away from stationarity. The expected fitness distribution is followed over time via its cumulant generating function, using a deterministic approximation that neglects drift. In several cases, explicit trajectories for the full fitness distribution are obtained for arbitrary mutation rates and standing variance. For nonepistatic mutations, especially with beneficial mutations, this approximation fails over the long term but captures the early dynamics, thus complementing stationary stochastic predictions. The approximation also handles several diminishing returns epistasis models (e.g., with an optimal genotype); it can be applied at and away from equilibrium. General results arise at equilibrium, where fitness distributions display a “phase transition” with mutation rate. Beyond this phase transition, in Fisher’s geometric model, the full trajectory of fitness and trait distributions takes a simple form; robust to the details of the mutant phenotype distribution. Analytical arguments are explored regarding why and when the deterministic approximation applies. PMID:27770037

Elasto-limited plastic analysis of structures for probabilistic conditions

NASA Astrophysics Data System (ADS)

Movahedi Rad, M.

2018-06-01

With applying plastic analysis and design methods, significant saving in material can be obtained. However, as a result of this benefit excessive plastic deformations and large residual displacements might develop, which in turn might lead to unserviceability and collapse of the structure. In this study, for deterministic problem the residual deformation of structures is limited by considering a constraint on the complementary strain energy of the residual forces. For probabilistic problem the constraint for the complementary strain energy of the residual forces is given randomly and critical stresses updated during the iteration. Limit curves are presented for the plastic limit load factors. The results show that these constraints have significant effects on the load factors. The formulations of the deterministic and probabilistic problems lead to mathematical programming which are solved by the use of nonlinear algorithm.

Adam Smith's invisible hand is unstable: physics and dynamics reasoning applied to economic theorizing

NASA Astrophysics Data System (ADS)

McCauley, Joseph L.

2002-11-01

Neo-classical economic theory is based on the postulated, nonempiric notion of utility. Neo-classical economists assume that prices, dynamics, and market equilibria are supposed to be derived from utility. The results are supposed to represent mathematically the stabilizing action of Adam Smith's invisible hand. In deterministic excess demand dynamics, however, a utility function generally does not exist mathematically due to nonintegrability. Price as a function of demand does not exist and all equilibria are unstable. Qualitatively, and empirically, the neo-classical prediction of price as a function of demand describes neither consumer nor trader demand. We also discuss five inconsistent definitions of equilibrium used in economics and finance, only one of which is correct, and then explain the fallacy in the economists’ notion of ‘temporary price equilibria’.

Can complexity decrease in congestive heart failure?

NASA Astrophysics Data System (ADS)

Mukherjee, Sayan; Palit, Sanjay Kumar; Banerjee, Santo; Ariffin, M. R. K.; Rondoni, Lamberto; Bhattacharya, D. K.

2015-12-01

The complexity of a signal can be measured by the Recurrence period density entropy (RPDE) from the reconstructed phase space. We have chosen a window based RPDE method for the classification of signals, as RPDE is an average entropic measure of the whole phase space. We have observed the changes in the complexity in cardiac signals of normal healthy person (NHP) and congestive heart failure patients (CHFP). The results show that the cardiac dynamics of a healthy subject is more complex and random compare to the same for a heart failure patient, whose dynamics is more deterministic. We have constructed a general threshold to distinguish the border line between a healthy and a congestive heart failure dynamics. The results may be useful for wide range for physiological and biomedical analysis.

Stochastic sensitivity analysis of the variability of dynamics and transition to chaos in the business cycles model

NASA Astrophysics Data System (ADS)

Bashkirtseva, Irina; Ryashko, Lev; Ryazanova, Tatyana

2018-01-01

A problem of mathematical modeling of complex stochastic processes in macroeconomics is discussed. For the description of dynamics of income and capital stock, the well-known Kaldor model of business cycles is used as a basic example. The aim of the paper is to give an overview of the variety of stochastic phenomena which occur in Kaldor model forced by additive and parametric random noise. We study a generation of small- and large-amplitude stochastic oscillations, and their mixed-mode intermittency. To analyze these phenomena, we suggest a constructive approach combining the study of the peculiarities of deterministic phase portrait, and stochastic sensitivity of attractors. We show how parametric noise can stabilize the unstable equilibrium and transform dynamics of Kaldor system from order to chaos.

Sequential visibility-graph motifs

NASA Astrophysics Data System (ADS)

Iacovacci, Jacopo; Lacasa, Lucas

2016-04-01

Visibility algorithms transform time series into graphs and encode dynamical information in their topology, paving the way for graph-theoretical time series analysis as well as building a bridge between nonlinear dynamics and network science. In this work we introduce and study the concept of sequential visibility-graph motifs, smaller substructures of n consecutive nodes that appear with characteristic frequencies. We develop a theory to compute in an exact way the motif profiles associated with general classes of deterministic and stochastic dynamics. We find that this simple property is indeed a highly informative and computationally efficient feature capable of distinguishing among different dynamics and robust against noise contamination. We finally confirm that it can be used in practice to perform unsupervised learning, by extracting motif profiles from experimental heart-rate series and being able, accordingly, to disentangle meditative from other relaxation states. Applications of this general theory include the automatic classification and description of physical, biological, and financial time series.

Stem cell transplantation as a dynamical system: are clinical outcomes deterministic?

PubMed

Toor, Amir A; Kobulnicky, Jared D; Salman, Salman; Roberts, Catherine H; Jameson-Lee, Max; Meier, Jeremy; Scalora, Allison; Sheth, Nihar; Koparde, Vishal; Serrano, Myrna; Buck, Gregory A; Clark, William B; McCarty, John M; Chung, Harold M; Manjili, Masoud H; Sabo, Roy T; Neale, Michael C

2014-01-01

Outcomes in stem cell transplantation (SCT) are modeled using probability theory. However, the clinical course following SCT appears to demonstrate many characteristics of dynamical systems, especially when outcomes are considered in the context of immune reconstitution. Dynamical systems tend to evolve over time according to mathematically determined rules. Characteristically, the future states of the system are predicated on the states preceding them, and there is sensitivity to initial conditions. In SCT, the interaction between donor T cells and the recipient may be considered as such a system in which, graft source, conditioning, and early immunosuppression profoundly influence immune reconstitution over time. This eventually determines clinical outcomes, either the emergence of tolerance or the development of graft versus host disease. In this paper, parallels between SCT and dynamical systems are explored and a conceptual framework for developing mathematical models to understand disparate transplant outcomes is proposed.

Stem Cell Transplantation as a Dynamical System: Are Clinical Outcomes Deterministic?

PubMed Central

Toor, Amir A.; Kobulnicky, Jared D.; Salman, Salman; Roberts, Catherine H.; Jameson-Lee, Max; Meier, Jeremy; Scalora, Allison; Sheth, Nihar; Koparde, Vishal; Serrano, Myrna; Buck, Gregory A.; Clark, William B.; McCarty, John M.; Chung, Harold M.; Manjili, Masoud H.; Sabo, Roy T.; Neale, Michael C.

2014-01-01

Outcomes in stem cell transplantation (SCT) are modeled using probability theory. However, the clinical course following SCT appears to demonstrate many characteristics of dynamical systems, especially when outcomes are considered in the context of immune reconstitution. Dynamical systems tend to evolve over time according to mathematically determined rules. Characteristically, the future states of the system are predicated on the states preceding them, and there is sensitivity to initial conditions. In SCT, the interaction between donor T cells and the recipient may be considered as such a system in which, graft source, conditioning, and early immunosuppression profoundly influence immune reconstitution over time. This eventually determines clinical outcomes, either the emergence of tolerance or the development of graft versus host disease. In this paper, parallels between SCT and dynamical systems are explored and a conceptual framework for developing mathematical models to understand disparate transplant outcomes is proposed. PMID:25520720

3D calcite heterostructures for dynamic and deformable mineralized matrices

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

Yi, Jaeseok; Wang, Yucai; Jiang, Yuanwen

Scales are rooted in soft tissues, and are regenerated by specialized cells. The realization of dynamic synthetic analogues with inorganic materials has been a significant challenge, because the abiological regeneration sites that could yield deterministic growth behavior are hard to form. Here we overcome this fundamental hurdle by constructing a mutable and deformable array of three-dimensional calcite heterostructures that are partially locked in silicone. Individual calcite crystals exhibit asymmetrical dumbbell shapes and are prepared by a parallel tectonic approach under ambient conditions. Furthermore, the silicone matrix immobilizes the epitaxial nucleation sites through self-templated cavities, which enables symmetry breaking in reactionmore » dynamics and scalable manipulation of the mineral ensembles. With this platform, we devise several mineral-enabled dynamic surfaces and interfaces. For example, we show that the induced growth of minerals yields localized inorganic adhesion for biological tissue and reversible focal encapsulation for sensitive components in flexible electronics.« less

The effect of the size of the system, aspect ratio and impurities concentration on the dynamic of emergent magnetic monopoles in artificial spin ice systems

NASA Astrophysics Data System (ADS)

León, Alejandro

2013-08-01

In this work we study the dynamical properties of a finite array of nanomagnets in artificial kagome spin ice at room temperature. The dynamic response of the array of nanomagnets is studied by implementing a "frustrated celular autómata" (FCA), based in the charge model and dipolar model. The FCA simulations allow us to study in real-time and deterministic way, the dynamic of the system, with minimal computational resource. The update function is defined according to the coordination number of vertices in the system. Our results show that for a set geometric parameters of the array of nanomagnets, the system exhibits high density of Dirac strings and high density emergent magnetic monopoles. A study of the effect of disorder in the arrangement of nanomagnets is incorporated in this work.

