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.

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.

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

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.

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.

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 ) .

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.

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.

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.

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.

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.

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.

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.

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.

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.

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"

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.

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

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.

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.

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.

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 .

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?

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.

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.

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.

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

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.

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.

Improving Deterministic Reserve Requirements for Security Constrained Unit Commitment and Scheduling Problems in Power Systems

NASA Astrophysics Data System (ADS)

Wang, Fengyu

Traditional deterministic reserve requirements rely on ad-hoc, rule of thumb methods to determine adequate reserve in order to ensure a reliable unit commitment. Since congestion and uncertainties exist in the system, both the quantity and the location of reserves are essential to ensure system reliability and market efficiency. The modeling of operating reserves in the existing deterministic reserve requirements acquire the operating reserves on a zonal basis and do not fully capture the impact of congestion. The purpose of a reserve zone is to ensure that operating reserves are spread across the network. Operating reserves are shared inside each reserve zone, but intra-zonal congestion may block the deliverability of operating reserves within a zone. Thus, improving reserve policies such as reserve zones may improve the location and deliverability of reserve. As more non-dispatchable renewable resources are integrated into the grid, it will become increasingly difficult to predict the transfer capabilities and the network congestion. At the same time, renewable resources require operators to acquire more operating reserves. With existing deterministic reserve requirements unable to ensure optimal reserve locations, the importance of reserve location and reserve deliverability will increase. While stochastic programming can be used to determine reserve by explicitly modelling uncertainties, there are still scalability as well as pricing issues. Therefore, new methods to improve existing deterministic reserve requirements are desired. One key barrier of improving existing deterministic reserve requirements is its potential market impacts. A metric, quality of service, is proposed in this thesis to evaluate the price signal and market impacts of proposed hourly reserve zones. Three main goals of this thesis are: 1) to develop a theoretical and mathematical model to better locate reserve while maintaining the deterministic unit commitment and economic dispatch structure, especially with the consideration of renewables, 2) to develop a market settlement scheme of proposed dynamic reserve policies such that the market efficiency is improved, 3) to evaluate the market impacts and price signal of the proposed dynamic reserve policies.

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.

Robust planning of dynamic wireless charging infrastructure for battery electric buses

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

Liu, Zhaocai; Song, Ziqi

Battery electric buses with zero tailpipe emissions have great potential in improving environmental sustainability and livability of urban areas. However, the problems of high cost and limited range associated with on-board batteries have substantially limited the popularity of battery electric buses. The technology of dynamic wireless power transfer (DWPT), which provides bus operators with the ability to charge buses while in motion, may be able to effectively alleviate the drawbacks of electric buses. In this paper, we address the problem of simultaneously selecting the optimal location of the DWPT facilities and designing the optimal battery sizes of electric buses formore » a DWPT electric bus system. The problem is first constructed as a deterministic model in which the uncertainty of energy consumption and travel time of electric buses is neglected. The methodology of robust optimization (RO) is then adopted to address the uncertainty of energy consumption and travel time. The affinely adjustable robust counterpart (AARC) of the deterministic model is developed, and its equivalent tractable mathematical programming is derived. Both the deterministic model and the robust model are demonstrated with a real-world bus system. The results of our study demonstrate that the proposed deterministic model can effectively determine the allocation of DWPT facilities and the battery sizes of electric buses for a DWPT electric bus system; and the robust model can further provide optimal designs that are robust against the uncertainty of energy consumption and travel time for electric buses.« less

Robust planning of dynamic wireless charging infrastructure for battery electric buses

DOE PAGES

Liu, Zhaocai; Song, Ziqi

2017-10-01

Battery electric buses with zero tailpipe emissions have great potential in improving environmental sustainability and livability of urban areas. However, the problems of high cost and limited range associated with on-board batteries have substantially limited the popularity of battery electric buses. The technology of dynamic wireless power transfer (DWPT), which provides bus operators with the ability to charge buses while in motion, may be able to effectively alleviate the drawbacks of electric buses. In this paper, we address the problem of simultaneously selecting the optimal location of the DWPT facilities and designing the optimal battery sizes of electric buses formore » a DWPT electric bus system. The problem is first constructed as a deterministic model in which the uncertainty of energy consumption and travel time of electric buses is neglected. The methodology of robust optimization (RO) is then adopted to address the uncertainty of energy consumption and travel time. The affinely adjustable robust counterpart (AARC) of the deterministic model is developed, and its equivalent tractable mathematical programming is derived. Both the deterministic model and the robust model are demonstrated with a real-world bus system. The results of our study demonstrate that the proposed deterministic model can effectively determine the allocation of DWPT facilities and the battery sizes of electric buses for a DWPT electric bus system; and the robust model can further provide optimal designs that are robust against the uncertainty of energy consumption and travel time for electric buses.« less

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…

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.

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.

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.

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.

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.

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.

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.

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.

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

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.

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.

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.

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

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

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.

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.

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.

Automated Flight Routing Using Stochastic Dynamic Programming

NASA Technical Reports Server (NTRS)

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

2010-01-01

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

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 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.

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.

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.

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.

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.

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.

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

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

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.

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.

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.

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.

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.

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.

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.

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.

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

Discrete Time McKean–Vlasov Control Problem: A Dynamic Programming Approach

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

Pham, Huyên, E-mail: pham@math.univ-paris-diderot.fr; Wei, Xiaoli, E-mail: tyswxl@gmail.com

We consider the stochastic optimal control problem of nonlinear mean-field systems in discrete time. We reformulate the problem into a deterministic control problem with marginal distribution as controlled state variable, and prove that dynamic programming principle holds in its general form. We apply our method for solving explicitly the mean-variance portfolio selection and the multivariate linear-quadratic McKean–Vlasov control problem.

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.

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.

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.

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.

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).

A Piecewise Deterministic Markov Toy Model for Traffic/Maintenance and Associated Hamilton–Jacobi Integrodifferential Systems on Networks

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

Goreac, Dan, E-mail: Dan.Goreac@u-pem.fr; Kobylanski, Magdalena, E-mail: Magdalena.Kobylanski@u-pem.fr; Martinez, Miguel, E-mail: Miguel.Martinez@u-pem.fr

2016-10-15

We study optimal control problems in infinite horizon whxen the dynamics belong to a specific class of piecewise deterministic Markov processes constrained to star-shaped networks (corresponding to a toy traffic model). We adapt the results in Soner (SIAM J Control Optim 24(6):1110–1122, 1986) to prove the regularity of the value function and the dynamic programming principle. Extending the networks and Krylov’s “shaking the coefficients” method, we prove that the value function can be seen as the solution to a linearized optimization problem set on a convenient set of probability measures. The approach relies entirely on viscosity arguments. As a by-product,more » the dual formulation guarantees that the value function is the pointwise supremum over regular subsolutions of the associated Hamilton–Jacobi integrodifferential system. This ensures that the value function satisfies Perron’s preconization for the (unique) candidate to viscosity solution.« 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.

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

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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).

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.

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).

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…

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.

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.

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.

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

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

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

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.

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.

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.

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.

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.

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.

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.

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.

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.

Developing and Implementing the Data Mining Algorithms in RAVEN

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

Sen, Ramazan Sonat; Maljovec, Daniel Patrick; Alfonsi, Andrea

The RAVEN code is becoming a comprehensive tool to perform probabilistic risk assessment, uncertainty quantification, and verification and validation. The RAVEN code is being developed to support many programs and to provide a set of methodologies and algorithms for advanced analysis. Scientific computer codes can generate enormous amounts of data. To post-process and analyze such data might, in some cases, take longer than the initial software runtime. Data mining algorithms/methods help in recognizing and understanding patterns in the data, and thus discover knowledge in databases. The methodologies used in the dynamic probabilistic risk assessment or in uncertainty and error quantificationmore » analysis couple system/physics codes with simulation controller codes, such as RAVEN. RAVEN introduces both deterministic and stochastic elements into the simulation while the system/physics code model the dynamics deterministically. A typical analysis is performed by sampling values of a set of parameter values. A major challenge in using dynamic probabilistic risk assessment or uncertainty and error quantification analysis for a complex system is to analyze the large number of scenarios generated. Data mining techniques are typically used to better organize and understand data, i.e. recognizing patterns in the data. This report focuses on development and implementation of Application Programming Interfaces (APIs) for different data mining algorithms, and the application of these algorithms to different databases.« less

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.

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.

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.

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.

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.

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.

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.

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

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.

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.

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.

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.

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.

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.

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.

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.

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.

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

Perform - A performance optimizing computer program for dynamic systems subject to transient loadings

NASA Technical Reports Server (NTRS)

Pilkey, W. D.; Wang, B. P.; Yoo, Y.; Clark, B.

1973-01-01

A description and applications of a computer capability for determining the ultimate optimal behavior of a dynamically loaded structural-mechanical system are presented. This capability provides characteristics of the theoretically best, or limiting, design concept according to response criteria dictated by design requirements. Equations of motion of the system in first or second order form include incompletely specified elements whose characteristics are determined in the optimization of one or more performance indices subject to the response criteria in the form of constraints. The system is subject to deterministic transient inputs, and the computer capability is designed to operate with a large linear programming on-the-shelf software package which performs the desired optimization. The report contains user-oriented program documentation in engineering, problem-oriented form. Applications cover a wide variety of dynamics problems including those associated with such diverse configurations as a missile-silo system, impacting freight cars, and an aircraft ride control system.

Time Series Analysis of the Bacillus subtilis Sporulation Network Reveals Low Dimensional Chaotic Dynamics.

PubMed

Lecca, Paola; Mura, Ivan; Re, Angela; Barker, Gary C; Ihekwaba, Adaoha E C

2016-01-01

Chaotic behavior refers to a behavior which, albeit irregular, is generated by an underlying deterministic process. Therefore, a chaotic behavior is potentially controllable. This possibility becomes practically amenable especially when chaos is shown to be low-dimensional, i.e., to be attributable to a small fraction of the total systems components. In this case, indeed, including the major drivers of chaos in a system into the modeling approach allows us to improve predictability of the systems dynamics. Here, we analyzed the numerical simulations of an accurate ordinary differential equation model of the gene network regulating sporulation initiation in Bacillus subtilis to explore whether the non-linearity underlying time series data is due to low-dimensional chaos. Low-dimensional chaos is expectedly common in systems with few degrees of freedom, but rare in systems with many degrees of freedom such as the B. subtilis sporulation network. The estimation of a number of indices, which reflect the chaotic nature of a system, indicates that the dynamics of this network is affected by deterministic chaos. The neat separation between the indices obtained from the time series simulated from the model and those obtained from time series generated by Gaussian white and colored noise confirmed that the B. subtilis sporulation network dynamics is affected by low dimensional chaos rather than by noise. Furthermore, our analysis identifies the principal driver of the networks chaotic dynamics to be sporulation initiation phosphotransferase B (Spo0B). We then analyzed the parameters and the phase space of the system to characterize the instability points of the network dynamics, and, in turn, to identify the ranges of values of Spo0B and of the other drivers of the chaotic dynamics, for which the whole system is highly sensitive to minimal perturbation. In summary, we described an unappreciated source of complexity in the B. subtilis sporulation network by gathering evidence for the chaotic behavior of the system, and by suggesting candidate molecules driving chaos in the system. The results of our chaos analysis can increase our understanding of the intricacies of the regulatory network under analysis, and suggest experimental work to refine our behavior of the mechanisms underlying B. subtilis sporulation initiation control.

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.

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

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.

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.

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.

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.

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.

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.

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.

Detection of chaotic determinism in time series from randomly forced maps

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 display fluctuations in the measured variables. Much effort has been directed at determining whether this variability reflects deterministic chaos, or whether it is merely "noise". Despite this effort, it has been difficult to establish the presence of chaos in time series from biological sytems. The output from a biological system is probably the result of both its internal dynamics, 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, i.e., a positive characteristic exponent that leads to sensitivity to initial conditions. 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.

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

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.

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.

Dynamics in hybrid complex systems of switches and oscillators

NASA Astrophysics Data System (ADS)

Taylor, Dane; Fertig, Elana J.; Restrepo, Juan G.

2013-09-01

While considerable progress has been made in the analysis of large systems containing a single type of coupled dynamical component (e.g., coupled oscillators or coupled switches), systems containing diverse components (e.g., both oscillators and switches) have received much less attention. We analyze large, hybrid systems of interconnected Kuramoto oscillators and Hopfield switches with positive feedback. In this system, oscillator synchronization promotes switches to turn on. In turn, when switches turn on, they enhance the synchrony of the oscillators to which they are coupled. Depending on the choice of parameters, we find theoretically coexisting stable solutions with either (i) incoherent oscillators and all switches permanently off, (ii) synchronized oscillators and all switches permanently on, or (iii) synchronized oscillators and switches that periodically alternate between the on and off states. Numerical experiments confirm these predictions. We discuss how transitions between these steady state solutions can be onset deterministically through dynamic bifurcations or spontaneously due to finite-size fluctuations.

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.

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

Structural stability of nonlinear population dynamics.

PubMed

Cenci, Simone; Saavedra, Serguei

2018-01-01

In population dynamics, the concept of structural stability has been used to quantify the tolerance of a system to environmental perturbations. Yet, measuring the structural stability of nonlinear dynamical systems remains a challenging task. Focusing on the classic Lotka-Volterra dynamics, because of the linearity of the functional response, it has been possible to measure the conditions compatible with a structurally stable system. However, the functional response of biological communities is not always well approximated by deterministic linear functions. Thus, it is unclear the extent to which this linear approach can be generalized to other population dynamics models. Here, we show that the same approach used to investigate the classic Lotka-Volterra dynamics, which is called the structural approach, can be applied to a much larger class of nonlinear models. This class covers a large number of nonlinear functional responses that have been intensively investigated both theoretically and experimentally. We also investigate the applicability of the structural approach to stochastic dynamical systems and we provide a measure of structural stability for finite populations. Overall, we show that the structural approach can provide reliable and tractable information about the qualitative behavior of many nonlinear dynamical systems.

Structural stability of nonlinear population dynamics

NASA Astrophysics Data System (ADS)

Cenci, Simone; Saavedra, Serguei

2018-01-01

In population dynamics, the concept of structural stability has been used to quantify the tolerance of a system to environmental perturbations. Yet, measuring the structural stability of nonlinear dynamical systems remains a challenging task. Focusing on the classic Lotka-Volterra dynamics, because of the linearity of the functional response, it has been possible to measure the conditions compatible with a structurally stable system. However, the functional response of biological communities is not always well approximated by deterministic linear functions. Thus, it is unclear the extent to which this linear approach can be generalized to other population dynamics models. Here, we show that the same approach used to investigate the classic Lotka-Volterra dynamics, which is called the structural approach, can be applied to a much larger class of nonlinear models. This class covers a large number of nonlinear functional responses that have been intensively investigated both theoretically and experimentally. We also investigate the applicability of the structural approach to stochastic dynamical systems and we provide a measure of structural stability for finite populations. Overall, we show that the structural approach can provide reliable and tractable information about the qualitative behavior of many nonlinear dynamical systems.

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.

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 review of human factors challenges of complex adaptive systems: discovering and understanding chaos in human performance.

PubMed

Karwowski, Waldemar

2012-12-01

In this paper, the author explores a need for a greater understanding of the true nature of human-system interactions from the perspective of the theory of complex adaptive systems, including the essence of complexity, emergent properties of system behavior, nonlinear systems dynamics, and deterministic chaos. Human performance, more often than not, constitutes complex adaptive phenomena with emergent properties that exhibit nonlinear dynamical (chaotic) behaviors. The complexity challenges in the design and management of contemporary work systems, including service systems, are explored. Examples of selected applications of the concepts of nonlinear dynamics to the study of human physical performance are provided. Understanding and applications of the concepts of theory of complex adaptive and dynamical systems should significantly improve the effectiveness of human-centered design efforts of a large system of systems. Performance of many contemporary work systems and environments may be sensitive to the initial conditions and may exhibit dynamic nonlinear properties and chaotic system behaviors. Human-centered design of emergent human-system interactions requires application of the theories of nonlinear dynamics and complex adaptive system. The success of future human-systems integration efforts requires the fusion of paradigms, knowledge, design principles, and methodologies of human factors and ergonomics with those of the science of complex adaptive systems as well as modern systems engineering.

Randomly chosen chaotic maps can give rise to nearly ordered behavior

NASA Astrophysics Data System (ADS)

Boyarsky, Abraham; Góra, Paweł; Islam, Md. Shafiqul

2005-10-01

Parrondo’s paradox [J.M.R. Parrondo, G.P. Harmer, D. Abbott, New paradoxical games based on Brownian ratchets, Phys. Rev. Lett. 85 (2000), 5226-5229] (see also [O.E. Percus, J.K. Percus, Can two wrongs make a right? Coin-tossing games and Parrondo’s paradox, Math. Intelligencer 24 (3) (2002) 68-72]) states that two losing gambling games when combined one after the other (either deterministically or randomly) can result in a winning game: that is, a losing game followed by a losing game = a winning game. Inspired by this paradox, a recent study [J. Almeida, D. Peralta-Salas, M. Romera, Can two chaotic systems give rise to order? Physica D 200 (2005) 124-132] asked an analogous question in discrete time dynamical system: can two chaotic systems give rise to order, namely can they be combined into another dynamical system which does not behave chaotically? Numerical evidence is provided in [J. Almeida, D. Peralta-Salas, M. Romera, Can two chaotic systems give rise to order? Physica D 200 (2005) 124-132] that two chaotic quadratic maps, when composed with each other, create a new dynamical system which has a stable period orbit. The question of what happens in the case of random composition of maps is posed in [J. Almeida, D. Peralta-Salas, M. Romera, Can two chaotic systems give rise to order? Physica D 200 (2005) 124-132] but left unanswered. In this note we present an example of a dynamical system where, at each iteration, a map is chosen in a probabilistic manner from a collection of chaotic maps. The resulting random map is proved to have an infinite absolutely continuous invariant measure (acim) with spikes at two points. From this we show that the dynamics behaves in a nearly ordered manner. When the foregoing maps are applied one after the other, deterministically as in [O.E. Percus, J.K. Percus, Can two wrongs make a right? Coin-tossing games and Parrondo’s paradox, Math. Intelligencer 24 (3) (2002) 68-72], the resulting composed map has a periodic orbit which is stable.

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.

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

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.

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

Quantum Stochastic Trajectories: The Fokker-Planck-Bohm Equation Driven by the Reduced Density Matrix.

PubMed

Avanzini, Francesco; Moro, Giorgio J

2018-03-15

The quantum molecular trajectory is the deterministic trajectory, arising from the Bohm theory, that describes the instantaneous positions of the nuclei of molecules by assuring the agreement with the predictions of quantum mechanics. Therefore, it provides the suitable framework for representing the geometry and the motions of molecules without neglecting their quantum nature. However, the quantum molecular trajectory is extremely demanding from the computational point of view, and this strongly limits its applications. To overcome such a drawback, we derive a stochastic representation of the quantum molecular trajectory, through projection operator techniques, for the degrees of freedom of an open quantum system. The resulting Fokker-Planck operator is parametrically dependent upon the reduced density matrix of the open system. Because of the pilot role played by the reduced density matrix, this stochastic approach is able to represent accurately the main features of the open system motions both at equilibrium and out of equilibrium with the environment. To verify this procedure, the predictions of the stochastic and deterministic representation are compared for a model system of six interacting harmonic oscillators, where one oscillator is taken as the open quantum system of interest. The undeniable advantage of the stochastic approach is that of providing a simplified and self-contained representation of the dynamics of the open system coordinates. Furthermore, it can be employed to study the out of equilibrium dynamics and the relaxation of quantum molecular motions during photoinduced processes, like photoinduced conformational changes and proton transfers.

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.

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.

Enhancements and Algorithms for Avionic Information Processing System Design Methodology.

DTIC Science & Technology

1982-06-16

programming algorithm is enhanced by incorporating task precedence constraints and hardware failures. Stochastic network methods are used to analyze...allocations in the presence of random fluctuations. Graph theoretic methods are used to analyze hardware designs, and new designs are constructed with...There, spatial dynamic programming (SDP) was used to solve a static, deterministic software allocation problem. Under the current contract the SDP

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.

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.

Driven Langevin systems: fluctuation theorems and faithful dynamics

NASA Astrophysics Data System (ADS)

Sivak, David; Chodera, John; Crooks, Gavin

2014-03-01

Stochastic differential equations of motion (e.g., Langevin dynamics) provide a popular framework for simulating molecular systems. Any computational algorithm must discretize these equations, yet the resulting finite time step integration schemes suffer from several practical shortcomings. We show how any finite time step Langevin integrator can be thought of as a driven, nonequilibrium physical process. Amended by an appropriate work-like quantity (the shadow work), nonequilibrium fluctuation theorems can characterize or correct for the errors introduced by the use of finite time steps. We also quantify, for the first time, the magnitude of deviations between the sampled stationary distribution and the desired equilibrium distribution for equilibrium Langevin simulations of solvated systems of varying size. We further 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 that has essentially universally appropriate properties for the simulation of Langevin dynamics for molecular systems in equilibrium, nonequilibrium, and path sampling contexts.

Complexity and health professions education: a basic glossary.

PubMed

Mennin, Stewart

2010-08-01

The study of health professions education in the context of complexity science and complex adaptive systems involves different concepts and terminology that are likely to be unfamiliar to many health professions educators. A list of selected key terms and definitions from the literature of complexity science is provided to assist readers to navigate familiar territory from a different perspective. include agent, attractor, bifurcation, chaos, co-evolution, collective variable, complex adaptive systems, complexity science, deterministic systems, dynamical system, edge of chaos, emergence, equilibrium, far from equilibrium, fuzzy boundaries, linear system, non-linear system, random, self-organization and self-similarity.

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

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.

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.

Global Optimal Trajectory in Chaos and NP-Hardness

NASA Astrophysics Data System (ADS)

Latorre, Vittorio; Gao, David Yang

This paper presents an unconventional theory and method for solving general nonlinear dynamical systems. Instead of the direct iterative methods, the discretized nonlinear system is first formulated as a global optimization problem via the least squares method. A newly developed canonical duality theory shows that this nonconvex minimization problem can be solved deterministically in polynomial time if a global optimality condition is satisfied. The so-called pseudo-chaos produced by linear iterative methods are mainly due to the intrinsic numerical error accumulations. Otherwise, the global optimization problem could be NP-hard and the nonlinear system can be really chaotic. A conjecture is proposed, which reveals the connection between chaos in nonlinear dynamics and NP-hardness in computer science. The methodology and the conjecture are verified by applications to the well-known logistic equation, a forced memristive circuit and the Lorenz system. Computational results show that the canonical duality theory can be used to identify chaotic systems and to obtain realistic global optimal solutions in nonlinear dynamical systems. The method and results presented in this paper should bring some new insights into nonlinear dynamical systems and NP-hardness in computational complexity theory.

A deterministic particle method for one-dimensional reaction-diffusion equations

NASA Technical Reports Server (NTRS)

Mascagni, Michael

1995-01-01

We derive a deterministic particle method for the solution of nonlinear reaction-diffusion equations in one spatial dimension. This deterministic method is an analog of a Monte Carlo method for the solution of these problems that has been previously investigated by the author. The deterministic method leads to the consideration of a system of ordinary differential equations for the positions of suitably defined particles. We then consider the time explicit and implicit methods for this system of ordinary differential equations and we study a Picard and Newton iteration for the solution of the implicit system. Next we solve numerically this system and study the discretization error both analytically and numerically. Numerical computation shows that this deterministic method is automatically adaptive to large gradients in the solution.

Nonlinear Dynamics of Biofilm Growth on Sediment Surfaces

NASA Astrophysics Data System (ADS)

Molz, F. J.; Murdoch, L. C.; Faybishenko, B.

2013-12-01

Bioclogging often begins with the establishment of small colonies (microcolonies), which then form biofilms on the surfaces of a porous medium. These biofilm-porous media surfaces are not simple coatings of single microbes, but complex assemblages of cooperative and competing microbes, interacting with their chemical environment. This leads one to ask: what are the underlying dynamics involved with biofilm growth? To begin answering this question, we have extended the work of Kot et al. (1992, Bull. Mathematical Bio.) from a fully mixed chemostat to an idealized, one-dimensional, biofilm environment, taking into account a simple predator-prey microbial competition, with the prey feeding on a specified food source. With a variable (periodic) food source, Kot et al. (1992) were able to demonstrate chaotic dynamics in the coupled substrate-prey-predator system. Initially, deterministic chaos was thought by many to be mainly a mathematical phenomenon. However, several recent publications (e.g., Becks et al, 2005, Nature Letters; Graham et al. 2007, Int. Soc Microb. Eco. J.; Beninca et al., 2008, Nature Letters; Saleh, 2011, IJBAS) have brought together, using experimental studies and relevant mathematics, a breakthrough discovery that deterministic chaos is present in relatively simple biochemical systems. Two of us (Faybishenko and Molz, 2013, Procedia Environ. Sci)) have numerically analyzed a mathematical model of rhizosphere dynamics (Kravchenko et al., 2004, Microbiology) and detected patterns of nonlinear dynamical interactions supporting evidence of synchronized synergetic oscillations of microbial populations, carbon and oxygen concentrations driven by root exudation into a fully mixed system. In this study, we have extended the application of the Kot et al. model to investigate a spatially-dependent biofilm system. We will present the results of numerical simulations obtained using COMSOL Multi-Physics software, which we used to determine the nature of the complex dynamics. We found that complex dynamics occur even with a constant food supply maintained at the upstream boundary of the biofilm. Results will be presented along with a description of the model, including 3 coupled partial differential equations and examples of the localized and propagating nonlinear dynamics inherent in the system. Contrary to a common opinion that chaos in many mechanical systems is a type of instability, appearing when energy is added, we hypothesize, based on the results of our modeling, that chaos in biofilm dynamics and other microbial ecosystems is driven by a competitive decrease in the food supply (i.e., chemical energy). We also hypothesize that, somewhat paradoxically, this, in turn, may support a long-term system stability that could cause bioclogging in porous media.