The dynamics of discrete-time computation, with application to recurrent neural networks and finite state machine extraction.

PubMed

Casey, M

1996-08-15

Recurrent neural networks (RNNs) can learn to perform finite state computations. It is shown that an RNN performing a finite state computation must organize its state space to mimic the states in the minimal deterministic finite state machine that can perform that computation, and a precise description of the attractor structure of such systems is given. This knowledge effectively predicts activation space dynamics, which allows one to understand RNN computation dynamics in spite of complexity in activation dynamics. This theory provides a theoretical framework for understanding finite state machine (FSM) extraction techniques and can be used to improve training methods for RNNs performing FSM computations. This provides an example of a successful approach to understanding a general class of complex systems that has not been explicitly designed, e.g., systems that have evolved or learned their internal structure.

Recurrence analysis of ant activity patterns

PubMed Central

2017-01-01

In this study, we used recurrence quantification analysis (RQA) and recurrence plots (RPs) to compare the movement activity of individual workers of three ant species, as well as a gregarious beetle species. RQA and RPs quantify the number and duration of recurrences of a dynamical system, including a detailed quantification of signals that could be stochastic, deterministic, or both. First, we found substantial differences between the activity dynamics of beetles and ants, with the results suggesting that the beetles have quasi-periodic dynamics and the ants do not. Second, workers from different ant species varied with respect to their dynamics, presenting degrees of predictability as well as stochastic signals. Finally, differences were found among minor and major caste of the same (dimorphic) ant species. Our results underscore the potential of RQA and RPs in the analysis of complex behavioral patterns, as well as in general inferences on animal behavior and other biological phenomena. PMID:29016648

Detecting dynamical changes in time series by using the Jensen Shannon divergence

NASA Astrophysics Data System (ADS)

Mateos, D. M.; Riveaud, L. E.; Lamberti, P. W.

2017-08-01

Most of the time series in nature are a mixture of signals with deterministic and random dynamics. Thus the distinction between these two characteristics becomes important. Distinguishing between chaotic and aleatory signals is difficult because they have a common wide band power spectrum, a delta like autocorrelation function, and share other features as well. In general, signals are presented as continuous records and require to be discretized for being analyzed. In this work, we introduce different schemes for discretizing and for detecting dynamical changes in time series. One of the main motivations is to detect transitions between the chaotic and random regime. The tools here used here originate from the Information Theory. The schemes proposed are applied to simulated and real life signals, showing in all cases a high proficiency for detecting changes in the dynamics of the associated time series.

Modeling Day-to-day Flow Dynamics on Degradable Transport Network

PubMed Central

Gao, Bo; Zhang, Ronghui; Lou, Xiaoming

2016-01-01

Stochastic link capacity degradations are common phenomena in transport network which can cause travel time variations and further can affect travelers’ daily route choice behaviors. This paper formulates a deterministic dynamic model, to capture the day-to-day (DTD) flow evolution process in the presence of degraded link capacity degradations. The aggregated network flow dynamics are driven by travelers’ study of uncertain travel time and their choice of risky routes. This paper applies the exponential-smoothing filter to describe travelers’ study of travel time variations, and meanwhile formulates risk attitude parameter updating equation to reflect travelers’ endogenous risk attitude evolution schema. In addition, this paper conducts theoretical analyses to investigate several significant mathematical characteristics implied in the proposed DTD model, including fixed point existence, uniqueness, stability and irreversibility. Numerical experiments are used to demonstrate the effectiveness of the DTD model and verify some important dynamic system properties. PMID:27959903

3D calcite heterostructures for dynamic and deformable mineralized matrices

DOE PAGES

Yi, Jaeseok; Wang, Yucai; Jiang, Yuanwen; ...

2017-09-11

Scales are rooted in soft tissues, and are regenerated by specialized cells. The realization of dynamic synthetic analogues with inorganic materials has been a significant challenge, because the abiological regeneration sites that could yield deterministic growth behavior are hard to form. Here we overcome this fundamental hurdle by constructing a mutable and deformable array of three-dimensional calcite heterostructures that are partially locked in silicone. Individual calcite crystals exhibit asymmetrical dumbbell shapes and are prepared by a parallel tectonic approach under ambient conditions. Furthermore, the silicone matrix immobilizes the epitaxial nucleation sites through self-templated cavities, which enables symmetry breaking in reactionmore » dynamics and scalable manipulation of the mineral ensembles. With this platform, we devise several mineral-enabled dynamic surfaces and interfaces. For example, we show that the induced growth of minerals yields localized inorganic adhesion for biological tissue and reversible focal encapsulation for sensitive components in flexible electronics.« 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

Noise-induced symmetry breaking far from equilibrium and the emergence of biological homochirality

NASA Astrophysics Data System (ADS)

Jafarpour, Farshid; Biancalani, Tommaso; Goldenfeld, Nigel

2017-03-01

The origin of homochirality, the observed single-handedness of biological amino acids and sugars, has long been attributed to autocatalysis, a frequently assumed precursor for early life self-replication. However, the stability of homochiral states in deterministic autocatalytic systems relies on cross-inhibition of the two chiral states, an unlikely scenario for early life self-replicators. Here we present a theory for a stochastic individual-level model of autocatalytic prebiotic self-replicators that are maintained out of thermal equilibrium. Without chiral inhibition, the racemic state is the global attractor of the deterministic dynamics, but intrinsic multiplicative noise stabilizes the homochiral states. Moreover, we show that this noise-induced bistability is robust with respect to diffusion of molecules of opposite chirality, and systems of diffusively coupled autocatalytic chemical reactions synchronize their final homochiral states when the self-replication is the dominant production mechanism for the chiral molecules. We conclude that nonequilibrium autocatalysis is a viable mechanism for homochirality, without imposing additional nonlinearities such as chiral inhibition.

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

Lévy-like behaviour in deterministic models of intelligent agents exploring heterogeneous environments

NASA Astrophysics Data System (ADS)

Boyer, D.; Miramontes, O.; Larralde, H.

2009-10-01

Many studies on animal and human movement patterns report the existence of scaling laws and power-law distributions. Whereas a number of random walk models have been proposed to explain observations, in many situations individuals actually rely on mental maps to explore strongly heterogeneous environments. In this work, we study a model of a deterministic walker, visiting sites randomly distributed on the plane and with varying weight or attractiveness. At each step, the walker minimizes a function that depends on the distance to the next unvisited target (cost) and on the weight of that target (gain). If the target weight distribution is a power law, p(k) ~ k-β, in some range of the exponent β, the foraging medium induces movements that are similar to Lévy flights and are characterized by non-trivial exponents. We explore variations of the choice rule in order to test the robustness of the model and argue that the addition of noise has a limited impact on the dynamics in strongly disordered media.

Quantum resonant activation.

PubMed

Magazzù, Luca; Hänggi, Peter; Spagnolo, Bernardo; Valenti, Davide

2017-04-01

Quantum resonant activation is investigated for the archetype setup of an externally driven two-state (spin-boson) system subjected to strong dissipation by means of both analytical and extensive numerical calculations. The phenomenon of resonant activation emerges in the presence of either randomly fluctuating or deterministic periodically varying driving fields. Addressing the incoherent regime, a characteristic minimum emerges in the mean first passage time to reach an absorbing neighboring state whenever the intrinsic time scale of the modulation matches the characteristic time scale of the system dynamics. For the case of deterministic periodic driving, the first passage time probability density function (pdf) displays a complex, multipeaked behavior, which depends crucially on the details of initial phase, frequency, and strength of the driving. As an interesting feature we find that the mean first passage time enters the resonant activation regime at a critical frequency ν^{*} which depends very weakly on the strength of the driving. Moreover, we provide the relation between the first passage time pdf and the statistics of residence times.

Heralded quantum controlled-phase gates with dissipative dynamics in macroscopically distant resonators

NASA Astrophysics Data System (ADS)

Qin, Wei; Wang, Xin; Miranowicz, Adam; Zhong, Zhirong; Nori, Franco

2017-07-01

Heralded near-deterministic multiqubit controlled-phase gates with integrated error detection have recently been proposed by Borregaard et al. [Phys. Rev. Lett. 114, 110502 (2015), 10.1103/PhysRevLett.114.110502]. This protocol is based on a single four-level atom (a heralding quartit) and N three-level atoms (operational qutrits) coupled to a single-resonator mode acting as a cavity bus. Here we generalize this method for two distant resonators without the cavity bus between the heralding and operational atoms. Specifically, we analyze the two-qubit controlled-Z gate and its multiqubit-controlled generalization (i.e., a Toffoli-like gate) acting on the two-lowest levels of N qutrits inside one resonator, with their successful actions being heralded by an auxiliary microwave-driven quartit inside the other resonator. Moreover, we propose a circuit-quantum-electrodynamics realization of the protocol with flux and phase qudits in linearly coupled transmission-line resonators with dissipation. These methods offer a quadratic fidelity improvement compared to cavity-assisted deterministic gates.

Deterministic and stochastic bifurcations in the Hindmarsh-Rose neuronal model

NASA Astrophysics Data System (ADS)

Dtchetgnia Djeundam, S. R.; Yamapi, R.; Kofane, T. C.; Aziz-Alaoui, M. A.

2013-09-01

We analyze the bifurcations occurring in the 3D Hindmarsh-Rose neuronal model with and without random signal. When under a sufficient stimulus, the neuron activity takes place; we observe various types of bifurcations that lead to chaotic transitions. Beside the equilibrium solutions and their stability, we also investigate the deterministic bifurcation. It appears that the neuronal activity consists of chaotic transitions between two periodic phases called bursting and spiking solutions. The stochastic bifurcation, defined as a sudden change in character of a stochastic attractor when the bifurcation parameter of the system passes through a critical value, or under certain condition as the collision of a stochastic attractor with a stochastic saddle, occurs when a random Gaussian signal is added. Our study reveals two kinds of stochastic bifurcation: the phenomenological bifurcation (P-bifurcations) and the dynamical bifurcation (D-bifurcations). The asymptotical method is used to analyze phenomenological bifurcation. We find that the neuronal activity of spiking and bursting chaos remains for finite values of the noise intensity.

Using forbidden ordinal patterns to detect determinism in irregularly sampled time series.

PubMed

Kulp, C W; Chobot, J M; Niskala, B J; Needhammer, C J

2016-02-01

It is known that when symbolizing a time series into ordinal patterns using the Bandt-Pompe (BP) methodology, there will be ordinal patterns called forbidden patterns that do not occur in a deterministic series. The existence of forbidden patterns can be used to identify deterministic dynamics. In this paper, the ability to use forbidden patterns to detect determinism in irregularly sampled time series is tested on data generated from a continuous model system. The study is done in three parts. First, the effects of sampling time on the number of forbidden patterns are studied on regularly sampled time series. The next two parts focus on two types of irregular-sampling, missing data and timing jitter. It is shown that forbidden patterns can be used to detect determinism in irregularly sampled time series for low degrees of sampling irregularity (as defined in the paper). In addition, comments are made about the appropriateness of using the BP methodology to symbolize irregularly sampled time series.

Quantum resonant activation

NASA Astrophysics Data System (ADS)

Magazzó, Luca; Hänggi, Peter; Spagnolo, Bernardo; Valenti, Davide

2017-04-01

Quantum resonant activation is investigated for the archetype setup of an externally driven two-state (spin-boson) system subjected to strong dissipation by means of both analytical and extensive numerical calculations. The phenomenon of resonant activation emerges in the presence of either randomly fluctuating or deterministic periodically varying driving fields. Addressing the incoherent regime, a characteristic minimum emerges in the mean first passage time to reach an absorbing neighboring state whenever the intrinsic time scale of the modulation matches the characteristic time scale of the system dynamics. For the case of deterministic periodic driving, the first passage time probability density function (pdf) displays a complex, multipeaked behavior, which depends crucially on the details of initial phase, frequency, and strength of the driving. As an interesting feature we find that the mean first passage time enters the resonant activation regime at a critical frequency ν* which depends very weakly on the strength of the driving. Moreover, we provide the relation between the first passage time pdf and the statistics of residence times.

Refinement and evaluation of helicopter real-time self-adaptive active vibration controller algorithms

NASA Technical Reports Server (NTRS)

Davis, M. W.

1984-01-01

A Real-Time Self-Adaptive (RTSA) active vibration controller was used as the framework in developing a computer program for a generic controller that can be used to alleviate helicopter vibration. Based upon on-line identification of system parameters, the generic controller minimizes vibration in the fuselage by closed-loop implementation of higher harmonic control in the main rotor system. The new generic controller incorporates a set of improved algorithms that gives the capability to readily define many different configurations by selecting one of three different controller types (deterministic, cautious, and dual), one of two linear system models (local and global), and one or more of several methods of applying limits on control inputs (external and/or internal limits on higher harmonic pitch amplitude and rate). A helicopter rotor simulation analysis was used to evaluate the algorithms associated with the alternative controller types as applied to the four-bladed H-34 rotor mounted on the NASA Ames Rotor Test Apparatus (RTA) which represents the fuselage. After proper tuning all three controllers provide more effective vibration reduction and converge more quickly and smoothly with smaller control inputs than the initial RTSA controller (deterministic with external pitch-rate limiting). It is demonstrated that internal limiting of the control inputs a significantly improves the overall performance of the deterministic controller.

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

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

Xie, Fei; Huang, Yongxi

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

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

DOE PAGES

Xie, Fei; Huang, Yongxi

2018-02-04

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

Hierarchical cluster-based partial least squares regression (HC-PLSR) is an efficient tool for metamodelling of nonlinear dynamic models.

PubMed

Tøndel, Kristin; Indahl, Ulf G; Gjuvsland, Arne B; Vik, Jon Olav; Hunter, Peter; Omholt, Stig W; Martens, Harald

2011-06-01

Deterministic dynamic models of complex biological systems contain a large number of parameters and state variables, related through nonlinear differential equations with various types of feedback. A metamodel of such a dynamic model is a statistical approximation model that maps variation in parameters and initial conditions (inputs) to variation in features of the trajectories of the state variables (outputs) throughout the entire biologically relevant input space. A sufficiently accurate mapping can be exploited both instrumentally and epistemically. Multivariate regression methodology is a commonly used approach for emulating dynamic models. However, when the input-output relations are highly nonlinear or non-monotone, a standard linear regression approach is prone to give suboptimal results. We therefore hypothesised that a more accurate mapping can be obtained by locally linear or locally polynomial regression. We present here a new method for local regression modelling, Hierarchical Cluster-based PLS regression (HC-PLSR), where fuzzy C-means clustering is used to separate the data set into parts according to the structure of the response surface. We compare the metamodelling performance of HC-PLSR with polynomial partial least squares regression (PLSR) and ordinary least squares (OLS) regression on various systems: six different gene regulatory network models with various types of feedback, a deterministic mathematical model of the mammalian circadian clock and a model of the mouse ventricular myocyte function. Our results indicate that multivariate regression is well suited for emulating dynamic models in systems biology. The hierarchical approach turned out to be superior to both polynomial PLSR and OLS regression in all three test cases. The advantage, in terms of explained variance and prediction accuracy, was largest in systems with highly nonlinear functional relationships and in systems with positive feedback loops. HC-PLSR is a promising approach for metamodelling in systems biology, especially for highly nonlinear or non-monotone parameter to phenotype maps. The algorithm can be flexibly adjusted to suit the complexity of the dynamic model behaviour, inviting automation in the metamodelling of complex systems.

Hierarchical Cluster-based Partial Least Squares Regression (HC-PLSR) is an efficient tool for metamodelling of nonlinear dynamic models

PubMed Central

2011-01-01

Background Deterministic dynamic models of complex biological systems contain a large number of parameters and state variables, related through nonlinear differential equations with various types of feedback. A metamodel of such a dynamic model is a statistical approximation model that maps variation in parameters and initial conditions (inputs) to variation in features of the trajectories of the state variables (outputs) throughout the entire biologically relevant input space. A sufficiently accurate mapping can be exploited both instrumentally and epistemically. Multivariate regression methodology is a commonly used approach for emulating dynamic models. However, when the input-output relations are highly nonlinear or non-monotone, a standard linear regression approach is prone to give suboptimal results. We therefore hypothesised that a more accurate mapping can be obtained by locally linear or locally polynomial regression. We present here a new method for local regression modelling, Hierarchical Cluster-based PLS regression (HC-PLSR), where fuzzy C-means clustering is used to separate the data set into parts according to the structure of the response surface. We compare the metamodelling performance of HC-PLSR with polynomial partial least squares regression (PLSR) and ordinary least squares (OLS) regression on various systems: six different gene regulatory network models with various types of feedback, a deterministic mathematical model of the mammalian circadian clock and a model of the mouse ventricular myocyte function. Results Our results indicate that multivariate regression is well suited for emulating dynamic models in systems biology. The hierarchical approach turned out to be superior to both polynomial PLSR and OLS regression in all three test cases. The advantage, in terms of explained variance and prediction accuracy, was largest in systems with highly nonlinear functional relationships and in systems with positive feedback loops. Conclusions HC-PLSR is a promising approach for metamodelling in systems biology, especially for highly nonlinear or non-monotone parameter to phenotype maps. The algorithm can be flexibly adjusted to suit the complexity of the dynamic model behaviour, inviting automation in the metamodelling of complex systems. PMID:21627852

Optimal Estimation with Two Process Models and No Measurements

DTIC Science & Technology

2015-08-01

models will be lost if either of the models includes deterministic modeling errors. 12 5. References and Notes 1. Brown RG, Hwang PYC. Introduction to...independent process models when no measurements are present. The observer follows a derivation similar to that of the discrete time Kalman filter. A simulation...discrete time Kalman filter. A simulation example is provided in which a process model based on the dynamics of a ballistic projectile is blended with an

Oscillatory regulation of Hes1: Discrete stochastic delay modelling and simulation.