Proceedings of the 2nd Experimental Chaos Conference

NASA Astrophysics Data System (ADS)

Ditto, William; Pecora, Lou; Shlesinger, Michael; Spano, Mark; Vohra, Sandeep

1995-02-01

The Table of Contents for the full book PDF is as follows: * Introduction * Spatiotemporal Phenomena * Experimental Studies of Chaotic Mixing * Using Random Maps in the Analysis of Experimental Fluid Flows * Transition to Spatiotemporal Chaos in a Reaction-Diffusion System * Ion-Dynamical Chaos in Plasmas * Optics * Chaos in a Synchronously Driven Optical Resonator * Chaos, Patterns and Defects in Stimulated Scattering Phenomena * Test of the Normal Form for a Subcritical Bifurcation * Observation of Bifurcations and Chaos in a Driven Fiber Optic Coil * Applications -- Communications * Robustness and Signal Recovery in a Synchronized Chaotic System * Synchronizing Nonautonomous Chaotic Circuits * Synchronization of Pulse-Coupled Chaotic Oscillators * Ocean Transmission Effects on Chaotic Signals * Controlling Symbolic Dynamics for Communication * Applications -- Control * Analysis of Nonlinear Actuators Using Chaotic Waveforms * Controlling Chaos in a Quasiperiodic Electronic System * Control of Chaos in a CO2 Laser * General Research * Video-Based Analysis of Bifurcation Phenomena in Radio-Frequency-Excited Inert Gas Plasmas * Transition from Soliton to Chaotic Motion During the Impact of a Nonlinear Structure * Sonoluminescence in a Single Bubble: Periodic, Quasiperiodic and Chaotic Light Source * Quantum Chaos Experiments Using Microwave Cavities * Experiments on Quantum Chaos With and Without Time Reversibility * When Small Noise Imposed on Deterministic Dynamics Becomes Important * Biology * Chaos Control for Cardiac Arrhythmias * Irregularities in Spike Trains of Cat Retinal Ganglion Cells * Broad-Band Synchronization in Monkey Neocortex * Applicability of Correlation Dimension Calculations to Blood Pressure Signal in Rats * Tests for Deterministic Chaos in Noisy Time Series * The Crayfish Mechanoreceptor Cell: A Biological Example of Stochastic Resonance * Chemistry * Chaos During Heterogeneous Chemical Reactions * Stabilizing and Tracking Unstable Periodic Orbits and Stationary States in Chemical Systems * Recursive Proportional-Feedback and Its Use to Control Chaos in an Electrochemical System * Temperature Patterns on Catalytic Surfaces * Meteorology/Oceanography * Nonlinear Evolution of Water Waves: Hilbert's View * Fractal Properties of Isoconcentration Surfaces in a Smoke Plume * Fractal Dimensions of Remotely Sensed Atmospheric Signals * Are Ocean Surface Waves Chaotic? * Dynamical Attractor Reconstruction for a Marine Stratocumulus Cloud

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.

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

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

The role of predictive uncertainty in the operational management of reservoirs

NASA Astrophysics Data System (ADS)

Todini, E.

2014-09-01

The present work deals with the operational management of multi-purpose reservoirs, whose optimisation-based rules are derived, in the planning phase, via deterministic (linear and nonlinear programming, dynamic programming, etc.) or via stochastic (generally stochastic dynamic programming) approaches. In operation, the resulting deterministic or stochastic optimised operating rules are then triggered based on inflow predictions. In order to fully benefit from predictions, one must avoid using them as direct inputs to the reservoirs, but rather assess the "predictive knowledge" in terms of a predictive probability density to be operationally used in the decision making process for the estimation of expected benefits and/or expected losses. Using a theoretical and extremely simplified case, it will be shown why directly using model forecasts instead of the full predictive density leads to less robust reservoir management decisions. Moreover, the effectiveness and the tangible benefits for using the entire predictive probability density instead of the model predicted values will be demonstrated on the basis of the Lake Como management system, operational since 1997, as well as on the basis of a case study on the lake of Aswan.

Dissipative open systems theory as a foundation for the thermodynamics of linear systems.

PubMed

Delvenne, Jean-Charles; Sandberg, Henrik

2017-03-06

In this paper, we advocate the use of open dynamical systems, i.e. systems sharing input and output variables with their environment, and the dissipativity theory initiated by Jan Willems as models of thermodynamical systems, at the microscopic and macroscopic level alike. We take linear systems as a study case, where we show how to derive a global Lyapunov function to analyse networks of interconnected systems. We define a suitable notion of dynamic non-equilibrium temperature that allows us to derive a discrete Fourier law ruling the exchange of heat between lumped, discrete-space systems, enriched with the Maxwell-Cattaneo correction. We complete these results by a brief recall of the steps that allow complete derivation of the dissipation and fluctuation in macroscopic systems (i.e. at the level of probability distributions) from lossless and deterministic systems.This article is part of the themed issue 'Horizons of cybernetical physics'. © 2017 The Author(s).

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

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.

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

Thermostatted kinetic equations as models for complex systems in physics and life sciences.

PubMed

Bianca, Carlo

2012-12-01

Statistical mechanics is a powerful method for understanding equilibrium thermodynamics. An equivalent theoretical framework for nonequilibrium systems has remained elusive. The thermodynamic forces driving the system away from equilibrium introduce energy that must be dissipated if nonequilibrium steady states are to be obtained. Historically, further terms were introduced, collectively called a thermostat, whose original application was to generate constant-temperature equilibrium ensembles. This review surveys kinetic models coupled with time-reversible deterministic thermostats for the modeling of large systems composed both by inert matter particles and living entities. The introduction of deterministic thermostats allows to model the onset of nonequilibrium stationary states that are typical of most real-world complex systems. The first part of the paper is focused on a general presentation of the main physical and mathematical definitions and tools: nonequilibrium phenomena, Gauss least constraint principle and Gaussian thermostats. The second part provides a review of a variety of thermostatted mathematical models in physics and life sciences, including Kac, Boltzmann, Jager-Segel and the thermostatted (continuous and discrete) kinetic for active particles models. Applications refer to semiconductor devices, nanosciences, biological phenomena, vehicular traffic, social and economics systems, crowds and swarms dynamics. Copyright © 2012 Elsevier B.V. All rights reserved.

Information model of trainee characteristics with definition of stochastic behavior of dynamic system

NASA Astrophysics Data System (ADS)

Sumin, V. I.; Smolentseva, T. E.; Belokurov, S. V.; Lankin, O. V.

2018-03-01

In the work the process of formation of trainee characteristics with their subsequent change is analyzed and analyzed. Characteristics of trainees were obtained as a result of testing for each section of information on the chosen discipline. The results obtained during testing were input to the dynamic system. The area of control actions consisting of elements of the dynamic system is formed. The limit of deterministic predictability of element trajectories in dynamical systems based on local or global attractors is revealed. The dimension of the phase space of the dynamic system is determined, which allows estimating the parameters of the initial system. On the basis of time series of observations, it is possible to determine the predictability interval of all parameters, which make it possible to determine the behavior of the system discretely in time. Then the measure of predictability will be the sum of Lyapunov’s positive indicators, which are a quantitative measure for all elements of the system. The components for the formation of an algorithm allowing to determine the correlation dimension of the attractor for known initial experimental values of the variables are revealed. The generated algorithm makes it possible to carry out an experimental study of the dynamics of changes in the trainee’s parameters with initial uncertainty.

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

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.

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.

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.

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.

Lyapunov exponents for infinite dimensional dynamical systems

NASA Technical Reports Server (NTRS)

Mhuiris, Nessan Mac Giolla

1987-01-01

Classically it was held that solutions to deterministic partial differential equations (i.e., ones with smooth coefficients and boundary data) could become random only through one mechanism, namely by the activation of more and more of the infinite number of degrees of freedom that are available to such a system. It is only recently that researchers have come to suspect that many infinite dimensional nonlinear systems may in fact possess finite dimensional chaotic attractors. Lyapunov exponents provide a tool for probing the nature of these attractors. This paper examines how these exponents might be measured for infinite dimensional systems.

Nonequilibrium Langevin dynamics: A demonstration study of shear flow fluctuations in a simple fluid

NASA Astrophysics Data System (ADS)

Belousov, Roman; Cohen, E. G. D.; Rondoni, Lamberto

2017-08-01

The present paper is based on a recent success of the second-order stochastic fluctuation theory in describing time autocorrelations of equilibrium and nonequilibrium physical systems. In particular, it was shown to yield values of the related deterministic parameters of the Langevin equation for a Couette flow in a microscopic molecular dynamics model of a simple fluid. In this paper we find all the remaining constants of the stochastic dynamics, which then is simulated numerically and compared directly with the original physical system. By using these data, we study in detail the accuracy and precision of a second-order Langevin model for nonequilibrium physical systems theoretically and computationally. We find an intriguing relation between an applied external force and cumulants of the resulting flow fluctuations. This is characterized by a linear dependence of an athermal cumulant ratio, an apposite quantity introduced here. In addition, we discuss how the order of a given Langevin dynamics can be raised systematically by introducing colored noise.

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

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.

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.

Edge states in the climate system: exploring global instabilities and critical transitions

NASA Astrophysics Data System (ADS)

Lucarini, Valerio; Bódai, Tamás

2017-07-01

Multistability is a ubiquitous feature in systems of geophysical relevance and provides key challenges for our ability to predict a system’s response to perturbations. Near critical transitions small causes can lead to large effects and—for all practical purposes—irreversible changes in the properties of the system. As is well known, the Earth climate is multistable: present astronomical and astrophysical conditions support two stable regimes, the warm climate we live in, and a snowball climate characterized by global glaciation. We first provide an overview of methods and ideas relevant for studying the climate response to forcings and focus on the properties of critical transitions in the context of both stochastic and deterministic dynamics, and assess strengths and weaknesses of simplified approaches to the problem. Following an idea developed by Eckhardt and collaborators for the investigation of multistable turbulent fluid dynamical systems, we study the global instability giving rise to the snowball/warm multistability in the climate system by identifying the climatic edge state, a saddle embedded in the boundary between the two basins of attraction of the stable climates. The edge state attracts initial conditions belonging to such a boundary and, while being defined by the deterministic dynamics, is the gate facilitating noise-induced transitions between competing attractors. We use a simplified yet Earth-like intermediate complexity climate model constructed by coupling a primitive equations model of the atmosphere with a simple diffusive ocean. We refer to the climatic edge states as Melancholia states and provide an extensive analysis of their features. We study their dynamics, their symmetry properties, and we follow a complex set of bifurcations. We find situations where the Melancholia state has chaotic dynamics. In these cases, we have that the basin boundary between the two basins of attraction is a strange geometric set with a nearly zero codimension, and relate this feature to the time scale separation between instabilities occurring on weather and climatic time scales. We also discover a new stable climatic state that is similar to a Melancholia state and is characterized by non-trivial symmetry properties.

Stochastic dynamics and non-equilibrium thermodynamics of a bistable chemical system: the Schlögl model revisited.

PubMed

Vellela, Melissa; Qian, Hong

2009-10-06

Schlögl's model is the canonical example of a chemical reaction system that exhibits bistability. Because the biological examples of bistability and switching behaviour are increasingly numerous, this paper presents an integrated deterministic, stochastic and thermodynamic analysis of the model. After a brief review of the deterministic and stochastic modelling frameworks, the concepts of chemical and mathematical detailed balances are discussed and non-equilibrium conditions are shown to be necessary for bistability. Thermodynamic quantities such as the flux, chemical potential and entropy production rate are defined and compared across the two models. In the bistable region, the stochastic model exhibits an exchange of the global stability between the two stable states under changes in the pump parameters and volume size. The stochastic entropy production rate shows a sharp transition that mirrors this exchange. A new hybrid model that includes continuous diffusion and discrete jumps is suggested to deal with the multiscale dynamics of the bistable system. Accurate approximations of the exponentially small eigenvalue associated with the time scale of this switching and the full time-dependent solution are calculated using Matlab. A breakdown of previously known asymptotic approximations on small volume scales is observed through comparison with these and Monte Carlo results. Finally, in the appendix section is an illustration of how the diffusion approximation of the chemical master equation can fail to represent correctly the mesoscopically interesting steady-state behaviour of the system.

Robust Structural Analysis and Design of Distributed Control Systems to Prevent Zero Dynamics Attacks

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

Weerakkody, Sean; Liu, Xiaofei; Sinopoli, Bruno

We consider the design and analysis of robust distributed control systems (DCSs) to ensure the detection of integrity attacks. DCSs are often managed by independent agents and are implemented using a diverse set of sensors and controllers. However, the heterogeneous nature of DCSs along with their scale leave such systems vulnerable to adversarial behavior. To mitigate this reality, we provide tools that allow operators to prevent zero dynamics attacks when as many as p agents and sensors are corrupted. Such a design ensures attack detectability in deterministic systems while removing the threat of a class of stealthy attacks in stochasticmore » systems. To achieve this goal, we use graph theory to obtain necessary and sufficient conditions for the presence of zero dynamics attacks in terms of the structural interactions between agents and sensors. We then formulate and solve optimization problems which minimize communication networks while also ensuring a resource limited adversary cannot perform a zero dynamics attacks. Polynomial time algorithms for design and analysis are provided.« less

Tipping point analysis of ocean acoustic noise

NASA Astrophysics Data System (ADS)

Livina, Valerie N.; Brouwer, Albert; Harris, Peter; Wang, Lian; Sotirakopoulos, Kostas; Robinson, Stephen

2018-02-01

We apply tipping point analysis to a large record of ocean acoustic data to identify the main components of the acoustic dynamical system and study possible bifurcations and transitions of the system. The analysis is based on a statistical physics framework with stochastic modelling, where we represent the observed data as a composition of deterministic and stochastic components estimated from the data using time-series techniques. We analyse long-term and seasonal trends, system states and acoustic fluctuations to reconstruct a one-dimensional stochastic equation to approximate the acoustic dynamical system. We apply potential analysis to acoustic fluctuations and detect several changes in the system states in the past 14 years. These are most likely caused by climatic phenomena. We analyse trends in sound pressure level within different frequency bands and hypothesize a possible anthropogenic impact on the acoustic environment. The tipping point analysis framework provides insight into the structure of the acoustic data and helps identify its dynamic phenomena, correctly reproducing the probability distribution and scaling properties (power-law correlations) of the time series.

Deterministic and Stochastic Analysis of a Prey-Dependent Predator-Prey System

ERIC Educational Resources Information Center

Maiti, Alakes; Samanta, G. P.

2005-01-01

This paper reports on studies of the deterministic and stochastic behaviours of a predator-prey system with prey-dependent response function. The first part of the paper deals with the deterministic analysis of uniform boundedness, permanence, stability and bifurcation. In the second part the reproductive and mortality factors of the prey and…

Stability analysis via the concept of Lyapunov exponents: a case study in optimal controlled biped standing

NASA Astrophysics Data System (ADS)

Sun, Yuming; Wu, Christine Qiong

2012-12-01

Balancing control is important for biped standing. In spite of large efforts, it is very difficult to design balancing control strategies satisfying three requirements simultaneously: maintaining postural stability, improving energy efficiency and satisfying the constraints between the biped feet and the ground. In this article, a proportional-derivative (PD) controller is proposed for a standing biped, which is simplified as a two-link inverted pendulum with one additional rigid foot-link. The genetic algorithm (GA) is used to search for the control gain meeting all three requirements. The stability analysis of such a deterministic biped control system is carried out using the concept of Lyapunov exponents (LEs), based on which, the system stability, where the disturbance comes from the initial states, and the structural stability, where the disturbance comes from the PD gains, are examined quantitively in terms of stability region. This article contributes to the biped balancing control, more significantly, the method shown in the studied case of biped provides a general framework of systematic stability analysis for certain deterministic nonlinear dynamical systems.

Chaotic behavior in the locomotion of Amoeba proteus.

PubMed

Miyoshi, H; Kagawa, Y; Tsuchiya, Y

2001-01-01

The locomotion of Amoeba proteus has been investigated by algorithms evaluating correlation dimension and Lyapunov spectrum developed in the field of nonlinear science. It is presumed by these parameters whether the random behavior of the system is stochastic or deterministic. For the analysis of the nonlinear parameters, n-dimensional time-delayed vectors have been reconstructed from a time series of periphery and area of A. proteus images captured with a charge-coupled-device camera, which characterize its random motion. The correlation dimension analyzed has shown the random motion of A. proteus is subjected only to 3-4 macrovariables, though the system is a complex system composed of many degrees of freedom. Furthermore, the analysis of the Lyapunov spectrum has shown its largest exponent takes positive values. These results indicate the random behavior of A. proteus is chaotic and deterministic motion on an attractor with low dimension. It may be important for the elucidation of the cell locomotion to take account of nonlinear interactions among a small number of dynamics such as the sol-gel transformation, the cytoplasmic streaming, and the relating chemical reaction occurring in the cell.

Deterministic physical systems under uncertain initial conditions: the case of maximum entropy applied to projectile motion

NASA Astrophysics Data System (ADS)

Montecinos, Alejandra; Davis, Sergio; Peralta, Joaquín

2018-07-01

The kinematics and dynamics of deterministic physical systems have been a foundation of our understanding of the world since Galileo and Newton. For real systems, however, uncertainty is largely present via external forces such as friction or lack of precise knowledge about the initial conditions of the system. In this work we focus on the latter case and describe the use of inference methodologies in solving the statistical properties of classical systems subject to uncertain initial conditions. In particular we describe the application of the formalism of maximum entropy (MaxEnt) inference to the problem of projectile motion, given information about the average horizontal range over many realizations. By using MaxEnt we can invert the problem and use the provided information on the average range to reduce the original uncertainty in the initial conditions. Also, additional insight into the initial condition's probabilities, and the projectile path distribution itself, can be achieved based on the value of the average horizontal range. The wide applicability of this procedure, as well as its ease of use, reveals a useful tool with which to revisit a large number of physics problems, from classrooms to frontier research.

Efficient Characterization of Parametric Uncertainty of Complex (Bio)chemical Networks.

PubMed

Schillings, Claudia; Sunnåker, Mikael; Stelling, Jörg; Schwab, Christoph

2015-08-01

Parametric uncertainty is a particularly challenging and relevant aspect of systems analysis in domains such as systems biology where, both for inference and for assessing prediction uncertainties, it is essential to characterize the system behavior globally in the parameter space. However, current methods based on local approximations or on Monte-Carlo sampling cope only insufficiently with high-dimensional parameter spaces associated with complex network models. Here, we propose an alternative deterministic methodology that relies on sparse polynomial approximations. We propose a deterministic computational interpolation scheme which identifies most significant expansion coefficients adaptively. We present its performance in kinetic model equations from computational systems biology with several hundred parameters and state variables, leading to numerical approximations of the parametric solution on the entire parameter space. The scheme is based on adaptive Smolyak interpolation of the parametric solution at judiciously and adaptively chosen points in parameter space. As Monte-Carlo sampling, it is "non-intrusive" and well-suited for massively parallel implementation, but affords higher convergence rates. This opens up new avenues for large-scale dynamic network analysis by enabling scaling for many applications, including parameter estimation, uncertainty quantification, and systems design.

Efficient Characterization of Parametric Uncertainty of Complex (Bio)chemical Networks

PubMed Central

Schillings, Claudia; Sunnåker, Mikael; Stelling, Jörg; Schwab, Christoph

2015-01-01

Parametric uncertainty is a particularly challenging and relevant aspect of systems analysis in domains such as systems biology where, both for inference and for assessing prediction uncertainties, it is essential to characterize the system behavior globally in the parameter space. However, current methods based on local approximations or on Monte-Carlo sampling cope only insufficiently with high-dimensional parameter spaces associated with complex network models. Here, we propose an alternative deterministic methodology that relies on sparse polynomial approximations. We propose a deterministic computational interpolation scheme which identifies most significant expansion coefficients adaptively. We present its performance in kinetic model equations from computational systems biology with several hundred parameters and state variables, leading to numerical approximations of the parametric solution on the entire parameter space. The scheme is based on adaptive Smolyak interpolation of the parametric solution at judiciously and adaptively chosen points in parameter space. As Monte-Carlo sampling, it is “non-intrusive” and well-suited for massively parallel implementation, but affords higher convergence rates. This opens up new avenues for large-scale dynamic network analysis by enabling scaling for many applications, including parameter estimation, uncertainty quantification, and systems design. PMID:26317784

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.

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.

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...

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.

Stability and Multiattractor Dynamics of a Toggle Switch Based on a Two-Stage Model of Stochastic Gene Expression

PubMed Central

Strasser, Michael; Theis, Fabian J.; Marr, Carsten

2012-01-01

A toggle switch consists of two genes that mutually repress each other. This regulatory motif is active during cell differentiation and is thought to act as a memory device, being able to choose and maintain cell fate decisions. Commonly, this switch has been modeled in a deterministic framework where transcription and translation are lumped together. In this description, bistability occurs for transcription factor cooperativity, whereas autoactivation leads to a tristable system with an additional undecided state. In this contribution, we study the stability and dynamics of a two-stage gene expression switch within a probabilistic framework inspired by the properties of the Pu/Gata toggle switch in myeloid progenitor cells. We focus on low mRNA numbers, high protein abundance, and monomeric transcription-factor binding. Contrary to the expectation from a deterministic description, this switch shows complex multiattractor dynamics without autoactivation and cooperativity. Most importantly, the four attractors of the system, which only emerge in a probabilistic two-stage description, can be identified with committed and primed states in cell differentiation. To begin, we study the dynamics of the system and infer the mechanisms that move the system between attractors using both the quasipotential and the probability flux of the system. Next, we show that the residence times of the system in one of the committed attractors are geometrically distributed. We derive an analytical expression for the parameter of the geometric distribution, therefore completely describing the statistics of the switching process and elucidate the influence of the system parameters on the residence time. Moreover, we find that the mean residence time increases linearly with the mean protein level. This scaling also holds for a one-stage scenario and for autoactivation. Finally, we study the implications of this distribution for the stability of a switch and discuss the influence of the stability on a specific cell differentiation mechanism. Our model explains lineage priming and proposes the need of either high protein numbers or long-term modifications such as chromatin remodeling to achieve stable cell fate decisions. Notably, we present a system with high protein abundance that nevertheless requires a probabilistic description to exhibit multistability, complex switching dynamics, and lineage priming. PMID:22225794

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.

Counting and classifying attractors in high dimensional dynamical systems.

PubMed

Bagley, R J; Glass, L

1996-12-07

Randomly connected Boolean networks have been used as mathematical models of neural, genetic, and immune systems. A key quantity of such networks is the number of basins of attraction in the state space. The number of basins of attraction changes as a function of the size of the network, its connectivity and its transition rules. In discrete networks, a simple count of the number of attractors does not reveal the combinatorial structure of the attractors. These points are illustrated in a reexamination of dynamics in a class of random Boolean networks considered previously by Kauffman. We also consider comparisons between dynamics in discrete networks and continuous analogues. A continuous analogue of a discrete network may have a different number of attractors for many different reasons. Some attractors in discrete networks may be associated with unstable dynamics, and several different attractors in a discrete network may be associated with a single attractor in the continuous case. Special problems in determining attractors in continuous systems arise when there is aperiodic dynamics associated with quasiperiodicity of deterministic chaos.

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

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.

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.

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.

Study of system-size effects on the emergent magnetic monopoles and Dirac strings in artificial kagome spin ice

NASA Astrophysics Data System (ADS)

Leon, Alejandro

2012-02-01

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 aut'omata'' (FCA), based in the charge model. In this model, each dipole is replaced by a dumbbell of two opposite charges, which are situated at the neighbouring vertices of the honeycomb lattice. 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.

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.

Time-delayed feedback control of diffusion in random walkers.

PubMed

Ando, Hiroyasu; Takehara, Kohta; Kobayashi, Miki U

2017-07-01

Time delay in general leads to instability in some systems, while specific feedback with delay can control fluctuated motion in nonlinear deterministic systems to a stable state. In this paper, we consider a stochastic process, i.e., a random walk, and observe its diffusion phenomenon with time-delayed feedback. As a result, the diffusion coefficient decreases with increasing delay time. We analytically illustrate this suppression of diffusion by using stochastic delay differential equations and justify the feasibility of this suppression by applying time-delayed feedback to a molecular dynamics model.

Engineering information on an Analog Signal to Discrete Time Interval Converter (ASDT-IC)

NASA Technical Reports Server (NTRS)

Schwarz, F. C.

1974-01-01

An electronic control system for nondissipative dc power converters is presented which improves (1) the routinely attainable static output voltage accuracy to the order of + or - 1% for ambient temperatures from -55 to 100 C and (2) the dynamic stability by utilizing approximately one tenth of the feedback gain needed otherwise. Performance is due to a functional philosophy of deterministic pulse modulation based on pulse area control and to an autocompensated signal processing principle. The system can be implemented with commercially available unselected components.

Some loopholes to save quantum nonlocality

NASA Astrophysics Data System (ADS)

Accardi, Luigi

2005-02-01

The EPR-chameleon experiment has closed a long standing debate between the supporters of quantum nonlocality and the thesis of quantum probability according to which the essence of the quantum pecularity is non Kolmogorovianity rather than non locality. The theory of adaptive systems (symbolized by the chameleon effect) provides a natural intuition for the emergence of non-Kolmogorovian statistics from classical deterministic dynamical systems. These developments are quickly reviewed and in conclusion some comments are introduced on recent attempts to "reconstruct history" on the lines described by Orwell in "1984".

Noise stabilization of self-organized memories.

PubMed

Povinelli, M L; Coppersmith, S N; Kadanoff, L P; Nagel, S R; Venkataramani, S C

1999-05-01

We investigate a nonlinear dynamical system which "remembers" preselected values of a system parameter. The deterministic version of the system can encode many parameter values during a transient period, but in the limit of long times, almost all of them are forgotten. Here we show that a certain type of stochastic noise can stabilize multiple memories, enabling many parameter values to be encoded permanently. We present analytic results that provide insight both into the memory formation and into the noise-induced memory stabilization. The relevance of our results to experiments on the charge-density wave material NbSe3 is discussed.