PubMed

Barrio, Manuel; Burrage, Kevin; Leier, André; Tian, Tianhai

2006-09-08

Discrete stochastic simulations are a powerful tool for understanding the dynamics of chemical kinetics when there are small-to-moderate numbers of certain molecular species. In this paper we introduce delays into the stochastic simulation algorithm, thus mimicking delays associated with transcription and translation. We then show that this process may well explain more faithfully than continuous deterministic models the observed sustained oscillations in expression levels of hes1 mRNA and Hes1 protein.

POD Model Reconstruction for Gray-Box Fault Detection

NASA Technical Reports Server (NTRS)

Park, Han; Zak, Michail

2007-01-01

Proper orthogonal decomposition (POD) is the mathematical basis of a method of constructing low-order mathematical models for the "gray-box" fault-detection algorithm that is a component of a diagnostic system known as beacon-based exception analysis for multi-missions (BEAM). POD has been successfully applied in reducing computational complexity by generating simple models that can be used for control and simulation for complex systems such as fluid flows. In the present application to BEAM, POD brings the same benefits to automated diagnosis. BEAM is a method of real-time or offline, automated diagnosis of a complex dynamic system.The gray-box approach makes it possible to utilize incomplete or approximate knowledge of the dynamics of the system that one seeks to diagnose. In the gray-box approach, a deterministic model of the system is used to filter a time series of system sensor data to remove the deterministic components of the time series from further examination. What is left after the filtering operation is a time series of residual quantities that represent the unknown (or at least unmodeled) aspects of the behavior of the system. Stochastic modeling techniques are then applied to the residual time series. The procedure for detecting abnormal behavior of the system then becomes one of looking for statistical differences between the residual time series and the predictions of the stochastic model.

Dynamical modeling and multi-experiment fitting with PottersWheel

PubMed Central

Maiwald, Thomas; Timmer, Jens

2008-01-01

Motivation: Modelers in Systems Biology need a flexible framework that allows them to easily create new dynamic models, investigate their properties and fit several experimental datasets simultaneously. Multi-experiment-fitting is a powerful approach to estimate parameter values, to check the validity of a given model, and to discriminate competing model hypotheses. It requires high-performance integration of ordinary differential equations and robust optimization. Results: We here present the comprehensive modeling framework Potters-Wheel (PW) including novel functionalities to satisfy these requirements with strong emphasis on the inverse problem, i.e. data-based modeling of partially observed and noisy systems like signal transduction pathways and metabolic networks. PW is designed as a MATLAB toolbox and includes numerous user interfaces. Deterministic and stochastic optimization routines are combined by fitting in logarithmic parameter space allowing for robust parameter calibration. Model investigation includes statistical tests for model-data-compliance, model discrimination, identifiability analysis and calculation of Hessian- and Monte-Carlo-based parameter confidence limits. A rich application programming interface is available for customization within own MATLAB code. Within an extensive performance analysis, we identified and significantly improved an integrator–optimizer pair which decreases the fitting duration for a realistic benchmark model by a factor over 3000 compared to MATLAB with optimization toolbox. Availability: PottersWheel is freely available for academic usage at http://www.PottersWheel.de/. The website contains a detailed documentation and introductory videos. The program has been intensively used since 2005 on Windows, Linux and Macintosh computers and does not require special MATLAB toolboxes. Contact: maiwald@fdm.uni-freiburg.de Supplementary information: Supplementary data are available at Bioinformatics online. PMID:18614583

Dokan Hydropower Reservoir Operation under Stochastic Conditions as Regards the Inflows and the Energy Demands

NASA Astrophysics Data System (ADS)

Izat Rashed, Ghamgeen

2018-03-01

This paper presented a way of obtaining certain operating rules on time steps for the management of a large reservoir operation with a peak hydropower plant associated to it. The rules were allowed to have the form of non-linear regression equations which link a decision variable (here the water volume in the reservoir at the end of the time step) by several parameters influencing it. This paper considered the Dokan hydroelectric development KR-Iraq, which operation data are available for. It was showing that both the monthly average inflows and the monthly power demands are random variables. A model of deterministic dynamic programming intending the minimization of the total amount of the squares differences between the demanded energy and the generated energy is run with a multitude of annual scenarios of inflows and monthly required energies. The operating rules achieved allow the efficient and safe management of the operation and it is quietly and accurately known the forecast of the inflow and of the energy demand on the next time step.

Operation of Dokan Reservoir under Stochastic Conditions as Regards the Inflows and the Energy Demands

NASA Astrophysics Data System (ADS)

Rashed, G. I.

2018-02-01

This paper presented a way of obtaining certain operating rules on time steps for the management of a large reservoir operation with a peak hydropower plant associated to it. The rules were allowed to have the form of non-linear regression equations which link a decision variable (here the water volume in the reservoir at the end of the time step) by several parameters influencing it. This paper considered the Dokan hydroelectric development KR-Iraq, which operation data are available for. It was showing that both the monthly average inflows and the monthly power demands are random variables. A model of deterministic dynamic programming intending the minimization of the total amount of the squares differences between the demanded energy and the generated energy is run with a multitude of annual scenarios of inflows and monthly required energies. The operating rules achieved allow the efficient and safe management of the operation and it is quietly and accurately known the forecast of the inflow and of the energy demand on the next time step.

Multi-Harmony: detecting functional specificity from sequence alignment

PubMed Central

Brandt, Bernd W.; Feenstra, K. Anton; Heringa, Jaap

2010-01-01

Many protein families contain sub-families with functional specialization, such as binding different ligands or being involved in different protein–protein interactions. A small number of amino acids generally determine functional specificity. The identification of these residues can aid the understanding of protein function and help finding targets for experimental analysis. Here, we present multi-Harmony, an interactive web sever for detecting sub-type-specific sites in proteins starting from a multiple sequence alignment. Combining our Sequence Harmony (SH) and multi-Relief (mR) methods in one web server allows simultaneous analysis and comparison of specificity residues; furthermore, both methods have been significantly improved and extended. SH has been extended to cope with more than two sub-groups. mR has been changed from a sampling implementation to a deterministic one, making it more consistent and user friendly. For both methods Z-scores are reported. The multi-Harmony web server produces a dynamic output page, which includes interactive connections to the Jalview and Jmol applets, thereby allowing interactive analysis of the results. Multi-Harmony is available at http://www.ibi.vu.nl/ programs/shmrwww. PMID:20525785

Becoming Ryan: Lines of Flight from Majoritarian Understandings of Masculinity through a High School Reading and Mentoring Program. A Story of Possibility

ERIC Educational Resources Information Center

Rogers, Mandy; Rowan, Leonie; Walker, Rachel

2014-01-01

Within literature relating to the broad field of boys' education attention is regularly drawn to the significant difference between essentialist and anti-essentialist accounts of "the boy problem" and the limitations of gender-based educational reforms which rely upon deterministic notions of what boys are "really" like and, by…

Further steps in the modeling of behavioural crowd dynamics, good news for safe handling. Comment on "Human behaviours in evacuation crowd dynamics: From modelling to "big data" toward crisis management" by Nicola Bellomo et al.

NASA Astrophysics Data System (ADS)

Knopoff, Damián A.

2016-09-01

The recent review paper [4] constitutes a valuable contribution on the understanding, modeling and simulation of crowd dynamics in extreme situations. It provides a very comprehensive revision about the complexity features of the system under consideration, scaling and the consequent justification of the used methods. In particular, macro and microscopic models have so far been used to model crowd dynamics [9] and authors appropriately explain that working at the mesoscale is a good choice to deal with the heterogeneous behaviour of walkers as well as with the difficulty of their deterministic identification. In this way, methods based on the kinetic theory and statistical dynamics are employed, more precisely the so-called kinetic theory for active particles [7]. This approach has successfully been applied in the modeling of several complex dynamics, with recent applications to learning [2,8] that constitutes the key to understand communication and is of great importance in social dynamics and behavioral sciences.

Scalable Replay with Partial-Order Dependencies for Message-Logging Fault Tolerance

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

Lifflander, Jonathan; Meneses, Esteban; Menon, Harshita

2014-09-22

Deterministic replay of a parallel application is commonly used for discovering bugs or to recover from a hard fault with message-logging fault tolerance. For message passing programs, a major source of overhead during forward execution is recording the order in which messages are sent and received. During replay, this ordering must be used to deterministically reproduce the execution. Previous work in replay algorithms often makes minimal assumptions about the programming model and application in order to maintain generality. However, in many cases, only a partial order must be recorded due to determinism intrinsic in the code, ordering constraints imposed bymore » the execution model, and events that are commutative (their relative execution order during replay does not need to be reproduced exactly). In this paper, we present a novel algebraic framework for reasoning about the minimum dependencies required to represent the partial order for different concurrent orderings and interleavings. By exploiting this theory, we improve on an existing scalable message-logging fault tolerance scheme. The improved scheme scales to 131,072 cores on an IBM BlueGene/P with up to 2x lower overhead than one that records a total order.« less

Parameter estimation in spiking neural networks: a reverse-engineering approach.