A TTC upgrade proposal using bidirectional 10G-PON FTTH technology

NASA Astrophysics Data System (ADS)

Kolotouros, D. M.; Baron, S.; Soos, C.; Vasey, F.

2015-04-01

A new generation FPGA-based Timing-Trigger and Control (TTC) system based on emerging Passive Optical Network (PON) technology is being proposed to replace the existing off-detector TTC system used by the LHC experiments. High split ratio, dynamic software partitioning, low and deterministic latency, as well as low jitter are required. Exploiting the latest available technologies allows delivering higher capacity together with bidirectionality, a feature absent from the legacy TTC system. This article focuses on the features and capabilities of the latest TTC-PON prototype based on 10G-PON FTTH components along with some metrics characterizing its performance.

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.

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.

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

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

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.

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.

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.

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.

Ada programming guidelines for deterministic storage management

NASA Technical Reports Server (NTRS)

Auty, David

1988-01-01

Previous reports have established that a program can be written in the Ada language such that the program's storage management requirements are determinable prior to its execution. Specific guidelines for ensuring such deterministic usage of Ada dynamic storage requirements are described. Because requirements may vary from one application to another, guidelines are presented in a most-restrictive to least-restrictive fashion to allow the reader to match appropriate restrictions to the particular application area under investigation.

General implementation of arbitrary nonlinear quadrature phase gates

NASA Astrophysics Data System (ADS)

Marek, Petr; Filip, Radim; Ogawa, Hisashi; Sakaguchi, Atsushi; Takeda, Shuntaro; Yoshikawa, Jun-ichi; Furusawa, Akira

2018-02-01

We propose general methodology of deterministic single-mode quantum interaction nonlinearly modifying single quadrature variable of a continuous-variable system. The methodology is based on linear coupling of the system to ancillary systems subsequently measured by quadrature detectors. The nonlinear interaction is obtained by using the data from the quadrature detection for dynamical manipulation of the coupling parameters. This measurement-induced methodology enables direct realization of arbitrary nonlinear quadrature interactions without the need to construct them from the lowest-order gates. Such nonlinear interactions are crucial for more practical and efficient manipulation of continuous quadrature variables as well as qubits encoded in continuous-variable systems.

Multi-Strain Deterministic Chaos in Dengue Epidemiology, A Challenge for Computational Mathematics

NASA Astrophysics Data System (ADS)

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

2009-09-01

Recently, we have analysed epidemiological models of competing strains of pathogens and hence differences in transmission for first versus secondary infection due to interaction of the strains with previously aquired immunities, as has been described for dengue fever, known as antibody dependent enhancement (ADE). These models show a rich variety of dynamics through bifurcations up to deterministic chaos. Including temporary cross-immunity even enlarges the parameter range of such chaotic attractors, and also gives rise to various coexisting attractors, which are difficult to identify by standard numerical bifurcation programs using continuation methods. A combination of techniques, including classical bifurcation plots and Lyapunov exponent spectra has to be applied in comparison to get further insight into such dynamical structures. Especially, Lyapunov spectra, which quantify the predictability horizon in the epidemiological system, are computationally very demanding. We show ways to speed up computations of such Lyapunov spectra by a factor of more than ten by parallelizing previously used sequential C programs. Such fast computations of Lyapunov spectra will be especially of use in future investigations of seasonally forced versions of the present models, as they are needed for data analysis.

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.

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.

Nonlinear analysis of dynamic signature

NASA Astrophysics Data System (ADS)

Rashidi, S.; Fallah, A.; Towhidkhah, F.

2013-12-01

Signature is a long trained motor skill resulting in well combination of segments like strokes and loops. It is a physical manifestation of complex motor processes. The problem, generally stated, is that how relative simplicity in behavior emerges from considerable complexity of perception-action system that produces behavior within an infinitely variable biomechanical and environmental context. To solve this problem, we present evidences which indicate that motor control dynamic in signing process is a chaotic process. This chaotic dynamic may explain a richer array of time series behavior in motor skill of signature. Nonlinear analysis is a powerful approach and suitable tool which seeks for characterizing dynamical systems through concepts such as fractal dimension and Lyapunov exponent. As a result, they can be analyzed in both horizontal and vertical for time series of position and velocity. We observed from the results that noninteger values for the correlation dimension indicates low dimensional deterministic dynamics. This result could be confirmed by using surrogate data tests. We have also used time series to calculate the largest Lyapunov exponent and obtain a positive value. These results constitute significant evidence that signature data are outcome of chaos in a nonlinear dynamical system of motor control.

Elements of decisional dynamics: An agent-based approach applied to artificial financial market

NASA Astrophysics Data System (ADS)

Lucas, Iris; Cotsaftis, Michel; Bertelle, Cyrille

2018-02-01

This paper introduces an original mathematical description for describing agents' decision-making process in the case of problems affected by both individual and collective behaviors in systems characterized by nonlinear, path dependent, and self-organizing interactions. An application to artificial financial markets is proposed by designing a multi-agent system based on the proposed formalization. In this application, agents' decision-making process is based on fuzzy logic rules and the price dynamics is purely deterministic according to the basic matching rules of a central order book. Finally, while putting most parameters under evolutionary control, the computational agent-based system is able to replicate several stylized facts of financial time series (distributions of stock returns showing a heavy tail with positive excess kurtosis, absence of autocorrelations in stock returns, and volatility clustering phenomenon).

Elements of decisional dynamics: An agent-based approach applied to artificial financial market.

PubMed

Lucas, Iris; Cotsaftis, Michel; Bertelle, Cyrille

2018-02-01

This paper introduces an original mathematical description for describing agents' decision-making process in the case of problems affected by both individual and collective behaviors in systems characterized by nonlinear, path dependent, and self-organizing interactions. An application to artificial financial markets is proposed by designing a multi-agent system based on the proposed formalization. In this application, agents' decision-making process is based on fuzzy logic rules and the price dynamics is purely deterministic according to the basic matching rules of a central order book. Finally, while putting most parameters under evolutionary control, the computational agent-based system is able to replicate several stylized facts of financial time series (distributions of stock returns showing a heavy tail with positive excess kurtosis, absence of autocorrelations in stock returns, and volatility clustering phenomenon).

An interval precise integration method for transient unbalance response analysis of rotor system with uncertainty

NASA Astrophysics Data System (ADS)

Fu, Chao; Ren, Xingmin; Yang, Yongfeng; Xia, Yebao; Deng, Wangqun

2018-07-01

A non-intrusive interval precise integration method (IPIM) is proposed in this paper to analyze the transient unbalance response of uncertain rotor systems. The transfer matrix method (TMM) is used to derive the deterministic equations of motion of a hollow-shaft overhung rotor. The uncertain transient dynamic problem is solved by combing the Chebyshev approximation theory with the modified precise integration method (PIM). Transient response bounds are calculated by interval arithmetic of the expansion coefficients. Theoretical error analysis of the proposed method is provided briefly, and its accuracy is further validated by comparing with the scanning method in simulations. Numerical results show that the IPIM can keep good accuracy in vibration prediction of the start-up transient process. Furthermore, the proposed method can also provide theoretical guidance to other transient dynamic mechanical systems with uncertainties.

Tangent map intermittency as an approximate analysis of intermittency in a high dimensional fully stochastic dynamical system: The Tangled Nature model.

PubMed

Diaz-Ruelas, Alvaro; Jeldtoft Jensen, Henrik; Piovani, Duccio; Robledo, Alberto

2016-12-01

It is well known that low-dimensional nonlinear deterministic maps close to a tangent bifurcation exhibit intermittency and this circumstance has been exploited, e.g., by Procaccia and Schuster [Phys. Rev. A 28, 1210 (1983)], to develop a general theory of 1/f spectra. This suggests it is interesting to study the extent to which the behavior of a high-dimensional stochastic system can be described by such tangent maps. The Tangled Nature (TaNa) Model of evolutionary ecology is an ideal candidate for such a study, a significant model as it is capable of reproducing a broad range of the phenomenology of macroevolution and ecosystems. The TaNa model exhibits strong intermittency reminiscent of punctuated equilibrium and, like the fossil record of mass extinction, the intermittency in the model is found to be non-stationary, a feature typical of many complex systems. We derive a mean-field version for the evolution of the likelihood function controlling the reproduction of species and find a local map close to tangency. This mean-field map, by our own local approximation, is able to describe qualitatively only one episode of the intermittent dynamics of the full TaNa model. To complement this result, we construct a complete nonlinear dynamical system model consisting of successive tangent bifurcations that generates time evolution patterns resembling those of the full TaNa model in macroscopic scales. The switch from one tangent bifurcation to the next in the sequences produced in this model is stochastic in nature, based on criteria obtained from the local mean-field approximation, and capable of imitating the changing set of types of species and total population in the TaNa model. The model combines full deterministic dynamics with instantaneous parameter random jumps at stochastically drawn times. In spite of the limitations of our approach, which entails a drastic collapse of degrees of freedom, the description of a high-dimensional model system in terms of a low-dimensional one appears to be illuminating.

Recurrence plots revisited

NASA Astrophysics Data System (ADS)

Casdagli, M. C.

1997-09-01

We show that recurrence plots (RPs) give detailed characterizations of time series generated by dynamical systems driven by slowly varying external forces. For deterministic systems we show that RPs of the time series can be used to reconstruct the RP of the driving force if it varies sufficiently slowly. If the driving force is one-dimensional, its functional form can then be inferred up to an invertible coordinate transformation. The same results hold for stochastic systems if the RP of the time series is suitably averaged and transformed. These results are used to investigate the nonlinear prediction of time series generated by dynamical systems driven by slowly varying external forces. We also consider the problem of detecting a small change in the driving force, and propose a surrogate data technique for assessing statistical significance. Numerically simulated time series and a time series of respiration rates recorded from a subject with sleep apnea are used as illustrative examples.

How a small noise generates large-amplitude oscillations of volcanic plug and provides high seismicity

NASA Astrophysics Data System (ADS)

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

2015-04-01

A non-linear behavior of dynamic model of the magma-plug system under the action of N-shaped friction force and stochastic disturbances is studied. It is shown that the deterministic dynamics essentially depends on the mutual arrangement of an equilibrium point and the friction force branches. Variations of this arrangement imply bifurcations, birth and disappearance of stable limit cycles, changes of the stability of equilibria, system transformations between mono- and bistable regimes. A slope of the right increasing branch of the friction function is responsible for the formation of such regimes. In a bistable zone, the noise generates transitions between small and large amplitude stochastic oscillations. In a monostable zone with single stable equilibrium, a new dynamic phenomenon of noise-induced generation of large amplitude stochastic oscillations in the plug rate and pressure is revealed. A beat-type dynamics of the plug displacement under the influence of stochastic forcing is studied as well.

A nonlinear dynamics of trunk kinematics during manual lifting tasks.

PubMed

Khalaf, Tamer; Karwowski, Waldemar; Sapkota, Nabin

2015-01-01

Human responses at work may exhibit nonlinear properties where small changes in the initial task conditions can lead to large changes in system behavior. Therefore, it is important to study such nonlinearity to gain a better understanding of human performance under a variety of physical, perceptual, and cognitive tasks conditions. The main objective of this study was to investigate whether the human trunk kinematics data during a manual lifting task exhibits nonlinear behavior in terms of determinist chaos. Data related to kinematics of the trunk with respect to the pelvis were collected using Industrial Lumbar Motion Monitor (ILMM), and analyzed applying the nonlinear dynamical systems methodology. Nonlinear dynamics quantifiers of Lyapunov exponents and Kaplan-Yorke dimensions were calculated and analyzed under different task conditions. The study showed that human trunk kinematics during manual lifting exhibits chaotic behavior in terms of trunk sagittal angular displacement, velocity and acceleration. The findings support the importance of accounting for nonlinear dynamical properties of biomechanical responses to lifting tasks.

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.

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.

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.

Inferring Fitness Effects from Time-Resolved Sequence Data with a Delay-Deterministic Model

PubMed Central

Nené, Nuno R.; Dunham, Alistair S.; Illingworth, Christopher J. R.

2018-01-01

A common challenge arising from the observation of an evolutionary system over time is to infer the magnitude of selection acting upon a specific genetic variant, or variants, within the population. The inference of selection may be confounded by the effects of genetic drift in a system, leading to the development of inference procedures to account for these effects. However, recent work has suggested that deterministic models of evolution may be effective in capturing the effects of selection even under complex models of demography, suggesting the more general application of deterministic approaches to inference. Responding to this literature, we here note a case in which a deterministic model of evolution may give highly misleading inferences, resulting from the nondeterministic properties of mutation in a finite population. We propose an alternative approach that acts to correct for this error, and which we denote the delay-deterministic model. Applying our model to a simple evolutionary system, we demonstrate its performance in quantifying the extent of selection acting within that system. We further consider the application of our model to sequence data from an evolutionary experiment. We outline scenarios in which our model may produce improved results for the inference of selection, noting that such situations can be easily identified via the use of a regular deterministic model. PMID:29500183

Review of probabilistic analysis of dynamic response of systems with random parameters

NASA Technical Reports Server (NTRS)

Kozin, F.; Klosner, J. M.

1989-01-01

The various methods that have been studied in the past to allow probabilistic analysis of dynamic response for systems with random parameters are reviewed. Dynamic response may have been obtained deterministically if the variations about the nominal values were small; however, for space structures which require precise pointing, the variations about the nominal values of the structural details and of the environmental conditions are too large to be considered as negligible. These uncertainties are accounted for in terms of probability distributions about their nominal values. The quantities of concern for describing the response of the structure includes displacements, velocities, and the distributions of natural frequencies. The exact statistical characterization of the response would yield joint probability distributions for the response variables. Since the random quantities will appear as coefficients, determining the exact distributions will be difficult at best. Thus, certain approximations will have to be made. A number of techniques that are available are discussed, even in the nonlinear case. The methods that are described were: (1) Liouville's equation; (2) perturbation methods; (3) mean square approximate systems; and (4) nonlinear systems with approximation by linear systems.

Information-theoretic model selection for optimal prediction of stochastic dynamical systems from data

NASA Astrophysics Data System (ADS)

Darmon, David

2018-03-01

In the absence of mechanistic or phenomenological models of real-world systems, data-driven models become necessary. The discovery of various embedding theorems in the 1980s and 1990s motivated a powerful set of tools for analyzing deterministic dynamical systems via delay-coordinate embeddings of observations of their component states. However, in many branches of science, the condition of operational determinism is not satisfied, and stochastic models must be brought to bear. For such stochastic models, the tool set developed for delay-coordinate embedding is no longer appropriate, and a new toolkit must be developed. We present an information-theoretic criterion, the negative log-predictive likelihood, for selecting the embedding dimension for a predictively optimal data-driven model of a stochastic dynamical system. We develop a nonparametric estimator for the negative log-predictive likelihood and compare its performance to a recently proposed criterion based on active information storage. Finally, we show how the output of the model selection procedure can be used to compare candidate predictors for a stochastic system to an information-theoretic lower bound.

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.

Effects of stochastic time-delayed feedback on a dynamical system modeling a chemical oscillator.

PubMed

González Ochoa, Héctor O; Perales, Gualberto Solís; Epstein, Irving R; Femat, Ricardo

2018-05-01

We examine how stochastic time-delayed negative feedback affects the dynamical behavior of a model oscillatory reaction. We apply constant and stochastic time-delayed negative feedbacks to a point Field-Körös-Noyes photosensitive oscillator and compare their effects. Negative feedback is applied in the form of simulated inhibitory electromagnetic radiation with an intensity proportional to the concentration of oxidized light-sensitive catalyst in the oscillator. We first characterize the system under nondelayed inhibitory feedback; then we explore and compare the effects of constant (deterministic) versus stochastic time-delayed feedback. We find that the oscillatory amplitude, frequency, and waveform are essentially preserved when low-dispersion stochastic delayed feedback is used, whereas small but measurable changes appear when a large dispersion is applied.

Effects of stochastic time-delayed feedback on a dynamical system modeling a chemical oscillator

NASA Astrophysics Data System (ADS)

González Ochoa, Héctor O.; Perales, Gualberto Solís; Epstein, Irving R.; Femat, Ricardo

2018-05-01

We examine how stochastic time-delayed negative feedback affects the dynamical behavior of a model oscillatory reaction. We apply constant and stochastic time-delayed negative feedbacks to a point Field-Körös-Noyes photosensitive oscillator and compare their effects. Negative feedback is applied in the form of simulated inhibitory electromagnetic radiation with an intensity proportional to the concentration of oxidized light-sensitive catalyst in the oscillator. We first characterize the system under nondelayed inhibitory feedback; then we explore and compare the effects of constant (deterministic) versus stochastic time-delayed feedback. We find that the oscillatory amplitude, frequency, and waveform are essentially preserved when low-dispersion stochastic delayed feedback is used, whereas small but measurable changes appear when a large dispersion is applied.

Distinguishing signatures of determinism and stochasticity in spiking complex systems

PubMed Central

Aragoneses, Andrés; Rubido, Nicolás; Tiana-Alsina, Jordi; Torrent, M. C.; Masoller, Cristina

2013-01-01

We describe a method to infer signatures of determinism and stochasticity in the sequence of apparently random intensity dropouts emitted by a semiconductor laser with optical feedback. The method uses ordinal time-series analysis to classify experimental data of inter-dropout-intervals (IDIs) in two categories that display statistically significant different features. Despite the apparent randomness of the dropout events, one IDI category is consistent with waiting times in a resting state until noise triggers a dropout, and the other is consistent with dropouts occurring during the return to the resting state, which have a clear deterministic component. The method we describe can be a powerful tool for inferring signatures of determinism in the dynamics of complex systems in noisy environments, at an event-level description of their dynamics.

Uncertainty Quantification of Non-linear Oscillation Triggering in a Multi-injector Liquid-propellant Rocket Combustion Chamber

NASA Astrophysics Data System (ADS)

Popov, Pavel; Sideris, Athanasios; Sirignano, William

2014-11-01

We examine the non-linear dynamics of the transverse modes of combustion-driven acoustic instability in a liquid-propellant rocket engine. Triggering can occur, whereby small perturbations from mean conditions decay, while larger disturbances grow to a limit-cycle of amplitude that may compare to the mean pressure. For a deterministic perturbation, the system is also deterministic, computed by coupled finite-volume solvers at low computational cost for a single realization. The randomness of the triggering disturbance is captured by treating the injector flow rates, local pressure disturbances, and sudden acceleration of the entire combustion chamber as random variables. The combustor chamber with its many sub-fields resulting from many injector ports may be viewed as a multi-scale complex system wherein the developing acoustic oscillation is the emergent structure. Numerical simulation of the resulting stochastic PDE system is performed using the polynomial chaos expansion method. The overall probability of unstable growth is assessed in different regions of the parameter space. We address, in particular, the seven-injector, rectangular Purdue University experimental combustion chamber. In addition to the novel geometry, new features include disturbances caused by engine acceleration and unsteady thruster nozzle flow.

Nonparametric estimates of drift and diffusion profiles via Fokker-Planck algebra.

PubMed

Lund, Steven P; Hubbard, Joseph B; Halter, Michael

2014-11-06

Diffusion processes superimposed upon deterministic motion play a key role in understanding and controlling the transport of matter, energy, momentum, and even information in physics, chemistry, material science, biology, and communications technology. Given functions defining these random and deterministic components, the Fokker-Planck (FP) equation is often used to model these diffusive systems. Many methods exist for estimating the drift and diffusion profiles from one or more identifiable diffusive trajectories; however, when many identical entities diffuse simultaneously, it may not be possible to identify individual trajectories. Here we present a method capable of simultaneously providing nonparametric estimates for both drift and diffusion profiles from evolving density profiles, requiring only the validity of Langevin/FP dynamics. This algebraic FP manipulation provides a flexible and robust framework for estimating stationary drift and diffusion coefficient profiles, is not based on fluctuation theory or solved diffusion equations, and may facilitate predictions for many experimental systems. We illustrate this approach on experimental data obtained from a model lipid bilayer system exhibiting free diffusion and electric field induced drift. The wide range over which this approach provides accurate estimates for drift and diffusion profiles is demonstrated through simulation.

Impact of an irregular friction formulation on dynamics of a minimal model for brake squeal

NASA Astrophysics Data System (ADS)

Stender, Merten; Tiedemann, Merten; Hoffmann, Norbert; Oberst, Sebastian

2018-07-01

Friction-induced vibrations are of major concern in the design of reliable, efficient and comfortable technical systems. Well-known examples for systems susceptible to self-excitation can be found in fluid structure interaction, disk brake squeal, rotor dynamics, hip implants noise and many more. While damping elements and amplitude reduction are well-understood in linear systems, nonlinear systems and especially self-excited dynamics still constitute a challenge for damping element design. Additionally, complex dynamical systems exhibit deterministic chaotic cores which add severe sensitivity to initial conditions to the system response. Especially the complex friction interface dynamics remain a challenging task for measurements and modeling. Today, mostly simple and regular friction models are investigated in the field of self-excited brake system vibrations. This work aims at investigating the effect of high-frequency irregular interface dynamics on the nonlinear dynamical response of a self-excited structure. Special focus is put on the characterization of the system response time series. A low-dimensional minimal model is studied which features self-excitation, gyroscopic effects and friction-induced damping. Additionally, the employed friction formulation exhibits temperature as inner variable and superposed chaotic fluctuations governed by a Lorenz attractor. The time scale of the irregular fluctuations is chosen one order smaller than the overall system dynamics. The influence of those fluctuations on the structural response is studied in various ways, i.e. in time domain and by means of recurrence analysis. The separate time scales are studied in detail and regimes of dynamic interactions are identified. The results of the irregular friction formulation indicate dynamic interactions on multiple time scales, which trigger larger vibration amplitudes as compared to regular friction formulations conventionally studied in the field of friction-induced vibrations.

Double density dynamics: realizing a joint distribution of a physical system and a parameter system

NASA Astrophysics Data System (ADS)

Fukuda, Ikuo; Moritsugu, Kei

2015-11-01

To perform a variety of types of molecular dynamics simulations, we created a deterministic method termed ‘double density dynamics’ (DDD), which realizes an arbitrary distribution for both physical variables and their associated parameters simultaneously. Specifically, we constructed an ordinary differential equation that has an invariant density relating to a joint distribution of the physical system and the parameter system. A generalized density function leads to a physical system that develops under nonequilibrium environment-describing superstatistics. The joint distribution density of the physical system and the parameter system appears as the Radon-Nikodym derivative of a distribution that is created by a scaled long-time average, generated from the flow of the differential equation under an ergodic assumption. The general mathematical framework is fully discussed to address the theoretical possibility of our method, and a numerical example representing a 1D harmonic oscillator is provided to validate the method being applied to the temperature parameters.

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.

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.

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.

Deterministic Walks with Choice

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

Beeler, Katy E.; Berenhaut, Kenneth S.; Cooper, Joshua N.

2014-01-10

This paper studies deterministic movement over toroidal grids, integrating local information, bounded memory and choice at individual nodes. The research is motivated by recent work on deterministic random walks, and applications in multi-agent systems. Several results regarding passing tokens through toroidal grids are discussed, as well as some open questions.

Biochemical simulations: stochastic, approximate stochastic and hybrid approaches.

PubMed

Pahle, Jürgen

2009-01-01

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

Biochemical simulations: stochastic, approximate stochastic and hybrid approaches

PubMed Central

2009-01-01

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

Bifurcation analysis of dengue transmission model in Baguio City, Philippines

NASA Astrophysics Data System (ADS)

Libatique, Criselda P.; Pajimola, Aprimelle Kris J.; Addawe, Joel M.

2017-11-01

In this study, we formulate a deterministic model for the transmission dynamics of dengue fever in Baguio City, Philippines. We analyzed the existence of the equilibria of the dengue model. We computed and obtained conditions for the existence of the equilibrium states. Stability analysis for the system is carried out for disease free equilibrium. We showed that the system becomes stable under certain conditions of the parameters. A particular parameter is taken and with the use of the Theory of Centre Manifold, the proposed model demonstrates a bifurcation phenomenon. We performed numerical simulation to verify the analytical results.

Modeling and Properties of Nonlinear Stochastic Dynamical System of Continuous Culture

NASA Astrophysics Data System (ADS)

Wang, Lei; Feng, Enmin; Ye, Jianxiong; Xiu, Zhilong

The stochastic counterpart to the deterministic description of continuous fermentation with ordinary differential equation is investigated in the process of glycerol bio-dissimilation to 1,3-propanediol by Klebsiella pneumoniae. We briefly discuss the continuous fermentation process driven by three-dimensional Brownian motion and Lipschitz coefficients, which is suitable for the factual fermentation. Subsequently, we study the existence and uniqueness of solutions for the stochastic system as well as the boundedness of the Two-order Moment and the Markov property of the solution. Finally stochastic simulation is carried out under the Stochastic Euler-Maruyama method.

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.

Effect of Uncertainty on Deterministic Runway Scheduling

NASA Technical Reports Server (NTRS)

Gupta, Gautam; Malik, Waqar; Jung, Yoon C.

2012-01-01

Active runway scheduling involves scheduling departures for takeoffs and arrivals for runway crossing subject to numerous constraints. This paper evaluates the effect of uncertainty on a deterministic runway scheduler. The evaluation is done against a first-come- first-serve scheme. In particular, the sequence from a deterministic scheduler is frozen and the times adjusted to satisfy all separation criteria; this approach is tested against FCFS. The comparison is done for both system performance (throughput and system delay) and predictability, and varying levels of congestion are considered. The modeling of uncertainty is done in two ways: as equal uncertainty in availability at the runway as for all aircraft, and as increasing uncertainty for later aircraft. Results indicate that the deterministic approach consistently performs better than first-come-first-serve in both system performance and predictability.

Complexity theory and physical unification: From microscopic to oscopic level

NASA Astrophysics Data System (ADS)

Pavlos, G. P.; Iliopoulos, A. C.; Karakatsanis, L. P.; Tsoutsouras, V. G.; Pavlos, E. G.

During the last two decades, low dimensional chaotic or self-organized criticality (SOC) processes have been observed by our group in many different physical systems such as space plasmas, the solar or the magnetospheric dynamics, the atmosphere, earthquakes, the brain activity as well as in informational systems. All these systems are complex systems living far from equilibrium with strong self-organization and phase transition character. The theoretical interpretation of these natural phenomena needs a deeper insight into the fundamentals of complexity theory. In this study, we try to give a synoptic description of complexity theory both at the microscopic and at the oscopic level of the physical reality. Also, we propose that the self-organization observed oscopically is a phenomenon that reveals the strong unifying character of the complex dynamics which includes thermodynamical and dynamical characteristics in all levels of the physical reality. From this point of view, oscopical deterministic and stochastic processes are closely related to the microscopical chaos and self-organization. In this study the scientific work of scientists such as Wilson, Nicolis, Prigogine, Hooft, Nottale, El Naschie, Castro, Tsallis, Chang and others is used for the development of a unified physical comprehension of complex dynamics from the microscopic to the oscopic level.

Feynman-Kac formula for stochastic hybrid systems.

PubMed

Bressloff, Paul C

2017-01-01

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

Chaos and Forecasting - Proceedings of the Royal Society Discussion Meeting

NASA Astrophysics Data System (ADS)

Tong, Howell

1995-04-01

The Table of Contents for the full book PDF is as follows: * Preface * Orthogonal Projection, Embedding Dimension and Sample Size in Chaotic Time Series from a Statistical Perspective * A Theory of Correlation Dimension for Stationary Time Series * On Prediction and Chaos in Stochastic Systems * Locally Optimized Prediction of Nonlinear Systems: Stochastic and Deterministic * A Poisson Distribution for the BDS Test Statistic for Independence in a Time Series * Chaos and Nonlinear Forecastability in Economics and Finance * Paradigm Change in Prediction * Predicting Nonuniform Chaotic Attractors in an Enzyme Reaction * Chaos in Geophysical Fluids * Chaotic Modulation of the Solar Cycle * Fractal Nature in Earthquake Phenomena and its Simple Models * Singular Vectors and the Predictability of Weather and Climate * Prediction as a Criterion for Classifying Natural Time Series * Measuring and Characterising Spatial Patterns, Dynamics and Chaos in Spatially-Extended Dynamical Systems and Ecologies * Non-Linear Forecasting and Chaos in Ecology and Epidemiology: Measles as a Case Study

Dynamics of non-holonomic systems with stochastic transport

NASA Astrophysics Data System (ADS)

Holm, D. D.; Putkaradze, V.

2018-01-01

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

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.

Self-Induced Switchings between Multiple Space-Time Patterns on Complex Networks of Excitable Units

NASA Astrophysics Data System (ADS)

Ansmann, Gerrit; Lehnertz, Klaus; Feudel, Ulrike

2016-01-01

We report on self-induced switchings between multiple distinct space-time patterns in the dynamics of a spatially extended excitable system. These switchings between low-amplitude oscillations, nonlinear waves, and extreme events strongly resemble a random process, although the system is deterministic. We show that a chaotic saddle—which contains all the patterns as well as channel-like structures that mediate the transitions between them—is the backbone of such a pattern-switching dynamics. Our analyses indicate that essential ingredients for the observed phenomena are that the system behaves like an inhomogeneous oscillatory medium that is capable of self-generating spatially localized excitations and that is dominated by short-range connections but also features long-range connections. With our findings, we present an alternative to the well-known ways to obtain self-induced pattern switching, namely, noise-induced attractor hopping, heteroclinic orbits, and adaptation to an external signal. This alternative way can be expected to improve our understanding of pattern switchings in spatially extended natural dynamical systems like the brain and the heart.

Summer drought predictability over Europe: empirical versus dynamical forecasts

NASA Astrophysics Data System (ADS)

Turco, Marco; Ceglar, Andrej; Prodhomme, Chloé; Soret, Albert; Toreti, Andrea; Doblas-Reyes Francisco, J.

2017-08-01

Seasonal climate forecasts could be an important planning tool for farmers, government and insurance companies that can lead to better and timely management of seasonal climate risks. However, climate seasonal forecasts are often under-used, because potential users are not well aware of the capabilities and limitations of these products. This study aims at assessing the merits and caveats of a statistical empirical method, the ensemble streamflow prediction system (ESP, an ensemble based on reordering historical data) and an operational dynamical forecast system, the European Centre for Medium-Range Weather Forecasts—System 4 (S4) in predicting summer drought in Europe. Droughts are defined using the Standardized Precipitation Evapotranspiration Index for the month of August integrated over 6 months. Both systems show useful and mostly comparable deterministic skill. We argue that this source of predictability is mostly attributable to the observed initial conditions. S4 shows only higher skill in terms of ability to probabilistically identify drought occurrence. Thus, currently, both approaches provide useful information and ESP represents a computationally fast alternative to dynamical prediction applications for drought prediction.

Inferring Fitness Effects from Time-Resolved Sequence Data with a Delay-Deterministic Model.

PubMed

Nené, Nuno R; Dunham, Alistair S; Illingworth, Christopher J R

2018-05-01

A common challenge arising from the observation of an evolutionary system over time is to infer the magnitude of selection acting upon a specific genetic variant, or variants, within the population. The inference of selection may be confounded by the effects of genetic drift in a system, leading to the development of inference procedures to account for these effects. However, recent work has suggested that deterministic models of evolution may be effective in capturing the effects of selection even under complex models of demography, suggesting the more general application of deterministic approaches to inference. Responding to this literature, we here note a case in which a deterministic model of evolution may give highly misleading inferences, resulting from the nondeterministic properties of mutation in a finite population. We propose an alternative approach that acts to correct for this error, and which we denote the delay-deterministic model. Applying our model to a simple evolutionary system, we demonstrate its performance in quantifying the extent of selection acting within that system. We further consider the application of our model to sequence data from an evolutionary experiment. We outline scenarios in which our model may produce improved results for the inference of selection, noting that such situations can be easily identified via the use of a regular deterministic model. Copyright © 2018 Nené et al.

Reproducibility in a multiprocessor system

DOEpatents

Bellofatto, Ralph A; Chen, Dong; Coteus, Paul W; Eisley, Noel A; Gara, Alan; Gooding, Thomas M; Haring, Rudolf A; Heidelberger, Philip; Kopcsay, Gerard V; Liebsch, Thomas A; Ohmacht, Martin; Reed, Don D; Senger, Robert M; Steinmacher-Burow, Burkhard; Sugawara, Yutaka

2013-11-26

Fixing a problem is usually greatly aided if the problem is reproducible. To ensure reproducibility of a multiprocessor system, the following aspects are proposed; a deterministic system start state, a single system clock, phase alignment of clocks in the system, system-wide synchronization events, reproducible execution of system components, deterministic chip interfaces, zero-impact communication with the system, precise stop of the system and a scan of the system state.

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

PubMed

Sanz, Luis; Alonso, Juan Antonio

2017-12-01

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

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

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.

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.

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

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

The Dripping Handrail Model: Transient Chaos in Accretion Systems

NASA Technical Reports Server (NTRS)

Young, Karl; Scargle, Jeffrey D.; Cuzzi, Jeffrey (Technical Monitor)

1995-01-01

We define and study a simple dynamical model for accretion systems, the "dripping handrail" (DHR). The time evolution of this spatially extended system is a mixture of periodic and apparently random (but actually deterministic) behavior. The nature of this mixture depends on the values of its physical parameters - the accretion rate, diffusion coefficient, and density threshold. The aperiodic component is a special kind of deterministic chaos called transient chaos. The model can simultaneously exhibit both the quasiperiodic oscillations (QPO) and very low frequency noise (VLFN) that characterize the power spectra of fluctuations of several classes of accretion systems in astronomy. For this reason, our model may be relevant to many such astrophysical systems, including binary stars with accretion onto a compact object - white dwarf, neutron star, or black hole - as well as active galactic nuclei. We describe the systematics of the DHR's temporal behavior, by exploring its physical parameter space using several diagnostics: power spectra, wavelet "scalegrams," and Lyapunov exponents. In addition, we note that for large accretion rates the DHR has periodic modes; the effective pulse shapes for these modes - evaluated by folding the time series at the known period - bear a resemblance to the similarly- determined shapes for some x-ray pulsars. The pulsing observed in some of these systems may be such periodic-mode accretion, and not due to pure rotation as in the standard pulsar model.

Intelligent automated control of life support systems using proportional representations.

PubMed

Wu, Annie S; Garibay, Ivan I

2004-06-01

Effective automatic control of Advanced Life Support Systems (ALSS) is a crucial component of space exploration. An ALSS is a coupled dynamical system which can be extremely sensitive and difficult to predict. As a result, such systems can be difficult to control using deliberative and deterministic methods. We investigate the performance of two machine learning algorithms, a genetic algorithm (GA) and a stochastic hill-climber (SH), on the problem of learning how to control an ALSS, and compare the impact of two different types of problem representations on the performance of both algorithms. We perform experiments on three ALSS optimization problems using five strategies with multiple variations of a proportional representation for a total of 120 experiments. Results indicate that although a proportional representation can effectively boost GA performance, it does not necessarily have the same effect on other algorithms such as SH. Results also support previous conclusions that multivector control strategies are an effective method for control of coupled dynamical systems.

Model reduction of multiscale chemical langevin equations: a numerical case study.

PubMed

Sotiropoulos, Vassilios; Contou-Carrere, Marie-Nathalie; Daoutidis, Prodromos; Kaznessis, Yiannis N

2009-01-01

Two very important characteristics of biological reaction networks need to be considered carefully when modeling these systems. First, models must account for the inherent probabilistic nature of systems far from the thermodynamic limit. Often, biological systems cannot be modeled with traditional continuous-deterministic models. Second, models must take into consideration the disparate spectrum of time scales observed in biological phenomena, such as slow transcription events and fast dimerization reactions. In the last decade, significant efforts have been expended on the development of stochastic chemical kinetics models to capture the dynamics of biomolecular systems, and on the development of robust multiscale algorithms, able to handle stiffness. In this paper, the focus is on the dynamics of reaction sets governed by stiff chemical Langevin equations, i.e., stiff stochastic differential equations. These are particularly challenging systems to model, requiring prohibitively small integration step sizes. We describe and illustrate the application of a semianalytical reduction framework for chemical Langevin equations that results in significant gains in computational cost.

Introduction to the focus issue: fifty years of chaos: applied and theoretical.

PubMed

Hikihara, Takashi; Holmes, Philip; Kambe, Tsutomu; Rega, Giuseppe

2012-12-01

The discovery of deterministic chaos in the late nineteenth century, its subsequent study, and the development of mathematical and computational methods for its analysis have substantially influenced the sciences. Chaos is, however, only one phenomenon in the larger area of dynamical systems theory. This Focus Issue collects 13 papers, from authors and research groups representing the mathematical, physical, and biological sciences, that were presented at a symposium held at Kyoto University from November 28 to December 2, 2011. The symposium, sponsored by the International Union of Theoretical and Applied Mechanics, was called 50 Years of Chaos: Applied and Theoretical. Following some historical remarks to provide a background for the last 50 years, and for chaos, this Introduction surveys the papers and identifies some common themes that appear in them and in the theory of dynamical systems.

Heart rate variability as determinism with jump stochastic parameters.

PubMed

Zheng, Jiongxuan; Skufca, Joseph D; Bollt, Erik M

2013-08-01

We use measured heart rate information (RR intervals) to develop a one-dimensional nonlinear map that describes short term deterministic behavior in the data. Our study suggests that there is a stochastic parameter with persistence which causes the heart rate and rhythm system to wander about a bifurcation point. We propose a modified circle map with a jump process noise term as a model which can qualitatively capture such this behavior of low dimensional transient determinism with occasional (stochastically defined) jumps from one deterministic system to another within a one parameter family of deterministic systems.

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

Complexity in Dynamical Systems

NASA Astrophysics Data System (ADS)

Moore, Cristopher David

The study of chaos has shown us that deterministic systems can have a kind of unpredictability, based on a limited knowledge of their initial conditions; after a finite time, the motion appears essentially random. This observation has inspired a general interest in the subject of unpredictability, and more generally, complexity; how can we characterize how "complex" a dynamical system is?. In this thesis, we attempt to answer this question with a paradigm of complexity that comes from computer science, we extract sets of symbol sequences, or languages, from a dynamical system using standard methods of symbolic dynamics; we then ask what kinds of grammars or automata are needed a generate these languages. This places them in the Chomsky heirarchy, which in turn tells us something about how subtle and complex the dynamical system's behavior is. This gives us insight into the question of unpredictability, since these automata can also be thought of as computers attempting to predict the system. In the culmination of the thesis, we find a class of smooth, two-dimensional maps which are equivalent to the highest class in the Chomsky heirarchy, the turning machine; they are capable of universal computation. Therefore, these systems possess a kind of unpredictability qualitatively different from the usual "chaos": even if the initial conditions are known exactly, questions about the system's long-term dynamics are undecidable. No algorithm exists to answer them. Although this kind of unpredictability has been discussed in the context of distributed, many-degree-of -freedom systems (for instance, cellular automata) we believe this is the first example of such phenomena in a smooth, finite-degree-of-freedom system.

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

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.

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

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.

Non-equilibrium phase transition in mesoscopic biochemical systems: from stochastic to nonlinear dynamics and beyond

PubMed Central

Ge, Hao; Qian, Hong

2011-01-01

A theory for an non-equilibrium phase transition in a driven biochemical network is presented. The theory is based on the chemical master equation (CME) formulation of mesoscopic biochemical reactions and the mathematical method of large deviations. The large deviations theory provides an analytical tool connecting the macroscopic multi-stability of an open chemical system with the multi-scale dynamics of its mesoscopic counterpart. It shows a corresponding non-equilibrium phase transition among multiple stochastic attractors. As an example, in the canonical phosphorylation–dephosphorylation system with feedback that exhibits bistability, we show that the non-equilibrium steady-state (NESS) phase transition has all the characteristics of classic equilibrium phase transition: Maxwell construction, a discontinuous first-derivative of the ‘free energy function’, Lee–Yang's zero for a generating function and a critical point that matches the cusp in nonlinear bifurcation theory. To the biochemical system, the mathematical analysis suggests three distinct timescales and needed levels of description. They are (i) molecular signalling, (ii) biochemical network nonlinear dynamics, and (iii) cellular evolution. For finite mesoscopic systems such as a cell, motions associated with (i) and (iii) are stochastic while that with (ii) is deterministic. Both (ii) and (iii) are emergent properties of a dynamic biochemical network. PMID:20466813

Spread of a disease and its effect on population dynamics in an eco-epidemiological system

NASA Astrophysics Data System (ADS)

Upadhyay, Ranjit Kumar; Roy, Parimita

2014-12-01

In this paper, an eco-epidemiological model with simple law of mass action and modified Holling type II functional response has been proposed and analyzed to understand how a disease may spread among natural populations. The proposed model is a modification of the model presented by Upadhyay et al. (2008) [1]. Existence of the equilibria and their stability analysis (linear and nonlinear) has been studied. The dynamical transitions in the model have been studied by identifying the existence of backward Hopf-bifurcations and demonstrated the period-doubling route to chaos when the death rate of predator (μ1) and the growth rate of susceptible prey population (r) are treated as bifurcation parameters. Our studies show that the system exhibits deterministic chaos when some control parameters attain their critical values. Chaotic dynamics is depicted using the 2D parameter scans and bifurcation analysis. Possible implications of the results for disease eradication or its control are discussed.

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.

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.

Identification of Dynamic Patterns of Speech-Evoked Auditory Brainstem Response Based on Ensemble Empirical Mode Decomposition and Nonlinear Time Series Analysis Methods

NASA Astrophysics Data System (ADS)

Mozaffarilegha, Marjan; Esteki, Ali; Ahadi, Mohsen; Nazeri, Ahmadreza

The speech-evoked auditory brainstem response (sABR) shows how complex sounds such as speech and music are processed in the auditory system. Speech-ABR could be used to evaluate particular impairments and improvements in auditory processing system. Many researchers used linear approaches for characterizing different components of sABR signal, whereas nonlinear techniques are not applied so commonly. The primary aim of the present study is to examine the underlying dynamics of normal sABR signals. The secondary goal is to evaluate whether some chaotic features exist in this signal. We have presented a methodology for determining various components of sABR signals, by performing Ensemble Empirical Mode Decomposition (EEMD) to get the intrinsic mode functions (IMFs). Then, composite multiscale entropy (CMSE), the largest Lyapunov exponent (LLE) and deterministic nonlinear prediction are computed for each extracted IMF. EEMD decomposes sABR signal into five modes and a residue. The CMSE results of sABR signals obtained from 40 healthy people showed that 1st, and 2nd IMFs were similar to the white noise, IMF-3 with synthetic chaotic time series and 4th, and 5th IMFs with sine waveform. LLE analysis showed positive values for 3rd IMFs. Moreover, 1st, and 2nd IMFs showed overlaps with surrogate data and 3rd, 4th and 5th IMFs showed no overlap with corresponding surrogate data. Results showed the presence of noisy, chaotic and deterministic components in the signal which respectively corresponded to 1st, and 2nd IMFs, IMF-3, and 4th and 5th IMFs. While these findings provide supportive evidence of the chaos conjecture for the 3rd IMF, they do not confirm any such claims. However, they provide a first step towards an understanding of nonlinear behavior of auditory system dynamics in brainstem level.

Corrections to chance fluctuations: quantum mind in biological evolution?

PubMed

Damiani, Giuseppe

2009-01-01

According to neo-Darwinian theory, biological evolution is produced by natural selection of random hereditary variations. This assumption stems from the idea of a mechanical and deterministic world based on the laws of classic physics. However, the increased knowledge of relationships between metabolism, epigenetic systems, and editing of nucleic acids suggests the existence of self-organized processes of adaptive evolution in response to environmental stresses. Living organisms are open thermodynamic systems which use entropic decay of external source of electromagnetic energy to increase their internal dynamic order and to generate new genetic and epigenetic information with a high degree of coherency and teleonomic creativity. Sensing, information processing, and decision making of biological systems might be mainly quantum phenomena. Amplification of microscopic quantum events using the long-range correlation of fractal structures, at the borderline between deterministic order and unpredictable chaos, may be used to direct a reproducible transition of the biological systems towards a defined macroscopic state. The discoveries of many natural genetic engineering systems, the ability to choose the most effective solutions, and the emergence of complex forms of consciousness at different levels confirm the importance of mind-action directed processes in biological evolution, as suggested by Alfred Russel Wallace. Although the main Darwinian principles will remain a crucial component of our understanding of evolution, a radical rethinking of the conceptual structure of the neo-Darwinian theory is needed.

Dissipative production of a maximally entangled steady state of two quantum bits.

PubMed

Lin, Y; Gaebler, J P; Reiter, F; Tan, T R; Bowler, R; Sørensen, A S; Leibfried, D; Wineland, D J

2013-12-19

Entangled states are a key resource in fundamental quantum physics, quantum cryptography and quantum computation. Introduction of controlled unitary processes--quantum gates--to a quantum system has so far been the most widely used method to create entanglement deterministically. These processes require high-fidelity state preparation and minimization of the decoherence that inevitably arises from coupling between the system and the environment, and imperfect control of the system parameters. Here we combine unitary processes with engineered dissipation to deterministically produce and stabilize an approximate Bell state of two trapped-ion quantum bits (qubits), independent of their initial states. Compared with previous studies that involved dissipative entanglement of atomic ensembles or the application of sequences of multiple time-dependent gates to trapped ions, we implement our combined process using trapped-ion qubits in a continuous time-independent fashion (analogous to optical pumping of atomic states). By continuously driving the system towards the steady state, entanglement is stabilized even in the presence of experimental noise and decoherence. Our demonstration of an entangled steady state of two qubits represents a step towards dissipative state engineering, dissipative quantum computation and dissipative phase transitions. Following this approach, engineered coupling to the environment may be applied to a broad range of experimental systems to achieve desired quantum dynamics or steady states. Indeed, concurrently with this work, an entangled steady state of two superconducting qubits was demonstrated using dissipation.

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.

Rogue waves in a multistable system.

PubMed

Pisarchik, Alexander N; Jaimes-Reátegui, Rider; Sevilla-Escoboza, Ricardo; Huerta-Cuellar, G; Taki, Majid

2011-12-30

Clear evidence of rogue waves in a multistable system is revealed by experiments with an erbium-doped fiber laser driven by harmonic pump modulation. The mechanism for the rogue wave formation lies in the interplay of stochastic processes with multistable deterministic dynamics. Low-frequency noise applied to a diode pump current induces rare jumps to coexisting subharmonic states with high-amplitude pulses perceived as rogue waves. The probability of these events depends on the noise filtered frequency and grows up when the noise amplitude increases. The probability distribution of spike amplitudes confirms the rogue wave character of the observed phenomenon. The results of numerical simulations are in good agreement with experiments.

LQG control of a deformable mirror adaptive optics system with time-delayed measurements

NASA Astrophysics Data System (ADS)

Anderson, David J.

1991-12-01

This thesis proposes a linear quadratic Gaussian (LQG) control law for a ground-based deformable mirror adaptive optics system. The incoming image wavefront is distorted, primarily in phase, due to the turbulent effects of the earth's atmosphere. The adaptive optics system attempts to compensate for the distortion with a deformable mirror. A Hartman wavefront sensor measures the degree of distortion in the image wavefront. The measurements are input to a Kalman filter which estimates the system states. The state estimates are processed by a linear quadratic regulator which generates the appropriate control voltages to apply to the deformable mirror actuators. The dynamics model for the atmospheric phase distortion consists of 14 Zernike coefficient states; each modeled as a first-order linear time-invariant shaping filter driven by zero-mean white Gaussian noise. The dynamics of the deformable mirror are also model as 14 Zernike coefficients with first-order deterministic dynamics. A significant reduction in total wavefront phase distortion is achieved in the presence of time-delayed measurements. Wavefront sensor sampling rate is the major factor limiting system performance. The Multimode Simulation for Optimal Filter Evaluation (MSOFE) software is the performance evaluation tool of choice for this research.

A Free Energy Principle for Biological Systems

PubMed Central

Karl, Friston

2012-01-01

This paper describes a free energy principle that tries to explain the ability of biological systems to resist a natural tendency to disorder. It appeals to circular causality of the sort found in synergetic formulations of self-organization (e.g., the slaving principle) and models of coupled dynamical systems, using nonlinear Fokker Planck equations. Here, circular causality is induced by separating the states of a random dynamical system into external and internal states, where external states are subject to random fluctuations and internal states are not. This reduces the problem to finding some (deterministic) dynamics of the internal states that ensure the system visits a limited number of external states; in other words, the measure of its (random) attracting set, or the Shannon entropy of the external states is small. We motivate a solution using a principle of least action based on variational free energy (from statistical physics) and establish the conditions under which it is formally equivalent to the information bottleneck method. This approach has proved useful in understanding the functional architecture of the brain. The generality of variational free energy minimisation and corresponding information theoretic formulations may speak to interesting applications beyond the neurosciences; e.g., in molecular or evolutionary biology. PMID:23204829

Dynamic and adaptive policy models for coalition operations

NASA Astrophysics Data System (ADS)

Verma, Dinesh; Calo, Seraphin; Chakraborty, Supriyo; Bertino, Elisa; Williams, Chris; Tucker, Jeremy; Rivera, Brian; de Mel, Geeth R.

2017-05-01

It is envisioned that the success of future military operations depends on the better integration, organizationally and operationally, among allies, coalition members, inter-agency partners, and so forth. However, this leads to a challenging and complex environment where the heterogeneity and dynamism in the operating environment intertwines with the evolving situational factors that affect the decision-making life cycle of the war fighter. Therefore, the users in such environments need secure, accessible, and resilient information infrastructures where policy-based mechanisms adopt the behaviours of the systems to meet end user goals. By specifying and enforcing a policy based model and framework for operations and security which accommodates heterogeneous coalitions, high levels of agility can be enabled to allow rapid assembly and restructuring of system and information resources. However, current prevalent policy models (e.g., rule based event-condition-action model and its variants) are not sufficient to deal with the highly dynamic and plausibly non-deterministic nature of these environments. Therefore, to address the above challenges, in this paper, we present a new approach for policies which enables managed systems to take more autonomic decisions regarding their operations.

Watching cellular machinery in action, one molecule at a time.

PubMed

Monachino, Enrico; Spenkelink, Lisanne M; van Oijen, Antoine M

2017-01-02

Single-molecule manipulation and imaging techniques have become important elements of the biologist's toolkit to gain mechanistic insights into cellular processes. By removing ensemble averaging, single-molecule methods provide unique access to the dynamic behavior of biomolecules. Recently, the use of these approaches has expanded to the study of complex multiprotein systems and has enabled detailed characterization of the behavior of individual molecules inside living cells. In this review, we provide an overview of the various force- and fluorescence-based single-molecule methods with applications both in vitro and in vivo, highlighting these advances by describing their applications in studies on cytoskeletal motors and DNA replication. We also discuss how single-molecule approaches have increased our understanding of the dynamic behavior of complex multiprotein systems. These methods have shown that the behavior of multicomponent protein complexes is highly stochastic and less linear and deterministic than previously thought. Further development of single-molecule tools will help to elucidate the molecular dynamics of these complex systems both inside the cell and in solutions with purified components. © 2017 Monachino et al.

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).

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

NASA Technical Reports Server (NTRS)

Chong, C.

1973-01-01

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

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.

Chaos in an imperfectly premixed model combustor.

PubMed

Kabiraj, Lipika; Saurabh, Aditya; Karimi, Nader; Sailor, Anna; Mastorakos, Epaminondas; Dowling, Ann P; Paschereit, Christian O

2015-02-01

This article reports nonlinear bifurcations observed in a laboratory scale, turbulent combustor operating under imperfectly premixed mode with global equivalence ratio as the control parameter. The results indicate that the dynamics of thermoacoustic instability correspond to quasi-periodic bifurcation to low-dimensional, deterministic chaos, a route that is common to a variety of dissipative nonlinear systems. The results support the recent identification of bifurcation scenarios in a laminar premixed flame combustor (Kabiraj et al., Chaos: Interdiscip. J. Nonlinear Sci. 22, 023129 (2012)) and extend the observation to a practically relevant combustor configuration.