PubMed

Rostro-Gonzalez, H; Cessac, B; Vieville, T

2012-04-01

This paper presents a reverse engineering approach for parameter estimation in spiking neural networks (SNNs). We consider the deterministic evolution of a time-discretized network with spiking neurons, where synaptic transmission has delays, modeled as a neural network of the generalized integrate and fire type. Our approach aims at by-passing the fact that the parameter estimation in SNN results in a non-deterministic polynomial-time hard problem when delays are to be considered. Here, this assumption has been reformulated as a linear programming (LP) problem in order to perform the solution in a polynomial time. Besides, the LP problem formulation makes the fact that the reverse engineering of a neural network can be performed from the observation of the spike times explicit. Furthermore, we point out how the LP adjustment mechanism is local to each neuron and has the same structure as a 'Hebbian' rule. Finally, we present a generalization of this approach to the design of input-output (I/O) transformations as a practical method to 'program' a spiking network, i.e. find a set of parameters allowing us to exactly reproduce the network output, given an input. Numerical verifications and illustrations are provided.

Analyzing transmission dynamics of cholera with public health interventions.

PubMed

Posny, Drew; Wang, Jin; Mukandavire, Zindoga; Modnak, Chairat

2015-06-01

Cholera continues to be a serious public health concern in developing countries and the global increase in the number of reported outbreaks suggests that activities to control the diseases and surveillance programs to identify or predict the occurrence of the next outbreaks are not adequate. These outbreaks have increased in frequency, severity, duration and endemicity in recent years. Mathematical models for infectious diseases play a critical role in predicting and understanding disease mechanisms, and have long provided basic insights in the possible ways to control infectious diseases. In this paper, we present a new deterministic cholera epidemiological model with three types of control measures incorporated into a cholera epidemic setting: treatment, vaccination and sanitation. Essential dynamical properties of the model with constant intervention controls which include local and global stabilities for the equilibria are carefully analyzed. Further, using optimal control techniques, we perform a study to investigate cost-effective solutions for time-dependent public health interventions in order to curb disease transmission in epidemic settings. Our results show that the basic reproductive number (R0) remains the model's epidemic threshold despite the inclusion of a package of cholera interventions. For time-dependent controls, the results suggest that these interventions closely interplay with each other, and the costs of controls directly affect the length and strength of each control in an optimal strategy. Copyright © 2015 Elsevier Inc. All rights reserved.

Exploiting Fast-Variables to Understand Population Dynamics and Evolution

NASA Astrophysics Data System (ADS)

Constable, George W. A.; McKane, Alan J.

2018-07-01

We describe a continuous-time modelling framework for biological population dynamics that accounts for demographic noise. In the spirit of the methodology used by statistical physicists, transitions between the states of the system are caused by individual events while the dynamics are described in terms of the time-evolution of a probability density function. In general, the application of the diffusion approximation still leaves a description that is quite complex. However, in many biological applications one or more of the processes happen slowly relative to the system's other processes, and the dynamics can be approximated as occurring within a slow low-dimensional subspace. We review these time-scale separation arguments and analyse the more simple stochastic dynamics that result in a number of cases. We stress that it is important to retain the demographic noise derived in this way, and emphasise this point by showing that it can alter the direction of selection compared to the prediction made from an analysis of the corresponding deterministic model.

Exploiting Fast-Variables to Understand Population Dynamics and Evolution

NASA Astrophysics Data System (ADS)

Constable, George W. A.; McKane, Alan J.

2017-11-01

We describe a continuous-time modelling framework for biological population dynamics that accounts for demographic noise. In the spirit of the methodology used by statistical physicists, transitions between the states of the system are caused by individual events while the dynamics are described in terms of the time-evolution of a probability density function. In general, the application of the diffusion approximation still leaves a description that is quite complex. However, in many biological applications one or more of the processes happen slowly relative to the system's other processes, and the dynamics can be approximated as occurring within a slow low-dimensional subspace. We review these time-scale separation arguments and analyse the more simple stochastic dynamics that result in a number of cases. We stress that it is important to retain the demographic noise derived in this way, and emphasise this point by showing that it can alter the direction of selection compared to the prediction made from an analysis of the corresponding deterministic model.

Epidemic spreading on adaptively weighted scale-free networks.

PubMed

Sun, Mengfeng; Zhang, Haifeng; Kang, Huiyan; Zhu, Guanghu; Fu, Xinchu

2017-04-01

We introduce three modified SIS models on scale-free networks that take into account variable population size, nonlinear infectivity, adaptive weights, behavior inertia and time delay, so as to better characterize the actual spread of epidemics. We develop new mathematical methods and techniques to study the dynamics of the models, including the basic reproduction number, and the global asymptotic stability of the disease-free and endemic equilibria. We show the disease-free equilibrium cannot undergo a Hopf bifurcation. We further analyze the effects of local information of diseases and various immunization schemes on epidemic dynamics. We also perform some stochastic network simulations which yield quantitative agreement with the deterministic mean-field approach.

Phonon-induced ultrafast band gap control in LaTiO3

NASA Astrophysics Data System (ADS)

Gu, Mingqiang; Rondinelli, James M.

We propose a route for ultrafast band gap engineering in correlated transition metal oxides by using optically driven phonons. We show that the ∖Gamma-point electron band energies can be deterministically tuned in the nonequilibrium state. Taking the Mott insulator LaTiO3 as an example, we show that such phonon-assisted processes dynamically induce an indirect-to-direct band gap transition or even a metal-to-insulator transition, depending on the electron correlation strength. We explain the origin of the dynamical band structure control and also establish its generality by examining related oxides. Lastly, we describe experimental routes to realize the band structure control with impulsive stimulated Raman scattering.

Chaotic Stochasticity: A Ubiquitous Source of Unpredictability in Epidemics

NASA Astrophysics Data System (ADS)

Rand, D. A.; Wilson, H. B.

1991-11-01

We address the question of whether or not childhood epidemics such as measles and chickenpox are chaotic, and argue that the best explanation of the observed unpredictability is that it is a manifestation of what we call chaotic stochasticity. Such chaos is driven and made permanent by the fluctuations from the mean field encountered in epidemics, or by extrinsic stochastic noise, and is dependent upon the existence of chaotic repellors in the mean field dynamics. Its existence is also a consequence of the near extinctions in the epidemic. For such systems, chaotic stochasticity is likely to be far more ubiquitous than the presence of deterministic chaotic attractors. It is likely to be a common phenomenon in biological dynamics.

Low-Dimensional Chaos in an Instance of Epilepsy

NASA Astrophysics Data System (ADS)

Babloyantz, A.; Destexhe, A.

1986-05-01

Using a time series obtained from the electroencephalogram recording of a human epileptic seizure, we show the existence of a chaotic attractor, the latter being the direct consequence of the deterministic nature of brain activity. This result is compared with other attractors seen in normal human brain dynamics. A sudden jump is observed between the dimensionalities of these brain attractors 4.05 ± 0.05 for deep sleep) and the very low dimensionality of the epileptic state (2.05 ± 0.09). The evaluation of the autocorrelation function and of the largest Lyapunov exponent allows us to sharpen further the main features of underlying dynamics. Possible implications in biological and medical research are briefly discussed.

Competitive Facility Location with Random Demands

NASA Astrophysics Data System (ADS)

Uno, Takeshi; Katagiri, Hideki; Kato, Kosuke

2009-10-01

This paper proposes a new location problem of competitive facilities, e.g. shops and stores, with uncertain demands in the plane. By representing the demands for facilities as random variables, the location problem is formulated to a stochastic programming problem, and for finding its solution, three deterministic programming problems: expectation maximizing problem, probability maximizing problem, and satisfying level maximizing problem are considered. After showing that one of their optimal solutions can be found by solving 0-1 programming problems, their solution method is proposed by improving the tabu search algorithm with strategic vibration. Efficiency of the solution method is shown by applying to numerical examples of the facility location problems.

Fuzzy linear model for production optimization of mining systems with multiple entities

NASA Astrophysics Data System (ADS)

Vujic, Slobodan; Benovic, Tomo; Miljanovic, Igor; Hudej, Marjan; Milutinovic, Aleksandar; Pavlovic, Petar

2011-12-01

Planning and production optimization within multiple mines or several work sites (entities) mining systems by using fuzzy linear programming (LP) was studied. LP is the most commonly used operations research methods in mining engineering. After the introductory review of properties and limitations of applying LP, short reviews of the general settings of deterministic and fuzzy LP models are presented. With the purpose of comparative analysis, the application of both LP models is presented using the example of the Bauxite Basin Niksic with five mines. After the assessment, LP is an efficient mathematical modeling tool in production planning and solving many other single-criteria optimization problems of mining engineering. After the comparison of advantages and deficiencies of both deterministic and fuzzy LP models, the conclusion presents benefits of the fuzzy LP model but is also stating that seeking the optimal plan of production means to accomplish the overall analysis that will encompass the LP model approaches.

The value of believing in free will: encouraging a belief in determinism increases cheating.

PubMed

Vohs, Kathleen D; Schooler, Jonathan W

2008-01-01

Does moral behavior draw on a belief in free will? Two experiments examined whether inducing participants to believe that human behavior is predetermined would encourage cheating. In Experiment 1, participants read either text that encouraged a belief in determinism (i.e., that portrayed behavior as the consequence of environmental and genetic factors) or neutral text. Exposure to the deterministic message increased cheating on a task in which participants could passively allow a flawed computer program to reveal answers to mathematical problems that they had been instructed to solve themselves. Moreover, increased cheating behavior was mediated by decreased belief in free will. In Experiment 2, participants who read deterministic statements cheated by overpaying themselves for performance on a cognitive task; participants who read statements endorsing free will did not. These findings suggest that the debate over free will has societal, as well as scientific and theoretical, implications.