The divine clockwork: Bohr's correspondence principle and Nelson's stochastic mechanics for the atomic elliptic state

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

Durran, Richard; Neate, Andrew; Truman, Aubrey

2008-03-15

We consider the Bohr correspondence limit of the Schroedinger wave function for an atomic elliptic state. We analyze this limit in the context of Nelson's stochastic mechanics, exposing an underlying deterministic dynamical system in which trajectories converge to Keplerian motion on an ellipse. This solves the long standing problem of obtaining Kepler's laws of planetary motion in a quantum mechanical setting. In this quantum mechanical setting, local mild instabilities occur in the Keplerian orbit for eccentricities greater than (1/{radical}(2)) which do not occur classically.

Ion implantation for deterministic single atom devices

NASA Astrophysics Data System (ADS)

Pacheco, J. L.; Singh, M.; Perry, D. L.; Wendt, J. R.; Ten Eyck, G.; Manginell, R. P.; Pluym, T.; Luhman, D. R.; Lilly, M. P.; Carroll, M. S.; Bielejec, E.

2017-12-01

We demonstrate a capability of deterministic doping at the single atom level using a combination of direct write focused ion beam and solid-state ion detectors. The focused ion beam system can position a single ion to within 35 nm of a targeted location and the detection system is sensitive to single low energy heavy ions. This platform can be used to deterministically fabricate single atom devices in materials where the nanostructure and ion detectors can be integrated, including donor-based qubits in Si and color centers in diamond.

Ion implantation for deterministic single atom devices

DOE PAGES

Pacheco, J. L.; Singh, M.; Perry, D. L.; ...

2017-12-04

Here, we demonstrate a capability of deterministic doping at the single atom level using a combination of direct write focused ion beam and solid-state ion detectors. The focused ion beam system can position a single ion to within 35 nm of a targeted location and the detection system is sensitive to single low energy heavy ions. This platform can be used to deterministically fabricate single atom devices in materials where the nanostructure and ion detectors can be integrated, including donor-based qubits in Si and color centers in diamond.

Scaling theory for the quasideterministic limit of continuous bifurcations.

PubMed

Kessler, David A; Shnerb, Nadav M

2012-05-01

Deterministic rate equations are widely used in the study of stochastic, interacting particles systems. This approach assumes that the inherent noise, associated with the discreteness of the elementary constituents, may be neglected when the number of particles N is large. Accordingly, it fails close to the extinction transition, when the amplitude of stochastic fluctuations is comparable with the size of the population. Here we present a general scaling theory of the transition regime for spatially extended systems. We demonstrate this through a detailed study of two fundamental models for out-of-equilibrium phase transitions: the Susceptible-Infected-Susceptible (SIS) that belongs to the directed percolation equivalence class and the Susceptible-Infected-Recovered (SIR) model belonging to the dynamic percolation class. Implementing the Ginzburg criteria we show that the width of the fluctuation-dominated region scales like N^{-κ}, where N is the number of individuals per site and κ=2/(d_{u}-d), d_{u} is the upper critical dimension. Other exponents that control the approach to the deterministic limit are shown to be calculable once κ is known. The theory is extended to include the corrections to the front velocity above the transition. It is supported by the results of extensive numerical simulations for systems of various dimensionalities.

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

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.

Adequacy assessment of composite generation and transmission systems incorporating wind energy conversion systems

NASA Astrophysics Data System (ADS)

Gao, Yi

The development and utilization of wind energy for satisfying electrical demand has received considerable attention in recent years due to its tremendous environmental, social and economic benefits, together with public support and government incentives. Electric power generation from wind energy behaves quite differently from that of conventional sources. The fundamentally different operating characteristics of wind energy facilities therefore affect power system reliability in a different manner than those of conventional systems. The reliability impact of such a highly variable energy source is an important aspect that must be assessed when the wind power penetration is significant. The focus of the research described in this thesis is on the utilization of state sampling Monte Carlo simulation in wind integrated bulk electric system reliability analysis and the application of these concepts in system planning and decision making. Load forecast uncertainty is an important factor in long range planning and system development. This thesis describes two approximate approaches developed to reduce the number of steps in a load duration curve which includes load forecast uncertainty, and to provide reasonably accurate generating and bulk system reliability index predictions. The developed approaches are illustrated by application to two composite test systems. A method of generating correlated random numbers with uniform distributions and a specified correlation coefficient in the state sampling method is proposed and used to conduct adequacy assessment in generating systems and in bulk electric systems containing correlated wind farms in this thesis. The studies described show that it is possible to use the state sampling Monte Carlo simulation technique to quantitatively assess the reliability implications associated with adding wind power to a composite generation and transmission system including the effects of multiple correlated wind sites. This is an important development as it permits correlated wind farms to be incorporated in large practical system studies without requiring excessive increases in computer solution time. The procedures described in this thesis for creating monthly and seasonal wind farm models should prove useful in situations where time period models are required to incorporate scheduled maintenance of generation and transmission facilities. There is growing interest in combining deterministic considerations with probabilistic assessment in order to evaluate the quantitative system risk and conduct bulk power system planning. A relatively new approach that incorporates deterministic and probabilistic considerations in a single risk assessment framework has been designated as the joint deterministic-probabilistic approach. The research work described in this thesis illustrates that the joint deterministic-probabilistic approach can be effectively used to integrate wind power in bulk electric system planning. The studies described in this thesis show that the application of the joint deterministic-probabilistic method provides more stringent results for a system with wind power than the traditional deterministic N-1 method because the joint deterministic-probabilistic technique is driven by the deterministic N-1 criterion with an added probabilistic perspective which recognizes the power output characteristics of a wind turbine generator.

A data driven nonlinear stochastic model for blood glucose dynamics.

PubMed

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

2016-03-01

The development of adequate mathematical models for blood glucose dynamics may improve early diagnosis and control of diabetes mellitus (DM). We have developed a stochastic nonlinear second order differential equation to describe the response of blood glucose concentration to food intake using continuous glucose monitoring (CGM) data. A variational Bayesian learning scheme was applied to define the number and values of the system's parameters by iterative optimisation of free energy. The model has the minimal order and number of parameters to successfully describe blood glucose dynamics in people with and without DM. The model accounts for the nonlinearity and stochasticity of the underlying glucose-insulin dynamic process. Being data-driven, it takes full advantage of available CGM data and, at the same time, reflects the intrinsic characteristics of the glucose-insulin system without detailed knowledge of the physiological mechanisms. We have shown that the dynamics of some postprandial blood glucose excursions can be described by a reduced (linear) model, previously seen in the literature. A comprehensive analysis demonstrates that deterministic system parameters belong to different ranges for diabetes and controls. Implications for clinical practice are discussed. This is the first study introducing a continuous data-driven nonlinear stochastic model capable of describing both DM and non-DM profiles. Copyright © 2015 The Authors. Published by Elsevier Ireland Ltd.. All rights reserved.

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.

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

A channel dynamics model for real-time flood forecasting

USGS Publications Warehouse

Hoos, Anne B.; Koussis, Antonis D.; Beale, Guy O.

1989-01-01

A new channel dynamics scheme (alternative system predictor in real time (ASPIRE)), designed specifically for real-time river flow forecasting, is introduced to reduce uncertainty in the forecast. ASPIRE is a storage routing model that limits the influence of catchment model forecast errors to the downstream station closest to the catchment. Comparisons with the Muskingum routing scheme in field tests suggest that the ASPIRE scheme can provide more accurate forecasts, probably because discharge observations are used to a maximum advantage and routing reaches (and model errors in each reach) are uncoupled. Using ASPIRE in conjunction with the Kalman filter did not improve forecast accuracy relative to a deterministic updating procedure. Theoretical analysis suggests that this is due to a large process noise to measurement noise ratio.

Probabilistic Component Mode Synthesis of Nondeterministic Substructures

NASA Technical Reports Server (NTRS)

Brown, Andrew M.; Ferri, Aldo A.

1996-01-01

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. We present 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.

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

PubMed

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

2016-12-01

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

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.

Qualitative models and experimental investigation of chaotic NOR gates and set/reset flip-flops

NASA Astrophysics Data System (ADS)

Rahman, Aminur; Jordan, Ian; Blackmore, Denis

2018-01-01

It has been observed through experiments and SPICE simulations that logical circuits based upon Chua's circuit exhibit complex dynamical behaviour. This behaviour can be used to design analogues of more complex logic families and some properties can be exploited for electronics applications. Some of these circuits have been modelled as systems of ordinary differential equations. However, as the number of components in newer circuits increases so does the complexity. This renders continuous dynamical systems models impractical and necessitates new modelling techniques. In recent years, some discrete dynamical models have been developed using various simplifying assumptions. To create a robust modelling framework for chaotic logical circuits, we developed both deterministic and stochastic discrete dynamical models, which exploit the natural recurrence behaviour, for two chaotic NOR gates and a chaotic set/reset flip-flop. This work presents a complete applied mathematical investigation of logical circuits. Experiments on our own designs of the above circuits are modelled and the models are rigorously analysed and simulated showing surprisingly close qualitative agreement with the experiments. Furthermore, the models are designed to accommodate dynamics of similarly designed circuits. This will allow researchers to develop ever more complex chaotic logical circuits with a simple modelling framework.

The Mathematics of Psychotherapy: A Nonlinear Model of Change Dynamics.

PubMed

Schiepek, Gunter; Aas, Benjamin; Viol, Kathrin

2016-07-01

Psychotherapy is a dynamic process produced by a complex system of interacting variables. Even though there are qualitative models of such systems the link between structure and function, between network and network dynamics is still missing. The aim of this study is to realize these links. The proposed model is composed of five state variables (P: problem severity, S: success and therapeutic progress, M: motivation to change, E: emotions, I: insight and new perspectives) interconnected by 16 functions. The shape of each function is modified by four parameters (a: capability to form a trustful working alliance, c: mentalization and emotion regulation, r: behavioral resources and skills, m: self-efficacy and reward expectation). Psychologically, the parameters play the role of competencies or traits, which translate into the concept of control parameters in synergetics. The qualitative model was transferred into five coupled, deterministic, nonlinear difference equations generating the dynamics of each variable as a function of other variables. The mathematical model is able to reproduce important features of psychotherapy processes. Examples of parameter-dependent bifurcation diagrams are given. Beyond the illustrated similarities between simulated and empirical dynamics, the model has to be further developed, systematically tested by simulated experiments, and compared to empirical data.

Qualitative models and experimental investigation of chaotic NOR gates and set/reset flip-flops.

PubMed

Rahman, Aminur; Jordan, Ian; Blackmore, Denis

2018-01-01

It has been observed through experiments and SPICE simulations that logical circuits based upon Chua's circuit exhibit complex dynamical behaviour. This behaviour can be used to design analogues of more complex logic families and some properties can be exploited for electronics applications. Some of these circuits have been modelled as systems of ordinary differential equations. However, as the number of components in newer circuits increases so does the complexity. This renders continuous dynamical systems models impractical and necessitates new modelling techniques. In recent years, some discrete dynamical models have been developed using various simplifying assumptions. To create a robust modelling framework for chaotic logical circuits, we developed both deterministic and stochastic discrete dynamical models, which exploit the natural recurrence behaviour, for two chaotic NOR gates and a chaotic set/reset flip-flop. This work presents a complete applied mathematical investigation of logical circuits. Experiments on our own designs of the above circuits are modelled and the models are rigorously analysed and simulated showing surprisingly close qualitative agreement with the experiments. Furthermore, the models are designed to accommodate dynamics of similarly designed circuits. This will allow researchers to develop ever more complex chaotic logical circuits with a simple modelling framework.

Statistically accurate low-order models for uncertainty quantification in turbulent dynamical systems.

PubMed

Sapsis, Themistoklis P; Majda, Andrew J

2013-08-20

A framework for low-order predictive statistical modeling and uncertainty quantification in turbulent dynamical systems is developed here. These reduced-order, modified quasilinear Gaussian (ROMQG) algorithms apply to turbulent dynamical systems in which there is significant linear instability or linear nonnormal dynamics in the unperturbed system and energy-conserving nonlinear interactions that transfer energy from the unstable modes to the stable modes where dissipation occurs, resulting in a statistical steady state; such turbulent dynamical systems are ubiquitous in geophysical and engineering turbulence. The ROMQG method involves constructing a low-order, nonlinear, dynamical system for the mean and covariance statistics in the reduced subspace that has the unperturbed statistics as a stable fixed point and optimally incorporates the indirect effect of non-Gaussian third-order statistics for the unperturbed system in a systematic calibration stage. This calibration procedure is achieved through information involving only the mean and covariance statistics for the unperturbed equilibrium. The performance of the ROMQG algorithm is assessed on two stringent test cases: the 40-mode Lorenz 96 model mimicking midlatitude atmospheric turbulence and two-layer baroclinic models for high-latitude ocean turbulence with over 125,000 degrees of freedom. In the Lorenz 96 model, the ROMQG algorithm with just a single mode captures the transient response to random or deterministic forcing. For the baroclinic ocean turbulence models, the inexpensive ROMQG algorithm with 252 modes, less than 0.2% of the total, captures the nonlinear response of the energy, the heat flux, and even the one-dimensional energy and heat flux spectra.

Dynamical inference: where phase synchronization and generalized synchronization meet.

PubMed

Stankovski, Tomislav; McClintock, Peter V E; Stefanovska, Aneta

2014-06-01

Synchronization is a widespread phenomenon that occurs among interacting oscillatory systems. It facilitates their temporal coordination and can lead to the emergence of spontaneous order. The detection of synchronization from the time series of such systems is of great importance for the understanding and prediction of their dynamics, and several methods for doing so have been introduced. However, the common case where the interacting systems have time-variable characteristic frequencies and coupling parameters, and may also be subject to continuous external perturbation and noise, still presents a major challenge. Here we apply recent developments in dynamical Bayesian inference to tackle these problems. In particular, we discuss how to detect phase slips and the existence of deterministic coupling from measured data, and we unify the concepts of phase synchronization and general synchronization. Starting from phase or state observables, we present methods for the detection of both phase and generalized synchronization. The consistency and equivalence of phase and generalized synchronization are further demonstrated, by the analysis of time series from analog electronic simulations of coupled nonautonomous van der Pol oscillators. We demonstrate that the detection methods work equally well on numerically simulated chaotic systems. In all the cases considered, we show that dynamical Bayesian inference can clearly identify noise-induced phase slips and distinguish coherence from intrinsic coupling-induced synchronization.

Calibration and combination of monthly near-surface temperature and precipitation predictions over Europe

NASA Astrophysics Data System (ADS)

Rodrigues, Luis R. L.; Doblas-Reyes, Francisco J.; Coelho, Caio A. S.

2018-02-01

A Bayesian method known as the Forecast Assimilation (FA) was used to calibrate and combine monthly near-surface temperature and precipitation outputs from seasonal dynamical forecast systems. The simple multimodel (SMM), a method that combines predictions with equal weights, was used as a benchmark. This research focuses on Europe and adjacent regions for predictions initialized in May and November, covering the boreal summer and winter months. The forecast quality of the FA and SMM as well as the single seasonal dynamical forecast systems was assessed using deterministic and probabilistic measures. A non-parametric bootstrap method was used to account for the sampling uncertainty of the forecast quality measures. We show that the FA performs as well as or better than the SMM in regions where the dynamical forecast systems were able to represent the main modes of climate covariability. An illustration with the near-surface temperature over North Atlantic, the Mediterranean Sea and Middle-East in summer months associated with the well predicted first mode of climate covariability is offered. However, the main modes of climate covariability are not well represented in most situations discussed in this study as the seasonal dynamical forecast systems have limited skill when predicting the European climate. In these situations, the SMM performs better more often.

A split-step method to include electron–electron collisions via Monte Carlo in multiple rate equation simulations

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

Huthmacher, Klaus; Molberg, Andreas K.; Rethfeld, Bärbel

2016-10-01

A split-step numerical method for calculating ultrafast free-electron dynamics in dielectrics is introduced. The two split steps, independently programmed in C++11 and FORTRAN 2003, are interfaced via the presented open source wrapper. The first step solves a deterministic extended multi-rate equation for the ionization, electron–phonon collisions, and single photon absorption by free-carriers. The second step is stochastic and models electron–electron collisions using Monte-Carlo techniques. This combination of deterministic and stochastic approaches is a unique and efficient method of calculating the nonlinear dynamics of 3D materials exposed to high intensity ultrashort pulses. Results from simulations solving the proposed model demonstrate howmore » electron–electron scattering relaxes the non-equilibrium electron distribution on the femtosecond time scale.« less

A Unit on Deterministic Chaos for Student Teachers

ERIC Educational Resources Information Center

Stavrou, D.; Assimopoulos, S.; Skordoulis, C.

2013-01-01

A unit aiming to introduce pre-service teachers of primary education to the limited predictability of deterministic chaotic systems is presented. The unit is based on a commercial chaotic pendulum system connected with a data acquisition interface. The capabilities and difficulties in understanding the notion of limited predictability of 18…

NasoNet, modeling the spread of nasopharyngeal cancer with networks of probabilistic events in discrete time.

PubMed

Galán, S F; Aguado, F; Díez, F J; Mira, J

2002-07-01

The spread of cancer is a non-deterministic dynamic process. As a consequence, the design of an assistant system for the diagnosis and prognosis of the extent of a cancer should be based on a representation method that deals with both uncertainty and time. The ultimate goal is to know the stage of development of a cancer in a patient before selecting the appropriate treatment. A network of probabilistic events in discrete time (NPEDT) is a type of Bayesian network for temporal reasoning that models the causal mechanisms associated with the time evolution of a process. This paper describes NasoNet, a system that applies NPEDTs to the diagnosis and prognosis of nasopharyngeal cancer. We have made use of temporal noisy gates to model the dynamic causal interactions that take place in the domain. The methodology we describe is general enough to be applied to any other type of cancer.

Application of the Probabilistic Dynamic Synthesis Method to the Analysis of a Realistic Structure

NASA Technical Reports Server (NTRS)

Brown, Andrew M.; Ferri, Aldo A.

1998-01-01

The Probabilistic Dynamic Synthesis method is a new technique for obtaining the statistics of a desired response engineering quantity for a structure with non-deterministic parameters. The method uses measured data from modal testing of the structure as the input random variables, rather than more "primitive" quantities like geometry or material variation. This modal information is much more comprehensive and easily measured than the "primitive" information. The probabilistic analysis is carried out using either response surface reliability methods or Monte Carlo simulation. A previous work verified the feasibility of the PDS method on a simple seven degree-of-freedom spring-mass system. In this paper, extensive issues involved with applying the method to a realistic three-substructure system are examined, and free and forced response analyses are performed. The results from using the method are promising, especially when the lack of alternatives for obtaining quantitative output for probabilistic structures is considered.

Uncertainty Quantification in Aeroelasticity

NASA Astrophysics Data System (ADS)

Beran, Philip; Stanford, Bret; Schrock, Christopher

2017-01-01

Physical interactions between a fluid and structure, potentially manifested as self-sustained or divergent oscillations, can be sensitive to many parameters whose values are uncertain. Of interest here are aircraft aeroelastic interactions, which must be accounted for in aircraft certification and design. Deterministic prediction of these aeroelastic behaviors can be difficult owing to physical and computational complexity. New challenges are introduced when physical parameters and elements of the modeling process are uncertain. By viewing aeroelasticity through a nondeterministic prism, where key quantities are assumed stochastic, one may gain insights into how to reduce system uncertainty, increase system robustness, and maintain aeroelastic safety. This article reviews uncertainty quantification in aeroelasticity using traditional analytical techniques not reliant on computational fluid dynamics; compares and contrasts this work with emerging methods based on computational fluid dynamics, which target richer physics; and reviews the state of the art in aeroelastic optimization under uncertainty. Barriers to continued progress, for example, the so-called curse of dimensionality, are discussed.

Application of the Probabilistic Dynamic Synthesis Method to Realistic Structures

NASA Technical Reports Server (NTRS)

Brown, Andrew M.; Ferri, Aldo A.

1998-01-01

The Probabilistic Dynamic Synthesis method is a technique for obtaining the statistics of a desired response engineering quantity for a structure with non-deterministic parameters. The method uses measured data from modal testing of the structure as the input random variables, rather than more "primitive" quantities like geometry or material variation. This modal information is much more comprehensive and easily measured than the "primitive" information. The probabilistic analysis is carried out using either response surface reliability methods or Monte Carlo simulation. In previous work, the feasibility of the PDS method applied to a simple seven degree-of-freedom spring-mass system was verified. In this paper, extensive issues involved with applying the method to a realistic three-substructure system are examined, and free and forced response analyses are performed. The results from using the method are promising, especially when the lack of alternatives for obtaining quantitative output for probabilistic structures is considered.

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...

An efficient recursive least square-based condition monitoring approach for a rail vehicle suspension system

NASA Astrophysics Data System (ADS)

Liu, X. Y.; Alfi, S.; Bruni, S.

2016-06-01

A model-based condition monitoring strategy for the railway vehicle suspension is proposed in this paper. This approach is based on recursive least square (RLS) algorithm focusing on the deterministic 'input-output' model. RLS has Kalman filtering feature and is able to identify the unknown parameters from a noisy dynamic system by memorising the correlation properties of variables. The identification of suspension parameter is achieved by machine learning of the relationship between excitation and response in a vehicle dynamic system. A fault detection method for the vertical primary suspension is illustrated as an instance of this condition monitoring scheme. Simulation results from the rail vehicle dynamics software 'ADTreS' are utilised as 'virtual measurements' considering a trailer car of Italian ETR500 high-speed train. The field test data from an E464 locomotive are also employed to validate the feasibility of this strategy for the real application. Results of the parameter identification performed indicate that estimated suspension parameters are consistent or approximate with the reference values. These results provide the supporting evidence that this fault diagnosis technique is capable of paving the way for the future vehicle condition monitoring system.

Actor-critic-based optimal tracking for partially unknown nonlinear discrete-time systems.

PubMed

Kiumarsi, Bahare; Lewis, Frank L

2015-01-01

This paper presents a partially model-free adaptive optimal control solution to the deterministic nonlinear discrete-time (DT) tracking control problem in the presence of input constraints. The tracking error dynamics and reference trajectory dynamics are first combined to form an augmented system. Then, a new discounted performance function based on the augmented system is presented for the optimal nonlinear tracking problem. In contrast to the standard solution, which finds the feedforward and feedback terms of the control input separately, the minimization of the proposed discounted performance function gives both feedback and feedforward parts of the control input simultaneously. This enables us to encode the input constraints into the optimization problem using a nonquadratic performance function. The DT tracking Bellman equation and tracking Hamilton-Jacobi-Bellman (HJB) are derived. An actor-critic-based reinforcement learning algorithm is used to learn the solution to the tracking HJB equation online without requiring knowledge of the system drift dynamics. That is, two neural networks (NNs), namely, actor NN and critic NN, are tuned online and simultaneously to generate the optimal bounded control policy. A simulation example is given to show the effectiveness of the proposed method.

Sampled-Data Consensus of Linear Multi-agent Systems With Packet Losses.

PubMed

Zhang, Wenbing; Tang, Yang; Huang, Tingwen; Kurths, Jurgen

In this paper, the consensus problem is studied for a class of multi-agent systems with sampled data and packet losses, where random and deterministic packet losses are considered, respectively. For random packet losses, a Bernoulli-distributed white sequence is used to describe packet dropouts among agents in a stochastic way. For deterministic packet losses, a switched system with stable and unstable subsystems is employed to model packet dropouts in a deterministic way. The purpose of this paper is to derive consensus criteria, such that linear multi-agent systems with sampled-data and packet losses can reach consensus. By means of the Lyapunov function approach and the decomposition method, the design problem of a distributed controller is solved in terms of convex optimization. The interplay among the allowable bound of the sampling interval, the probability of random packet losses, and the rate of deterministic packet losses are explicitly derived to characterize consensus conditions. The obtained criteria are closely related to the maximum eigenvalue of the Laplacian matrix versus the second minimum eigenvalue of the Laplacian matrix, which reveals the intrinsic effect of communication topologies on consensus performance. Finally, simulations are given to show the effectiveness of the proposed results.In this paper, the consensus problem is studied for a class of multi-agent systems with sampled data and packet losses, where random and deterministic packet losses are considered, respectively. For random packet losses, a Bernoulli-distributed white sequence is used to describe packet dropouts among agents in a stochastic way. For deterministic packet losses, a switched system with stable and unstable subsystems is employed to model packet dropouts in a deterministic way. The purpose of this paper is to derive consensus criteria, such that linear multi-agent systems with sampled-data and packet losses can reach consensus. By means of the Lyapunov function approach and the decomposition method, the design problem of a distributed controller is solved in terms of convex optimization. The interplay among the allowable bound of the sampling interval, the probability of random packet losses, and the rate of deterministic packet losses are explicitly derived to characterize consensus conditions. The obtained criteria are closely related to the maximum eigenvalue of the Laplacian matrix versus the second minimum eigenvalue of the Laplacian matrix, which reveals the intrinsic effect of communication topologies on consensus performance. Finally, simulations are given to show the effectiveness of the proposed results.

Multiscale equation-free algorithms for molecular dynamics

NASA Astrophysics Data System (ADS)

Abi Mansour, Andrew

Molecular dynamics is a physics-based computational tool that has been widely employed to study the dynamics and structure of macromolecules and their assemblies at the atomic scale. However, the efficiency of molecular dynamics simulation is limited because of the broad spectrum of timescales involved. To overcome this limitation, an equation-free algorithm is presented for simulating these systems using a multiscale model cast in terms of atomistic and coarse-grained variables. Both variables are evolved in time in such a way that the cross-talk between short and long scales is preserved. In this way, the coarse-grained variables guide the evolution of the atom-resolved states, while the latter provide the Newtonian physics for the former. While the atomistic variables are evolved using short molecular dynamics runs, time advancement at the coarse-grained level is achieved with a scheme that uses information from past and future states of the system while accounting for both the stochastic and deterministic features of the coarse-grained dynamics. To complete the multiscale cycle, an atom-resolved state consistent with the updated coarse-grained variables is recovered using algorithms from mathematical optimization. This multiscale paradigm is extended to nanofluidics using concepts from hydrodynamics, and it is demonstrated for macromolecular and nanofluidic systems. A toolkit is developed for prototyping these algorithms, which are then implemented within the GROMACS simulation package and released as an open source multiscale simulator.

Stochastic description of quantum Brownian dynamics

NASA Astrophysics Data System (ADS)

Yan, Yun-An; Shao, Jiushu

2016-08-01

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

Increased persistence via asynchrony in oscillating ecological populations with long-range interaction

NASA Astrophysics Data System (ADS)

Gupta, Anubhav; Banerjee, Tanmoy; Dutta, Partha Sharathi

2017-10-01

Understanding the influence of the structure of a dispersal network on the species persistence and modeling a realistic species dispersal in nature are two central issues in spatial ecology. A realistic dispersal structure which favors the persistence of interacting ecological systems was studied [M. D. Holland and A. Hastings, Nature (London) 456, 792 (2008), 10.1038/nature07395], where it was shown that a randomization of the structure of a dispersal network in a metapopulation model of prey and predator increases the species persistence via clustering, prolonged transient dynamics, and amplitudes of population fluctuations. In this paper, by contrast, we show that a deterministic network topology in a metapopulation can also favor asynchrony and prolonged transient dynamics if species dispersal obeys a long-range interaction governed by a distance-dependent power law. To explore the effects of power-law coupling, we take a realistic ecological model, namely, the Rosenzweig-MacArthur model in each patch (node) of the network of oscillators, and show that the coupled system is driven from synchrony to asynchrony with an increase in the power-law exponent. Moreover, to understand the relationship between species persistence and variations in power-law exponent, we compute a correlation coefficient to characterize cluster formation, a synchrony order parameter, and median predator amplitude. We further show that smaller metapopulations with fewer patches are more vulnerable to extinction as compared to larger metapopulations with a higher number of patches. We believe that the present work improves our understanding of the interconnection between the random network and the deterministic network in theoretical ecology.

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

PubMed Central

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

2016-01-01

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

Stabilization of dynamics of oscillatory systems by nonautonomous perturbation.

PubMed

Lucas, Maxime; Newman, Julian; Stefanovska, Aneta

2018-04-01

Synchronization and stability under periodic oscillatory driving are well understood, but little is known about the effects of aperiodic driving, despite its abundance in nature. Here, we consider oscillators subject to driving with slowly varying frequency, and investigate both short-term and long-term stability properties. For a phase oscillator, we find that, counterintuitively, such variation is guaranteed to enlarge the Arnold tongue in parameter space. Using analytical and numerical methods that provide information on time-variable dynamical properties, we find that the growth of the Arnold tongue is specifically due to the growth of a region of intermittent synchronization where trajectories alternate between short-term stability and short-term neutral stability, giving rise to stability on average. We also present examples of higher-dimensional nonlinear oscillators where a similar stabilization phenomenon is numerically observed. Our findings help support the case that in general, deterministic nonautonomous perturbation is a very good candidate for stabilizing complex dynamics.

Stabilization of dynamics of oscillatory systems by nonautonomous perturbation

NASA Astrophysics Data System (ADS)

Lucas, Maxime; Newman, Julian; Stefanovska, Aneta

2018-04-01

Synchronization and stability under periodic oscillatory driving are well understood, but little is known about the effects of aperiodic driving, despite its abundance in nature. Here, we consider oscillators subject to driving with slowly varying frequency, and investigate both short-term and long-term stability properties. For a phase oscillator, we find that, counterintuitively, such variation is guaranteed to enlarge the Arnold tongue in parameter space. Using analytical and numerical methods that provide information on time-variable dynamical properties, we find that the growth of the Arnold tongue is specifically due to the growth of a region of intermittent synchronization where trajectories alternate between short-term stability and short-term neutral stability, giving rise to stability on average. We also present examples of higher-dimensional nonlinear oscillators where a similar stabilization phenomenon is numerically observed. Our findings help support the case that in general, deterministic nonautonomous perturbation is a very good candidate for stabilizing complex dynamics.

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.

Service-Oriented Architecture (SOA) Instantiation within a Hard Real-Time, Deterministic Combat System Environment

ERIC Educational Resources Information Center

Moreland, James D., Jr

2013-01-01

This research investigates the instantiation of a Service-Oriented Architecture (SOA) within a hard real-time (stringent time constraints), deterministic (maximum predictability) combat system (CS) environment. There are numerous stakeholders across the U.S. Department of the Navy who are affected by this development, and therefore the system…

Inverse problems and computational cell metabolic models: a statistical approach

NASA Astrophysics Data System (ADS)

Calvetti, D.; Somersalo, E.

2008-07-01

In this article, we give an overview of the Bayesian modelling of metabolic systems at the cellular and subcellular level. The models are based on detailed description of key biochemical reactions occurring in tissue, which may in turn be compartmentalized into cytosol and mitochondria, and of transports between the compartments. The classical deterministic approach which models metabolic systems as dynamical systems with Michaelis-Menten kinetics, is replaced by a stochastic extension where the model parameters are interpreted as random variables with an appropriate probability density. The inverse problem of cell metabolism in this setting consists of estimating the density of the model parameters. After discussing some possible approaches to solving the problem, we address the issue of how to assess the reliability of the predictions of a stochastic model by proposing an output analysis in terms of model uncertainties. Visualization modalities for organizing the large amount of information provided by the Bayesian dynamic sensitivity analysis are also illustrated.

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.

Wave failure at strong coupling in intracellular C a2 + signaling system with clustered channels

NASA Astrophysics Data System (ADS)

Li, Xiang; Wu, Yuning; Gao, Xuejuan; Cai, Meichun; Shuai, Jianwei

2018-01-01

As an important intracellular signal, C a2 + ions control diverse cellular functions. In this paper, we discuss the C a2 + signaling with a two-dimensional model in which the inositol 1,4,5-trisphosphate (I P3 ) receptor channels are distributed in clusters on the endoplasmic reticulum membrane. The wave failure at large C a2 + diffusion coupling is discussed in detail in the model. We show that with varying model parameters the wave failure is a robust behavior with either deterministic or stochastic channel dynamics. We suggest that the wave failure should be a general behavior in inhomogeneous diffusing systems with clustered excitable regions and may occur in biological C a2 + signaling systems.

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.

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.

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.

Efficient quantum computing using coherent photon conversion.

PubMed

Langford, N K; Ramelow, S; Prevedel, R; Munro, W J; Milburn, G J; Zeilinger, A

2011-10-12

Single photons are excellent quantum information carriers: they were used in the earliest demonstrations of entanglement and in the production of the highest-quality entanglement reported so far. However, current schemes for preparing, processing and measuring them are inefficient. For example, down-conversion provides heralded, but randomly timed, single photons, and linear optics gates are inherently probabilistic. Here we introduce a deterministic process--coherent photon conversion (CPC)--that provides a new way to generate and process complex, multiquanta states for photonic quantum information applications. The technique uses classically pumped nonlinearities to induce coherent oscillations between orthogonal states of multiple quantum excitations. One example of CPC, based on a pumped four-wave-mixing interaction, is shown to yield a single, versatile process that provides a full set of photonic quantum processing tools. This set satisfies the DiVincenzo criteria for a scalable quantum computing architecture, including deterministic multiqubit entanglement gates (based on a novel form of photon-photon interaction), high-quality heralded single- and multiphoton states free from higher-order imperfections, and robust, high-efficiency detection. It can also be used to produce heralded multiphoton entanglement, create optically switchable quantum circuits and implement an improved form of down-conversion with reduced higher-order effects. Such tools are valuable building blocks for many quantum-enabled technologies. Finally, using photonic crystal fibres we experimentally demonstrate quantum correlations arising from a four-colour nonlinear process suitable for CPC and use these measurements to study the feasibility of reaching the deterministic regime with current technology. Our scheme, which is based on interacting bosonic fields, is not restricted to optical systems but could also be implemented in optomechanical, electromechanical and superconducting systems with extremely strong intrinsic nonlinearities. Furthermore, exploiting higher-order nonlinearities with multiple pump fields yields a mechanism for multiparty mediation of the complex, coherent dynamics.

Formation Learning Control of Multiple Autonomous Underwater Vehicles With Heterogeneous Nonlinear Uncertain Dynamics.

PubMed

Yuan, Chengzhi; Licht, Stephen; He, Haibo

2017-09-26

In this paper, a new concept of formation learning control is introduced to the field of formation control of multiple autonomous underwater vehicles (AUVs), which specifies a joint objective of distributed formation tracking control and learning/identification of nonlinear uncertain AUV dynamics. A novel two-layer distributed formation learning control scheme is proposed, which consists of an upper-layer distributed adaptive observer and a lower-layer decentralized deterministic learning controller. This new formation learning control scheme advances existing techniques in three important ways: 1) the multi-AUV system under consideration has heterogeneous nonlinear uncertain dynamics; 2) the formation learning control protocol can be designed and implemented by each local AUV agent in a fully distributed fashion without using any global information; and 3) in addition to the formation control performance, the distributed control protocol is also capable of accurately identifying the AUVs' heterogeneous nonlinear uncertain dynamics and utilizing experiences to improve formation control performance. Extensive simulations have been conducted to demonstrate the effectiveness of the proposed results.

Regular and Chaotic Quantum Dynamics of Two-Level Atoms in a Selfconsistent Radiation Field

NASA Technical Reports Server (NTRS)

Konkov, L. E.; Prants, S. V.

1996-01-01

Dynamics of two-level atoms interacting with their own radiation field in a single-mode high-quality resonator is considered. The dynamical system consists of two second-order differential equations, one for the atomic SU(2) dynamical-group parameter and another for the field strength. With the help of the maximal Lyapunov exponent for this set, we numerically investigate transitions from regularity to deterministic quantum chaos in such a simple model. Increasing the collective coupling constant b is identical with 8(pi)N(sub 0)(d(exp 2))/hw, we observed for initially unexcited atoms a usual sharp transition to chaos at b(sub c) approx. equal to 1. If we take the dimensionless individual Rabi frequency a = Omega/2w as a control parameter, then a sequence of order-to-chaos transitions has been observed starting with the critical value a(sub c) approx. equal to 0.25 at the same initial conditions.

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.

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.

Optimal nonlinear filtering using the finite-volume method

NASA Astrophysics Data System (ADS)

Fox, Colin; Morrison, Malcolm E. K.; Norton, Richard A.; Molteno, Timothy C. A.

2018-01-01

Optimal sequential inference, or filtering, for the state of a deterministic dynamical system requires simulation of the Frobenius-Perron operator, that can be formulated as the solution of a continuity equation. For low-dimensional, smooth systems, the finite-volume numerical method provides a solution that conserves probability and gives estimates that converge to the optimal continuous-time values, while a Courant-Friedrichs-Lewy-type condition assures that intermediate discretized solutions remain positive density functions. This method is demonstrated in an example of nonlinear filtering for the state of a simple pendulum, with comparison to results using the unscented Kalman filter, and for a case where rank-deficient observations lead to multimodal probability distributions.

Menstruation, perimenopause, and chaos theory.

PubMed

Derry, Paula S; Derry, Gregory N

2012-01-01

This article argues that menstruation, including the transition to menopause, results from a specific kind of complex system, namely, one that is nonlinear, dynamical, and chaotic. A complexity-based perspective changes how we think about and research menstruation-related health problems and positive health. Chaotic systems are deterministic but not predictable, characterized by sensitivity to initial conditions and strange attractors. Chaos theory provides a coherent framework that qualitatively accounts for puzzling results from perimenopause research. It directs attention to variability within and between women, adaptation, lifespan development, and the need for complex explanations of disease. Whether the menstrual cycle is chaotic can be empirically tested, and a summary of our research on 20- to 40-year-old women is provided.

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.

Endogenously determined cycles: empirical evidence from livestock industries.

PubMed

McCullough, Michael P; Huffaker, Ray; Marsh, Thomas L

2012-04-01

This paper applies the techniques of phase space reconstruction and recurrence quantification analysis to investigate U.S. livestock cycles in relation to recent literature on the business cycle. Results are presented for pork and cattle cycles, providing empirical evidence that the cycles themselves have slowly diminished. By comparing the evolution of production processes for the two livestock cycles we argue that the major cause for this moderation is largely endogenous. The analysis suggests that previous theoretical models relying solely on exogenous shocks to create cyclical patterns do not fully capture changes in system dynamics. Specifically, the biological constraint in livestock dynamics has become less significant while technology and information are relatively more significant. Concurrently, vertical integration of the supply chain may have improved inventory management, all resulting in a small, less deterministic, cyclical effect.

Chaos and Correlated Avalanches in Excitatory Neural Networks with Synaptic Plasticity

NASA Astrophysics Data System (ADS)

Pittorino, Fabrizio; Ibáñez-Berganza, Miguel; di Volo, Matteo; Vezzani, Alessandro; Burioni, Raffaella

2017-03-01

A collective chaotic phase with power law scaling of activity events is observed in a disordered mean field network of purely excitatory leaky integrate-and-fire neurons with short-term synaptic plasticity. The dynamical phase diagram exhibits two transitions from quasisynchronous and asynchronous regimes to the nontrivial, collective, bursty regime with avalanches. In the homogeneous case without disorder, the system synchronizes and the bursty behavior is reflected into a period doubling transition to chaos for a two dimensional discrete map. Numerical simulations show that the bursty chaotic phase with avalanches exhibits a spontaneous emergence of persistent time correlations and enhanced Kolmogorov complexity. Our analysis reveals a mechanism for the generation of irregular avalanches that emerges from the combination of disorder and deterministic underlying chaotic dynamics.

State dragging using the quantum Zeno effect

NASA Astrophysics Data System (ADS)

Hacohen-Gourgy, Shay; Martin, Leigh; GarcíA-Pintos, Luis Pedro; Dressel, Justin; Siddiqi, Irfan

The quantum Zeno effect is the suppression of Hamiltonian evolution by continuous measurement. It arises as a consequence of the quantum back-action pushing the state towards an eigenstate of the measurement operator. Rotating the operator at a rate much slower than the measurement rate will effectively drag the state with it. We use our recently developed scheme, which enables dynamic control of the measurement operator, to demonstrate this dragging effect on a superconducting transmon qubit. Since the system is continuously measured, the deterministic trajectory can be monitored, and quantum jumps can be detected in real-time. Furthermore, we perform this with two observables that are set to be either commuting or non-commuting, demonstrating new quantum dynamics. This work was supported by the Army Research Office and the Air Force Research Laboratory.

Suppressing relaxation in superconducting qubits by quasiparticle pumping.

PubMed

Gustavsson, Simon; Yan, Fei; Catelani, Gianluigi; Bylander, Jonas; Kamal, Archana; Birenbaum, Jeffrey; Hover, David; Rosenberg, Danna; Samach, Gabriel; Sears, Adam P; Weber, Steven J; Yoder, Jonilyn L; Clarke, John; Kerman, Andrew J; Yoshihara, Fumiki; Nakamura, Yasunobu; Orlando, Terry P; Oliver, William D

2016-12-23

Dynamical error suppression techniques are commonly used to improve coherence in quantum systems. They reduce dephasing errors by applying control pulses designed to reverse erroneous coherent evolution driven by environmental noise. However, such methods cannot correct for irreversible processes such as energy relaxation. We investigate a complementary, stochastic approach to reducing errors: Instead of deterministically reversing the unwanted qubit evolution, we use control pulses to shape the noise environment dynamically. In the context of superconducting qubits, we implement a pumping sequence to reduce the number of unpaired electrons (quasiparticles) in close proximity to the device. A 70% reduction in the quasiparticle density results in a threefold enhancement in qubit relaxation times and a comparable reduction in coherence variability. Copyright © 2016, American Association for the Advancement of Science.

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.

Probabilistic Cellular Automata

PubMed Central

Agapie, Alexandru; Giuclea, Marius

2014-01-01

Abstract Cellular automata are binary lattices used for modeling complex dynamical systems. The automaton evolves iteratively from one configuration to another, using some local transition rule based on the number of ones in the neighborhood of each cell. With respect to the number of cells allowed to change per iteration, we speak of either synchronous or asynchronous automata. If randomness is involved to some degree in the transition rule, we speak of probabilistic automata, otherwise they are called deterministic. With either type of cellular automaton we are dealing with, the main theoretical challenge stays the same: starting from an arbitrary initial configuration, predict (with highest accuracy) the end configuration. If the automaton is deterministic, the outcome simplifies to one of two configurations, all zeros or all ones. If the automaton is probabilistic, the whole process is modeled by a finite homogeneous Markov chain, and the outcome is the corresponding stationary distribution. Based on our previous results for the asynchronous case—connecting the probability of a configuration in the stationary distribution to its number of zero-one borders—the article offers both numerical and theoretical insight into the long-term behavior of synchronous cellular automata. PMID:24999557

Probabilistic cellular automata.

PubMed

Agapie, Alexandru; Andreica, Anca; Giuclea, Marius

2014-09-01

Cellular automata are binary lattices used for modeling complex dynamical systems. The automaton evolves iteratively from one configuration to another, using some local transition rule based on the number of ones in the neighborhood of each cell. With respect to the number of cells allowed to change per iteration, we speak of either synchronous or asynchronous automata. If randomness is involved to some degree in the transition rule, we speak of probabilistic automata, otherwise they are called deterministic. With either type of cellular automaton we are dealing with, the main theoretical challenge stays the same: starting from an arbitrary initial configuration, predict (with highest accuracy) the end configuration. If the automaton is deterministic, the outcome simplifies to one of two configurations, all zeros or all ones. If the automaton is probabilistic, the whole process is modeled by a finite homogeneous Markov chain, and the outcome is the corresponding stationary distribution. Based on our previous results for the asynchronous case-connecting the probability of a configuration in the stationary distribution to its number of zero-one borders-the article offers both numerical and theoretical insight into the long-term behavior of synchronous cellular automata.

Chaotic Lagrangian models for turbulent relative dispersion.

PubMed

Lacorata, Guglielmo; Vulpiani, Angelo

2017-04-01

A deterministic multiscale dynamical system is introduced and discussed as a prototype model for relative dispersion in stationary, homogeneous, and isotropic turbulence. Unlike stochastic diffusion models, here trajectory transport and mixing properties are entirely controlled by Lagrangian chaos. The anomalous "sweeping effect," a known drawback common to kinematic simulations, is removed through the use of quasi-Lagrangian coordinates. Lagrangian dispersion statistics of the model are accurately analyzed by computing the finite-scale Lyapunov exponent (FSLE), which is the optimal measure of the scaling properties of dispersion. FSLE scaling exponents provide a severe test to decide whether model simulations are in agreement with theoretical expectations and/or observation. The results of our numerical experiments cover a wide range of "Reynolds numbers" and show that chaotic deterministic flows can be very efficient, and numerically low-cost, models of turbulent trajectories in stationary, homogeneous, and isotropic conditions. The mathematics of the model is relatively simple, and, in a geophysical context, potential applications may regard small-scale parametrization issues in general circulation models, mixed layer, and/or boundary layer turbulence models as well as Lagrangian predictability studies.

Dual ant colony operational modal analysis parameter estimation method

NASA Astrophysics Data System (ADS)

Sitarz, Piotr; Powałka, Bartosz

2018-01-01

Operational Modal Analysis (OMA) is a common technique used to examine the dynamic properties of a system. Contrary to experimental modal analysis, the input signal is generated in object ambient environment. Operational modal analysis mainly aims at determining the number of pole pairs and at estimating modal parameters. Many methods are used for parameter identification. Some methods operate in time while others in frequency domain. The former use correlation functions, the latter - spectral density functions. However, while some methods require the user to select poles from a stabilisation diagram, others try to automate the selection process. Dual ant colony operational modal analysis parameter estimation method (DAC-OMA) presents a new approach to the problem, avoiding issues involved in the stabilisation diagram. The presented algorithm is fully automated. It uses deterministic methods to define the interval of estimated parameters, thus reducing the problem to optimisation task which is conducted with dedicated software based on ant colony optimisation algorithm. The combination of deterministic methods restricting parameter intervals and artificial intelligence yields very good results, also for closely spaced modes and significantly varied mode shapes within one measurement point.

Chaotic Lagrangian models for turbulent relative dispersion

NASA Astrophysics Data System (ADS)

Lacorata, Guglielmo; Vulpiani, Angelo

2017-04-01

A deterministic multiscale dynamical system is introduced and discussed as a prototype model for relative dispersion in stationary, homogeneous, and isotropic turbulence. Unlike stochastic diffusion models, here trajectory transport and mixing properties are entirely controlled by Lagrangian chaos. The anomalous "sweeping effect," a known drawback common to kinematic simulations, is removed through the use of quasi-Lagrangian coordinates. Lagrangian dispersion statistics of the model are accurately analyzed by computing the finite-scale Lyapunov exponent (FSLE), which is the optimal measure of the scaling properties of dispersion. FSLE scaling exponents provide a severe test to decide whether model simulations are in agreement with theoretical expectations and/or observation. The results of our numerical experiments cover a wide range of "Reynolds numbers" and show that chaotic deterministic flows can be very efficient, and numerically low-cost, models of turbulent trajectories in stationary, homogeneous, and isotropic conditions. The mathematics of the model is relatively simple, and, in a geophysical context, potential applications may regard small-scale parametrization issues in general circulation models, mixed layer, and/or boundary layer turbulence models as well as Lagrangian predictability studies.

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.

Estimating the decomposition of predictive information in multivariate systems

NASA Astrophysics Data System (ADS)

Faes, Luca; Kugiumtzis, Dimitris; Nollo, Giandomenico; Jurysta, Fabrice; Marinazzo, Daniele

2015-03-01

In the study of complex systems from observed multivariate time series, insight into the evolution of one system may be under investigation, which can be explained by the information storage of the system and the information transfer from other interacting systems. We present a framework for the model-free estimation of information storage and information transfer computed as the terms composing the predictive information about the target of a multivariate dynamical process. The approach tackles the curse of dimensionality employing a nonuniform embedding scheme that selects progressively, among the past components of the multivariate process, only those that contribute most, in terms of conditional mutual information, to the present target process. Moreover, it computes all information-theoretic quantities using a nearest-neighbor technique designed to compensate the bias due to the different dimensionality of individual entropy terms. The resulting estimators of prediction entropy, storage entropy, transfer entropy, and partial transfer entropy are tested on simulations of coupled linear stochastic and nonlinear deterministic dynamic processes, demonstrating the superiority of the proposed approach over the traditional estimators based on uniform embedding. The framework is then applied to multivariate physiologic time series, resulting in physiologically well-interpretable information decompositions of cardiovascular and cardiorespiratory interactions during head-up tilt and of joint brain-heart dynamics during sleep.

Simulation of Stochastic Processes by Coupled ODE-PDE

NASA Technical Reports Server (NTRS)

Zak, Michail

2008-01-01

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

Limit Theorems for Dispersing Billiards with Cusps

NASA Astrophysics Data System (ADS)

Bálint, P.; Chernov, N.; Dolgopyat, D.

2011-12-01

Dispersing billiards with cusps are deterministic dynamical systems with a mild degree of chaos, exhibiting "intermittent" behavior that alternates between regular and chaotic patterns. Their statistical properties are therefore weak and delicate. They are characterized by a slow (power-law) decay of correlations, and as a result the classical central limit theorem fails. We prove that a non-classical central limit theorem holds, with a scaling factor of {sqrt{nlog n}} replacing the standard {sqrt{n}} . We also derive the respective Weak Invariance Principle, and we identify the class of observables for which the classical CLT still holds.

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

Coleman, Justin; Slaughter, Andrew; Veeraraghavan, Swetha

Multi-hazard Analysis for STOchastic time-DOmaiN phenomena (MASTODON) is a finite element application that aims at analyzing the response of 3-D soil-structure systems to natural and man-made hazards such as earthquakes, floods and fire. MASTODON currently focuses on the simulation of seismic events and has the capability to perform extensive ‘source-to-site’ simulations including earthquake fault rupture, nonlinear wave propagation and nonlinear soil-structure interaction (NLSSI) analysis. MASTODON is being developed to be a dynamic probabilistic risk assessment framework that enables analysts to not only perform deterministic analyses, but also easily perform probabilistic or stochastic simulations for the purpose of risk assessment.

Invasive advance of an advantageous mutation: nucleation theory.

PubMed

O'Malley, Lauren; Basham, James; Yasi, Joseph A; Korniss, G; Allstadt, Andrew; Caraco, Thomas

2006-12-01

For sedentary organisms with localized reproduction, spatially clustered growth drives the invasive advance of a favorable mutation. We model competition between two alleles where recurrent mutation introduces a genotype with a rate of local propagation exceeding the resident's rate. We capture ecologically important properties of the rare invader's stochastic dynamics by assuming discrete individuals and local neighborhood interactions. To understand how individual-level processes may govern population patterns, we invoke the physical theory for nucleation of spatial systems. Nucleation theory discriminates between single-cluster and multi-cluster dynamics. A sufficiently low mutation rate, or a sufficiently small environment, generates single-cluster dynamics, an inherently stochastic process; a favorable mutation advances only if the invader cluster reaches a critical radius. For this mode of invasion, we identify the probability distribution of waiting times until the favored allele advances to competitive dominance, and we ask how the critical cluster size varies as propagation or mortality rates vary. Increasing the mutation rate or system size generates multi-cluster invasion, where spatial averaging produces nearly deterministic global dynamics. For this process, an analytical approximation from nucleation theory, called Avrami's Law, describes the time-dependent behavior of the genotype densities with remarkable accuracy.