Stochastic Watershed Models for Risk Based Decision Making

NASA Astrophysics Data System (ADS)

Vogel, R. M.

2017-12-01

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

Reliability-based design optimization using a generalized subset simulation method and posterior approximation

NASA Astrophysics Data System (ADS)

Ma, Yuan-Zhuo; Li, Hong-Shuang; Yao, Wei-Xing

2018-05-01

The evaluation of the probabilistic constraints in reliability-based design optimization (RBDO) problems has always been significant and challenging work, which strongly affects the performance of RBDO methods. This article deals with RBDO problems using a recently developed generalized subset simulation (GSS) method and a posterior approximation approach. The posterior approximation approach is used to transform all the probabilistic constraints into ordinary constraints as in deterministic optimization. The assessment of multiple failure probabilities required by the posterior approximation approach is achieved by GSS in a single run at all supporting points, which are selected by a proper experimental design scheme combining Sobol' sequences and Bucher's design. Sequentially, the transformed deterministic design optimization problem can be solved by optimization algorithms, for example, the sequential quadratic programming method. Three optimization problems are used to demonstrate the efficiency and accuracy of the proposed method.

Structural Deterministic Safety Factors Selection Criteria and Verification

NASA Technical Reports Server (NTRS)

Verderaime, V.

1992-01-01

Though current deterministic safety factors are arbitrarily and unaccountably specified, its ratio is rooted in resistive and applied stress probability distributions. This study approached the deterministic method from a probabilistic concept leading to a more systematic and coherent philosophy and criterion for designing more uniform and reliable high-performance structures. The deterministic method was noted to consist of three safety factors: a standard deviation multiplier of the applied stress distribution; a K-factor for the A- or B-basis material ultimate stress; and the conventional safety factor to ensure that the applied stress does not operate in the inelastic zone of metallic materials. The conventional safety factor is specifically defined as the ratio of ultimate-to-yield stresses. A deterministic safety index of the combined safety factors was derived from which the corresponding reliability proved the deterministic method is not reliability sensitive. The bases for selecting safety factors are presented and verification requirements are discussed. The suggested deterministic approach is applicable to all NASA, DOD, and commercial high-performance structures under static stresses.

Finally making sense of the double-slit experiment.

PubMed

Aharonov, Yakir; Cohen, Eliahu; Colombo, Fabrizio; Landsberger, Tomer; Sabadini, Irene; Struppa, Daniele C; Tollaksen, Jeff

2017-06-20

Feynman stated that the double-slit experiment "…has in it the heart of quantum mechanics. In reality, it contains the only mystery" and that "nobody can give you a deeper explanation of this phenomenon than I have given; that is, a description of it" [Feynman R, Leighton R, Sands M (1965) The Feynman Lectures on Physics ]. We rise to the challenge with an alternative to the wave function-centered interpretations: instead of a quantum wave passing through both slits, we have a localized particle with nonlocal interactions with the other slit. Key to this explanation is dynamical nonlocality, which naturally appears in the Heisenberg picture as nonlocal equations of motion. This insight led us to develop an approach to quantum mechanics which relies on pre- and postselection, weak measurements, deterministic, and modular variables. We consider those properties of a single particle that are deterministic to be primal. The Heisenberg picture allows us to specify the most complete enumeration of such deterministic properties in contrast to the Schrödinger wave function, which remains an ensemble property. We exercise this approach by analyzing a version of the double-slit experiment augmented with postselection, showing that only it and not the wave function approach can be accommodated within a time-symmetric interpretation, where interference appears even when the particle is localized. Although the Heisenberg and Schrödinger pictures are equivalent formulations, nevertheless, the framework presented here has led to insights, intuitions, and experiments that were missed from the old perspective.

Behavior dynamics: One perspective

PubMed Central

Marr, M. Jackson

1992-01-01

Behavior dynamics is a field devoted to analytic descriptions of behavior change. A principal source of both models and methods for these descriptions is found in physics. This approach is an extension of a long conceptual association between behavior analysis and physics. A theme common to both is the role of molar versus molecular events in description and prediction. Similarities and differences in how these events are treated are discussed. Two examples are presented that illustrate possible correspondence between mechanical and behavioral systems. The first demonstrates the use of a mechanical model to describe the molar properties of behavior under changing reinforcement conditions. The second, dealing with some features of concurrent schedules, focuses on the possible utility of nonlinear dynamical systems to the description of both molar and molecular behavioral events as the outcome of a deterministic, but chaotic, process. PMID:16812655

Particle statistics and lossy dynamics of ultracold atoms in optical lattices

NASA Astrophysics Data System (ADS)

Yago Malo, J.; van Nieuwenburg, E. P. L.; Fischer, M. H.; Daley, A. J.

2018-05-01

Experimental control over ultracold quantum gases has made it possible to investigate low-dimensional systems of both bosonic and fermionic atoms. In closed one-dimensional systems there are many similarities in the dynamics of local quantities for spinless fermions and strongly interacting "hard-core" bosons, which on a lattice can be formalized via a Jordan-Wigner transformation. In this study, we analyze the similarities and differences for spinless fermions and hard-core bosons on a lattice in the presence of particle loss. The removal of a single fermion causes differences in local quantities compared with the bosonic case because of the different particle exchange symmetry in the two cases. We identify deterministic and probabilistic signatures of these dynamics in terms of local particle density, which could be measured in ongoing experiments with quantum gas microscopes.

Dynamics and thermodynamics of open chemical networks

NASA Astrophysics Data System (ADS)

Esposito, Massimiliano

Open chemical networks (OCN) are large sets of coupled chemical reactions where some of the species are chemostated (i.e. continuously restored from the environment). Cell metabolism is a notable example of OCN. Two results will be presented. First, dissipation in OCN operating in nonequilibrium steady-states strongly depends on the network topology (algebraic properties of the stoichiometric matrix). An application to oligosaccharides exchange dynamics performed by so-called D-enzymes will be provided. Second, at low concentration the dissipation of OCN is in general inaccurately predicted by deterministic dynamics (i.e. nonlinear rate equations for the species concentrations). In this case a description in terms of the chemical master equation is necessary. A notable exception is provided by so-called deficiency zero networks, i.e. chemical networks with no hidden cycles present in the graph of reactant complexes.

Experimental and theoretical investigation of the magnetization dynamics of an artificial square spin ice cluster

NASA Astrophysics Data System (ADS)

Pohlit, Merlin; Stockem, Irina; Porrati, Fabrizio; Huth, Michael; Schröder, Christian; Müller, Jens

2016-10-01

We study the magnetization dynamics of a spin ice cluster which is a building block of an artificial square spin ice fabricated by focused electron-beam-induced deposition both experimentally and theoretically. The spin ice cluster is composed of twelve interacting Co nanoislands grown directly on top of a high-resolution micro-Hall sensor. By employing micromagnetic simulations and a macrospin model, we calculate the magnetization and the experimentally investigated stray field emanating from a single nanoisland. The parameters determined from a comparison with the experimental hysteresis loop are used to derive an effective single-dipole macrospin model that allows us to investigate the dynamics of the spin ice cluster. Our model reproduces the experimentally observed non-deterministic sequences in the magnetization curves as well as the distinct temperature dependence of the hysteresis loop.

Effective Connectivity Modeling for fMRI: Six Issues and Possible Solutions Using Linear Dynamic Systems

PubMed Central

Smith, Jason F.; Pillai, Ajay; Chen, Kewei; Horwitz, Barry

2012-01-01

Analysis of directionally specific or causal interactions between regions in functional magnetic resonance imaging (fMRI) data has proliferated. Here we identify six issues with existing effective connectivity methods that need to be addressed. The issues are discussed within the framework of linear dynamic systems for fMRI (LDSf). The first concerns the use of deterministic models to identify inter-regional effective connectivity. We show that deterministic dynamics are incapable of identifying the trial-to-trial variability typically investigated as the marker of connectivity while stochastic models can capture this variability. The second concerns the simplistic (constant) connectivity modeled by most methods. Connectivity parameters of the LDSf model can vary at the same timescale as the input data. Further, extending LDSf to mixtures of multiple models provides more robust connectivity variation. The third concerns the correct identification of the network itself including the number and anatomical origin of the network nodes. Augmentation of the LDSf state space can identify additional nodes of a network. The fourth concerns the locus of the signal used as a “node” in a network. A novel extension LDSf incorporating sparse canonical correlations can select most relevant voxels from an anatomically defined region based on connectivity. The fifth concerns connection interpretation. Individual parameter differences have received most attention. We present alternative network descriptors of connectivity changes which consider the whole network. The sixth concerns the temporal resolution of fMRI data relative to the timescale of the inter-regional interactions in the brain. LDSf includes an “instantaneous” connection term to capture connectivity occurring at timescales faster than the data resolution. The LDS framework can also be extended to statistically combine fMRI and EEG data. The LDSf framework is a promising foundation for effective connectivity analysis. PMID:22279430

3D Dynamic Rupture Simulations along Dipping Faults, with a focus on the Wasatch Fault Zone, Utah

NASA Astrophysics Data System (ADS)

Withers, K.; Moschetti, M. P.