Noise, chaos, and (ɛ, τ)-entropy per unit time

NASA Astrophysics Data System (ADS)

Gaspard, Pierre; Wang, Xiao-Jing

1993-12-01

The degree of dynamical randomness of different time processes is characterized in terms of the (ε, τ)-entropy per unit time. The (ε, τ)-entropy is the amount of information generated per unit time, at different scales τ of time and ε of the observables. This quantity generalizes the Kolmogorov-Sinai entropy per unit time from deterministic chaotic processes, to stochastic processes such as fluctuations in mesoscopic physico-chemical phenomena or strong turbulence in macroscopic spacetime dynamics. The random processes that are characterized include chaotic systems, Bernoulli and Markov chains, Poisson and birth-and-death processes, Ornstein-Uhlenbeck and Yaglom noises, fractional Brownian motions, different regimes of hydrodynamical turbulence, and the Lorentz-Boltzmann process of nonequilibrium statistical mechanics. We also extend the (ε, τ)-entropy to spacetime processes like cellular automata, Conway's game of life, lattice gas automata, coupled maps, spacetime chaos in partial differential equations, as well as the ideal, the Lorentz, and the hard sphere gases. Through these examples it is demonstrated that the (ε, τ)-entropy provides a unified quantitative measure of dynamical randomness to both chaos and noises, and a method to detect transitions between dynamical states of different degrees of randomness as a parameter of the system is varied.

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.

Structural Aspects of System Identification

NASA Technical Reports Server (NTRS)

Glover, Keith

1973-01-01

The problem of identifying linear dynamical systems is studied by considering structural and deterministic properties of linear systems that have an impact on stochastic identification algorithms. In particular considered is parametrization of linear systems so that there is a unique solution and all systems in appropriate class can be represented. It is assumed that a parametrization of system matrices has been established from a priori knowledge of the system, and the question is considered of when the unknown parameters of this system can be identified from input/output observations. It is assumed that the transfer function can be asymptotically identified, and the conditions are derived for the local, global and partial identifiability of the parametrization. Then it is shown that, with the right formulation, identifiability in the presence of feedback can be treated in the same way. Similarly the identifiability of parametrizations of systems driven by unobserved white noise is considered using the results from the theory of spectral factorization.

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.

Deterministic Wave Predictions from the WaMoS II

DTIC Science & Technology

2014-10-23

Monitoring System WaMoS II as input to a wave pre- diction system . The utility of wave prediction is primarily ves- sel motion prediction. Specific...successful prediction. The envisioned prediction system may provide graphical output in the form of a decision support system (Fig. 1). Predictions are...quality and accuracy of WaMoS as input to a deterministic wave prediction system . In the context of this paper, the Time Now Forecast H e a v e Hindcast

The spreading dynamics of sexually transmitted diseases with birth and death on heterogeneous networks

NASA Astrophysics Data System (ADS)

Wang, Yi; Cao, Jinde; Alsaedi, Ahmed; Hayat, Tasawar

2017-02-01

In this paper, we formulate a deterministic model by including the vacant sites, which represent inactive individuals or potential contacts, to investigate the spreading dynamics of sexually transmitted diseases in heterogeneous networks. We first analytically derive the basic reproduction number R 0, which completely determines global dynamics of the system in the long run. Specifically, if R 0  <  1, the disease-free equilibrium is globally asymptotically stable, i.e. disease disappears from the network irrespective of initial infected numbers and distributions, whereas if R 0  >  1, the system is uniformly persistent around a unique endemic equilibrium, i.e. disease persists in the network. Furthermore, by using a suitable Lyapunov function the global stability of endemic equilibrium for low/high-risk infected individuals only is proved. Finally, the effects of three immunization schemes are studied and compared, and extensive numerical simulations are performed to investigate the effect of network topology and population turnover on disease spread. Our results suggest that population turnover could have great impact on the sexually transmitted disease system in heterogeneous networks, including the basic reproduction number and infection prevalence.

Nonlinear Time Series Analysis of Nodulation Factor Induced Calcium Oscillations: Evidence for Deterministic Chaos?

PubMed Central

Hazledine, Saul; Sun, Jongho; Wysham, Derin; Downie, J. Allan; Oldroyd, Giles E. D.; Morris, Richard J.

2009-01-01

Legume plants form beneficial symbiotic interactions with nitrogen fixing bacteria (called rhizobia), with the rhizobia being accommodated in unique structures on the roots of the host plant. The legume/rhizobial symbiosis is responsible for a significant proportion of the global biologically available nitrogen. The initiation of this symbiosis is governed by a characteristic calcium oscillation within the plant root hair cells and this signal is activated by the rhizobia. Recent analyses on calcium time series data have suggested that stochastic effects have a large role to play in defining the nature of the oscillations. The use of multiple nonlinear time series techniques, however, suggests an alternative interpretation, namely deterministic chaos. We provide an extensive, nonlinear time series analysis on the nature of this calcium oscillation response. We build up evidence through a series of techniques that test for determinism, quantify linear and nonlinear components, and measure the local divergence of the system. Chaos is common in nature and it seems plausible that properties of chaotic dynamics might be exploited by biological systems to control processes within the cell. Systems possessing chaotic control mechanisms are more robust in the sense that the enhanced flexibility allows more rapid response to environmental changes with less energetic costs. The desired behaviour could be most efficiently targeted in this manner, supporting some intriguing speculations about nonlinear mechanisms in biological signaling. PMID:19675679

Arctic Sea Ice: Trends, Stability and Variability

NASA Astrophysics Data System (ADS)

Moon, Woosok

A stochastic Arctic sea-ice model is derived and analyzed in detail to interpret the recent decay and associated variability of Arctic sea-ice under changes in greenhouse gas forcing widely referred to as global warming. The approach begins from a deterministic model of the heat flux balance through the air/sea/ice system, which uses observed monthly-averaged heat fluxes to drive a time evolution of sea-ice thickness. This model reproduces the observed seasonal cycle of the ice cover and it is to this that stochastic noise---representing high frequency variability---is introduced. The model takes the form of a single periodic non-autonomous stochastic ordinary differential equation. Following an introductory chapter, the two that follow focus principally on the properties of the deterministic model in order to identify the main properties governing the stability of the ice cover. In chapter 2 the underlying time-dependent solutions to the deterministic model are analyzed for their stability. It is found that the response time-scale of the system to perturbations is dominated by the destabilizing sea-ice albedo feedback, which is operative in the summer, and the stabilizing long wave radiative cooling of the ice surface, which is operative in the winter. This basic competition is found throughout the thesis to define the governing dynamics of the system. In particular, as greenhouse gas forcing increases, the sea-ice albedo feedback becomes more effective at destabilizing the system. Thus, any projections of the future state of Arctic sea-ice will depend sensitively on the treatment of the ice-albedo feedback. This in turn implies that the treatment a fractional ice cover as the ice areal extent changes rapidly, must be handled with the utmost care. In chapter 3, the idea of a two-season model, with just winter and summer, is revisited. By breaking the seasonal cycle up in this manner one can simplify the interpretation of the basic dynamics. Whereas in the fully time-dependent seasonal model one finds stable seasonal ice cover (vanishing in the summer but reappearing in the winter), in previous two-season models such a state could not be found. In this chapter the sufficient conditions are found for a stable seasonal ice cover, which reside in including a time variation in the shortwave radiance during summer. This provides a qualitative interpretation of the continuous and reversible shift from perennial to seasonally-varying states in the more complex deterministic model. In order to put the stochastic model into a realistic observational framework, in chapter 4, the analysis of daily satellite retrievals of ice albedo and ice extent is described. Both the basic statistics are examined and a new method, called multi-fractal temporally weighted detrended fluctuation analysis, is applied. Because the basic data are taken on daily time scales, the full fidelity of the retrieved data is accessed and we find time scales from days and weeks to seasonal and decadal. Importantly, the data show a white-noise structure on annual to biannual time scales and this provides the basis for using a Wiener process for the noise in the stochastic Arctic sea-ice model. In chapter 5 a generalized perturbation analysis of a non-autonomous stochastic differential equation is developed and then applied to interpreting the variability of Arctic sea-ice as greenhouse gas forcing increases. The resulting analytic expressions of the statistical moments provide insight into the transient and memory-delay effects associated with the basic competition in the system: the ice-albedo feedback and long wave radiative stabilization along with the asymmetry in the nonlinearity of the deterministic contributions to the model and the magnitude and structure of the stochastic noise. A systematic study of the impact of the noise structure, from additive to multiplicative, is undertaken in chapters 6 and 7. Finally, in chapter 8 the matter of including a fractional ice cover into a deterministic model is addressed. It is found that a simple but crucial mistake is made in one of the most widely used model schemes and this has a major impact given the important role of areal fraction in the ice-albedo feedback in such a model. The thesis is summarized in chapter 9.

Theory and applications survey of decentralized control methods

NASA Technical Reports Server (NTRS)

Athans, M.

1975-01-01

A nonmathematical overview is presented of trends in the general area of decentralized control strategies which are suitable for hierarchical systems. Advances in decentralized system theory are closely related to advances in the so-called stochastic control problem with nonclassical information pattern. The basic assumptions and mathematical tools pertaining to the classical stochastic control problem are outlined. Particular attention is devoted to pitfalls in the mathematical problem formulation for decentralized control. Major conclusions are that any purely deterministic approach to multilevel hierarchical dynamic systems is unlikely to lead to realistic theories or designs, that the flow of measurements and decisions in a decentralized system should not be instantaneous and error-free, and that delays in information exchange in a decentralized system lead to reasonable approaches to decentralized control. A mathematically precise notion of aggregating information is not yet available.

Dynamical influence processes on networks: general theory and applications to social contagion.

PubMed

Harris, Kameron Decker; Danforth, Christopher M; Dodds, Peter Sheridan

2013-08-01

We study binary state dynamics on a network where each node acts in response to the average state of its neighborhood. By allowing varying amounts of stochasticity in both the network and node responses, we find different outcomes in random and deterministic versions of the model. In the limit of a large, dense network, however, we show that these dynamics coincide. We construct a general mean-field theory for random networks and show this predicts that the dynamics on the network is a smoothed version of the average response function dynamics. Thus, the behavior of the system can range from steady state to chaotic depending on the response functions, network connectivity, and update synchronicity. As a specific example, we model the competing tendencies of imitation and nonconformity by incorporating an off-threshold into standard threshold models of social contagion. In this way, we attempt to capture important aspects of fashions and societal trends. We compare our theory to extensive simulations of this "limited imitation contagion" model on Poisson random graphs, finding agreement between the mean-field theory and stochastic simulations.

Enterprise resource planning for hospitals.

PubMed

van Merode, Godefridus G; Groothuis, Siebren; Hasman, Arie

2004-06-30

Integrated hospitals need a central planning and control system to plan patients' processes and the required capacity. Given the changes in healthcare one can ask the question what type of information systems can best support these healthcare delivery organizations. We focus in this review on the potential of enterprise resource planning (ERP) systems for healthcare delivery organizations. First ERP systems are explained. An overview is then presented of the characteristics of the planning process in hospital environments. Problems with ERP that are due to the special characteristics of healthcare are presented. The situations in which ERP can or cannot be used are discussed. It is suggested to divide hospitals in a part that is concerned only with deterministic processes and a part that is concerned with non-deterministic processes. ERP can be very useful for planning and controlling the deterministic processes.

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

PubMed

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

2016-06-01

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

Preserving the Boltzmann ensemble in replica-exchange molecular dynamics.

PubMed

Cooke, Ben; Schmidler, Scott C

2008-10-28

We consider the convergence behavior of replica-exchange molecular dynamics (REMD) [Sugita and Okamoto, Chem. Phys. Lett. 314, 141 (1999)] based on properties of the numerical integrators in the underlying isothermal molecular dynamics (MD) simulations. We show that a variety of deterministic algorithms favored by molecular dynamics practitioners for constant-temperature simulation of biomolecules fail either to be measure invariant or irreducible, and are therefore not ergodic. We then show that REMD using these algorithms also fails to be ergodic. As a result, the entire configuration space may not be explored even in an infinitely long simulation, and the simulation may not converge to the desired equilibrium Boltzmann ensemble. Moreover, our analysis shows that for initial configurations with unfavorable energy, it may be impossible for the system to reach a region surrounding the minimum energy configuration. We demonstrate these failures of REMD algorithms for three small systems: a Gaussian distribution (simple harmonic oscillator dynamics), a bimodal mixture of Gaussians distribution, and the alanine dipeptide. Examination of the resulting phase plots and equilibrium configuration densities indicates significant errors in the ensemble generated by REMD simulation. We describe a simple modification to address these failures based on a stochastic hybrid Monte Carlo correction, and prove that this is ergodic.

Assessing predictability of a hydrological stochastic-dynamical system

NASA Astrophysics Data System (ADS)

Gelfan, Alexander

2014-05-01

The water cycle includes the processes with different memory that creates potential for predictability of hydrological system based on separating its long and short memory components and conditioning long-term prediction on slower evolving components (similar to approaches in climate prediction). In the face of the Panta Rhei IAHS Decade questions, it is important to find a conceptual approach to classify hydrological system components with respect to their predictability, define predictable/unpredictable patterns, extend lead-time and improve reliability of hydrological predictions based on the predictable patterns. Representation of hydrological systems as the dynamical systems subjected to the effect of noise (stochastic-dynamical systems) provides possible tool for such conceptualization. A method has been proposed for assessing predictability of hydrological system caused by its sensitivity to both initial and boundary conditions. The predictability is defined through a procedure of convergence of pre-assigned probabilistic measure (e.g. variance) of the system state to stable value. The time interval of the convergence, that is the time interval during which the system losses memory about its initial state, defines limit of the system predictability. The proposed method was applied to assess predictability of soil moisture dynamics in the Nizhnedevitskaya experimental station (51.516N; 38.383E) located in the agricultural zone of the central European Russia. A stochastic-dynamical model combining a deterministic one-dimensional model of hydrothermal regime of soil with a stochastic model of meteorological inputs was developed. The deterministic model describes processes of coupled heat and moisture transfer through unfrozen/frozen soil and accounts for the influence of phase changes on water flow. The stochastic model produces time series of daily meteorological variables (precipitation, air temperature and humidity), whose statistical properties are similar to those of the corresponding series of the actual data measured at the station. Beginning from the initial conditions and being forced by Monte-Carlo generated synthetic meteorological series, the model simulated diverging trajectories of soil moisture characteristics (water content of soil column, moisture of different soil layers, etc.). Limit of predictability of the specific characteristic was determined through time of stabilization of variance of the characteristic between the trajectories, as they move away from the initial state. Numerical experiments were carried out with the stochastic-dynamical model to analyze sensitivity of the soil moisture predictability assessments to uncertainty in the initial conditions, to determine effects of the soil hydraulic properties and processes of soil freezing on the predictability. It was found, particularly, that soil water content predictability is sensitive to errors in the initial conditions and strongly depends on the hydraulic properties of soil under both unfrozen and frozen conditions. Even if the initial conditions are "well-established", the assessed predictability of water content of unfrozen soil does not exceed 30-40 days, while for frozen conditions it may be as long as 3-4 months. The latter creates opportunity for utilizing the autumn water content of soil as the predictor for spring snowmelt runoff in the region under consideration.

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

PubMed

Salis, Howard; Kaznessis, Yiannis

2005-02-01

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

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.

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.

Appropriate time scales for nonlinear analyses of deterministic jump systems

NASA Astrophysics Data System (ADS)

Suzuki, Tomoya

2011-06-01

In the real world, there are many phenomena that are derived from deterministic systems but which fluctuate with nonuniform time intervals. This paper discusses the appropriate time scales that can be applied to such systems to analyze their properties. The financial markets are an example of such systems wherein price movements fluctuate with nonuniform time intervals. However, it is common to apply uniform time scales such as 1-min data and 1-h data to study price movements. This paper examines the validity of such time scales by using surrogate data tests to ascertain whether the deterministic properties of the original system can be identified from uniform sampled data. The results show that uniform time samplings are often inappropriate for nonlinear analyses. However, for other systems such as neural spikes and Internet traffic packets, which produce similar outputs, uniform time samplings are quite effective in extracting the system properties. Nevertheless, uniform samplings often generate overlapping data, which can cause false rejections of surrogate data tests.

INTEGRATED PLANNING MODEL - EPA APPLICATIONS

EPA Science Inventory

The Integrated Planning Model (IPM) is a multi-regional, dynamic, deterministic linear programming (LP) model of the electric power sector in the continental lower 48 states and the District of Columbia. It provides forecasts up to year 2050 of least-cost capacity expansion, elec...

Subspace algorithms for identifying separable-in-denominator 2D systems with deterministic-stochastic inputs

NASA Astrophysics Data System (ADS)

Ramos, José A.; Mercère, Guillaume

2016-12-01

In this paper, we present an algorithm for identifying two-dimensional (2D) causal, recursive and separable-in-denominator (CRSD) state-space models in the Roesser form with deterministic-stochastic inputs. The algorithm implements the N4SID, PO-MOESP and CCA methods, which are well known in the literature on 1D system identification, but here we do so for the 2D CRSD Roesser model. The algorithm solves the 2D system identification problem by maintaining the constraint structure imposed by the problem (i.e. Toeplitz and Hankel) and computes the horizontal and vertical system orders, system parameter matrices and covariance matrices of a 2D CRSD Roesser model. From a computational point of view, the algorithm has been presented in a unified framework, where the user can select which of the three methods to use. Furthermore, the identification task is divided into three main parts: (1) computing the deterministic horizontal model parameters, (2) computing the deterministic vertical model parameters and (3) computing the stochastic components. Specific attention has been paid to the computation of a stabilised Kalman gain matrix and a positive real solution when required. The efficiency and robustness of the unified algorithm have been demonstrated via a thorough simulation example.

Nonlinear forecasting analysis of inflation-deflation patterns of an active caldera (Campi Flegrei, Italy)

USGS Publications Warehouse

Cortini, M.; Barton, C.C.

1993-01-01

The ground level in Pozzuoli, Italy, at the center of the Campi Flegrei caldera, has been monitored by tide gauges. Previous work suggests that the dynamics of the Campi Flegrei system, as reconstructed from the tide gauge record, is chaotic and low dimensional. According to this suggestion, in spite of the complexity of the system, at a time scale of days the ground motion is driven by a deterministic mechanism with few degrees of freedom; however, the interactions of the system may never be describable in full detail. New analysis of the tide gauge record using Nonlinear Forecasting, confirms low-dimensional chaos in the ground elevation record at Campi Flegrei and suggests that Nonlinear Forecasting could be a useful tool in volcanic surveillance. -from Authors

The viability of ADVANTG deterministic method for synthetic radiography generation

NASA Astrophysics Data System (ADS)

Bingham, Andrew; Lee, Hyoung K.

2018-07-01

Fast simulation techniques to generate synthetic radiographic images of high resolution are helpful when new radiation imaging systems are designed. However, the standard stochastic approach requires lengthy run time with poorer statistics at higher resolution. The investigation of the viability of a deterministic approach to synthetic radiography image generation was explored. The aim was to analyze a computational time decrease over the stochastic method. ADVANTG was compared to MCNP in multiple scenarios including a small radiography system prototype, to simulate high resolution radiography images. By using ADVANTG deterministic code to simulate radiography images the computational time was found to decrease 10 to 13 times compared to the MCNP stochastic approach while retaining image quality.

Complexity in Soil Systems: What Does It Mean and How Should We Proceed?

NASA Astrophysics Data System (ADS)

Faybishenko, B.; Molz, F. J.; Brodie, E.; Hubbard, S. S.

2015-12-01

The complex soil systems approach is needed fundamentally for the development of integrated, interdisciplinary methods to measure and quantify the physical, chemical and biological processes taking place in soil, and to determine the role of fine-scale heterogeneities. This presentation is aimed at a review of the concepts and observations concerning complexity and complex systems theory, including terminology, emergent complexity and simplicity, self-organization and a general approach to the study of complex systems using the Weaver (1948) concept of "organized complexity." These concepts are used to provide understanding of complex soil systems, and to develop experimental and mathematical approaches to soil microbiological processes. The results of numerical simulations, observations and experiments are presented that indicate the presence of deterministic chaotic dynamics in soil microbial systems. So what are the implications for the scientists who wish to develop mathematical models in the area of organized complexity or to perform experiments to help clarify an aspect of an organized complex system? The modelers have to deal with coupled systems having at least three dependent variables, and they have to forgo making linear approximations to nonlinear phenomena. The analogous rule for experimentalists is that they need to perform experiments that involve measurement of at least three interacting entities (variables depending on time, space, and each other). These entities could be microbes in soil penetrated by roots. If a process being studied in a soil affects the soil properties, like biofilm formation, then this effect has to be measured and included. The mathematical implications of this viewpoint are examined, and results of numerical solutions to a system of equations demonstrating deterministic chaotic behavior are also discussed using time series and the 3D strange attractors.

Computational singular perturbation analysis of stochastic chemical systems with stiffness

NASA Astrophysics Data System (ADS)

Wang, Lijin; Han, Xiaoying; Cao, Yanzhao; Najm, Habib N.

2017-04-01

Computational singular perturbation (CSP) is a useful method for analysis, reduction, and time integration of stiff ordinary differential equation systems. It has found dominant utility, in particular, in chemical reaction systems with a large range of time scales at continuum and deterministic level. On the other hand, CSP is not directly applicable to chemical reaction systems at micro or meso-scale, where stochasticity plays an non-negligible role and thus has to be taken into account. In this work we develop a novel stochastic computational singular perturbation (SCSP) analysis and time integration framework, and associated algorithm, that can be used to not only construct accurately and efficiently the numerical solutions to stiff stochastic chemical reaction systems, but also analyze the dynamics of the reduced stochastic reaction systems. The algorithm is illustrated by an application to a benchmark stochastic differential equation model, and numerical experiments are carried out to demonstrate the effectiveness of the construction.

Stochastic Processes in Physics: Deterministic Origins and Control

NASA Astrophysics Data System (ADS)

Demers, Jeffery

Stochastic processes are ubiquitous in the physical sciences and engineering. While often used to model imperfections and experimental uncertainties in the macroscopic world, stochastic processes can attain deeper physical significance when used to model the seemingly random and chaotic nature of the underlying microscopic world. Nowhere more prevalent is this notion than in the field of stochastic thermodynamics - a modern systematic framework used describe mesoscale systems in strongly fluctuating thermal environments which has revolutionized our understanding of, for example, molecular motors, DNA replication, far-from equilibrium systems, and the laws of macroscopic thermodynamics as they apply to the mesoscopic world. With progress, however, come further challenges and deeper questions, most notably in the thermodynamics of information processing and feedback control. Here it is becoming increasingly apparent that, due to divergences and subtleties of interpretation, the deterministic foundations of the stochastic processes themselves must be explored and understood. This thesis presents a survey of stochastic processes in physical systems, the deterministic origins of their emergence, and the subtleties associated with controlling them. First, we study time-dependent billiards in the quivering limit - a limit where a billiard system is indistinguishable from a stochastic system, and where the simplified stochastic system allows us to view issues associated with deterministic time-dependent billiards in a new light and address some long-standing problems. Then, we embark on an exploration of the deterministic microscopic Hamiltonian foundations of non-equilibrium thermodynamics, and we find that important results from mesoscopic stochastic thermodynamics have simple microscopic origins which would not be apparent without the benefit of both the micro and meso perspectives. Finally, we study the problem of stabilizing a stochastic Brownian particle with feedback control, and we find that in order to avoid paradoxes involving the first law of thermodynamics, we need a model for the fine details of the thermal driving noise. The underlying theme of this thesis is the argument that the deterministic microscopic perspective and stochastic mesoscopic perspective are both important and useful, and when used together, we can more deeply and satisfyingly understand the physics occurring over either scale.

Extended method of moments for deterministic analysis of stochastic multistable neurodynamical systems

NASA Astrophysics Data System (ADS)

Deco, Gustavo; Martí, Daniel

2007-03-01

The analysis of transitions in stochastic neurodynamical systems is essential to understand the computational principles that underlie those perceptual and cognitive processes involving multistable phenomena, like decision making and bistable perception. To investigate the role of noise in a multistable neurodynamical system described by coupled differential equations, one usually considers numerical simulations, which are time consuming because of the need for sufficiently many trials to capture the statistics of the influence of the fluctuations on that system. An alternative analytical approach involves the derivation of deterministic differential equations for the moments of the distribution of the activity of the neuronal populations. However, the application of the method of moments is restricted by the assumption that the distribution of the state variables of the system takes on a unimodal Gaussian shape. We extend in this paper the classical moments method to the case of bimodal distribution of the state variables, such that a reduced system of deterministic coupled differential equations can be derived for the desired regime of multistability.

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.

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.

A Mathematical Model for Alternation of Polygamy and Parthenogenesis: Stability Versus Efficiency and Analogy with Parasitism.

PubMed

Sanchez-Palencia, Evariste; Lherminier, Philippe; Françoise, Jean-Pierre

2016-12-01

The present work is a contribution to the understanding of the sempiternal problem of the "burden of factor two" implied by sexual reproduction versus asexual one, as males are energy consumers not contributing to the production of offspring. We construct a deterministic mathematical model in population dynamics where a species enjoys both sexual and parthenogenetic capabilities of reproduction and lives on a limited resource. We then show how polygamy implies instability of a parthenogenetic population with a small number of sexually born males. This instability implies evolution of the system towards an attractor involving both (sexual and asexual) populations (which does not imply optimality of the population). We also exhibit the analogy with a parasite/host system.

Cross-frequency and band-averaged response variance prediction in the hybrid deterministic-statistical energy analysis method

NASA Astrophysics Data System (ADS)

Reynders, Edwin P. B.; Langley, Robin S.

2018-08-01

The hybrid deterministic-statistical energy analysis method has proven to be a versatile framework for modeling built-up vibro-acoustic systems. The stiff system components are modeled deterministically, e.g., using the finite element method, while the wave fields in the flexible components are modeled as diffuse. In the present paper, the hybrid method is extended such that not only the ensemble mean and variance of the harmonic system response can be computed, but also of the band-averaged system response. This variance represents the uncertainty that is due to the assumption of a diffuse field in the flexible components of the hybrid system. The developments start with a cross-frequency generalization of the reciprocity relationship between the total energy in a diffuse field and the cross spectrum of the blocked reverberant loading at the boundaries of that field. By making extensive use of this generalization in a first-order perturbation analysis, explicit expressions are derived for the cross-frequency and band-averaged variance of the vibrational energies in the diffuse components and for the cross-frequency and band-averaged variance of the cross spectrum of the vibro-acoustic field response of the deterministic components. These expressions are extensively validated against detailed Monte Carlo analyses of coupled plate systems in which diffuse fields are simulated by randomly distributing small point masses across the flexible components, and good agreement is found.

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.

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.

Molecular dynamics based enhanced sampling of collective variables with very large time steps.

PubMed

Chen, Pei-Yang; Tuckerman, Mark E

2018-01-14

Enhanced sampling techniques that target a set of collective variables and that use molecular dynamics as the driving engine have seen widespread application in the computational molecular sciences as a means to explore the free-energy landscapes of complex systems. The use of molecular dynamics as the fundamental driver of the sampling requires the introduction of a time step whose magnitude is limited by the fastest motions in a system. While standard multiple time-stepping methods allow larger time steps to be employed for the slower and computationally more expensive forces, the maximum achievable increase in time step is limited by resonance phenomena, which inextricably couple fast and slow motions. Recently, we introduced deterministic and stochastic resonance-free multiple time step algorithms for molecular dynamics that solve this resonance problem and allow ten- to twenty-fold gains in the large time step compared to standard multiple time step algorithms [P. Minary et al., Phys. Rev. Lett. 93, 150201 (2004); B. Leimkuhler et al., Mol. Phys. 111, 3579-3594 (2013)]. These methods are based on the imposition of isokinetic constraints that couple the physical system to Nosé-Hoover chains or Nosé-Hoover Langevin schemes. In this paper, we show how to adapt these methods for collective variable-based enhanced sampling techniques, specifically adiabatic free-energy dynamics/temperature-accelerated molecular dynamics, unified free-energy dynamics, and by extension, metadynamics, thus allowing simulations employing these methods to employ similarly very large time steps. The combination of resonance-free multiple time step integrators with free-energy-based enhanced sampling significantly improves the efficiency of conformational exploration.

Molecular dynamics based enhanced sampling of collective variables with very large time steps

NASA Astrophysics Data System (ADS)

Chen, Pei-Yang; Tuckerman, Mark E.

2018-01-01

Enhanced sampling techniques that target a set of collective variables and that use molecular dynamics as the driving engine have seen widespread application in the computational molecular sciences as a means to explore the free-energy landscapes of complex systems. The use of molecular dynamics as the fundamental driver of the sampling requires the introduction of a time step whose magnitude is limited by the fastest motions in a system. While standard multiple time-stepping methods allow larger time steps to be employed for the slower and computationally more expensive forces, the maximum achievable increase in time step is limited by resonance phenomena, which inextricably couple fast and slow motions. Recently, we introduced deterministic and stochastic resonance-free multiple time step algorithms for molecular dynamics that solve this resonance problem and allow ten- to twenty-fold gains in the large time step compared to standard multiple time step algorithms [P. Minary et al., Phys. Rev. Lett. 93, 150201 (2004); B. Leimkuhler et al., Mol. Phys. 111, 3579-3594 (2013)]. These methods are based on the imposition of isokinetic constraints that couple the physical system to Nosé-Hoover chains or Nosé-Hoover Langevin schemes. In this paper, we show how to adapt these methods for collective variable-based enhanced sampling techniques, specifically adiabatic free-energy dynamics/temperature-accelerated molecular dynamics, unified free-energy dynamics, and by extension, metadynamics, thus allowing simulations employing these methods to employ similarly very large time steps. The combination of resonance-free multiple time step integrators with free-energy-based enhanced sampling significantly improves the efficiency of conformational exploration.

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; Schubert, Siegfried D.; Arribas, Alberto; MacLachlan, Craig

2014-01-01

This study assesses the skill of boreal winter Arctic Oscillation (AO) predictions with state-of-the-art dynamical ensemble prediction systems (EPSs): GloSea4, CFSv2, GEOS-5, CanCM3, CanCM4, and CM2.1. Long-term reforecasts with the EPSs are used to evaluate how well they represent the AO and to assess the skill of both deterministic and probabilistic forecasts of the AO. The reforecasts reproduce the observed changes in the large-scale patterns of the Northern Hemispheric surface temperature, upper level wind, and precipitation associated with the different phases of the AO. The results demonstrate that most EPSs improve upon persistence skill scores for lead times up to 2 months in boreal winter, suggesting some potential for skillful prediction of the AO and its associated climate anomalies at seasonal time scales. It is also found that the skill of AO forecasts during the recent period (1997-2010) is higher than that of the earlier period (1983-1996).

A Full Dynamic Compound Inverse Method for output-only element-level system identification and input estimation from earthquake response signals

NASA Astrophysics Data System (ADS)

Pioldi, Fabio; Rizzi, Egidio

2016-08-01

This paper proposes a new output-only element-level system identification and input estimation technique, towards the simultaneous identification of modal parameters, input excitation time history and structural features at the element-level by adopting earthquake-induced structural response signals. The method, named Full Dynamic Compound Inverse Method (FDCIM), releases strong assumptions of earlier element-level techniques, by working with a two-stage iterative algorithm. Jointly, a Statistical Average technique, a modification process and a parameter projection strategy are adopted at each stage to achieve stronger convergence for the identified estimates. The proposed method works in a deterministic way and is completely developed in State-Space form. Further, it does not require continuous- to discrete-time transformations and does not depend on initialization conditions. Synthetic earthquake-induced response signals from different shear-type buildings are generated to validate the implemented procedure, also with noise-corrupted cases. The achieved results provide a necessary condition to demonstrate the effectiveness of the proposed identification method.

Large deviations and mixing for dissipative PDEs with unbounded random kicks

NASA Astrophysics Data System (ADS)

Jakšić, V.; Nersesyan, V.; Pillet, C.-A.; Shirikyan, A.

2018-02-01

We study the problem of exponential mixing and large deviations for discrete-time Markov processes associated with a class of random dynamical systems. Under some dissipativity and regularisation hypotheses for the underlying deterministic dynamics and a non-degeneracy condition for the driving random force, we discuss the existence and uniqueness of a stationary measure and its exponential stability in the Kantorovich-Wasserstein metric. We next turn to the large deviations principle (LDP) and establish its validity for the occupation measures of the Markov processes in question. The proof is based on Kifer’s criterion for non-compact spaces, a result on large-time asymptotics for generalised Markov semigroup, and a coupling argument. These tools combined together constitute a new approach to LDP for infinite-dimensional processes without strong Feller property in a non-compact space. The results obtained can be applied to the two-dimensional Navier-Stokes system in a bounded domain and to the complex Ginzburg-Landau equation.

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

Stochastic Plume Simulations for the Fukushima Accident and the Deep Water Horizon Oil Spill

NASA Astrophysics Data System (ADS)

Coelho, E.; Peggion, G.; Rowley, C.; Hogan, P.

2012-04-01

The Fukushima Dai-ichi power plant suffered damage leading to radioactive contamination of coastal waters. Major issues in characterizing the extent of the affected waters were a poor knowledge of the radiation released to the coastal waters and the rather complex coastal dynamics of the region, not deterministically captured by the available prediction systems. Equivalently, during the Gulf of Mexico Deep Water Horizon oil platform accident in April 2010, significant amounts of oil and gas were released from the ocean floor. For this case, issues in mapping and predicting the extent of the affected waters in real-time were a poor knowledge of the actual amounts of oil reaching the surface and the fact that coastal dynamics over the region were not deterministically captured by the available prediction systems. To assess the ocean regions and times that were most likely affected by these accidents while capturing the above sources of uncertainty, ensembles of the Navy Coastal Ocean Model (NCOM) were configured over the two regions (NE Japan and Northern Gulf of Mexico). For the Fukushima case tracers were released on each ensemble member; their locations at each instant provided reference positions of water volumes where the signature of water released from the plant could be found. For the Deep Water Horizon oil spill case each ensemble member was coupled with a diffusion-advection solution to estimate possible scenarios of oil concentrations using perturbed estimates of the released amounts as the source terms at the surface. Stochastic plumes were then defined using a Risk Assessment Code (RAC) analysis that associates a number from 1 to 5 to each grid point, determined by the likelihood of having tracer particle within short ranges (for the Fukushima case), hence defining the high risk areas and those recommended for monitoring. For the Oil Spill case the RAC codes were determined by the likelihood of reaching oil concentrations as defined in the Bonn Agreement Oil Appearance Code. The likelihoods were taken in both cases from probability distribution functions derived from the ensemble runs. Results were compared with a control-deterministic solution and checked against available reports to assess their skill in capturing the actual observed plumes and other in-situ data, as well as their relevance for planning surveys and reconnaissance flights for both cases.

Mass fluctuation kinetics: Capturing stochastic effects in systems of chemical reactions through coupled mean-variance computations

NASA Astrophysics Data System (ADS)

Gómez-Uribe, Carlos A.; Verghese, George C.

2007-01-01

The intrinsic stochastic effects in chemical reactions, and particularly in biochemical networks, may result in behaviors significantly different from those predicted by deterministic mass action kinetics (MAK). Analyzing stochastic effects, however, is often computationally taxing and complex. The authors describe here the derivation and application of what they term the mass fluctuation kinetics (MFK), a set of deterministic equations to track the means, variances, and covariances of the concentrations of the chemical species in the system. These equations are obtained by approximating the dynamics of the first and second moments of the chemical master equation. Apart from needing knowledge of the system volume, the MFK description requires only the same information used to specify the MAK model, and is not significantly harder to write down or apply. When the effects of fluctuations are negligible, the MFK description typically reduces to MAK. The MFK equations are capable of describing the average behavior of the network substantially better than MAK, because they incorporate the effects of fluctuations on the evolution of the means. They also account for the effects of the means on the evolution of the variances and covariances, to produce quite accurate uncertainty bands around the average behavior. The MFK computations, although approximate, are significantly faster than Monte Carlo methods for computing first and second moments in systems of chemical reactions. They may therefore be used, perhaps along with a few Monte Carlo simulations of sample state trajectories, to efficiently provide a detailed picture of the behavior of a chemical system.

Discrete-time systems with random switches: From systems stability to networks synchronization.

PubMed

Guo, Yao; Lin, Wei; Ho, Daniel W C

2016-03-01

In this article, we develop some approaches, which enable us to more accurately and analytically identify the essential patterns that guarantee the almost sure stability of discrete-time systems with random switches. We allow for the case that the elements in the switching connection matrix even obey some unbounded and continuous-valued distributions. In addition to the almost sure stability, we further investigate the almost sure synchronization in complex dynamical networks consisting of randomly connected nodes. Numerical examples illustrate that a chaotic dynamics in the synchronization manifold is preserved when statistical parameters enter some almost sure synchronization region established by the developed approach. Moreover, some delicate configurations are considered on probability space for ensuring synchronization in networks whose nodes are described by nonlinear maps. Both theoretical and numerical results on synchronization are presented by setting only a few random connections in each switch duration. More interestingly, we analytically find it possible to achieve almost sure synchronization in the randomly switching complex networks even with very large population sizes, which cannot be easily realized in non-switching but deterministically connected networks.

Discrete-time systems with random switches: From systems stability to networks synchronization

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

Guo, Yao; Lin, Wei, E-mail: wlin@fudan.edu.cn; Shanghai Key Laboratory of Contemporary Applied Mathematics, LMNS, and Shanghai Center for Mathematical Sciences, Shanghai 200433

2016-03-15

In this article, we develop some approaches, which enable us to more accurately and analytically identify the essential patterns that guarantee the almost sure stability of discrete-time systems with random switches. We allow for the case that the elements in the switching connection matrix even obey some unbounded and continuous-valued distributions. In addition to the almost sure stability, we further investigate the almost sure synchronization in complex dynamical networks consisting of randomly connected nodes. Numerical examples illustrate that a chaotic dynamics in the synchronization manifold is preserved when statistical parameters enter some almost sure synchronization region established by the developedmore » approach. Moreover, some delicate configurations are considered on probability space for ensuring synchronization in networks whose nodes are described by nonlinear maps. Both theoretical and numerical results on synchronization are presented by setting only a few random connections in each switch duration. More interestingly, we analytically find it possible to achieve almost sure synchronization in the randomly switching complex networks even with very large population sizes, which cannot be easily realized in non-switching but deterministically connected networks.« less

Stereo vision tracking of multiple objects in complex indoor environments.

PubMed

Marrón-Romera, Marta; García, Juan C; Sotelo, Miguel A; Pizarro, Daniel; Mazo, Manuel; Cañas, José M; Losada, Cristina; Marcos, Alvaro

2010-01-01

This paper presents a novel system capable of solving the problem of tracking multiple targets in a crowded, complex and dynamic indoor environment, like those typical of mobile robot applications. The proposed solution is based on a stereo vision set in the acquisition step and a probabilistic algorithm in the obstacles position estimation process. The system obtains 3D position and speed information related to each object in the robot's environment; then it achieves a classification between building elements (ceiling, walls, columns and so on) and the rest of items in robot surroundings. All objects in robot surroundings, both dynamic and static, are considered to be obstacles but the structure of the environment itself. A combination of a Bayesian algorithm and a deterministic clustering process is used in order to obtain a multimodal representation of speed and position of detected obstacles. Performance of the final system has been tested against state of the art proposals; test results validate the authors' proposal. The designed algorithms and procedures provide a solution to those applications where similar multimodal data structures are found.

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.

Early signatures of regime shifts in gene expression dynamics

NASA Astrophysics Data System (ADS)

Pal, Mainak; Pal, Amit Kumar; Ghosh, Sayantari; Bose, Indrani

2013-06-01

Recently, a large number of studies have been carried out on the early signatures of sudden regime shifts in systems as diverse as ecosystems, financial markets, population biology and complex diseases. The signatures of regime shifts in gene expression dynamics are less systematically investigated. In this paper, we consider sudden regime shifts in the gene expression dynamics described by a fold-bifurcation model involving bistability and hysteresis. We consider two alternative models, models 1 and 2, of competence development in the bacterial population B. subtilis and determine some early signatures of the regime shifts between competence and noncompetence. We use both deterministic and stochastic formalisms for the purpose of our study. The early signatures studied include the critical slowing down as a transition point is approached, rising variance and the lag-1 autocorrelation function, skewness and a ratio of two mean first passage times. Some of the signatures could provide the experimental basis for distinguishing between bistability and excitability as the correct mechanism for the development of competence.

Autogenic succession and deterministic recovery following disturbance in soil bacterial communities

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

Jurburg, Stephanie D.; Nunes, Inês; Stegen, James C.

The response of bacterial communities to environmental change may affect local to global nutrient cycles; however the dynamics of these communities following disturbance are poorly understood, and are generally attributed to abiotic factors. Here, we subjected soil microcosms to a heat disturbance and followed the community composition of active bacteria over 50 days of recovery. Phylogenetic turnover patterns indicated that biotic interactions shaped the community during recovery, and that the disturbance imposed a strong selective pressure that persisted for up to 10 days, after which the importance of stochastic processes increased. Three successional stages were detected: a primary response (1-4more » days after disturbance) in which surviving taxa increased in abundance; a secondary response phase (10-29 days), during which community dynamics slowed down, and a stability phase (after 29 days), during which the community tended towards its original composition. Soil bacterial communities, despite their extreme diversity and functional redundancy, respond to disturbances like many macroecological systems and exhibit path-dependent, autogenic dynamics during secondary succession.« less

Hamiltonian Analysis of Subcritical Stochastic Epidemic Dynamics

PubMed Central

2017-01-01

We extend a technique of approximation of the long-term behavior of a supercritical stochastic epidemic model, using the WKB approximation and a Hamiltonian phase space, to the subcritical case. The limiting behavior of the model and approximation are qualitatively different in the subcritical case, requiring a novel analysis of the limiting behavior of the Hamiltonian system away from its deterministic subsystem. This yields a novel, general technique of approximation of the quasistationary distribution of stochastic epidemic and birth-death models and may lead to techniques for analysis of these models beyond the quasistationary distribution. For a classic SIS model, the approximation found for the quasistationary distribution is very similar to published approximations but not identical. For a birth-death process without depletion of susceptibles, the approximation is exact. Dynamics on the phase plane similar to those predicted by the Hamiltonian analysis are demonstrated in cross-sectional data from trachoma treatment trials in Ethiopia, in which declining prevalences are consistent with subcritical epidemic dynamics. PMID:28932256

Extinction in neutrally stable stochastic Lotka-Volterra models

NASA Astrophysics Data System (ADS)

Dobrinevski, Alexander; Frey, Erwin

2012-05-01

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

Extinction in neutrally stable stochastic Lotka-Volterra models.

PubMed

Dobrinevski, Alexander; Frey, Erwin

2012-05-01

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

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

DOE PAGES

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

2016-04-07

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

A nonlinear dynamical analogue model of geomagnetic activity

NASA Technical Reports Server (NTRS)

Klimas, A. J.; Baker, D. N.; Roberts, D. A.; Fairfield, D. H.; Buechner, J.

1992-01-01

Consideration is given to the solar wind-magnetosphere interaction within the framework of deterministic nonlinear dynamics. An earlier dripping faucet analog model of the low-dimensional solar wind-magnetosphere system is reviewed, and a plasma physical counterpart to that model is constructed. A Faraday loop in the magnetotail is considered, and the relationship of electric potentials on the loop to changes in the magnetic flux threading the loop is developed. This approach leads to a model of geomagnetic activity which is similar to the earlier mechanical model but described in terms of the geometry and plasma contents of the magnetotail. The model is characterized as an elementary time-dependent global convection model. The convection evolves within a magnetotail shape that varies in a prescribed manner in response to the dynamical evolution of the convection. The result is a nonlinear model capable of exhibiting a transition from regular to chaotic loading and unloading. The model's behavior under steady loading and also some elementary forms of time-dependent loading is discussed.

Symmetry aspects in emergent quantum mechanics

NASA Astrophysics Data System (ADS)

Elze, Hans-Thomas

2009-06-01

We discuss an explicit realization of the dissipative dynamics anticipated in the proof of 't Hooft's existence theorem, which states that 'For any quantum system there exists at least one deterministic model that reproduces all its dynamics after prequantization'. - There is an energy-parity symmetry hidden in the Liouville equation, which mimics the Kaplan-Sundrum protective symmetry for the cosmological constant. This symmetry may be broken by the coarse-graining inherent in physics at scales much larger than the Planck length. We correspondingly modify classical ensemble theory by incorporating dissipative fluctuations (information loss) - which are caused by discrete spacetime continually 'measuring' matter. In this way, aspects of quantum mechanics, such as the von Neumann equation, including a Lindblad term, arise dynamically and expectations of observables agree with the Born rule. However, the resulting quantum coherence is accompanied by an intrinsic decoherence and continuous localization mechanism. Our proposal leads towards a theory that is linear and local at the quantum mechanical level, but the relation to the underlying classical degrees of freedom is nonlocal.

Statics and Dynamics of Selfish Interactions in Distributed Service Systems

PubMed Central

Altarelli, Fabrizio; Braunstein, Alfredo; Dall’Asta, Luca

2015-01-01

We study a class of games which models the competition among agents to access some service provided by distributed service units and which exhibits congestion and frustration phenomena when service units have limited capacity. We propose a technique, based on the cavity method of statistical physics, to characterize the full spectrum of Nash equilibria of the game. The analysis reveals a large variety of equilibria, with very different statistical properties. Natural selfish dynamics, such as best-response, usually tend to large-utility equilibria, even though those of smaller utility are exponentially more numerous. Interestingly, the latter actually can be reached by selecting the initial conditions of the best-response dynamics close to the saturation limit of the service unit capacities. We also study a more realistic stochastic variant of the game by means of a simple and effective approximation of the average over the random parameters, showing that the properties of the average-case Nash equilibria are qualitatively similar to the deterministic ones. PMID:26177449

Computational modeling of the nonlinear stochastic dynamics of horizontal drillstrings

NASA Astrophysics Data System (ADS)

Cunha, Americo; Soize, Christian; Sampaio, Rubens

2015-11-01

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

Discrete stochastic simulation methods for chemically reacting systems.

PubMed

Cao, Yang; Samuels, David C

2009-01-01

Discrete stochastic chemical kinetics describe the time evolution of a chemically reacting system by taking into account the fact that, in reality, chemical species are present with integer populations and exhibit some degree of randomness in their dynamical behavior. In recent years, with the development of new techniques to study biochemistry dynamics in a single cell, there are increasing studies using this approach to chemical kinetics in cellular systems, where the small copy number of some reactant species in the cell may lead to deviations from the predictions of the deterministic differential equations of classical chemical kinetics. This chapter reviews the fundamental theory related to stochastic chemical kinetics and several simulation methods based on that theory. We focus on nonstiff biochemical systems and the two most important discrete stochastic simulation methods: Gillespie's stochastic simulation algorithm (SSA) and the tau-leaping method. Different implementation strategies of these two methods are discussed. Then we recommend a relatively simple and efficient strategy that combines the strengths of the two methods: the hybrid SSA/tau-leaping method. The implementation details of the hybrid strategy are given here and a related software package is introduced. Finally, the hybrid method is applied to simple biochemical systems as a demonstration of its application.

Real-Time linux dynamic clamp: a fast and flexible way to construct virtual ion channels in living cells.

PubMed

Dorval, A D; Christini, D J; White, J A

2001-10-01

We describe a system for real-time control of biological and other experiments. This device, based around the Real-Time Linux operating system, was tested specifically in the context of dynamic clamping, a demanding real-time task in which a computational system mimics the effects of nonlinear membrane conductances in living cells. The system is fast enough to represent dozens of nonlinear conductances in real time at clock rates well above 10 kHz. Conductances can be represented in deterministic form, or more accurately as discrete collections of stochastically gating ion channels. Tests were performed using a variety of complex models of nonlinear membrane mechanisms in excitable cells, including simulations of spatially extended excitable structures, and multiple interacting cells. Only in extreme cases does the computational load interfere with high-speed "hard" real-time processing (i.e., real-time processing that never falters). Freely available on the worldwide web, this experimental control system combines good performance. immense flexibility, low cost, and reasonable ease of use. It is easily adapted to any task involving real-time control, and excels in particular for applications requiring complex control algorithms that must operate at speeds over 1 kHz.

An introduction to chaotic and random time series analysis

NASA Technical Reports Server (NTRS)

Scargle, Jeffrey D.

1989-01-01

The origin of chaotic behavior and the relation of chaos to randomness are explained. Two mathematical results are described: (1) a representation theorem guarantees the existence of a specific time-domain model for chaos and addresses the relation between chaotic, random, and strictly deterministic processes; (2) a theorem assures that information on the behavior of a physical system in its complete state space can be extracted from time-series data on a single observable. Focus is placed on an important connection between the dynamical state space and an observable time series. These two results lead to a practical deconvolution technique combining standard random process modeling methods with new embedded techniques.

Multi-Baker Map as a Model of Digital PD Control

NASA Astrophysics Data System (ADS)

Csernák, Gábor; Gyebrószki, Gergely; Stépán, Gábor

Digital stabilization of unstable equilibria of linear systems may lead to small amplitude stochastic-like oscillations. We show that these vibrations can be related to a deterministic chaotic dynamics induced by sampling and quantization. A detailed analytical proof of chaos is presented for the case of a PD controlled oscillator: it is shown that there exists a finite attracting domain in the phase-space, the largest Lyapunov exponent is positive and the existence of a Smale horseshoe is also pointed out. The corresponding two-dimensional micro-chaos map is a multi-baker map, i.e. it consists of a finite series of baker’s maps.

On chaos synchronization and secure communication.

PubMed

Kinzel, W; Englert, A; Kanter, I

2010-01-28

Chaos synchronization, in particular isochronal synchronization of two chaotic trajectories to each other, may be used to build a means of secure communication over a public channel. In this paper, we give an overview of coupling schemes of Bernoulli units deduced from chaotic laser systems, different ways to transmit information by chaos synchronization and the advantage of bidirectional over unidirectional coupling with respect to secure communication. We present the protocol for using dynamical private commutative filters for tap-proof transmission of information that maps the task of a passive attacker to the class of non-deterministic polynomial time-complete problems. This journal is © 2010 The Royal Society

Modeling the spread and control of dengue with limited public health resources.

PubMed

Abdelrazec, Ahmed; Bélair, Jacques; Shan, Chunhua; Zhu, Huaiping

2016-01-01

A deterministic model for the transmission dynamics of dengue fever is formulated to study, with a nonlinear recovery rate, the impact of available resources of the health system on the spread and control of the disease. Model results indicate the existence of multiple endemic equilibria, as well as coexistence of an endemic equilibrium with a periodic solution. Additionally, our model exhibits the phenomenon of backward bifurcation. The results of this study could be helpful for public health authorities in their planning of a proper resource allocation for the control of dengue transmission. Copyright © 2015 Elsevier Inc. All rights reserved.

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

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.

Energy landscape scheme for an intuitive understanding of complex domain dynamics in ferroelectric thin films

NASA Astrophysics Data System (ADS)

Heon Kim, Tae; Yoon, Jong-Gul; Hyub Baek, Seung; Park, Woong-Kyu; Mo Yang, Sang; Yup Jang, Seung; Min, Taeyuun; Chung, Jin-Seok; Eom, Chang-Beom; Won Noh, Tae

2015-07-01

Fundamental understanding of domain dynamics in ferroic materials has been a longstanding issue because of its relevance to many systems and to the design of nanoscale domain-wall devices. Despite many theoretical and experimental studies, a full understanding of domain dynamics still remains incomplete, partly due to complex interactions between domain-walls and disorder. We report domain-shape-preserving deterministic domain-wall motion, which directly confirms microscopic return point memory, by observing domain-wall breathing motion in ferroelectric BiFeO3 thin film using stroboscopic piezoresponse force microscopy. Spatial energy landscape that provides new insights into domain dynamics is also mapped based on the breathing motion of domain walls. The evolution of complex domain structure can be understood by the process of occupying the lowest available energy states of polarization in the energy landscape which is determined by defect-induced internal fields. Our result highlights a pathway for the novel design of ferroelectric domain-wall devices through the engineering of energy landscape using defect-induced internal fields such as flexoelectric fields.