2017-12-01

We study dynamic rupture and ground motion from dip-slip faults in regions that have high-seismic hazard, such as the Wasatch fault zone, Utah. Previous numerical simulations have modeled deterministic ground motion along segments of this fault in the heavily populated regions near Salt Lake City but were restricted to low frequencies ( 1 Hz). We seek to better understand the rupture process and assess broadband ground motions and variability from the Wasatch Fault Zone by extending deterministic ground motion prediction to higher frequencies (up to 5 Hz). We perform simulations along a dipping normal fault (40 x 20 km along strike and width, respectively) with characteristics derived from geologic observations to generate a suite of ruptures > Mw 6.5. This approach utilizes dynamic simulations (fully physics-based models, where the initial stress drop and friction law are imposed) using a summation by parts (SBP) method. The simulations include rough-fault topography following a self-similar fractal distribution (over length scales from 100 m to the size of the fault) in addition to off-fault plasticity. Energy losses from heat and other mechanisms, modeled as anelastic attenuation, are also included, as well as free-surface topography, which can significantly affect ground motion patterns. We compare the effect of material structure and both rate and state and slip-weakening friction laws have on rupture propagation. The simulations show reduced slip and moment release in the near surface with the inclusion of plasticity, better agreeing with observations of shallow slip deficit. Long-wavelength fault geometry imparts a non-uniform stress distribution along both dip and strike, influencing the preferred rupture direction and hypocenter location, potentially important for seismic hazard estimation.

Response formulae for n-point correlations in statistical mechanical systems and application to a problem of coarse graining

NASA Astrophysics Data System (ADS)

Lucarini, Valerio; Wouters, Jeroen

2017-09-01

Predicting the response of a system to perturbations is a key challenge in mathematical and natural sciences. Under suitable conditions on the nature of the system, of the perturbation, and of the observables of interest, response theories allow to construct operators describing the smooth change of the invariant measure of the system of interest as a function of the small parameter controlling the intensity of the perturbation. In particular, response theories can be developed both for stochastic and chaotic deterministic dynamical systems, where in the latter case stricter conditions imposing some degree of structural stability are required. In this paper we extend previous findings and derive general response formulae describing how n- point correlations are affected by perturbations to the vector flow. We also show how to compute the response of the spectral properties of the system to perturbations. We then apply our results to the seemingly unrelated problem of coarse graining in multiscale systems: we find explicit formulae describing the change in the terms describing the parameterisation of the neglected degrees of freedom resulting from applying perturbations to the full system. All the terms envisioned by the Mori-Zwanzig theory—the deterministic, stochastic, and non-Markovian terms—are affected at first order in the perturbation. The obtained results provide a more comprehensive understanding of the response of statistical mechanical systems to perturbations. They also contribute to the goal of constructing accurate and robust parameterisations and are of potential relevance for fields like molecular dynamics, condensed matter, and geophysical fluid dynamics. We envision possible applications of our general results to the study of the response of climate variability to anthropogenic and natural forcing and to the study of the equivalence of thermostatted statistical mechanical systems.

On the precision of quasi steady state assumptions in stochastic dynamics

NASA Astrophysics Data System (ADS)

Agarwal, Animesh; Adams, Rhys; Castellani, Gastone C.; Shouval, Harel Z.

2012-07-01

Many biochemical networks have complex multidimensional dynamics and there is a long history of methods that have been used for dimensionality reduction for such reaction networks. Usually a deterministic mass action approach is used; however, in small volumes, there are significant fluctuations from the mean which the mass action approach cannot capture. In such cases stochastic simulation methods should be used. In this paper, we evaluate the applicability of one such dimensionality reduction method, the quasi-steady state approximation (QSSA) [L. Menten and M. Michaelis, "Die kinetik der invertinwirkung," Biochem. Z 49, 333369 (1913)] for dimensionality reduction in case of stochastic dynamics. First, the applicability of QSSA approach is evaluated for a canonical system of enzyme reactions. Application of QSSA to such a reaction system in a deterministic setting leads to Michaelis-Menten reduced kinetics which can be used to derive the equilibrium concentrations of the reaction species. In the case of stochastic simulations, however, the steady state is characterized by fluctuations around the mean equilibrium concentration. Our analysis shows that a QSSA based approach for dimensionality reduction captures well the mean of the distribution as obtained from a full dimensional simulation but fails to accurately capture the distribution around that mean. Moreover, the QSSA approximation is not unique. We have then extended the analysis to a simple bistable biochemical network model proposed to account for the stability of synaptic efficacies; the substrate of learning and memory [J. E. Lisman, "A mechanism of memory storage insensitive to molecular turnover: A bistable autophosphorylating kinase," Proc. Natl. Acad. Sci. U.S.A. 82, 3055-3057 (1985)], 10.1073/pnas.82.9.3055. Our analysis shows that a QSSA based dimensionality reduction method results in errors as big as two orders of magnitude in predicting the residence times in the two stable states.

Seasonal dynamics of the plant community and soil seed bank along a successional gradient in a subalpine meadow on the Tibetan Plateau.

PubMed

Ma, Miaojun; Zhou, Xianhui; Qi, Wei; Liu, Kun; Jia, Peng; Du, Guozhen

2013-01-01

Knowledge about how change the importance of soil seed bank and relationship between seed mass and abundance during vegetation succession is crucial for understanding vegetation dynamics. Many studies have been conducted, but their ecological mechanisms of community assembly are not fully understood. We examined the seasonal dynamics of the vegetation and soil seed bank as well as seed size distribution along a successional gradient. We also explored the potential role of the soil seed bank in plant community regeneration, the relationship between seed mass and species abundance, and the relative importance of deterministic and stochastic processes along a successional gradient. Species richness of seed bank increased (shallow layer and the total) and seed density decreased (each layer and the total) significantly with succession. Species richness and seed density differed significantly between different seasons and among soil depths. Seed mass showed a significant negative relationship with relative abundance in the earliest successional stage, but the relationships were not significant in later stages. Seed mass showed no relationship with relative abundance in the whole successional series in seed bank. Results were similar for both July 2005 and April 2006. The seed mass and abundance relationship was determined by a complex interaction between small and larger seeded species and environmental factors. Both stochastic processes and deterministic processes were important determinants of the structure of the earliest stage. The importance of seed bank decreased with succession. The restoration of abandoned farmed and grazed meadows to the species-rich subalpine meadow in Tibetan Plateau can be successfully achieved from the soil seed bank. However, at least 20 years are required to fully restore an abandoned agricultural meadow to a natural mature subalpine meadow.

Substrate growth dynamics and biomineralization of an Ediacaran encrusting poriferan.

PubMed

Wood, Rachel; Penny, Amelia

2018-01-10

The ability to encrust in order to secure and maintain growth on a substrate is a key competitive innovation in benthic metazoans. Here we describe the substrate growth dynamics, mode of biomineralization and possible affinity of Namapoikia rietoogensis , a large (up to 1 m), robustly skeletal, and modular Ediacaran metazoan which encrusted the walls of synsedimentary fissures within microbial-metazoan reefs. Namapoikia formed laminar or domal morphologies with an internal structure of open tubules and transverse elements, and had a very plastic, non-deterministic growth form which could encrust both fully lithified surfaces as well as living microbial substrates, the latter via modified skeletal holdfasts. Namapoikia shows complex growth interactions and substrate competition with contemporary living microbialites and thrombolites, including the production of plate-like dissepiments in response to microbial overgrowth which served to elevate soft tissue above the microbial surface. Namapoikia could also recover from partial mortality due to microbial fouling. We infer initial skeletal growth to have propagated via the rapid formation of an organic scaffold via a basal pinacoderm prior to calcification. This is likely an ancient mode of biomineralization with similarities to the living calcified demosponge Vaceletia. Namapoikia also shows inferred skeletal growth banding which, combined with its large size, implies notable individual longevity. In sum, Namapoikia was a large, relatively long-lived Ediacaran clonal skeletal metazoan that propagated via an organic scaffold prior to calcification, enabling rapid, effective and dynamic substrate occupation and competition in cryptic reef settings. The open tubular internal structure, highly flexible, non-deterministic skeletal organization, and inferred style of biomineralization of Namapoikia places probable affinity within total-group poriferans. © 2018 The Author(s).

On spurious detection of linear response and misuse of the fluctuation-dissipation theorem in finite time series

NASA Astrophysics Data System (ADS)

Gottwald, Georg A.; Wormell, J. P.; Wouters, Jeroen

2016-09-01

Using a sensitive statistical test we determine whether or not one can detect the breakdown of linear response given observations of deterministic dynamical systems. A goodness-of-fit statistics is developed for a linear statistical model of the observations, based on results for central limit theorems for deterministic dynamical systems, and used to detect linear response breakdown. We apply the method to discrete maps which do not obey linear response and show that the successful detection of breakdown depends on the length of the time series, the magnitude of the perturbation and on the choice of the observable. We find that in order to reliably reject the assumption of linear response for typical observables sufficiently large data sets are needed. Even for simple systems such as the logistic map, one needs of the order of 106 observations to reliably detect the breakdown with a confidence level of 95 %; if less observations are available one may be falsely led to conclude that linear response theory is valid. The amount of data required is larger the smaller the applied perturbation. For judiciously chosen observables the necessary amount of data can be drastically reduced, but requires detailed a priori knowledge about the invariant measure which is typically not available for complex dynamical systems. Furthermore we explore the use of the fluctuation-dissipation theorem (FDT) in cases with limited data length or coarse-graining of observations. The FDT, if applied naively to a system without linear response, is shown to be very sensitive to the details of the sampling method, resulting in erroneous predictions of the response.

Probabilistic vs. deterministic fiber tracking and the influence of different seed regions to delineate cerebellar-thalamic fibers in deep brain stimulation.

PubMed

Schlaier, Juergen R; Beer, Anton L; Faltermeier, Rupert; Fellner, Claudia; Steib, Kathrin; Lange, Max; Greenlee, Mark W; Brawanski, Alexander T; Anthofer, Judith M

2017-06-01

This study compared tractography approaches for identifying cerebellar-thalamic fiber bundles relevant to planning target sites for deep brain stimulation (DBS). In particular, probabilistic and deterministic tracking of the dentate-rubro-thalamic tract (DRTT) and differences between the spatial courses of the DRTT and the cerebello-thalamo-cortical (CTC) tract were compared. Six patients with movement disorders were examined by magnetic resonance imaging (MRI), including two sets of diffusion-weighted images (12 and 64 directions). Probabilistic and deterministic tractography was applied on each diffusion-weighted dataset to delineate the DRTT. Results were compared with regard to their sensitivity in revealing the DRTT and additional fiber tracts and processing time. Two sets of regions-of-interests (ROIs) guided deterministic tractography of the DRTT or the CTC, respectively. Tract distances to an atlas-based reference target were compared. Probabilistic fiber tracking with 64 orientations detected the DRTT in all twelve hemispheres. Deterministic tracking detected the DRTT in nine (12 directions) and in only two (64 directions) hemispheres. Probabilistic tracking was more sensitive in detecting additional fibers (e.g. ansa lenticularis and medial forebrain bundle) than deterministic tracking. Probabilistic tracking lasted substantially longer than deterministic. Deterministic tracking was more sensitive in detecting the CTC than the DRTT. CTC tracts were located adjacent but consistently more posterior to DRTT tracts. These results suggest that probabilistic tracking is more sensitive and robust in detecting the DRTT but harder to implement than deterministic approaches. Although sensitivity of deterministic tracking is higher for the CTC than the DRTT, targets for DBS based on these tracts likely differ. © 2017 Federation of European Neuroscience Societies and John Wiley & Sons Ltd.

Fault Diagnosis System of Wind Turbine Generator Based on Petri Net

NASA Astrophysics Data System (ADS)

Zhang, Han

Petri net is an important tool for discrete event dynamic systems modeling and analysis. And it has great ability to handle concurrent phenomena and non-deterministic phenomena. Currently Petri nets used in wind turbine fault diagnosis have not participated in the actual system. This article will combine the existing fuzzy Petri net algorithms; build wind turbine control system simulation based on Siemens S7-1200 PLC, while making matlab gui interface for migration of the system to different platforms.

Business cycles and fertility dynamics in the United States: a vector autoregressive model.

PubMed

Mocan, N H

1990-01-01

"Using vector-autoregressions...this paper shows that fertility moves countercyclically over the business cycle....[It] shows that the United States fertility is not governed by a deterministic trend as was assumed by previous studies. Rather, fertility evolves around a stochastic trend. It is shown that a bivariate analysis between fertility and unemployment yields a procyclical picture of fertility. However, when one considers the effects on fertility of early marriages and the divorce behavior as well as economic activity, fertility moves countercyclically." excerpt

Microcanonical model for interface formation

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

Rucklidge, A.; Zaleski, S.

1988-04-01

We describe a new cellular automaton model which allows us to simulate separation of phases. The model is an extension of existing cellular automata for the Ising model, such as Q2R. It conserves particle number and presents the qualitative features of spinodal decomposition. The dynamics is deterministic and does not require random number generators. The spins exchange energy with small local reservoirs or demons. The rate of relaxation to equilibrium is investigated, and the results are compared to the Lifshitz-Slyozov theory.

Modeling seasonal measles transmission in China

NASA Astrophysics Data System (ADS)

Bai, Zhenguo; Liu, Dan

2015-08-01

A discrete-time deterministic measles model with periodic transmission rate is formulated and studied. The basic reproduction number R0 is defined and used as the threshold parameter in determining the dynamics of the model. It is shown that the disease will die out if R0 < 1 , and the disease will persist in the population if R0 > 1 . Parameters in the model are estimated on the basis of demographic and epidemiological data. Numerical simulations are presented to describe the seasonal fluctuation of measles infection in China.

Correlations in electrically coupled chaotic lasers.

PubMed

Rosero, E J; Barbosa, W A S; Martinez Avila, J F; Khoury, A Z; Rios Leite, J R

2016-09-01

We show how two electrically coupled semiconductor lasers having optical feedback can present simultaneous antiphase correlated fast power fluctuations, and strong in-phase synchronized spikes of chaotic power drops. This quite counterintuitive phenomenon is demonstrated experimentally and confirmed by numerical solutions of a deterministic dynamical system of rate equations. The occurrence of negative and positive cross correlation between parts of a complex system according to time scales, as proved in our simple arrangement, is relevant for the understanding and characterization of collective properties in complex networks.

Oscillatory Regulation of Hes1: Discrete Stochastic Delay Modelling and Simulation

PubMed Central

Barrio, Manuel; Burrage, Kevin; Leier, André; Tian, Tianhai

2006-01-01

Discrete stochastic simulations are a powerful tool for understanding the dynamics of chemical kinetics when there are small-to-moderate numbers of certain molecular species. In this paper we introduce delays into the stochastic simulation algorithm, thus mimicking delays associated with transcription and translation. We then show that this process may well explain more faithfully than continuous deterministic models the observed sustained oscillations in expression levels of hes1 mRNA and Hes1 protein. PMID:16965175

Transition of chaotic motion to a limit cycle by intervention of economic policy: an empirical analysis in agriculture.

PubMed

Sakai, Kenshi; Managi, Shunsuke; Vitanov, Nikolay K; Demura, Katsuhiko

2007-04-01

This paper investigates the transition of dynamics observed in an actual real agricultural economic dataset. Lyapunov spectrum analysis is conducted on the data to distinguish deterministic chaos and the limit cycle. Chaotic and periodic oscillation were identified before and after the second oil crisis, respectively. The statitonarity of the time series is investigated using recurrence plots. This shows that government intervention might reduce market instability by removing a chaotic market's long-term unpredictability.

The Stochastic Evolution of a Protocell: The Gillespie Algorithm in a Dynamically Varying Volume

PubMed Central

Carletti, T.; Filisetti, A.

2012-01-01

We propose an improvement of the Gillespie algorithm allowing us to study the time evolution of an ensemble of chemical reactions occurring in a varying volume, whose growth is directly related to the amount of some specific molecules, belonging to the reactions set. This allows us to study the stochastic evolution of a protocell, whose volume increases because of the production of container molecules. Several protocell models are considered and compared with the deterministic models. PMID:22536297

Correlation structures in short-term variabilities of stock indices and exchange rates

NASA Astrophysics Data System (ADS)

Nakamura, Tomomichi; Small, Michael

2007-09-01

Financial data usually show irregular fluctuations and some trends. We investigate whether there are correlation structures in short-term variabilities (irregular fluctuations) among financial data from the viewpoint of deterministic dynamical systems. Our method is based on the small-shuffle surrogate method. The data we use are daily closing price of Standard & Poor's 500 and the volume, and daily foreign exchange rates, Euro/US Dollar (USD), British Pound/USD and Japanese Yen/USD. We found that these data are not independent.

Comparison of different incremental analysis update schemes in a realistic assimilation system with Ensemble Kalman Filter

NASA Astrophysics Data System (ADS)

Yan, Y.; Barth, A.; Beckers, J. M.; Brankart, J. M.; Brasseur, P.; Candille, G.

2017-07-01

In this paper, three incremental analysis update schemes (IAU 0, IAU 50 and IAU 100) are compared in the same assimilation experiments with a realistic eddy permitting primitive equation model of the North Atlantic Ocean using the Ensemble Kalman Filter. The difference between the three IAU schemes lies on the position of the increment update window. The relevance of each IAU scheme is evaluated through analyses on both thermohaline and dynamical variables. The validation of the assimilation results is performed according to both deterministic and probabilistic metrics against different sources of observations. For deterministic validation, the ensemble mean and the ensemble spread are compared to the observations. For probabilistic validation, the continuous ranked probability score (CRPS) is used to evaluate the ensemble forecast system according to reliability and resolution. The reliability is further decomposed into bias and dispersion by the reduced centred random variable (RCRV) score. The obtained results show that 1) the IAU 50 scheme has the same performance as the IAU 100 scheme 2) the IAU 50/100 schemes outperform the IAU 0 scheme in error covariance propagation for thermohaline variables in relatively stable region, while the IAU 0 scheme outperforms the IAU 50/100 schemes in dynamical variables estimation in dynamically active region 3) in case with sufficient number of observations and good error specification, the impact of IAU schemes is negligible. The differences between the IAU 0 scheme and the IAU 50/100 schemes are mainly due to different model integration time and different instability (density inversion, large vertical velocity, etc.) induced by the increment update. The longer model integration time with the IAU 50/100 schemes, especially the free model integration, on one hand, allows for better re-establishment of the equilibrium model state, on the other hand, smooths the strong gradients in dynamically active region.